newYutaiStrat.ipynb

{
  "cells": [
    {
      "cell_type": "markdown",
      "metadata": {
        "id": "view-in-github",
        "colab_type": "text"
      },
      "source": [
        "<a href=\"https://colab.research.google.com/github/wailoktam/blocks-examples/blob/master/newYutaiStrat.ipynb\" target=\"_parent\"><img src=\"https://colab.research.google.com/assets/colab-badge.svg\" alt=\"Open In Colab\"/></a>"
      ]
    },
    {
      "cell_type": "code",
      "execution_count": null,
      "metadata": {
        "colab": {
          "base_uri": "https://localhost:8080/"
        },
        "id": "MCpGnNOJHj3-",
        "outputId": "3680403a-d8ad-472e-9d89-095f0ab5a094"
      },
      "outputs": [
        {
          "name": "stdout",
          "output_type": "stream",
          "text": [
            "Requirement already satisfied: yfinance in /usr/local/lib/python3.10/dist-packages (0.2.25)\n",
            "Requirement already satisfied: pandas>=1.3.0 in /usr/local/lib/python3.10/dist-packages (from yfinance) (1.5.3)\n",
            "Requirement already satisfied: numpy>=1.16.5 in /usr/local/lib/python3.10/dist-packages (from yfinance) (1.22.4)\n",
            "Requirement already satisfied: requests>=2.26 in /usr/local/lib/python3.10/dist-packages (from yfinance) (2.27.1)\n",
            "Requirement already satisfied: multitasking>=0.0.7 in /usr/local/lib/python3.10/dist-packages (from yfinance) (0.0.11)\n",
            "Requirement already satisfied: lxml>=4.9.1 in /usr/local/lib/python3.10/dist-packages (from yfinance) (4.9.3)\n",
            "Requirement already satisfied: appdirs>=1.4.4 in /usr/local/lib/python3.10/dist-packages (from yfinance) (1.4.4)\n",
            "Requirement already satisfied: pytz>=2022.5 in /usr/local/lib/python3.10/dist-packages (from yfinance) (2022.7.1)\n",
            "Requirement already satisfied: frozendict>=2.3.4 in /usr/local/lib/python3.10/dist-packages (from yfinance) (2.3.8)\n",
            "Requirement already satisfied: beautifulsoup4>=4.11.1 in /usr/local/lib/python3.10/dist-packages (from yfinance) (4.11.2)\n",
            "Requirement already satisfied: html5lib>=1.1 in /usr/local/lib/python3.10/dist-packages (from yfinance) (1.1)\n",
            "Requirement already satisfied: soupsieve>1.2 in /usr/local/lib/python3.10/dist-packages (from beautifulsoup4>=4.11.1->yfinance) (2.4.1)\n",
            "Requirement already satisfied: six>=1.9 in /usr/local/lib/python3.10/dist-packages (from html5lib>=1.1->yfinance) (1.16.0)\n",
            "Requirement already satisfied: webencodings in /usr/local/lib/python3.10/dist-packages (from html5lib>=1.1->yfinance) (0.5.1)\n",
            "Requirement already satisfied: python-dateutil>=2.8.1 in /usr/local/lib/python3.10/dist-packages (from pandas>=1.3.0->yfinance) (2.8.2)\n",
            "Requirement already satisfied: urllib3<1.27,>=1.21.1 in /usr/local/lib/python3.10/dist-packages (from requests>=2.26->yfinance) (1.26.16)\n",
            "Requirement already satisfied: certifi>=2017.4.17 in /usr/local/lib/python3.10/dist-packages (from requests>=2.26->yfinance) (2023.5.7)\n",
            "Requirement already satisfied: charset-normalizer~=2.0.0 in /usr/local/lib/python3.10/dist-packages (from requests>=2.26->yfinance) (2.0.12)\n",
            "Requirement already satisfied: idna<4,>=2.5 in /usr/local/lib/python3.10/dist-packages (from requests>=2.26->yfinance) (3.4)\n"
          ]
        }
      ],
      "source": [
        "!pip install yfinance\n"
      ]
    },
    {
      "cell_type": "code",
      "execution_count": 1,
      "metadata": {
        "id": "QOAvBGrPIfzv"
      },
      "outputs": [],
      "source": [
        "import yfinance\n",
        "import csv\n",
        "from datetime import datetime, timedelta"
      ]
    },
    {
      "cell_type": "code",
      "execution_count": 7,
      "metadata": {
        "colab": {
          "base_uri": "https://localhost:8080/"
        },
        "id": "ah7BgVKiuJGH",
        "outputId": "72d791ca-e071-4aef-9c9f-eb809b364e9f"
      },
      "outputs": [
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "2702.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close   Adj Close   Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-06-26  5720.0  5750.0  5650.0  5690.0  5461.07959  1319900      False\n"
          ]
        },
        {
          "output_type": "execute_result",
          "data": {
            "text/plain": [
              "5720.0"
            ]
          },
          "metadata": {},
          "execution_count": 7
        }
      ],
      "source": [
        "from google import colab\n",
        "\n",
        "def profitCal(sellPriceList,buyPriceList,multiplierList,betaList,hedgeFlag,sellHedgePrice,buyHedgePrice):\n",
        "  profit = 0\n",
        "  hedgeAmt = 0\n",
        "  for s,b,m in zip(sellPriceList,buyPriceList,multiplierList):\n",
        "    print (\"s\")\n",
        "    print (s)\n",
        "    print (\"b\")\n",
        "    print (b)\n",
        "    print (\"m\")\n",
        "    print (m)\n",
        "    profit += (s-b)*m\n",
        "    print (\"p\")\n",
        "    print (profit)\n",
        "  for be,bp,m in zip(betaList,buyPriceList,multiplierList):\n",
        "    print (bp)\n",
        "    print (be)\n",
        "    print (m)\n",
        "\n",
        "    hedgeAmt += bp * be * m\n",
        "    print (\"hedgeAmt\")\n",
        "    print (hedgeAmt)\n",
        "\n",
        "  print (\"hedgeAmt\"+str(hedgeAmt))\n",
        "  print (sellHedgePrice)\n",
        "  print (buyHedgePrice)\n",
        "  hedgeProfit = (sellHedgePrice - buyHedgePrice) * int(hedgeAmt/(buyHedgePrice*100))*100\n",
        "  print (\"profit\"+str(profit))\n",
        "  print (\"hedgeProfit\"+str(hedgeProfit))\n",
        "  return profit+hedgeProfit\n",
        "\n",
        "\n",
        "def getPrice(label,timeStr,col):\n",
        "  print (label)\n",
        "  print (timeStr)\n",
        "  print (col)\n",
        "  ticker_info = yfinance.Ticker(label)\n",
        "  tickerDf = yfinance.download(\n",
        "      tickers = label , period = \"1d\", interval = \"1d\", prepost = False, start = timeStr, end =  (datetime.strptime(timeStr, '%Y-%m-%d') + timedelta(days=1)).strftime('%Y-%m-%d'), repair = True)\n",
        "  print (tickerDf)\n",
        "  return tickerDf.iloc[0][col]\n",
        "\n",
        "getPrice(\"2702.T\",\"2018-06-26\",\"Open\")"
      ]
    },
    {
      "cell_type": "code",
      "execution_count": 3,
      "metadata": {
        "id": "GPJL7w3rlvRV",
        "colab": {
          "base_uri": "https://localhost:8080/"
        },
        "outputId": "2a77e383-85d9-4f12-dff4-4b16f023fb84"
      },
      "outputs": [
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "Mounted at /content/drive\n"
          ]
        }
      ],
      "source": [
        "from google.colab import drive\n",
        "drive.mount('/content/drive')"
      ]
    },
    {
      "cell_type": "code",
      "execution_count": 5,
      "metadata": {
        "colab": {
          "base_uri": "https://localhost:8080/"
        },
        "id": "TBMcHTx1LxD9",
        "outputId": "43ad1248-6e99-49e6-c370-fdf589fdf01b"
      },
      "outputs": [
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "/content\n",
            "2702.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close   Adj Close   Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-06-26  5720.0  5750.0  5650.0  5690.0  5461.07959  1319900      False\n",
            "2702.T\n",
            "2018-04-24\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-04-24  5160.0  5170.0  5120.0  5150.0  4942.804688  103000      False\n",
            "sellPrice\n",
            "5720.0\n",
            "buyPrice\n",
            "5160.0\n",
            "profit\n",
            "560.0\n",
            "profitB4\n",
            "0\n",
            "accuProfit\n",
            "560.0\n",
            "2752.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-06-26  1042.5  1045.5  1040.0  1040.0  1034.522949  117400      False\n",
            "2752.T\n",
            "2018-04-24\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close   Adj Close  Volume  Repaired?\n",
            "Date                                                                     \n",
            "2018-04-24  1000.0  1004.0  1000.0  1002.5  997.220337   45000      False\n",
            "sellPrice\n",
            "1042.5\n",
            "buyPrice\n",
            "1000.0\n",
            "profit\n",
            "42.5\n",
            "profitB4\n",
            "560.0\n",
            "accuProfit\n",
            "602.5\n",
            "3028.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-06-26  2410.0  2410.0  2330.0  2341.0  2071.425781  525500      False\n",
            "3028.T\n",
            "2018-04-24\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-04-24  2332.0  2354.0  2317.0  2350.0  2079.389404   49300      False\n",
            "sellPrice\n",
            "2410.0\n",
            "buyPrice\n",
            "2332.0\n",
            "profit\n",
            "78.0\n",
            "profitB4\n",
            "602.5\n",
            "accuProfit\n",
            "680.5\n",
            "3097.T\n",
            "2018-06-26\n",
            "Open\n",
            "[*********************100%***********************]  1 of 1 completed\n",
            "                   Open         High          Low   Close    Adj Close  \\\n",
            "Date                                                                     \n",
            "2018-06-26  1771.666626  1788.333374  1718.333374  1755.0  1662.417358   \n",
            "\n",
            "             Volume  Repaired?  \n",
            "Date                            \n",
            "2018-06-26  1449600      False  \n",
            "3097.T\n",
            "2018-04-24\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-04-24  1945.0  1945.0  1880.0  1895.0  1795.031738  265200      False\n",
            "sellPrice\n",
            "1771.6666259765625\n",
            "buyPrice\n",
            "1945.0\n",
            "profit\n",
            "-173.3333740234375\n",
            "profitB4\n",
            "680.5\n",
            "accuProfit\n",
            "507.1666259765625\n",
            "3197.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close   Volume  Repaired?\n",
            "Date                                                                       \n",
            "2018-06-26  1675.0  1675.0  1661.0  1673.0  1584.595337  3111500      False\n",
            "3197.T\n",
            "2018-04-24\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-04-24  1574.0  1585.0  1571.0  1582.0  1498.403931  991700      False\n",
            "sellPrice\n",
            "1675.0\n",
            "buyPrice\n",
            "1574.0\n",
            "profit\n",
            "101.0\n",
            "profitB4\n",
            "507.1666259765625\n",
            "accuProfit\n",
            "608.1666259765625\n",
            "7532.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close   Volume  Repaired?\n",
            "Date                                                                       \n",
            "2018-06-26  1320.0  1322.5  1295.0  1310.0  1253.970093  3675600      False\n",
            "7532.T\n",
            "2018-04-24\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close   Volume  Repaired?\n",
            "Date                                                                       \n",
            "2018-04-24  1462.5  1465.0  1427.5  1447.5  1385.589233  2140400      False\n",
            "sellPrice\n",
            "1320.0\n",
            "buyPrice\n",
            "1462.5\n",
            "profit\n",
            "-142.5\n",
            "profitB4\n",
            "608.1666259765625\n",
            "accuProfit\n",
            "465.6666259765625\n",
            "8179.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close   Adj Close  Volume  Repaired?\n",
            "Date                                                                     \n",
            "2018-06-26  2944.0  2953.0  2865.0  2877.0  2792.26709  797400      False\n",
            "8179.T\n",
            "2018-04-24\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-04-24  2940.0  2947.0  2907.0  2944.0  2857.293945   55200      False\n",
            "sellPrice\n",
            "2944.0\n",
            "buyPrice\n",
            "2940.0\n",
            "profit\n",
            "4.0\n",
            "profitB4\n",
            "465.6666259765625\n",
            "accuProfit\n",
            "469.6666259765625\n",
            "2157.T\n",
            "2018-08-28\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "                  Open        High         Low       Close   Adj Close  \\\n",
            "Date                                                                     \n",
            "2018-08-28  515.705811  519.609375  506.597473  513.103455  476.996582   \n",
            "\n",
            "             Volume  Repaired?  \n",
            "Date                            \n",
            "2018-08-28  2477113      False  \n",
            "2157.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\n",
            "                  Open        High         Low       Close   Adj Close  \\\n",
            "Date                                                                     \n",
            "2018-06-26  703.944946  715.221924  703.077515  705.246155  655.618347   \n",
            "\n",
            "            Volume  Repaired?  \n",
            "Date                           \n",
            "2018-06-26  521291      False  \n",
            "sellPrice\n",
            "515.705810546875\n",
            "buyPrice\n",
            "703.9449462890625\n",
            "profit\n",
            "-188.2391357421875\n",
            "profitB4\n",
            "469.6666259765625\n",
            "accuProfit\n",
            "281.427490234375\n",
            "2882.T\n",
            "2018-08-28\n",
            "Open\n",
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-08-28  1740.0  1744.0  1725.0  1727.0  1688.455566   20400      False\n",
            "2882.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-06-26  2093.0  2116.0  2088.0  2116.0  2068.773682    5300      False\n",
            "sellPrice\n",
            "1740.0\n",
            "buyPrice\n",
            "2093.0\n",
            "profit\n",
            "-353.0\n",
            "profitB4\n",
            "281.427490234375\n",
            "accuProfit\n",
            "-71.572509765625\n",
            "3046.T\n",
            "2018-08-28\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-08-28  6000.0  6020.0  5970.0  5990.0  5732.137207  217000      False\n",
            "3046.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-06-26  6530.0  6580.0  6480.0  6560.0  6277.599609   81000      False\n",
            "sellPrice\n",
            "6000.0\n",
            "buyPrice\n",
            "6530.0\n",
            "profit\n",
            "-530.0\n",
            "profitB4\n",
            "-71.572509765625\n",
            "accuProfit\n",
            "-601.572509765625\n",
            "3222.T\n",
            "2018-08-28\n",
            "Open\n",
            "[*********************100%***********************]  1 of 1 completed"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-08-28  1335.0  1336.0  1306.0  1310.0  1231.644897  965800      False\n",
            "3222.T\n",
            "2018-06-26\n",
            "Open\n",
            "[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-06-26  1427.0  1435.0  1421.0  1435.0  1349.168213  165500      False\n",
            "sellPrice\n",
            "1335.0\n",
            "buyPrice\n",
            "1427.0\n",
            "profit\n",
            "-92.0\n",
            "profitB4\n",
            "-601.572509765625\n",
            "accuProfit\n",
            "-693.572509765625\n",
            "3387.T\n",
            "2018-08-28\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "             Open   High    Low  Close  Adj Close   Volume  Repaired?\n",
            "Date                                                                 \n",
            "2018-08-28  685.5  685.5  669.0  671.5    652.875  2663200      False\n",
            "3387.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "             Open   High    Low  Close   Adj Close  Volume  Repaired?\n",
            "Date                                                                 \n",
            "2018-06-26  820.5  820.5  777.0  794.0  771.977234  968800      False\n",
            "sellPrice\n",
            "685.5\n",
            "buyPrice\n",
            "820.5\n",
            "profit\n",
            "-135.0\n",
            "profitB4\n",
            "-693.572509765625\n",
            "accuProfit\n",
            "-828.572509765625\n",
            "8244.T\n",
            "2018-08-28\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-08-28  3755.0  3780.0  3705.0  3705.0  3642.892822   75300      False\n",
            "8244.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-06-26  4030.0  4060.0  4005.0  4010.0  3942.780029    7600      False\n",
            "sellPrice\n",
            "3755.0\n",
            "buyPrice\n",
            "4030.0\n",
            "profit\n",
            "-275.0\n",
            "profitB4\n",
            "-828.572509765625\n",
            "accuProfit\n",
            "-1103.572509765625\n",
            "8267.T\n",
            "2018-08-28\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close   Volume  Repaired?\n",
            "Date                                                                       \n",
            "2018-08-28  2474.0  2481.5  2434.0  2437.0  2308.403809  5958500      False\n",
            "8267.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close   Volume  Repaired?\n",
            "Date                                                                       \n",
            "2018-06-26  2367.0  2374.0  2343.5  2349.5  2225.521729  2371000      False\n",
            "sellPrice\n",
            "2474.0\n",
            "buyPrice\n",
            "2367.0\n",
            "profit\n",
            "107.0\n",
            "profitB4\n",
            "-1103.572509765625\n",
            "accuProfit\n",
            "-996.572509765625\n",
            "-996.572509765625\n"
          ]
        }
      ],
      "source": [
        "!sudo apt-get install -qq w3m # to act as web browser\n",
        "!xdg-settings set default-web-browser w3m.desktop # to set default browser\n",
        "%cd /content\n",
        "dateList = []\n",
        "profit = 0\n",
        "\n",
        "with open(\"drive/MyDrive/trades/5YrYutaiMini.txt\") as labelDateFile:\n",
        "    reader = csv.reader(labelDateFile)\n",
        "    for row in reader:\n",
        "      labelList = []\n",
        "      dateList.append(row[0])\n",
        "      if len(row) > 1:\n",
        "        labelList = row[1:]\n",
        "      if labelList:\n",
        "        for l in labelList:\n",
        "          sellPrice = getPrice(l+\".T\",dateList[-1],\"Open\")\n",
        "          buyPrice = getPrice(l+\".T\",dateList[-3],\"Open\")\n",
        "          print (\"sellPrice\")\n",
        "          print (sellPrice)\n",
        "          print (\"buyPrice\")\n",
        "          print (buyPrice)\n",
        "          print (\"profit\")\n",
        "          print (sellPrice - buyPrice)\n",
        "          print (\"profitB4\")\n",
        "          print (profit)\n",
        "          profit += (sellPrice - buyPrice)\n",
        "          print (\"accuProfit\")\n",
        "          print (profit)\n",
        "    print (profit)\n"
      ]
    },
    {
      "cell_type": "code",
      "execution_count": 8,
      "metadata": {
        "id": "yDEqZrdl2fWU",
        "outputId": "b52133c5-0c2e-41be-bbf3-08a19fbab3da",
        "colab": {
          "base_uri": "https://localhost:8080/"
        }
      },
      "outputs": [
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "2702.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close   Adj Close   Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-06-26  5720.0  5750.0  5650.0  5690.0  5461.07959  1319900      False\n",
            "2702.T\n",
            "2018-04-24\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-04-24  5160.0  5170.0  5120.0  5150.0  4942.804688  103000      False\n",
            "2752.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-06-26  1042.5  1045.5  1040.0  1040.0  1034.522827  117400      False\n",
            "2752.T\n",
            "2018-04-24\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close   Adj Close  Volume  Repaired?\n",
            "Date                                                                     \n",
            "2018-04-24  1000.0  1004.0  1000.0  1002.5  997.220398   45000      False\n",
            "3028.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-06-26  2410.0  2410.0  2330.0  2341.0  2071.425537  525500      False\n",
            "3028.T\n",
            "2018-04-24\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-04-24  2332.0  2354.0  2317.0  2350.0  2079.389648   49300      False\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "3097.T\n",
            "2018-06-26\n",
            "Open\n",
            "[*********************100%***********************]  1 of 1 completed\n",
            "                   Open         High          Low   Close    Adj Close  \\\n",
            "Date                                                                     \n",
            "2018-06-26  1771.666626  1788.333374  1718.333374  1755.0  1662.417236   \n",
            "\n",
            "             Volume  Repaired?  \n",
            "Date                            \n",
            "2018-06-26  1449600      False  \n",
            "3097.T\n",
            "2018-04-24\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close   Adj Close  Volume  Repaired?\n",
            "Date                                                                     \n",
            "2018-04-24  1945.0  1945.0  1880.0  1895.0  1795.03186  265200      False\n",
            "3197.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close   Volume  Repaired?\n",
            "Date                                                                       \n",
            "2018-06-26  1675.0  1675.0  1661.0  1673.0  1584.595215  3111500      False\n",
            "3197.T\n",
            "2018-04-24\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-04-24  1574.0  1585.0  1571.0  1582.0  1498.403931  991700      False\n",
            "7532.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close   Volume  Repaired?\n",
            "Date                                                                       \n",
            "2018-06-26  1320.0  1322.5  1295.0  1310.0  1253.970215  3675600      False\n",
            "7532.T\n",
            "2018-04-24\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close   Volume  Repaired?\n",
            "Date                                                                       \n",
            "2018-04-24  1462.5  1465.0  1427.5  1447.5  1385.589355  2140400      False\n",
            "8179.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-06-26  2944.0  2953.0  2865.0  2877.0  2792.267334  797400      False\n",
            "8179.T\n",
            "2018-04-24\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-04-24  2940.0  2947.0  2907.0  2944.0  2857.294189   55200      False\n",
            "^N225\n",
            "2018-04-24\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "                    Open          High           Low         Close  \\\n",
            "Date                                                                 \n",
            "2018-04-24  22228.820312  22304.689453  22149.589844  22278.119141   \n",
            "\n",
            "               Adj Close    Volume  Repaired?  \n",
            "Date                                           \n",
            "2018-04-24  22278.119141  76500000      False  \n",
            "^N225\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "                    Open          High           Low    Close  Adj Close  \\\n",
            "Date                                                                       \n",
            "2018-06-26  22160.330078  22368.779297  22104.119141  22342.0    22342.0   \n",
            "\n",
            "              Volume  Repaired?  \n",
            "Date                             \n",
            "2018-06-26  71300000      False  \n",
            "s\n",
            "5720.0\n",
            "b\n",
            "5160.0\n",
            "m\n",
            "800\n",
            "p\n",
            "448000.0\n",
            "s\n",
            "2410.0\n",
            "b\n",
            "2332.0\n",
            "m\n",
            "1800\n",
            "p\n",
            "588400.0\n",
            "s\n",
            "1675.0\n",
            "b\n",
            "1574.0\n",
            "m\n",
            "2700\n",
            "p\n",
            "861100.0\n",
            "s\n",
            "1320.0\n",
            "b\n",
            "1462.5\n",
            "m\n",
            "2900\n",
            "p\n",
            "447850.0\n",
            "s\n",
            "2944.0\n",
            "b\n",
            "2940.0\n",
            "m\n",
            "1500\n",
            "p\n",
            "453850.0\n",
            "5160.0\n",
            "0.164647\n",
            "800\n",
            "hedgeAmt\n",
            "679662.8159999999\n",
            "2332.0\n",
            "0.419\n",
            "1800\n",
            "hedgeAmt\n",
            "2438457.216\n",
            "1574.0\n",
            "0.287282\n",
            "2700\n",
            "hedgeAmt\n",
            "3659348.2596\n",
            "1462.5\n",
            "-0.258516\n",
            "2900\n",
            "hedgeAmt\n",
            "2562917.2746\n",
            "2940.0\n",
            "0.384557\n",
            "1500\n",
            "hedgeAmt\n",
            "4258813.6446\n",
            "hedgeAmt4258813.6446\n",
            "22228.8203125\n",
            "22160.330078125\n",
            "profit453850.0\n",
            "hedgeProfit6849.0234375\n",
            "2157.T\n",
            "2018-08-28\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "                  Open        High         Low       Close   Adj Close  \\\n",
            "Date                                                                     \n",
            "2018-08-28  515.705811  519.609375  506.597473  513.103455  476.996552   \n",
            "\n",
            "             Volume  Repaired?  \n",
            "Date                            \n",
            "2018-08-28  2477113      False  \n",
            "2157.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "                  Open        High         Low       Close   Adj Close  \\\n",
            "Date                                                                     \n",
            "2018-06-26  703.944946  715.221924  703.077515  705.246155  655.618164   \n",
            "\n",
            "            Volume  Repaired?  \n",
            "Date                           \n",
            "2018-06-26  521291      False  \n",
            "2882.T\n",
            "2018-08-28\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-08-28  1740.0  1744.0  1725.0  1727.0  1688.455688   20400      False\n",
            "2882.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-06-26  2093.0  2116.0  2088.0  2116.0  2068.773682    5300      False\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "3046.T\n",
            "2018-08-28\n",
            "Open\n",
            "[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-08-28  6000.0  6020.0  5970.0  5990.0  5732.137207  217000      False\n",
            "3046.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-06-26  6530.0  6580.0  6480.0  6560.0  6277.599609   81000      False\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "3222.T\n",
            "2018-08-28\n",
            "Open\n",
            "[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-08-28  1335.0  1336.0  1306.0  1310.0  1231.644775  965800      False\n",
            "3222.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-06-26  1427.0  1435.0  1421.0  1435.0  1349.168091  165500      False\n",
            "3387.T\n",
            "2018-08-28\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "             Open   High    Low  Close  Adj Close   Volume  Repaired?\n",
            "Date                                                                 \n",
            "2018-08-28  685.5  685.5  669.0  671.5    652.875  2663200      False\n",
            "3387.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "             Open   High    Low  Close   Adj Close  Volume  Repaired?\n",
            "Date                                                                 \n",
            "2018-06-26  820.5  820.5  777.0  794.0  771.977234  968800      False\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "8244.T\n",
            "2018-08-28\n",
            "Open\n",
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-08-28  3755.0  3780.0  3705.0  3705.0  3642.892578   75300      False\n",
            "8244.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close  Volume  Repaired?\n",
            "Date                                                                      \n",
            "2018-06-26  4030.0  4060.0  4005.0  4010.0  3942.780029    7600      False\n",
            "8267.T\n",
            "2018-08-28\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "              Open    High     Low   Close    Adj Close   Volume  Repaired?\n",
            "Date                                                                       \n",
            "2018-08-28  2474.0  2481.5  2434.0  2437.0  2308.404297  5958500      False\n",
            "8267.T\n",
            "2018-06-26\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\n",
            "              Open    High     Low   Close    Adj Close   Volume  Repaired?\n",
            "Date                                                                       \n",
            "2018-06-26  2367.0  2374.0  2343.5  2349.5  2225.521484  2371000      False\n",
            "^N225\n",
            "2018-06-26\n",
            "Open\n",
            "[*********************100%***********************]  1 of 1 completed\n",
            "                    Open          High           Low    Close  Adj Close  \\\n",
            "Date                                                                       \n",
            "2018-06-26  22160.330078  22368.779297  22104.119141  22342.0    22342.0   \n",
            "\n",
            "              Volume  Repaired?  \n",
            "Date                             \n",
            "2018-06-26  71300000      False  \n",
            "^N225\n",
            "2018-08-28\n",
            "Open\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stderr",
          "text": [
            "WARNING:yfinance:price-repair-100x: Cannot check single-row table for 100x price errors\n"
          ]
        },
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n",
            "                    Open          High           Low         Close  \\\n",
            "Date                                                                 \n",
            "2018-08-28  22967.740234  23006.769531  22813.470703  22813.470703   \n",
            "\n",
            "               Adj Close    Volume  Repaired?  \n",
            "Date                                           \n",
            "2018-08-28  22813.470703  60700000      False  \n",
            "s\n",
            "6000.0\n",
            "b\n",
            "6530.0\n",
            "m\n",
            "700\n",
            "p\n",
            "-371000.0\n",
            "s\n",
            "3755.0\n",
            "b\n",
            "4030.0\n",
            "m\n",
            "1100\n",
            "p\n",
            "-673500.0\n",
            "s\n",
            "2474.0\n",
            "b\n",
            "2367.0\n",
            "m\n",
            "1800\n",
            "p\n",
            "-480900.0\n",
            "6530.0\n",
            "0.118092\n",
            "700\n",
            "hedgeAmt\n",
            "539798.532\n",
            "4030.0\n",
            "0.342165\n",
            "1100\n",
            "hedgeAmt\n",
            "2056615.977\n",
            "2367.0\n",
            "0.327781\n",
            "1800\n",
            "hedgeAmt\n",
            "3453159.7056\n",
            "hedgeAmt3453159.7056\n",
            "22160.330078125\n",
            "22967.740234375\n",
            "profit-480900.0\n",
            "hedgeProfit-80741.015625\n",
            "finalProfit\n",
            "-100941.9921875\n"
          ]
        }
      ],
      "source": [
        "\n",
        "budget = 30000000\n",
        "profit = 0\n",
        "hedgeFlag = 1\n",
        "\n",
        "\n",
        "with open(\"drive/MyDrive/trades/5yearYutai.txt\") as labelDateFile:\n",
        "    reader = csv.reader(labelDateFile)\n",
        "    for row in reader:\n",
        "      labelList = []\n",
        "      multiplierList = []\n",
        "      buyPriceList =[]\n",
        "      sellPriceList = []\n",
        "      betaList = []\n",
        "      longPosList = []\n",
        "      dateList.append(row[0])\n",
        "      if len(row) > 1:\n",
        "        labelList = row[1:]\n",
        "      if labelList:\n",
        "        budgetPerLabel = budget/len(labelList)\n",
        "        for l in labelList:\n",
        "#          print (\"label\")\n",
        "#          print (l)\n",
        "          beta = yfinance.Ticker(l+\".T\").info.get('beta')\n",
        "          sellPrice = getPrice(l+\".T\",dateList[-1],\"Open\")\n",
        "          buyPrice = getPrice(l+\".T\",dateList[-3],\"Open\")\n",
        "          multiplier = int(round(budgetPerLabel/buyPrice, -2))\n",
        "          if beta:\n",
        "            sellPriceList.append(sellPrice)\n",
        "            buyPriceList.append(buyPrice)\n",
        "            betaList.append(beta)\n",
        "\n",
        "\n",
        "            multiplierList.append(multiplier)\n",
        "        sellHedgePrice = getPrice(\"^N225\",dateList[-3],\"Open\")\n",
        "        buyHedgePrice = getPrice(\"^N225\",dateList[-1],\"Open\")\n",
        "        profit += (profitCal(sellPriceList,buyPriceList,multiplierList,betaList,hedgeFlag,sellHedgePrice,buyHedgePrice))\n",
        "    print (\"finalProfit\")\n",
        "    print (profit)\n",
        "\n"
      ]
    }
  ],
  "metadata": {
    "colab": {
      "provenance": [],
      "authorship_tag": "ABX9TyMTFPv4O/7aXWzEvX4cK8sn",
      "include_colab_link": true
    },
    "kernelspec": {
      "display_name": "Python 3",
      "name": "python3"
    },
    "language_info": {
      "name": "python"
    }
  },
  "nbformat": 4,
  "nbformat_minor": 0
}