forex/models.py
def compute_return(self, start_date, end_date, rate="MID"):
        """
        Compute the return of the currency between two dates
        """
        if rate not in ["MID", "ASK", "BID"]:
            raise ValueError("Unknown rate type (%s)- must be 'MID', 'ASK' or 'BID'" % str(rate))

        if end_date <= start_date:
            raise ValueError("End date must be on or after start date")

        df = self.generate_dataframe(start_date=start_date, end_date=end_date)
        start_price = df.ix[start_date][rate]
        end_price = df.ix[end_date][rate]

        currency_return = (end_price / start_price) - 1.0

        return currency_return
def compute_return(self, start_date, end_date, rate="MID"):
        if rate not in ["MID", "ASK", "BID"]:
            raise ValueError("Unknown rate type (%s)- must be 'MID', 'ASK' or 'BID'" % str(rate))

        if end_date <= start_date:
            raise ValueError("End date must be on or after start date")

        df = self.generate_dataframe(start_date=start_date, end_date=end_date)
        start_price = df.ix[start_date][rate]
        end_price = df.ix[end_date][rate]

        currency_return = (end_price / start_price) - 1.0

        return currency_return
def compute_return ( self , start_date , end_date , rate = "MID" ) : if rate not in [ "MID" , "ASK" , "BID" ] : raise ValueError ( "Unknown rate type (%s)- must be 'MID', 'ASK' or 'BID'" % str ( rate ) ) if end_date <= start_date : raise ValueError ( "End date must be on or after start date" ) df = self . generate_dataframe ( start_date = start_date , end_date = end_date ) start_price = df . ix [ start_date ] [ rate ] end_price = df . ix [ end_date ] [ rate ] currency_return = ( end_price / start_price ) - 1.0 return currency_return
Compute the return of the currency between two dates
Compute the return of the currency between two dates