choffstein

import json
import glob
import tqdm
import requests
import json
import yaml
import subprocess
import os

choffstein

import numpy
import scipy.optimize
import pandas

def probability_constraint(x):
    j, n = x.shape

    Aeq = numpy.ones([1, j])
    beq = numpy.array([1.])

choffstein

import multiprocessing
import numpy
import functools
import tqdm

def _escapable_child(f, args):
	# help prevent any forking issues with seeding the RNG
	numpy.random.seed()

	try:

choffstein

convert -density 150 input.pdf -colorspace gray -linear-stretch 3.5%x10% -blur 0x0.5 -attenuate 0.25 +noise Gaussian -rotate 0.5 temp.pdf
  gs -dSAFER -dBATCH -dNOPAUSE -dNOCACHE -sDEVICE=pdfwrite -sColorConversionStrategy=LeaveColorUnchanged dAutoFilterColorImages=true -dAutoFilterGrayImages=true -dDownsampleMonoImages=true -dDownsampleGrayImages=true -dDownsampleColorImages=true -sOutputFile=output.pdf temp.pdf

choffstein

import pandas
import numpy
import scipy.optimize

# based upon rules set out at https://allocatesmartly.com/adam-butler-gestaltu-adaptive-asset-allocation/
tickers = ['spy', 'ezu', 'ewj', 'eem', 'vnq', 'rwx', 'ief', 'tlt', 'dbc', 'gld']

# assumes tickers are .csv files in the same folder as the code
# with a column named 'adjusted_close' with daily adjusted closing prices
data = {}

choffstein

import urllib2

months = ["F","G","H","J","K","M","N","Q","U","V","X","Z"]
years = ["04","05","06","07","08","09","10","11","12"]

for year in years:
    for month in months:
        filename = "CFE_" + month + year + "_VX.csv"
        url = "http://cfe.cboe.com/Publish/ScheduledTask/MktData/datahouse/" + filename
        try:

choffstein

# A Density-Based Algorithm for Discovering Clusters in Large Spatial Databases with Noise
# Martin Ester, Hans-Peter Kriegel, Jörg Sander, Xiaowei Xu
# dbscan: density based spatial clustering of applications with noise

import numpy as np
import math

UNCLASSIFIED = False
NOISE = None

choffstein

;; zip a string
(def s "aslgajskghkajsghkjasgjhajsghjags")

(def ostream (java.io.ByteArrayOutputStream.))
(def gzip_ostream (java.util.zip.GZIPOutputStream. ostream))
(clojure.java.io/copy s gzip_ostream)
(.close gzip_ostream)
(def bytes (java.io.ByteArrayInputStream. (.toByteArray ostream)))

(def gzip_istream (java.util.zip.GZIPInputStream. bytes))