ianmadlenya / energy-trading Goto Github PK

Microsoft Windows [Version 6.1.7601]
Copyright (c) 2009 Microsoft Corporation.  All rights reserved.

C:\Users\dominik>cd desktop/badania

C:\Users\dominik\Desktop\badania>python
Python 2.7.3 (default, Apr 10 2012, 23:31:26) [MSC v.1500 32 bit (Intel)] on win
32
Type "help", "copyright", "credits" or "license" for more information.
>>> from rdn import *
>>> wednesday = RDN("2012-02-29")
>>> wednesday.date
'2012-02-29'
>>> wednesday.daytype
0
>>> wednesday.demand
[200, 200, 200, 200, 200, 200, 200, 200, 200, 200, 200, 200, 200, 200, 200, 200,
 200, 200, 200, 200, 200, 200, 200, 200]
>>> wednesday.est
array([[ 0.60602626,  0.71278247,  0.7582027 ,  0.68193008,  0.64391589,
         0.43554595,  0.49973229,  0.46972516,  0.4895125 ,  0.46674306,
         0.36313025,  0.32369072,  0.29993845,  0.29813774,  0.48007908,
         0.44446861,  0.44037383,  0.40930026,  0.43593681,  0.48403951,
         0.46960843,  0.50646375,  0.4623189 ,  0.40814567],
       [ 0.382828  ,  0.26444713,  0.2382428 ,  0.31708518,  0.24667356,
         0.56310352,  0.31761511,  0.20275371,  0.14809266,  0.17400557,
         0.26917017,  0.37916808,  0.40945031,  0.41442916,  0.21578467,
         0.2293558 ,  0.23919893,  0.25775484,  0.31811386,  0.27104253,
         0.24244237,  0.16183931,  0.30050136,  0.2686133 ],
       [ 0.01114574,  0.0227704 ,  0.0035545 ,  0.00098474,  0.10941055,
         0.00135053,  0.18265259,  0.32752113,  0.36239484,  0.35925138,
         0.36769958,  0.29714119,  0.29061124,  0.2874331 ,  0.30413625,
         0.32617559,  0.32042724,  0.3329449 ,  0.24594933,  0.24491795,
         0.2879492 ,  0.33169694,  0.23717974,  0.32324103]])
>>> wednesday.min
array([ 134.56,  109.55,  105.22,  105.61,  107.38,  138.42,  145.76,
        155.17,  172.32,  172.49,  172.41,  170.69,  167.79,  170.65,
        157.05,  167.97,  162.55,  185.04,  188.27,  183.07,  172.62,
        150.08,  156.  ,  119.22])
>>> wednesday.safe
array([ 176.62322266,  172.8744136 ,  172.23233293,  172.08098158,
        174.70686942,  182.78062614,  199.79643951,  219.99152159,
        260.61322655,  281.13588044,  296.93507284,  317.98699704,
        286.99844486,  269.00992694,  274.4056693 ,  275.7382623 ,
        292.33551142,  292.9321906 ,  298.98496111,  294.05833349,
        240.51261106,  204.78715997,  201.33164983,  186.68675854])
>>> wednesday.performance()
7705.5953015849345
>>> wednesday.ref
[array([ 160.91654671,  154.01499051,  148.65509114,  143.84226982,
        146.3250162 ,  156.48991087,  183.89228698,  180.84107065,
        204.09624525,  206.43650243,  206.18202311,  205.85582585,
        198.58688746,  197.88563365,  191.20919556,  186.3882555 ,
        185.8408785 ,  201.1514189 ,  227.62300376,  226.92180913,
        201.11958588,  178.98429717,  180.96362836,  160.04621916]), array([ 157
.44,  156.99,  151.6 ,  153.66,  157.03,  161.36,  184.62,
        187.13,  202.62,  215.01,  209.57,  211.36,  207.77,  214.06,
        196.99,  189.58,  194.26,  207.19,  229.7 ,  224.35,  202.66,
        173.07,  184.78,  167.76]), array([ 153.82408444,  150.57115446,  144.67
109485,  145.56318383,
        149.4962022 ,  163.96505646,  182.24569951,  187.71792885,
        202.82206959,  213.85855999,  211.82620899,  213.25891858,
        211.8680311 ,  214.44385623,  197.98230769,  188.02106333,
        190.77183576,  210.03395641,  225.9579836 ,  221.65781706,
        208.64912504,  174.38979677,  182.31396885,  163.60433848])]
>>> wednesday.market_data
[[(157.44, 564.1), (156.99, 812.6), (151.6, 821.3), (153.66, 859.4), (157.03, 88
4.3), (161.36, 648.4), (184.62, 1222.8), (187.13, 728.0), (202.62, 703.4), (215.
01, 849.2), (209.57, 852.3), (211.36, 823.5), (207.77, 831.1), (214.06, 832.2),
(196.99, 751.1), (189.58, 721.6), (194.26, 588.5), (207.19, 911.9), (229.7, 1079
.1), (224.35, 1168.5), (202.66, 797.6), (173.07, 574.5), (184.78, 1573.2), (167.
76, 1024.6)], [(148.1, 830.8), (133.27, 465.4), (122.62, 429.9), (128.15, 464.4)
, (129.83, 452.1), (165.98, 317.5), (178.51, 980.9), (189.08, 449.7), (203.49, 4
54.1), (210.77, 534.6), (214.87, 460.6), (214.88, 513.0), (214.87, 437.1), (214.
72, 520.8), (200.19, 594.7), (185.0, 527.6), (184.35, 515.5), (214.55, 498.0), (
220.83, 807.0), (216.85, 769.6), (220.25, 578.4), (178.52, 727.8), (178.52, 1132
.1), (157.29, 942.3)], [(nan, nan), (125.75, 60.9), (124.92, 59.0), (133.96, 108
.5), (137.45, 52.9), (nan, nan), (179.49, 522.6), (182.08, 515.1), (208.61, 529.
6), (215.84, 578.1), (219.76, 543.9), (224.99, 487.1), (224.02, 600.0), (220.1,
600.0), (210.45, 600.0), (190.48, 600.0), (177.98, 600.0), (219.18, 600.0), (226
.41, 487.2), (216.21, 601.2), (225.24, 600.0), (174.6, 600.0), (181.07, 776.9),
(135.58, 596.7)]]
>>> wednesday.purchase
[[136.96420137904977, 114.04519579092631, 121.31243164418518, 81.831610044313123
, 77.269906928645298, 69.68735228577215, 89.951812758145934, 75.156025729626307,
 108.11225077791865, 74.678889070769912, 65.363445378151269, 58.264330437314939,
 53.988920979120294, 41.739284292475787, 86.414233576642346, 80.004349007882581,
 79.267289719626177, 73.6740469452306, 78.468624994949323, 107.12711241734019, 8
4.529517323885329, 121.03420062182948, 73.971023646914844, 57.140394354056696],
[61.698309247189975, 83.67776436087631, 78.40320816624137, 118.06991629739045, 1
11.78903826266803, 104.03403335809307, 80.823772372648023, 53.405773217798071, 1
7.467903653336396, 60.655862934468274, 54.986974789915962, 74.0766878609911, 79.
099947919132646, 90.696686866899654, 47.482664233576642, 67.807556401195953, 75.
87289719626169, 53.763276177792562, 82.179481999272653, 53.686015184913039, 28.9
40321170570094, 10.101129111438388, 88.080217914807946, 91.141040836116787], [0,
 2.2770398481973539, 0.28436018957343467, 0.098473658296401048, 10.9410548086866
64, 0, 29.224414869206068, 71.438201052575621, 66.977861011870459, 58.1987231952
85645, 71.684621848739496, 54.12718536135516, 53.528904881397636, 60.80762595656
2127, 52.882481751824805, 46.969285131829302, 44.85981308411214, 65.306409189279
179, 35.416703705200256, 39.186872397746761, 43.265080752772285, 61.978203240058
889, 37.948758438277181, 51.718564809826539], array([  1.33748937e+00,   2.84217
094e-14,   0.00000000e+00,
         2.84217094e-14,   0.00000000e+00,   2.62786144e+01,
        -2.84217094e-14,   0.00000000e+00,   7.44198456e+00,
         6.46652480e+00,   7.96495798e+00,   1.35317963e+01,
         1.33822262e+01,   6.75640288e+00,   1.32206204e+01,
         5.21880946e+00,   0.00000000e+00,   7.25626769e+00,
         3.93518930e+00,   2.84217094e-14,   4.32650808e+01,
         6.88646703e+00,   0.00000000e+00,  -2.84217094e-14])]
>>> wednesday.calls
[array([ 121.20525172,  142.55649474,  151.64053956,  136.38601674,
        128.78317821,   87.10919036,   99.94645862,   93.94503216,
         97.90250086,   93.34861134,   72.62605042,   64.73814493,
         59.98768998,   59.62754899,   96.01581509,   88.89372112,
         88.07476636,   81.86005216,   87.18736111,   96.80790269,
         93.92168592,  101.29275078,   92.46377956,   81.62913479]), array([  60
.80664966,   81.40072451,   77.97666788,  117.97144264,
        100.84798345,  130.0425417 ,   73.51766866,   59.33974802,
         19.40878184,   53.47083538,   61.09663866,   82.30743096,
         87.88883102,  100.77409652,   52.75851582,   54.76053275,
         56.64726302,   59.73697353,   72.34150875,   43.88929709,
         57.88064234,   12.62641139,   78.59302831,   78.21139963]), array([  1.
33748937,   2.27703985,   0.28436019,   0.09847366,
        10.94105481,  26.27861436,  29.22441487,  71.43820105,
        74.41984557,  64.66524799,  79.64957983,  67.6589817 ,
        66.9111311 ,  67.56402884,  66.10310219,  52.18809459,
        44.85981308,  72.56267688,  39.35189301,  39.1868724 ,
        86.53016151,  68.86467027,  37.94875844,  51.71856481])]
>>> wednesday.rest
[array([-15.75894966,  28.51129895,  30.32810791,  54.5544067 ,
        51.51327129,  17.42183807,   9.99464586,  18.78900643,
       -10.20974991,  18.66972227,   7.26260504,   6.47381449,
         5.998769  ,  17.8882647 ,   9.60158151,   8.88937211,
         8.80747664,   8.18600522,   8.71873611, -10.31920973,
         9.39216859, -19.74144984,  18.49275591,  24.48874044]), array([ -0.8916
5958,  -2.27703985,  -0.42654028,  -0.09847366,
       -10.94105481,  26.00850834,  -7.30610372,   5.9339748 ,
         1.94087818,  -7.18502755,   6.10966387,   8.2307431 ,
         8.7888831 ,  10.07740965,   5.27585158, -13.04702365,
       -19.22563418,   5.97369735,  -9.83797325,  -9.7967181 ,
        28.94032117,   2.52528228,  -9.48718961, -12.9296412 ])]
>>> wednesday.conf_level
0.9
>>> wednesday.var
[189.38, 187.91, 187.47999999999999, 187.94999999999999, 188.38, 193.06999999999
999, 212.11000000000001, 221.0, 280.0, 311.0, 310.0, 310.0, 291.42000000000002,
280.0, 266.61000000000001, 270.97000000000003, 310.0, 350.0, 312.89999999999998,
 310.0, 254.75999999999999, 220.77000000000001, 216.0, 200.0]
>>> backtesting("2011-01-01", "2012-09-30")
5403353.3890544251
>>>