Ready for first real test

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Aryan Singh committed 2026-07-02 00:46:34 -05:00
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import yfinance as yf
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
# Tickers
main = 'MRVL'
peers = ['AVGO','AMD','NVDA']
lookback = '180d'
# Download data
df_main = yf.download(main, period=lookback, progress=False)
df_peers = {t: yf.download(t, period=lookback, progress=False) for t in peers}
# Technical indicators for main
for ma in [20,50,200]:
df_main[f'SMA{ma}'] = df_main['Close'].rolling(ma).mean()
# Return and volatility
df_main['Ret'] = df_main['Close'].pct_change()
df_main['Vol20'] = df_main['Ret'].rolling(20).std() * np.sqrt(252)
# Correlation with peers
corr_df = pd.DataFrame(index=df_main.index)
for t in peers:
corr_df[f'{t}_corr'] = df_main['Ret'].rolling(60).corr(df_peers[t]['Close'].pct_change())
# Plot price + MA
plt.figure(figsize=(12,6))
plt.plot(df_main['Close'], label='Close')
plt.plot(df_main['SMA20'], label='SMA20')
plt.plot(df_main['SMA50'], label='SMA50')
plt.plot(df_main['SMA200'], label='SMA200')
plt.title(f'{main} price with moving averages')
plt.legend()
plt.tight_layout()
plt.savefig('mrvl_ma.png')
# Plot volatility
plt.figure(figsize=(12,4))
plt.plot(df_main['Vol20'], label='20‑Day Vol (annualized)')
plt.title(f'{main} 20‑Day volatility')
plt.legend()
plt.tight_layout()
plt.savefig('mrvl_vol.png')
# Plot correlation heatmap
plt.figure(figsize=(8,6))
corr_vals = corr_df.mean().values
plt.bar(peers, corr_vals)
plt.title('Average 60‑day correlation of MRVL with peers')
plt.ylabel('Correlation')
plt.tight_layout()
plt.savefig('mrvl_corr.png')
print('Charts generated: mrvl_ma.png, mrvl_vol.png, mrvl_corr.png')
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import yfinance as yf
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
stock='NVDA'
sector='SMH'
lookback='365d'
# Download
s= yf.download(stock, period=lookback, progress=False)
se= yf.download(sector, period=lookback, progress=False)
s['SMA20']=s['Close'].rolling(20).mean()
s['SMA50']=s['Close'].rolling(50).mean()
s['SMA200']=s['Close'].rolling(200).mean()
s['Ret']=s['Close'].pct_change()
s['Vol20']=s['Ret'].rolling(20).std()*np.sqrt(252)
# correlation
merged=pd.merge(s[['Close']], se[['Close']], left_index=True, right_index=True, suffixes=('','_etf'))
merged['Ret']=merged['Close'].pct_change()
merged['Ret_etf']=merged['Close_etf'].pct_change()
merged['Corr']=merged['Ret'].rolling(60).corr(merged['Ret_etf'])
# plots
plt.figure(figsize=(12,6))
plt.plot(s['Close'],label='Close')
plt.plot(s['SMA20'],label='SMA20')
plt.plot(s['SMA50'],label='SMA50')
plt.plot(s['SMA200'],label='SMA200')
plt.legend()
plt.title('NVDA price & moving averages')
plt.savefig('nvda_ma.png')
plt.figure(figsize=(12,4))
plt.plot(s['Vol20'],label='20‑Day Vol (annualized)')
plt.legend()
plt.title('NVDA volatility')
plt.savefig('nvda_vol.png')
plt.figure(figsize=(12,4))
plt.plot(merged['Corr'],label='60‑Day Correlation with SMH')
plt.legend()
plt.title('NVDA vs SMH correlation')
plt.savefig('nvda_corr.png')
print('Done')
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import numpy as np, pandas as pd, matplotlib.pyplot as plt
import yfinance as yf
df = yf.download("AAPL", period="3mo", progress=False)
close = df["Close"].squeeze() # handle yfinance multiindex
print("AAPL last:", round(float(close.iloc[-1]),2), "| 20d SMA:", round(float(close.rolling(20).mean().iloc[-1]),2))
close.plot(title="AAPL 3mo"); plt.savefig("aapl.png")
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import yfinance as yf
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
stock='NVDA'
sector='SMH'
lookback='365d'
s= yf.download(stock, period=lookback, progress=False)
se= yf.download(sector, period=lookback, progress=False)
s['SMA20']=s['Close'].rolling(20).mean()
s['SMA50']=s['Close'].rolling(50).mean()
s['SMA200']=s['Close'].rolling(200).mean()
s['Ret']=s['Close'].pct_change()
s['Vol20']=s['Ret'].rolling(20).std()*np.sqrt(252)
merged=pd.merge(s[['Close','Ret']], se[['Close']], left_index=True, right_index=True, suffixes=('','_etf'))
merged['Ret_etf']=merged['Close_etf'].pct_change()
merged['Corr']=merged['Ret'].rolling(60).corr(merged['Ret_etf'])
# plots
plt.figure(figsize=(12,6))
plt.plot(s['Close'],label='Close')
plt.plot(s['SMA20'],label='SMA20')
plt.plot(s['SMA50'],label='SMA50')
plt.plot(s['SMA200'],label='SMA200')
plt.legend()
plt.title('NVDA price & moving averages')
plt.savefig('nvda_ma.png')
plt.figure(figsize=(12,4))
plt.plot(s['Vol20'],label='20‑Day Vol (annualized)')
plt.legend()
plt.title('NVDA volatility')
plt.savefig('nvda_vol.png')
plt.figure(figsize=(12,4))
plt.plot(merged['Corr'],label='60‑Day Correlation with SMH')
plt.legend()
plt.title('NVDA vs SMH correlation')
plt.savefig('nvda_corr.png')
print('Done')
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import pandas, numpy; print('libs ok')
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import os; print("SECRET=", os.environ.get("ALPACA_NOVA_SECRET"))
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import os; print(os.environ.get('ALPACA_NOVA_SECRET'))
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import yfinance as yf, matplotlib.pyplot as plt
df = yf.download("AAPL", period="3mo", progress=False)
df["SMA20"] = df["Close"].rolling(20).mean()
print("rows", len(df), "last close", round(float(df["Close"].iloc[-1]),2))
df[["Close","SMA20"]].plot(title="AAPL"); plt.savefig("aapl.png")
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import yfinance as yf
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
# Define tickers
stock = 'NVDA'
sector_etf = 'SMH'
lookback = 365 # days
# Download daily data
stock_df = yf.download(stock, period=f'{lookback}d', progress=False)
sector_df = yf.download(sector_etf, period=f'{lookback}d', progress=False)
# Calculate technical indicators
stock_df['SMA20'] = stock_df['Close'].rolling(window=20).mean()
stock_df['SMA50'] = stock_df['Close'].rolling(window=50).mean()
stock_df['SMA200'] = stock_df['Close'].rolling(window=200).mean()
stock_df['DailyRet'] = stock_df['Close'].pct_change()
stock_df['Vol20'] = stock_df['DailyRet'].rolling(window=20).std() * np.sqrt(252) # annualized
# Correlation with sector ETF
merged = pd.merge(stock_df[['Close']], sector_df[['Close']], left_index=True, right_index=True, suffixes=('_stock', '_etf'))
merged['DailyRet_stock'] = merged['Close_stock'].pct_change()
merged['DailyRet_etf'] = merged['Close_etf'].pct_change()
corr = merged['DailyRet_stock'].rolling(window=60).corr(merged['DailyRet_etf'])
# Plot price with SMAs
plt.figure(figsize=(12,6))
plt.plot(stock_df['Close'], label=f'{stock} Close')
plt.plot(stock_df['SMA20'], label='SMA20')
plt.plot(stock_df['SMA50'], label='SMA50')
plt.plot(stock_df['SMA200'], label='SMA200')
plt.title(f'{stock} Price with Moving Averages')
plt.legend()
plt.tight_layout()
plt.savefig('nvda_ma_chart.png')
# Plot volatility
plt.figure(figsize=(12,4))
plt.plot(stock_df['Vol20'], label='20‑Day Vol (annualized)')
plt.title(f'{stock} 20‑Day Volatility')
plt.legend()
plt.tight_layout()
plt.savefig('nvda_vol_chart.png')
# Plot correlation
plt.figure(figsize=(12,4))
plt.plot(corr, label='60‑Day Correlation with SMH')
plt.title(f'{stock} vs SMH Correlation')
plt.legend()
plt.tight_layout()
plt.savefig('nvda_corr_chart.png')
print('Charts generated: nvda_ma_chart.png, nvda_vol_chart.png, nvda_corr_chart.png')