diff options
| -rw-r--r-- | R/beta_trade.R | 9 | ||||
| -rw-r--r-- | python/experiments/test_async.py | 20 |
2 files changed, 27 insertions, 2 deletions
diff --git a/R/beta_trade.R b/R/beta_trade.R index 49e8a6b2..8a5ea123 100644 --- a/R/beta_trade.R +++ b/R/beta_trade.R @@ -1,9 +1,14 @@ library(timeSeries) library(MTS) +library(Rblpapi) -data <- feather::read_feather("/home/share/CorpCDOs/data/index_returns.fth") +blpConnect(host='192.168.9.61') + +data <- feather::read_feather("/home/serenitas/CorpCDOs/data/index_returns.fth") data$date <- as.Date(data$date) -returns <- timeSeries(data[,c("ig", "hy")], data$date) +df <- bdh(paste("VIX", "Index"), "PX_LAST", start.date=as.Date("2009-03-20")) +df <- as.tibble(df) + R <- na.omit(returns) R <- scale(R, scale=F) chol <- MCholV(na.omit(returns)) diff --git a/python/experiments/test_async.py b/python/experiments/test_async.py new file mode 100644 index 00000000..8a9fca38 --- /dev/null +++ b/python/experiments/test_async.py @@ -0,0 +1,20 @@ +import asyncio + +async def pomme(): + while True: + await asyncio.sleep(1) + print("pomme") + +async def poire(): + while True: + await asyncio.sleep(5) + print("poire") + +async def main(): + while True: + await pomme() + await poire() + +if __name__ == "__main__": + loop = asyncio.get_event_loop() + loop.run_until_complete(asyncio.gather(pomme(), poire())) |