Quantopian's community platform is shutting down. Please read this post for more information and download your code.

Back to Community

percent change of the SPY in a graph (need help)

posted Aug 17, 2017

hey guys,
i need your help. i want to show the daily returns of the SPY in 2 graphs. the first should only show the positive returns with time on the x axis. the other one only the negative ones also with time on the x axis.
i want the graph to show only data in the timeframe from market opening till 12AM.
thanks for your help.
here some extract of my code: (i know there are some problems with my syntax)

pct_change = data['SPY'].pct_change() #need a number for pct_change
def markettype(pct_change):
for num in pct_change:
if pct_change >= 0:
print pct_change #here should be the plotting command
elif pct_change < 0:
print pct_change #here should be the plotting command

return pct_change

3 responses

hey guys,
found a way to deal with this but still want want to have one single line for every day of trade..can you help me here?

daily change in percent of SPY

pct_change = data['SPY'].pct_change().dropna() #.iloc[[0, -1]]
pct_change_positive = pct_change[pct_change >= 0]
pct_change_negative = pct_change[pct_change < 0]
print pct_change_positive
plt.plot(pct_change_positive)
plt.ylabel('Change in Percent')
print pct_change_negative
plt.plot(pct_change_negative)
plt.ylabel('Change in Percent')

Wasn't exactly sure what the goal was but here's a stab at it. See attached notebook.

hey wow this looks good. thanks for your help.
you still got me a little wrong. I glad to extract minute data from 9:30 to 12 every day now. can you help me to show this data for ervery day per minute from 9:30 to 12:00 in an own line but in the same graph?
i know this will be very much information in one plot but is need this information

thanks :)

added:
so i need the data from 9:30 to 12:00 from your notebook before you cut it with the this command plotted in a graph for every day:
prices = prices.loc[(prices.index.time==time_9_31) | (prices.index.time==time_12_00)]

is there a "from this time to this time command" instead of the " | "?(just taking the first and last)

You've successfully submitted a support ticket.

Our support team will be in touch soon.

Need help? Contact support.

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

About Quantopian

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.