अजगर के साथ वित्तीय संकट की भविष्यवाणी

from fredapi import Fred
import pandas as pd
import os
import pandas_datareader.data as web
import pandas_datareader as pdr
%matplotlib inline
from matplotlib import pyplot as plt
from datetime import date
import yfinance
import numpy as np

api = 'YOUR API HERE'
os.environ["QUANDL_API_KEY"] = 'YOUR API HERE'
os.environ["TIINGO_API_KEY"] = 'YOUR API HERE'

fred = Fred(api_key=api)

fig, ax = plt.subplots(figsize=(17,6))

line1, = ax.plot(risk_premium['premium'],linewidth=1)
line1.set_label('risk_premium_stocks')

line2, = ax.plot(SP500_EARNINGS_YIELD_MONTH,linewidth=1)
line2.set_label('SP500_EARNINGS_YIELD_MONTH')
ax.legend(loc='upper left')

par1 = ax.twinx()
line3, = par1.plot(np.log(GSPC_h['Close']),linewidth=0.7, color='red')
line3.set_label('S&P500')
par1.legend(loc='upper left', bbox_to_anchor=(0, 0, 1, 0.88))

plt.xlim(left=date(1962, 1, 1), right=date(2020, 3, 9))
ax.axhline(linewidth=2, color='black', alpha=0.7)
ax.axvspan(date(2007, 12, 1), date(2009, 6, 1), alpha=0.3, color='grey')
ax.axvspan(date(2001, 3, 1), date(2001, 11, 1), alpha=0.3, color='grey')
ax.axvspan(date(1990, 8, 1), date(1991, 2, 1), alpha=0.3, color='grey')
ax.axvspan(date(1981, 7, 1), date(1982, 11, 1), alpha=0.3, color='grey')
ax.axvspan(date(1980, 1, 1), date(1980, 7, 1), alpha=0.3, color='grey')
ax.axvspan(date(1973, 12, 1), date(1975, 2, 1), alpha=0.3, color='grey')
ax.axvspan(date(1969, 12, 1), date(1970, 11, 1), alpha=0.3, color='grey')

ax.set_xlabel('')
ax.set_ylabel('  , %')
par1.set_ylabel('Log  S&P500')

plt.show()

fig, ax = plt.subplots(figsize=(17,6))

line1, = ax.plot(risk_premium_b['premium_b'][date(1987, 12, 1):],linewidth=1, color='k')
line1.set_label('risk_premium_bonds')
ax.legend(loc='upper left', bbox_to_anchor=(0, 0, 1, 0.95))

par1 = ax.twinx()
line2, = par1.plot(np.log(BAMLCC7A01015YTRIV),linewidth=0.7, color='green')
line2.set_label('Log ICE BofA US Corp 10-15yr Total Return Index Value')
par1.legend(loc='upper left')
plt.xlim(left=date(1987, 12, 1), right=date(2020, 3, 9))

ax.axhline(y=1.5, linewidth=2, color='red', ls='--', alpha=0.7)

ax.axvspan(date(2007, 12, 1), date(2009, 6, 1), alpha=0.3, color='grey')
ax.axvspan(date(2001, 3, 1), date(2001, 11, 1), alpha=0.3, color='grey')
ax.axvspan(date(1990, 8, 1), date(1991, 2, 1), alpha=0.3, color='grey')
ax.axhline(linewidth=2, color='black', alpha=0.7)

ax.set_xlabel('')
ax.set_ylabel('  , %')
par1.set_ylabel('Log  BofA')

plt.show()

fig, ax = plt.subplots(figsize=(17,6))

line1, = ax.plot(risk_premium['premium'],linewidth=1)
line1.set_label('risk_premium_stocks')

par1 = ax.twinx()
line3, = par1.plot(np.log(GSPC_h['Close']),linewidth=0.7, color='red')
line3.set_label('S&P500')
par1.legend(loc='upper left', bbox_to_anchor=(0, 0, 1, 0.88))

line2, = ax.plot(risk_premium_b['premium_b'],linewidth=1, color='k')
line2.set_label('risk_premium_bonds')
ax.legend(loc='upper left')
plt.xlim(left=date(1968, 1, 1), right=date(2020, 3, 9))

ax.axhline(linewidth=2, color='black', alpha=0.7)
ax.axvspan(date(2007, 12, 1), date(2009, 6, 1), alpha=0.3, color='grey')
ax.axvspan(date(2001, 3, 1), date(2001, 11, 1), alpha=0.3, color='grey')
ax.axvspan(date(1990, 8, 1), date(1991, 2, 1), alpha=0.3, color='grey')
ax.axvspan(date(1981, 7, 1), date(1982, 11, 1), alpha=0.3, color='grey')
ax.axvspan(date(1980, 1, 1), date(1980, 7, 1), alpha=0.3, color='grey')
ax.axvspan(date(1973, 12, 1), date(1975, 2, 1), alpha=0.3, color='grey')
ax.axvspan(date(1969, 12, 1), date(1970, 11, 1), alpha=0.3, color='grey')

ax.set_xlabel('')
ax.set_ylabel('  , %')
par1.set_ylabel('Log  S&P500')

plt.show()

fig, ax = plt.subplots(figsize=(17,6))
par1 = ax.twinx()
line, = ax.plot(pd.DataFrame(T10Y2Y),linewidth=0.4)
line.set_label('10YB-2YB')
ax.legend(loc='best', bbox_to_anchor=(0.5, 0., 0.5, 0.1))

line1, = par1.plot(np.log(GSPC_h['Close']),linewidth=0.7, color='red')
line1.set_label('S&P500')
par1.legend(loc='best', bbox_to_anchor=(0.5, 0., 0.5, 0.18))
plt.xlim(left=date(1976, 1, 1), right=date(2020, 3, 9))
plt.ylim(bottom=4)
ax.axvspan(date(2007, 12, 1), date(2009, 6, 1), alpha=0.3, color='grey')
ax.axvspan(date(2001, 3, 1), date(2001, 11, 1), alpha=0.3, color='grey')
ax.axvspan(date(1990, 8, 1), date(1991, 2, 1), alpha=0.3, color='grey')
ax.axvspan(date(1981, 7, 1), date(1982, 11, 1), alpha=0.3, color='grey')
ax.axvspan(date(1980, 1, 1), date(1980, 7, 1), alpha=0.3, color='grey')
ax.axvspan(date(1973, 12, 1), date(1975, 2, 1), alpha=0.3, color='grey')
ax.axvspan(date(1969, 10, 1), date(1970, 11, 1), alpha=0.3, color='grey')
ax.axhline(linewidth=2, color='black', alpha=0.7)
plt.scatter(date(2019, 9, 1), 6., color='orange', s=500, marker='o', alpha=0.5)
plt.scatter(date(2007, 1, 1), 6., color='orange', s=500, marker='o', alpha=0.5)
plt.scatter(date(2000, 1, 1), 5.9, color='orange', s=500, marker='o', alpha=0.5)
plt.scatter(date(1998, 8, 1), 5.9, color='orange', s=500, marker='o', alpha=0.5)
plt.scatter(date(1989, 4, 1), 5.8, color='orange', s=500, marker='o', alpha=0.5)
plt.scatter(date(1981, 1, 1), 5.9, color='orange', s=500, marker='o', alpha=0.5)
plt.scatter(date(1978, 11, 1), 5.9, color='orange', s=500, marker='o', alpha=0.5)

ax.set_xlabel('')
ax.set_ylabel('  , %')
par1.set_ylabel('Log  S&P500')

plt.show()

fig, ax = plt.subplots(figsize=(17,6))
par1 = ax.twinx()
line, = ax.plot(pd.DataFrame(T10YFF),linewidth=0.4)
line.set_label('10-Year Treasury Constant Maturity Minus Federal Funds Rate')
ax.legend(loc='best', bbox_to_anchor=(0.5, 0., 0.5, 0.1))

line1, = par1.plot(np.log(GSPC_h['Close']),linewidth=0.7, color='red')
line1.set_label('S&P500')
par1.legend(loc='best', bbox_to_anchor=(0.5, 0., 0.5, 0.18))
plt.xlim(left=date(1962, 1, 1), right=date(2020, 3, 9))
plt.ylim(bottom=4)
ax.axvspan(date(2007, 12, 1), date(2009, 6, 1), alpha=0.3, color='grey')
ax.axvspan(date(2001, 3, 1), date(2001, 11, 1), alpha=0.3, color='grey')
ax.axvspan(date(1990, 8, 1), date(1991, 2, 1), alpha=0.3, color='grey')
ax.axvspan(date(1981, 7, 1), date(1982, 11, 1), alpha=0.3, color='grey')
ax.axvspan(date(1980, 1, 1), date(1980, 7, 1), alpha=0.3, color='grey')
ax.axvspan(date(1973, 12, 1), date(1975, 2, 1), alpha=0.3, color='grey')
ax.axvspan(date(1969, 12, 1), date(1970, 11, 1), alpha=0.3, color='grey')
ax.axhline(linewidth=2, color='black', alpha=0.7)
plt.scatter(date(2019, 9, 1), 6.7, color='orange', s=500, marker='o', alpha=0.5)
plt.scatter(date(2007, 1, 1), 6.7, color='orange', s=500, marker='o', alpha=0.5)
plt.scatter(date(2000, 11, 1), 6.7, color='orange', s=500, marker='o', alpha=0.5)
plt.scatter(date(1998, 11, 1), 6.6, color='orange', s=500, marker='o', alpha=0.5)
plt.scatter(date(1989, 6, 1), 6.4, color='orange', s=500, marker='o', alpha=0.5)
plt.scatter(date(1973, 6, 1), 6.6, color='orange', s=500, marker='o', alpha=0.5)
plt.scatter(date(1981, 3, 1), 6.3, color='orange', s=500, marker='o', alpha=0.5)
plt.scatter(date(1979, 3, 1), 6.6, color='orange', s=500, marker='o', alpha=0.5)
plt.scatter(date(1969, 3, 1), 6.6, color='orange', s=500, marker='o', alpha=0.5)
plt.scatter(date(1967, 1, 1), 6.6, color='orange', s=500, marker='o', alpha=0.5)

ax.set_xlabel('')
ax.set_ylabel('  , %')
par1.set_ylabel('Log  S&P500')

plt.show()

# Compare graphically
fig, ax = plt.subplots(figsize=(20,4))
plt.xlim(left=date(1968, 1, 1), right=date(2020, 3, 9))
line, = ax.plot(np.log(GSPC_h['Close']),linewidth=0.7, color='red')

line.set_label('SNP500')
ax.legend(loc='upper left')

fig1, ax1 = plt.subplots(figsize=(20,4))
plt.xlim(left=date(1968, 1, 1), right=date(2020, 3, 9))
line1, = ax1.plot(RSI1[80:],linewidth=1)

line1.set_label('RSI (1Y)')
ax1.legend(loc='upper left')

ax.axvspan(date(2007, 12, 1), date(2009, 6, 1), alpha=0.3, color='grey')
ax.axvspan(date(2001, 3, 1), date(2001, 11, 1), alpha=0.3, color='grey')
ax1.axhline(y=57, linewidth=2, color='black', alpha=0.7)
ax1.axhline(y=45, linewidth=2, color='black', alpha=0.7)

ax.axvspan(date(1990, 8, 1), date(1991, 2, 1), alpha=0.3, color='grey')
ax.axvspan(date(1981, 7, 1), date(1982, 11, 1), alpha=0.3, color='grey')
ax.axvspan(date(1980, 1, 1), date(1980, 7, 1), alpha=0.3, color='grey')
ax.axvspan(date(1973, 12, 1), date(1975, 2, 1), alpha=0.3, color='grey')
ax.axvspan(date(1969, 12, 1), date(1970, 11, 1), alpha=0.3, color='grey')

ax1.axvspan(date(1990, 8, 1), date(1991, 2, 1), alpha=0.3, color='grey')
ax1.axvspan(date(1981, 7, 1), date(1982, 11, 1), alpha=0.3, color='grey')
ax1.axvspan(date(1980, 1, 1), date(1980, 7, 1), alpha=0.3, color='grey')
ax1.axvspan(date(1973, 12, 1), date(1975, 2, 1), alpha=0.3, color='grey')
ax1.axvspan(date(1969, 12, 1), date(1970, 11, 1), alpha=0.3, color='grey')
ax1.axvspan(date(2007, 12, 1), date(2009, 6, 1), alpha=0.3, color='grey')
ax1.axvspan(date(2001, 3, 1), date(2001, 11, 1), alpha=0.3, color='grey')

ax1.set_xlabel('')
ax.set_xlabel('')
ax1.set_ylabel(' RSI')
ax.set_ylabel('Log  S&P500')

plt.show()