# matplotlib 설정
import matplotlib.pyplot as plt

plt.rcParams["axes.grid"] = True
plt.rcParams["figure.figsize"] = (14, 8)
plt.rcParams["axes.formatter.useoffset"] = False
plt.rcParams['axes.unicode_minus'] = False
plt.rcParams["axes.formatter.limits"] = -10000, 10000

!pip install -q finance-datareader

import FinanceDataReader as fdr

vix = fdr.DataReader('VIX', '1990-01-01', '2020-03-09') # S&P 500 VIX
vix.iloc[-5:]

#@vix index
ax = vix['Close'].plot(lw=2, alpha=0.8, title='COBE VIX')

# 외환위기
ax.axvspan('1997-01', '1997-12', alpha=0.3, color='red') 
ax.annotate('IMF crisis', xy=('1997-12-03', 70), fontsize=20)

# 금융위기
ax.axvspan('2007-01', '2008-12', alpha=0.3, color='red') 
ax.annotate('Financial crisis', xy=('2008', 70), fontsize=20) 

# 팬데믹
ax.axvspan('2019-12', '2020-04', alpha=0.3, color='red') 
ax.annotate('Pandemic', xy=('2019-12', 70), fontsize=20) 

# 2020-03-09 VIX 4.46
ax.axhline(54.46, ls=':', c='g') # 51.55 (2020-03-09 VIX)
ax.annotate('54.46', xy=('2020-03-09', 54.46), fontsize=20)

values = vix['2020-01-01':'2020-03-09']['Close']

ax = values.plot(figsize=(14,8), grid=True, title='COBE VIX')
ax.fill_between(values.index, 0, values, alpha=0.5)
ax.margins(0)

import FinanceDataReader as fdr

vix = fdr.DataReader('VIX', '2010-01-01', '2020-03-09') # S&P 500 VIX
kospi = fdr.DataReader('KS11', '2010-01-01', '2020-03-09') # KOSPI index
sp500 = fdr.DataReader('US500', '2010-01-01', '2020-03-09') # S&P 500 index

import pandas as pd

df = pd.concat([vix['Close'], kospi['Close'], sp500['Close']], axis=1)
df.columns = ['VIX', 'KOSPI', 'S&P500']

df[['S&P500', 'VIX']].plot(secondary_y='VIX')

df[['KOSPI', 'VIX']].plot(secondary_y='VIX')

df.corr()

fdr.DataReader('VX', '2020-01-01', '2020-03-09')['Close'].plot()

fdr.DataReader('530065', '2020-01-01', '2020-03-09').tail(5)

fdr.DataReader('530065', '2020-01-01', '2020-03-09')['Close'].plot()

price = fdr.DataReader('530065', '2020-01-01', '2020-03-09')['Close']

returns = price / price[0] - 1.0
returns.plot()

returns[-1]