// turtle_portfolio
include_once 'dbfunction.php';
//include_once 'portfolio_selection.php';
include_once 'turtle_share_module.php';
include_once 'stats_module.php';
if ($_GET['action'] == 'test_cov') {
$count = 0;
$spy = array();
$stock = array();
$today_date = date("Y-m-d");
$year_ago_date = date('Y-m-d', strtotime('-1 year'));
$spy = stock_return('SPY', $year_ago_date, $today_date);
$stock = stock_return('AAPL', $year_ago_date, $today_date);
$cov = stat_cov($spy, $stock);
print "cov: {$cov} \n";
$cc = stat_corr_coef($spy, $stock);
print "corr coeff: {$cc} \n";
$r_squared = stat_r_squared($spy, $stock);
//$r_sqaured = pow($cc, 2);
print "r sqaured: {$r_squared} \n";
//$beta = stat_cov($spy, $stock) / stat_var($spy);
$beta = stat_beta($spy, $stock);
print "beta: {$beta} \n";
} else {
if ($_GET['action'] == 'test_calculate_portfolio_beta') {
$today_date = date("Y-m-d");
$year_ago_date = date('Y-m-d', strtotime('-1 year'));
$spy = stock_return('SPY', $year_ago_date, $today_date);
$count = 0;
$pvalue = turtle_portfolio_value(2);
$query = "select symbol, last_price, shares, last_price*shares, last_price*shares/" . $pvalue;
function stat_r_squared($data1, $data2)
{
return pow(stat_corr_coef($data1, $data2), 2);
}
