import pandas as pd
import numpy as np
from datetime import *

url = 'http://www.micex.ru/issrpc/marketdata/stock/index/history/by_ticker/index_history_MICEXEQRRON.csv?secid=MICEXEQRRON&lang=ru'
df = pd.read_csv(url, sep=';', index_col=2, parse_dates = [2]) 

print df

df['CLOSE'].plot()


dfrepo = df[['CLOSE']]
dfrepo.columns = ['REPO']
            

dfrepo


micexurl = 'http://www.micex.ru/issrpc/marketdata/stock/index/history/by_ticker/index_history_MICEXINDEXCF.csv?secid=MICEXINDEXCF&lang=ru'
dfmicex = pd.read_csv(micexurl, sep=';', index_col=2, parse_dates = [2])

dfmicex = dfmicex[dfmicex.index > datetime(2006, 1, 1)]
dfmicex


dfmicex['CLOSE'].plot()

df = dfmicex.combine_first(dfrepo)

df


df = df[ ['OPEN', 'HIGH', 'LOW', 'CLOSE', 'REPO'] ]
df.columns = ['O','H','L', 'C', 'R']
          

df

df['R'].plot(c='r')
title('REPO INDEX')

df['C'].plot(c='g')
title('MICEX INDEX')

repo = df['R']
c = df['C']          

avgrepo = pd.rolling_mean(repo, 10)

x = repo / avgrepo
x.plot()