import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
%matplotlib inline
import datetime
import statsmodels.api as sm
import quandl
import os
quandl.ApiConfig.api_key = os.environ["QUANDL_API_KEY"]
start = datetime.datetime(2020, 1, 1)
end = pd.to_datetime('today')
SP500 = quandl.get("MULTPL/SP500_REAL_PRICE_MONTH",start_date = start,end_date = end)
SP500.dropna(inplace=True)
SP500.index = pd.to_datetime(SP500.index)
# Tuple unpacking
SP500_cycle, SP500_trend = sm.tsa.filters.hpfilter(SP500.Value)
SP500["trend"] = SP500_trend
SP500[['trend','Value']].plot(figsize=(12,8))
SP500['6-month-SMA']=SP500['Value'].rolling(window=6).mean()
SP500['12-month-SMA']=SP500['Value'].rolling(window=12).mean()
SP500.plot(figsize=(12,8))
input_1