import numpy as np
from pysharperratio import estimateSNR

x = np.random.rand(100)

snr,r0bar,n = estimateSNR(x,1000)

---------------------------------------------------------------------------
IOError                                   Traceback (most recent call last)
<ipython-input-34-95aa56a81496> in <module>()
----> 1 snr,r0bar,n = estimateSNR(x,1000)

/Users/babou/anaconda/lib/python2.7/site-packages/pysharperratio/__init__.pyc in estimateSNR(x, permutations)
     87 #    cwd = os.getcwd()
     88 #    spline_file = os.path.join(cwd, 'spline_data.csv')
---> 89     a_data = pd.read_csv('spline_data.csv',index_col=0)
     90 
     91     # Estimate Spline

/Users/babou/anaconda/lib/python2.7/site-packages/pandas/io/parsers.pyc in parser_f(filepath_or_buffer, sep, delimiter, header, names, index_col, usecols, squeeze, prefix, mangle_dupe_cols, dtype, engine, converters, true_values, false_values, skipinitialspace, skiprows, skipfooter, nrows, na_values, keep_default_na, na_filter, verbose, skip_blank_lines, parse_dates, infer_datetime_format, keep_date_col, date_parser, dayfirst, iterator, chunksize, compression, thousands, decimal, lineterminator, quotechar, quoting, escapechar, comment, encoding, dialect, tupleize_cols, error_bad_lines, warn_bad_lines, skip_footer, doublequote, delim_whitespace, as_recarray, compact_ints, use_unsigned, low_memory, buffer_lines, memory_map, float_precision)
    560                     skip_blank_lines=skip_blank_lines)
    561 
--> 562         return _read(filepath_or_buffer, kwds)
    563 
    564     parser_f.__name__ = name

/Users/babou/anaconda/lib/python2.7/site-packages/pandas/io/parsers.pyc in _read(filepath_or_buffer, kwds)
    313 
    314     # Create the parser.
--> 315     parser = TextFileReader(filepath_or_buffer, **kwds)
    316 
    317     if (nrows is not None) and (chunksize is not None):

/Users/babou/anaconda/lib/python2.7/site-packages/pandas/io/parsers.pyc in __init__(self, f, engine, **kwds)
    643             self.options['has_index_names'] = kwds['has_index_names']
    644 
--> 645         self._make_engine(self.engine)
    646 
    647     def close(self):

/Users/babou/anaconda/lib/python2.7/site-packages/pandas/io/parsers.pyc in _make_engine(self, engine)
    797     def _make_engine(self, engine='c'):
    798         if engine == 'c':
--> 799             self._engine = CParserWrapper(self.f, **self.options)
    800         else:
    801             if engine == 'python':

/Users/babou/anaconda/lib/python2.7/site-packages/pandas/io/parsers.pyc in __init__(self, src, **kwds)
   1211         kwds['allow_leading_cols'] = self.index_col is not False
   1212 
-> 1213         self._reader = _parser.TextReader(src, **kwds)
   1214 
   1215         # XXX

pandas/parser.pyx in pandas.parser.TextReader.__cinit__ (pandas/parser.c:3427)()

pandas/parser.pyx in pandas.parser.TextReader._setup_parser_source (pandas/parser.c:6861)()

IOError: File spline_data.csv does not exist

---------------------------------------------------------------------------
FileNotFoundError                         Traceback (most recent call last)
<ipython-input-14-029c9380f2ed> in <module>()
----> 1 estimateSNR(log_rets,permutations)
      2 
/pysharperratio/__init__.py in estimateSNR(x, permutations)
     85 
     86     # Load spline
---> 87     with open('interpolator.pkl', 'rb') as f:
     88         f_a = pickle.load(f)
     89 

FileNotFoundError: [Errno 2] No such file or directory: 'interpolator.pkl' 

    expanding_window = pd.core.window.expanding(pd.Series(np.cumsum(x)), min_periods=1)
    rolling_max = expanding_window.max().values
    rolling_min = expanding_window.min().values