def __init__(self, var, config_section_name):
super(ManagedLandWithFarmerBehaviour, self).__init__(
var,
config_section_name)
self.lc_parameters_module = ManagedLandWithFarmerBehaviourParameters(self, config_section_name)
self.initial_condition_module = InitialConditionManagedLand(self)
self.root_zone_water_module = RootZoneWaterIrrigatedLand(self)
self.snow_frost_module = SnowFrost(self)
# self.drainage_module = Drainage(self)
self.potential_et_module = PotentialEvapotranspiration(self)
# self.evapotranspiration_module = Evapotranspiration(self)
self.interception_module = Interception(self)
self.irrigation_demand_module = IrrigationMultipleCrops(self)
self.irrigation_supply_module = IrrigationSupply(self)
self.infiltration_module = Infiltration(self)
self.capillary_rise_module = CapillaryRise(self)
self.drainage_module = Drainage(self)
self.actual_et_module = ActualEvapotranspiration(self)
self.crop_yield_module = CropYield(self)
self.income_module = Income(self)
self.investment_module = Investment(self)
self.accounting_module = Accounting(self)
self.grid_cell_mean_module = GridCellMean(self)
self.add_dimensions()
def test_init(self):
'''
test the initialization of investment class, ie. the assignment of position and num_trials
'''
self.assertEqual(
Investment.investment([1, 10, 100, 1000], 100).positions,
[1, 10, 100, 1000])
self.assertEqual(
Investment.investment([1, 10, 100, 1000], 100).num_trials, 100)
def get_neighbor(self, i, j):
temp_portfolio = self.portfolio.copy()
temp_portfolio[i] = Investment(
self.portfolio[i].symbol, self.portfolio[i].start_amount -
(self.portfolio[i].start_amount * .1),
self.portfolio[i].percent_change)
temp_portfolio[j] = Investment(
self.portfolio[j].symbol, self.portfolio[j].start_amount +
(self.portfolio[i].start_amount * .1),
self.portfolio[j].percent_change)
return Portfolio(temp_portfolio)
def __init__(self, ticker=None, name=None, deposits=[]):
if not ticker:
raise InvalidUsage(
"Ticker must contain a valid ticker (was {})".format(ticker))
self.ticker = ticker
self.name = name
self.fond_quotes = Investment("%s.FOND" % self.ticker)
self.deposits = map(
lambda x: {
"date": datetime.datetime.strptime(x["date"], "%Y-%m-%d").date(
),
"amount": int(x["amount"])
}, deposits)
def random_restart(self):
remaining = self.total_investment
temp_portfolio = []
for i, invest in enumerate(self.start_portfolio.portfolio):
if i == 9:
temp_portfolio.append(
Investment(invest.symbol, remaining,
invest.percent_change))
break
invest_amt = rand.randint(0, remaining)
temp_portfolio.append(
Investment(invest.symbol, invest_amt, invest.percent_change))
remaining -= invest_amt
return Portfolio(temp_portfolio)
def test_investment_return(self):
'''
test the investment return (daily) calculation function
'''
investment=Investment.investment(10,1000)
daily_return=investment.investment_return(10)
self.assertEqual(len(daily_return),1000)
self.assertGreaterEqual(daily_return.all(), -1)
self.assertLessEqual(daily_return.all(), 1)
def test_investment_return(self):
'''
test the investment return (daily) calculation function
'''
investment = Investment.investment(10, 1000)
daily_return = investment.investment_return(10)
self.assertEqual(len(daily_return), 1000)
self.assertGreaterEqual(daily_return.all(), -1)
self.assertLessEqual(daily_return.all(), 1)
class TestInvestments(unittest.TestCase):
def setUp(self):
date = "2020-10-03"
inv_name = "Test Investment"
self.new_investment = Investment(date, inv_name)
def test_base_investment_constructor(self):
date = "2020-10-03"
inv_name = "Test Investment"
self.assertEqual(self.new_investment.purchase_date, date)
def test_get_name(self):
name = "Test Investment"
self.assertEqual(self.new_investment.get_name(), name)
def build_investment_array(position_value: [int, float],
position: int) -> np.ndarray:
"""Build numpy array of Investment positions.
:param position_value: ratio of initial holdings over number of investments.
:param position: number of investments to be made.
:return: investments: array of Investment positions.
"""
# Define initial array containing a single investment's position.
base = np.array([Investment(position_value).position])
# Utilize numpy's repeat method to create an array of size :position
# containing copies of our :base array.
investments = np.repeat(base, position)
# Return our array of Investment positions.
return investments
def __init__(self, symbols=[], proportions=[]):
"""Ctor
Constructs a Portfolio object
Args:
symbols (:list<string>, optional): List of string symbol
proportions (:list<float>, optional)
"""
self.__symbols = symbols
# sanity check
if proportions and symbols:
# make sure the sum of the proportions sums up to almost 1.00
assert (len(symbols) == len(proportions))
# for each proportion, zip it with a symbol into a dictionary
for i in range(len(symbols)):
self.__proportions[symbols[i]] = proportions[i]
# initialize every symbol as an investment object
self.__investments = [Investment(symbol=s) for s in symbols]
self.__computeState()
def test_init(self):
'''
test the initialization of investment class, ie. the assignment of position and num_trials
'''
self.assertEqual(Investment.investment([1,10,100,1000],100).positions,[1,10,100,1000])
self.assertEqual(Investment.investment([1,10,100,1000],100).num_trials,100)
def main():
'''This function will take the output from the user, test whether it's valid,
and output the required histograms and statistical information'''
done = False
while done == False:
ValidInt = False
ValidList = False
while ValidList == False:
'''Will run until user inputs a valid list. Note this program considers
a valid list to be a list of numbers separated by commas, and enclosed
by brackets'''
try:
input = raw_input("Enter a list of positions: ")
if input in ['quit', 'quit()']:
exit()
except (KeyboardInterrupt, EOFError):
continue
else:
try:
position_list = ast.literal_eval(input)
instance = Investment(position_list, 1)
for i in position_list:
if 1000%i != 0:
raise ValueError
elif i <= 0:
raise ValueError
except ValueError:
print "Please enter a list of positive numbers that are factors of 1000."
except:
print "Please enter a valid list of numbers."
else:
if len(position_list) < 2:
print "Please enter a list of more than one number."
else:
ValidList = True
while ValidInt == False and ValidList == True:
'''will run until the user inputs a valid number of simulations'''
try:
num_trials = raw_input("Enter the number of trials you want to simulate: ")
if num_trials in ['quit', 'quit()']:
exit()
except (KeyboardInterrupt, EOFError):
exit()
else:
try:
instance = Investment(position_list, num_trials)
except ValueError:
print "Please enter an integer number greater than 0."
except TypeError:
print "Please enter an integer."
else:
ValidInt = True
if ValidInt == True and ValidList == True:
for position in position_list:
daily_ret = instance.repeat_investment(position)
plt.hist(daily_ret, 100, range = [-1,1])
plt.savefig('histogram_' + str(position)+ '.pdf')
plt.close("all")
#change the output to write to results.txt
orig_stdout = sys.stdout
f = file('results.txt', 'w')
sys.stdout = f
#iterate through position_list and output the mean and standard deviation for each
for position in position_list:
daily_ret = instance.repeat_investment(position)
print "Position: ", position
print "Mean: ", np.mean(daily_ret)
print "Standard Deviation" , np.std(daily_ret)
print "\n"
done = True
f.close()
print "{end} ({days:3} days) ${revenue:.2f} ${refProfit:.2f} ${totalRevenue:.2f} ${profit:.2f} {profitPercent:.2f}% {minimumBuy}".format(
end=projection.endDate, days=days, revenue=revenue, totalRevenue=totalRevenue, profit=profit, profitPercent=profitPercent,
refProfit=refProfit, minimumBuy=minimumBuy
),
# for miner in projection.miners:
# print "{hash}GHS ${revenue:.2f}/day {start} - {end}".format(
# hash=int(miner.hashRate), revenue=miner.dailyRevenue, start=miner.startDate, end=miner.endDate
# )
printTitle = True
includeReferralBonus = True
investments = [
Investment(1800, '5/30/2018'),
Investment(300, '5/30/2018'),
Investment(300, '5/30/2018'),
Investment(10, '6/4/2018'),
Investment(10, '6/8/2018')
]
totalInvested = 0
for investiment in investments:
totalInvested = totalInvested + investiment.amount
miners = [
Miner(hashRate=40600, startDate='5/31/2018', days=90),
Miner(hashRate=3450, startDate='6/4/2018', days=90),
Miner(hashRate=1000, startDate='6/5/2018', days=90),
Miner(hashRate=1270, startDate='6/7/2018', days=90),
class Fond:
def __init__(self, ticker=None, name=None, deposits=[]):
if not ticker:
raise InvalidUsage(
"Ticker must contain a valid ticker (was {})".format(ticker))
self.ticker = ticker
self.name = name
self.fond_quotes = Investment("%s.FOND" % self.ticker)
self.deposits = map(
lambda x: {
"date": datetime.datetime.strptime(x["date"], "%Y-%m-%d").date(
),
"amount": int(x["amount"])
}, deposits)
def __eq__(self, other):
return isinstance(other, Fond) and self.ticker == other.ticker
def to_json(self):
return {
"name": self.name,
"ticker": self.ticker,
"deposits": self.deposits,
}
@property
def quotes(self):
quotes = self.fond_quotes.get_quotes()
if self.deposits:
start_idx = self.find_quote_entry_by_date(quotes,
self.deposits[0]["date"])
else:
start_idx = -10
return quotes[start_idx:]
def _string_to_date(self, date):
if isinstance(date, str) or isinstance(date, unicode):
return datetime.datetime.strptime(date, "%Y-%m-%d").date()
elif isinstance(date, datetime.date):
return date
raise InvalidDate("Unknown type '%s' for date" % type(date).__name__)
def deposit(self, amount, date):
date = self._string_to_date(date)
if self.get_deposit_by_date(date):
raise InvalidUsage("A deposit for that date is already registered")
updated_deposits = self.deposits + [{"amount": amount, "date": date}]
self.deposits = sorted(updated_deposits,
key=lambda deposit: deposit["date"])
def delete_deposit(self, date):
date = self._string_to_date(date)
num_deposits_before = len(self.deposits)
self.deposits = filter(lambda x: x["date"] != date, self.deposits)
num_deposits_after = len(self.deposits)
num_deleted = num_deposits_before - num_deposits_after
if num_deleted is not 1:
raise InvalidUsage("failed to delete deposit (%s)" % num_deleted)
def find_quote_entry_by_date(self, quotes, date):
for i in range(len(quotes) - 1, -1, -1):
if quotes[i]["quote_date"] == date:
return i
return None
def get_deposit_by_date(self, date):
date = self._string_to_date(date)
return sum([
deposit["amount"] for deposit in self.deposits
if deposit["date"] == date
])
def _price_developement_percent(self, before, after):
return float(after["close"]) / float(before["close"])
def get_developement(self):
rows = []
cash = 0
for i in range(0, len(self.quotes)):
curr_date = self.quotes[i]["quote_date"]
deposit = self.get_deposit_by_date(curr_date)
if i == 0:
percent_development = 1
else:
percent_development = self._price_developement_percent(
self.quotes[i - 1], self.quotes[i])
cash = cash * percent_development + deposit
rows.append({
"date": curr_date,
"value": cash,
"deposit": deposit,
"quote": self.quotes[i]
})
return rows
def get_summary(self):
development = self.get_developement()
return {
"ticker": self.ticker,
"name": self.name,
"development": development,
"total_deposited": sum(map(lambda x: x["deposit"], development))
}
def convert_Vanguard_webpage_to_Investment(inputfile):
output_list = []
outputfile = inputfile + '.csv'
output_fd = open(outputfile, 'w')
filelines = open(inputfile, "r").read().splitlines()
list_size = len(filelines)
# print "list_size = " + str(list_size)
found_section = False
fileline_index = -1
section_title = ''
new_section_start = 'Registration details|YAHOO'
section_index = -1
symbol_start = False
quantity_list = []
funds = Investments()
Yahoo_entries_start = False
# print "<Comments>"
while True:
# print "fileline_index = " + str(fileline_index) + " . list_size = " + str(list_size)
# print "line = " + filelines[fileline_index]
fileline_index += 1
if fileline_index >= list_size:
break
if re.search('Add another Vanguard account', filelines[fileline_index]):
break
if re.search('^\s*$', filelines[fileline_index]):
continue
# print "line: " + str(fileline_index) + ", list_size = " + str(list_size)
# print "line: " + str(fileline_index) + ": " + filelines[fileline_index]
# print "found_section = " + str(found_section)
if found_section == False:
if re.search(new_section_start, filelines[fileline_index]):
found_section = True
section_index += 1
if "YAHOO" in filelines[fileline_index]:
section_title = filelines[fileline_index]
# print "Section:" + section_title
# print
else:
section_title = filelines[fileline_index]
continue
if re.search('^Total', filelines[fileline_index]):
found_section = False
section_index = -1
quantity_list.append("")
output_fd.write('\n')
Yahoo_entries_start = False
continue
if "YAHOO" in section_title:
if not Yahoo_entries_start:
if not re.search('Current balance', filelines[fileline_index]):
continue
fileline_index += 1
Yahoo_entries_start = True
found = re.search('^([^ ]+) ([^ ]+) ([^ ]+)', filelines[fileline_index])
if not found:
print("ERROR: input file line " + str(fileline_index) + ": " + filelines[fileline_index] + ". Expecting fund name, quantity, share price.")
sys.exit(1)
section_index += 1
symbol = "TBD_symbol"
name = found.group(1)
account_ID = "TBD_account_ID"
quantity = found.group(2).strip().replace(',','')
share_price = found.group(3).strip()[1:]
owner = "Mireille"
retirement_class = "401K"
else:
# print "line2: " + str(fileline_index) + ": " + filelines[fileline_index]
# if not re.search('Change\s+Current balance|Buy\s+Sell', filelines[fileline_index]):
# print filelines[fileline_index]
if not re.search('Current balance|Buy ', filelines[fileline_index]):
continue
if 'Buy ' in filelines[fileline_index]:
if 'Total' in filelines[fileline_index+1]:
continue
fileline_index += 1
found = re.search('^(\S+)\s+(.+)$', filelines[fileline_index])
if not found:
print("ERROR: input file line " + str(fileline_index) + ": " + filelines[fileline_index] + ". Expecting stock symbol and name.")
sys.exit(1)
section_index += 1
symbol = found.group(1)
name = found.group(2).strip()
fileline_index += 1
# found = re.search('^\s+\S+\s+\S+\s+(\S+)\s+', filelines[fileline_index])
# found = re.search('%\s+\S+\s+(\S+)\s+', filelines[fileline_index])
# print "line3: " + filelines[fileline_index]
found = re.search('^\s+\S+\s+(\S+)\s+(\S+)\s+(\S+)\s+', filelines[fileline_index])
if not found:
print("ERROR: input file quantity line " + str(fileline_index) + ": " + filelines[fileline_index] + ". Expecting stock quantity.")
sys.exit(1)
account_ID = found.group(1)
# details_file = "Vanguard_details/" + symbol + "," + name + "," + account_ID + ".txt"
# if not os.path.isfile(details_file):
# print "WARNING: File does not exist: " + details_file
quantity = re.sub(',', '', found.group(2)) # remove embedded commas
# quantity_list.append(quantity)
share_price = found.group(3)[1:]
if "Mark T." in section_title and "Mireille" in section_title:
owner = "Joint"
elif "Mark T." in section_title:
owner = "Mark"
elif "Mireille" in section_title:
owner = "Mireille"
else:
owner = ""
if owner == "Joint":
retirement_class = "Non_Retirement"
else:
if '—' in section_title:
retirement_class = section_title.split('—')[1].strip()
if '-' in retirement_class:
retirement_class = retirement_class.split('-')[0].strip()
if retirement_class == "SEP":
retirement_class = "SEP IRA"
investment_total = Money().__set_by_string__(share_price).__mult__(quantity).__str__()
# output_line = str(section_index) + "," + symbol + "," + name + "," + quantity
output_line = symbol + "," + name + "," + account_ID + "," + quantity + "," + share_price + "," + investment_total
# output_list.append(output_line)
# print "output_line: " + output_line
output_fd.write(output_line + '\n')
funds.__add__(Investment(symbol=symbol, name=name, account_ID=account_ID, quantity=quantity, share_price=share_price, owner=owner, retirement_class=retirement_class))
output_fd.close()
# print "</Comments>"
# for row in quantity_list:
# print row
return 0, funds
'Invalid Input: all numbers of shares need to be positive')
break
except ValueError as msg:
print(msg)
except KeyboardInterrupt:
print('Keyboard Interruption')
sys.exit()
except EOFError:
print('EOFError')
sys.exit()
while True:
try:
inputstr2 = input(
'Please enter the number of times you want to repeat the simulation'
)
if (inputstr2 == 'quit'):
print("User Directed Quit.")
sys.exit()
num_trials = int(inputstr2)
Investment.investment(positions, num_trials).simulation()
break
except ValueError as msg:
print(msg)
except KeyboardInterrupt:
print('Keyboard Interruption')
sys.exit()
except EOFError:
print('EOFError')
sys.exit()
def setUp(self):
date = "2020-10-03"
inv_name = "Test Investment"
self.new_investment = Investment(date, inv_name)
class ManagedLandWithFarmerBehaviour(LandCover):
def __init__(self, var, config_section_name):
super(ManagedLandWithFarmerBehaviour, self).__init__(
var,
config_section_name)
self.lc_parameters_module = ManagedLandWithFarmerBehaviourParameters(self, config_section_name)
self.initial_condition_module = InitialConditionManagedLand(self)
self.root_zone_water_module = RootZoneWaterIrrigatedLand(self)
self.snow_frost_module = SnowFrost(self)
# self.drainage_module = Drainage(self)
self.potential_et_module = PotentialEvapotranspiration(self)
# self.evapotranspiration_module = Evapotranspiration(self)
self.interception_module = Interception(self)
self.irrigation_demand_module = IrrigationMultipleCrops(self)
self.irrigation_supply_module = IrrigationSupply(self)
self.infiltration_module = Infiltration(self)
self.capillary_rise_module = CapillaryRise(self)
self.drainage_module = Drainage(self)
self.actual_et_module = ActualEvapotranspiration(self)
self.crop_yield_module = CropYield(self)
self.income_module = Income(self)
self.investment_module = Investment(self)
self.accounting_module = Accounting(self)
self.grid_cell_mean_module = GridCellMean(self)
self.add_dimensions()
def initial(self):
self.lc_parameters_module.initial()
self.initial_condition_module.initial()
self.root_zone_water_module.initial()
self.snow_frost_module.initial()
# self.drainage_module.initial()
# self.evapotranspiration_module.initial()
self.potential_et_module.initial()
self.interception_module.initial()
self.irrigation_demand_module.initial()
self.irrigation_supply_module.initial()
self.infiltration_module.initial()
self.capillary_rise_module.initial()
self.drainage_module.initial()
self.actual_et_module.initial()
self.crop_yield_module.initial()
self.income_module.initial()
self.investment_module.initial()
self.accounting_module.initial()
self.grid_cell_mean_module.initial()
self.reporting_module = Reporting(
self,
self._configuration.outNCDir,
self._configuration.NETCDF_ATTRIBUTES,
self._configuration.irrNonPaddy,
variable_list_crop,
'irrNonPaddy')
def dynamic(self):
self.lc_parameters_module.dynamic()
self.initial_condition_module.dynamic()
self.root_zone_water_module.dynamic()
self.snow_frost_module.dynamic()
# self.drainage_module.dynamic()
# self.evapotranspiration_module.dynamic()
self.potential_et_module.dynamic()
self.interception_module.dynamic()
self.root_zone_water_module.dynamic()
self.infiltration_module.compute_infiltration_capacity()
self.irrigation_demand_module.dynamic()
self.irrigation_supply_module.dynamic()
# the order here (infiltration/cap rise/drainage)
# is the same as in CWATM
self.infiltration_module.dynamic()
self.root_zone_water_module.dynamic()
self.capillary_rise_module.dynamic()
self.drainage_module.dynamic()
self.root_zone_water_module.dynamic()
self.actual_et_module.dynamic()
self.crop_yield_module.dynamic()
self.income_module.dynamic()
self.investment_module.dynamic()
self.accounting_module.dynamic()
self.grid_cell_mean_module.dynamic()
self.reporting_module.report()
def convert_investment_spreadsheet_to_Investment(inputfile):
output_list = []
outputfile = inputfile + '.csv'
output_fd = open(outputfile, 'w')
# filelines = open(inputfile, "r").readlines()
filelines = open(inputfile, "r").read().splitlines()
list_size = len(filelines)
# print "list_size = " + str(list_size)
# Get price per share
start_capturing = False
share_prices = {}
for line in filelines:
if 'Current Last Price' in line:
start_capturing = True
continue
if start_capturing == True:
key, price = line.split(',')[:2]
# print key, price
if key == '':
break
share_prices[key] = price.replace('$', '')
'''
found_section = False
section_title = ''
new_section_start = 'Registration details|YAHOO'
section_index = -1
symbol_start = False
quantity_list = []
Yahoo_entries_start = False
# print "<Comments>"
'''
funds = Investments()
fileline_index = -1
retirement_class = "TBD_retirement_class"
owner = "TBD_owner"
broken_line = ''
ignore_lines = False
one_time_retirement_class = ''
while True:
# print "fileline_index = " + str(fileline_index) + " . list_size = " + str(list_size)
# print "line = " + filelines[fileline_index]
fileline_index += 1
if fileline_index >= list_size:
break
# filelines[fileline_index] = re.sub('^"', '', filelines[fileline_index])
if re.search('^Non-Retirement Assets', filelines[fileline_index]):
retirement_class = "Non_Retirement"
continue
if re.search('^Retirement Assets', filelines[fileline_index]):
retirement_class = "Retirement"
ignore_lines = True
continue
if re.search('^Name of Investment', filelines[fileline_index]):
ignore_lines = False
continue
if ignore_lines:
continue
if retirement_class == "TBD_retirement_class":
continue
'''
# if not re.search(",,,,,,,,,,,,", filelines[fileline_index]):
# if not re.search("\
$", filelines[fileline_index]):
# print "temp = " + temp
# print "line = " + filelines[fileline_index]
# if not re.search("\
$", filelines[fileline_index]):
# if not re.search("\r", filelines[fileline_index]):
temp = filelines[fileline_index]
temp = temp.rstrip()
if temp == filelines[fileline_index]: # line missing end ^M
'''
if not re.search(",,,,,,,$", filelines[fileline_index]):
broken_line += filelines[fileline_index]
# print "broken_line = " + broken_line
continue
else: # line ends with ^M
if broken_line != '':
broken_line += filelines[fileline_index]
filelines[fileline_index] = broken_line
# print "broken_line = " + broken_line
broken_line = ''
# else: # regular single line ending with ^M
if re.search('^,,,,,,,,,,,,', filelines[fileline_index]):
continue
found = re.search("^([^ ]+?[- ]IRA),,,,,", filelines[fileline_index])
if found:
retirement_class = found.group(1)
one_time_retirement_class = ''
continue
found = re.search("^.+?(Traditional[- ]IRA)[^,]*,",
filelines[fileline_index], re.IGNORECASE)
if found:
one_time_retirement_class = found.group(1)
found = re.search("^.+?(Traditional[- ]401K)[^,]*,",
filelines[fileline_index], re.IGNORECASE)
if found:
one_time_retirement_class = found.group(1)
found = re.search("^.+?(Roth[- ]401K)[^,]*,",
filelines[fileline_index], re.IGNORECASE)
if found:
one_time_retirement_class = found.group(1)
found = re.search("^.+?(Roth[- ]IRA)[^,]*,", filelines[fileline_index],
re.IGNORECASE)
if found:
one_time_retirement_class = found.group(1)
if re.search('^Vanguard joint account', filelines[fileline_index]):
owner = "Joint"
continue
if re.search("^Mark's Vanguard retirement account",
filelines[fileline_index]):
owner = "Mark"
continue
if re.search("^Mireille's Vanguard retirement account",
filelines[fileline_index]):
owner = "Mireille"
continue
if re.search("^Mireille's Yahoo 401K", filelines[fileline_index]):
owner = "Mireille"
retirement_class = "401K"
continue
if re.search("^Mark misc. retirement accounts",
filelines[fileline_index]):
owner = "Mark"
continue
if re.search(',,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,',
filelines[fileline_index]):
continue
if re.search("^Totals for all above", filelines[fileline_index]):
break
if re.search("^Total", filelines[fileline_index]):
continue
# print str(fileline_index-1) + " = " + filelines[fileline_index]
# line_list = filelines[fileline_index].split(',')
rc, line_list, max_num_columns = get_csv(
csv_input_source="string", csv_string=filelines[fileline_index])
# print rc
# print len(line_list)
# print line_list[0]
'''
if len(line_list[1]) < 2: # ignore labels
continue
if line_list[1] == '': # ignore labels
continue
'''
if retirement_class == "Non_Retirement":
name = line_list[0]
history = name
description = line_list[0]
symbol = line_list[1]
account_ID = "TBD_account_ID"
quantity = line_list[2].replace(',', '')
header = [
"Name of Investment", "Symbol", "Number of shares",
"Cost Basis", "Cost Basis date", "difference",
"Cost Basis percent change", "", "", "", "Small Growth",
"Mid Growth", "Large Growth", "Small Blend",
"Mid Blend Aggressive", "Large Blend", "Small Value",
"Mid Value", "Large Value", "Bonds", "Energy", "Global",
"Healthcare", "REIT", "Individual Stocks"
]
'''
Fidelity Contrafund (FCNTX),FCNTX,831.612,"$45,877 ",,"$38,748 ",84%,,,,,,"$84,625",,,,,,,,,,,,,,,,,,,
'''
asset_class = "TBD_asset_class"
for index in range(10, len(header)):
if line_list[index] != '':
asset_class = header[index]
total_value = line_list[index]
break
else:
# print filelines[fileline_index]
name = line_list[0]
history = name
description = line_list[0]
symbol = line_list[1]
account_ID = "TBD_account_ID"
quantity = line_list[3].replace(',', '')
header = [
"Name of Investment", "Symbol", "Fund & Account",
"Number of shares", "Cost Basis", "Cost Basis date",
"Difference", "Cost Basis Percent change", "",
"Tradtional IRA - pre-tax", "Traditional IRA - post-tax",
"Roth IRA", "Traditional 401K", "Roth 401K", "Small Growth",
"Mid Growth", "Large Growth", "Small Blend", "Mid Blend",
"Large Blend", "Small Value", "Mid Value", "Large Value",
"Bonds", "Energy", "Global", "Healthcare", "REIT", "", "", ""
]
asset_class = "TBD_asset_class"
for index in range(14, len(header)):
if line_list[index] != '':
asset_class = header[index]
total_value = line_list[index]
break
if symbol in share_prices:
share_price = share_prices[symbol]
else:
msg = "ERROR: Share price for symbol " + symbol + " missing from lookup table in spreadsheet."
print(msg)
error_list.append(msg)
share_price = "TBD_share_price_missing_from_spreadsheet"
save_retirement_class = retirement_class
if one_time_retirement_class != '':
retirement_class = one_time_retirement_class
funds.add(
Investment(symbol=symbol,
name=name,
description=description,
quantity=quantity,
account_ID=account_ID,
owner=owner,
asset_class=asset_class,
retirement_class=retirement_class,
history=history,
total_value=total_value,
share_price=share_price,
filename=inputfile,
file_line_num=str(fileline_index)))
one_time_retirement_class = ''
retirement_class = save_retirement_class
'''
# print "line: " + str(fileline_index) + ", list_size = " + str(list_size)
# print "line: " + str(fileline_index) + ": " + filelines[fileline_index]
# print "found_section = " + str(found_section)
if found_section == False:
if re.search(new_section_start, filelines[fileline_index]):
found_section = True
section_index += 1
if "YAHOO" in filelines[fileline_index]:
section_title = filelines[fileline_index]
# print "Section:" + section_title
# print
else:
section_title = filelines[fileline_index]
continue
if re.search('^Total', filelines[fileline_index]):
found_section = False
section_index = -1
quantity_list.append("")
output_fd.write('\n')
Yahoo_entries_start = False
continue
if "YAHOO" in section_title:
if not Yahoo_entries_start:
if not re.search('Current balance', filelines[fileline_index]):
continue
fileline_index += 1
Yahoo_entries_start = True
found = re.search('^([^ ]+) ([^ ]+) ([^ ]+)', filelines[fileline_index])
if not found:
print "ERROR: input file line " + str(fileline_index) + ": " + filelines[fileline_index] + ". Expecting fund name, quantity, share price."
sys.exit(1)
section_index += 1
symbol = "TBD_symbol"
name = found.group(1)
account_ID = "TBD_account_ID"
quantity = found.group(2).strip()
share_price = found.group(3).strip()[1:]
owner = "Mireille"
retirement_class = "401K"
else:
# print "line2: " + str(fileline_index) + ": " + filelines[fileline_index]
# if not re.search('Change\s+Current balance|Buy\s+Sell', filelines[fileline_index]):
# print filelines[fileline_index]
if not re.search('Current balance|Buy ', filelines[fileline_index]):
continue
if 'Buy ' in filelines[fileline_index]:
if 'Total' in filelines[fileline_index+1]:
continue
fileline_index += 1
found = re.search('^(\S+)\s+(.+)$', filelines[fileline_index])
if not found:
print "ERROR: input file line " + str(fileline_index) + ": " + filelines[fileline_index] + ". Expecting stock symbol and name."
sys.exit(1)
section_index += 1
symbol = found.group(1)
name = found.group(2).strip()
fileline_index += 1
# found = re.search('^\s+\S+\s+\S+\s+(\S+)\s+', filelines[fileline_index])
# found = re.search('%\s+\S+\s+(\S+)\s+', filelines[fileline_index])
# print "line3: " + filelines[fileline_index]
found = re.search('^\s+\S+\s+(\S+)\s+(\S+)\s+(\S+)\s+', filelines[fileline_index])
if not found:
print "ERROR: input file quantity line " + str(fileline_index) + ": " + filelines[fileline_index] + ". Expecting stock quantity."
sys.exit(1)
account_ID = found.group(1)
# details_file = "Vanguard_details/" + symbol + "," + name + "," + account_ID + ".txt"
# if not os.path.isfile(details_file):
# print "WARNING: File does not exist: " + details_file
quantity = re.sub(',', '', found.group(2)) # remove embedded commas
# quantity_list.append(quantity)
share_price = found.group(3)[1:]
if "Mark T." in section_title and "Mireille" in section_title:
owner = "Joint"
elif "Mark T." in section_title:
owner = "Mark"
elif "Mireille" in section_title:
owner = "Mireille"
else:
owner = ""
if owner == "Joint":
retirement_class = "Non_Retirement"
else:
if '—' in section_title:
retirement_class = section_title.split('—')[1].strip()
if '-' in retirement_class:
retirement_class = retirement_class.split('-')[0].strip()
if retirement_class == "SEP":
retirement_class = "SEP IRA"
investment_total = Money().__set_by_string__(share_price).__mult__(quantity).__str__()
# output_line = str(section_index) + "," + symbol + "," + name + "," + quantity
output_line = symbol + "," + name + "," + account_ID + "," + quantity + "," + share_price + "," + investment_total
# output_list.append(output_line)
# print "output_line: " + output_line
output_fd.write(output_line + '\n')
funds.add(Investment(symbol=symbol, name=name, account_ID=account_ID, quantity=quantity, share_price=share_price, owner=owner, retirement_class=retirement_class))
output_fd.close()
# print "</Comments>"
# for row in quantity_list:
# print row
'''
return 0, funds
class Main:
portfolio = []
print("======================================================================================================")
print("Welcome to the Intelligent Investor(tm). You provide 10 stocks for a portfolio you'd like to optimize.")
print("I'll tell you what the best mix of investment in those 10 stocks would be based on 30-day history.")
print("Results will be calculated based on either hill-climbing or simulated annealing algorithms.")
print("======================================================================================================")
invest_amount = round(float(input("Enter dollar amount to invest: $")), 2)
# We're going to query the AlphaVantage API to get realtime 30-day changes
# Only valid NASDAQ stock symbols will work for the API but errors are handled gracefully
# and the user is reprompted to enter a new symbol until 10 stocks have been chosen successfully
while len(portfolio) < 10:
yesterday = date.today() - timedelta(days=1)
date_string = yesterday.strftime("%Y-%m-%d")
thirty_days_ago = yesterday - timedelta(days=30)
thirty_string = thirty_days_ago.strftime("%Y-%m-%d")
potential_symbol = input("Input a valid NASDAQ stock symbol: ")
if potential_symbol in portfolio:
print("You already selected that symbol, let's diversify the portfolio! (Please enter unique symbols only)")
continue
# building the query according to API format
query = "https://www.alphavantage.co/query?function={}&symbol={}&apikey={}".format(
API_FUNCTION, potential_symbol, ALPHAVANTAGE_API_KEY)
ssl_cert = ssl.SSLContext() # required to use https
thirty_day_history = requests.urlopen(query, context=ssl_cert)
json_data = json.loads(thirty_day_history.read()) # load the json as a dict
# invalid stock symbol
if 'Error Message' in json_data:
print("\tInvalid stock symbol, only valid NASDAQ stock symbols allowed!")
continue
# search for 30-day change, not all days have an entry (weekends are absent) so
# some adjustments must be done to perform well across all days used
closed = False
while not closed:
try:
last_close = json_data["Time Series (Daily)"][date_string]["4. close"]
closed = True
except KeyError:
yesterday = yesterday - timedelta(days=1)
date_string = yesterday.strftime("%Y-%m-%d")
thirty_days_ago = yesterday - timedelta(days=30)
thirty_string = thirty_days_ago.strftime("%Y-%m-%d")
closed = False
# make sure the 30 day change is appropriate length
while not closed:
try:
thirty_close = json_data[FUNC_STRING][thirty_string]["4. close"]
closed = True
except KeyError:
thirty_days_ago = thirty_days_ago - timedelta(days=1)
thirty_string = thirty_days_ago.strftime("%Y-%m-%d")
thirty_day_change = (float(last_close) - float(thirty_close)) / float(thirty_close)
portfolio.append(Investment(potential_symbol, invest_amount / 10, thirty_day_change))
print("Successfully loaded data for {} and added to portfolio.\n".format(potential_symbol))
# here we go...output the portfolio with Trust Fund Baby approach
start_portfolio = Portfolio(portfolio)
print("\nHere is the portfolio I will optimize an investment mix in:")
print(start_portfolio)
# now do Hill Climbing with random restarts and print the corresponding optimized Portfolio
start = time()
print("Calculating optimal investment mix with hill-climbing (random restarts)...")
climber = HillClimber(start_portfolio, 10, invest_amount)
hill_best = climber.hill_climb()
end = time()
print("Done in {} seconds.\n".format(end-start))
print(hill_best)
# finally do Simulated Annealing and print corresponding optimized Portfolio
start = time()
print("Calculating optimal investment mix with simulated annealing...")
annealer = Annealer(start_portfolio, 1000000)
anneal_best = annealer.anneal()
print(anneal_best)
end = time()
print("Done in {} seconds.\n".format(end-start))
print("\n\n")
print("Strategy $ Profit")
print("-------- --------")
print(" {:>3} {:>7}".format("TFB", round(start_portfolio.worth - invest_amount, 2)))
print(" {:>3} {:>7}".format("HC", round(hill_best.worth - invest_amount, 2)))
print(" {:>3} {:>7}".format("SA", round(anneal_best.worth - invest_amount, 2)))
