def generate_comment_footer_cn(f,
ts=None,
dotSign='.',
prcn=0,
usdSign='$',
udfLst=None,
lang="cn",
mp3YN=False):
""" macro market comment
required
required ts fields: currency,indicator,rate,mkt1,mkt2
"""
if ts is None:
return None
for (ky, va) in f.iteritems():
exec("{}=va".format(ky))
mkt1NTrendWd = udfStr(mkt1NChg, udf=udfLst, zs=0.0001, lang=lang)
rateNTrendWd = udfStr(rate1NChg, udf=udfLst, zs=0.0001, lang=lang)
rhoWd = udfStr(rho, ["正", "負", "獨立不存在"], 0.05, lang=lang)
rateIfWd = udfStr(rate1NChg, udf=udfLst, zs=0.0001, lang=lang)
mkt1IfWd = udfStr(rho * rate1NChg, udf=udfLst, zs=0.000001, lang=lang)
if rho * rate1NChg * mkt1NChg < 0:
macro1Adv = "，可能不如原始預期，必須持續觀察利率走向。"
else:
macro1Adv = "，更勝於原有預期。"
if abs(rho * rate1NChg) <= 0.000001:
macro1Adv = ''
dux = locals()
#ret=ts.format(**dux)
ret = jj_fmt(ts, dux)
return (ret)
def generate_comment_footer_en(f,
ts=None,
dotSign='.',
prcn=0,
usdSign='$',
udfLst=None,
lang="en",
mp3YN=False):
""" macro market comment
required
required ts fields: currency,indicator,rate,mkt1,mkt2
"""
if ts is None:
return None
for (ky, va) in f.iteritems():
exec("{}=va".format(ky))
mkt1NTrendWd = udfStr(mkt1NChg,
["an increase", "a decrease", "no change in"],
0.0001)
rateNTrendWd = udfStr(rate1NChg, ["a rise", "a fall", "no change in"],
0.0001)
rhoWd = udfStr(rho, ["positively", "negatively", "almost not"], 0.05)
rateIfWd = udfStr(rate1NChg, ["goes up", "goes down", "stays flat"],
0.0001)
mkt1IfWd = udfStr(rho * rate1NChg, ["rise", "fall", "stay flat"], 0.000001)
if rho * rate1NChg * mkt1NChg < 0:
macro1Adv = 'against our original forecast'
else:
macro1Adv = 'even more'
if mkt1IfWd == "stay flat":
macro1Adv = ''
dux = locals()
#ret=ts.format(**dux)
ret = jj_fmt(ts, dux)
return (ret)
def dataj2ts(ts, df, opts=None):
from _alan_str import jj_fmt
import ast
dd = subDict(opts, ['j2ts'], reverseTF=True)
if df.size > 0 and ts is not None and len(ts) > 1:
dd = update(f=df)
return jj_fmt(ts, dd)
else:
return ''
def dat2rptTxt(ts='',dd={},lang='cn',mp3YN=False,ctrlSTRUCT=None,debugTF=False,_pn_={},**optx):
rptTxt=''
try:
if ctrlSTRUCT is not None and ctrlSTRUCT in ['include','extends']:
ts='{{% {} "{}" %}}'.format(ctrlSTRUCT,ts)
rptTxt = jj_fmt(ts,dd,lang=lang,mp3YN=mp3YN,_pn_=_pn_,**optx)
sys.stderr.write("=====dat2rptTxt: {}\n{}\n".format(rptTxt,optx) )
except Exception as e:
sys.stderr.write("**ERROR: {} @ {}\n".format(str(e),'dat2rptTxt') )
return rptTxt
def create_headline(dd,ts='',jobj=None,**opts):
dd['topLst1']=ast.literal_eval(dd['topLst1']) if hasattr(dd['topLst1'], "__len__") else {}
dd['topLst2']=ast.literal_eval(dd['topLst2']) if hasattr(dd['topLst2'], "__len__") else {}
if jobj is None:
dd['hiloRecord'] = get_hiloRecord(dd['Index1'],dd['pbdate'])
else:
dd['hiloRecord'] = jobj['YTD'] if jobj['YTD'] else {}
hiloName = dd['hiloRecord']['name'] if 'name' in dd['hiloRecord'] else ''
sys.stderr.write("{}|{}|".format(dd['pbdate'],hiloName))
dd.update(pcall=popenCall,ticker2label=ticker2label,iex_peers=iex_peers,jj_fmt=jj_fmt)
ret = jj_fmt(ts,dd,**opts)
opts.update(mp3YN=True)
dbname='ara';tablename='mkt_briefing_details'
mp3ret = jj_fmt(ts,dd,**opts)
block='HEADLLINE';attr='EOD'
cdt=next_date()
datax=dict(block=block,attr=attr,comment=ret,mp3comment=mp3ret,pbdt=cdt,data={})
for k,v in dd.items():
if not hasattr(v,'__call__'):
datax['data'].update({k:v})
write2mdb(datax,dbname=dbname,tablename=tablename)
return ret
def run_j2ts(optGet={}, optPost={}):
pqint(optGet, optPost, file=sys.stderr)
dd = {}
if optPost is not None:
dd.update(optPost)
if optGet is not None:
dd.update(optGet)
if 'j2ts' in dd:
j2ts = dd['j2ts']
dd = subDict(dd, ['j2ts'], reverseTF=True)
else:
j2ts = 'Usage of /?key1=value1&key2=value2 ...'
return jj_fmt(j2ts, dd, j2onlyTF=True)
def argstr_tmplrpt(tmplstr, dux, *_xargs_):
"""
Update list of [_xargs_] command scripts to dict [dux]
and then apply [dux] to jinja2 template [tmplstr] and produce [tmplrpt]
return text output [tmplrpt]
"""
try:
duy = combine_cmd2dict(*_xargs_) # TBD:,_xdu_=dux)
if duy:
dux.update(duy)
#dux.update({'udfStr':udfStr,'roundUSD':roundUSD})
tmplrpt = jj_fmt(tmplstr, dux)
except Exception as e:
tmplrpt = str(e)
return tmplrpt
def intraday_briefing(args=[],
region='US',
lang='cn',
dirname='templates/',
outdir="US/mp3_hourly/",
dbname='ara',
start=None,
mp3YN=False,
archiveTest=False,
saveDB=True,
**optx):
if 'tablename' not in locals() or tablename is None:
tablename = 'mkt_briefing'
from headline_calc import headline_calc
if 'cdt' not in optx:
cdt = datetime.datetime.now()
else:
cdt = optx['cdt']
if isinstance(cdt, str):
cdt = pd.Timestamp(cdt)
hm = int(cdt.strftime("%H00"))
end_hm = np.clip(hm, 900, 1600)
end_hm = get_cutoff_hm(hm=int(hm), region=region)
dd = headline_calc(eqtLst=None, np=3)
ts = "{% include 'intraday_briefing.j2' %}"
ret = jj_fmt(ts,
dd=dd,
dirname=dirname,
outdir=outdir,
end_hm=end_hm,
**optx)
title = 'intraday_briefing'
category = 'IntraDay'
dd = dict(comment=ret, pbdt=cdt, title=title, hhmm=hm, category=category)
if saveDB:
clientM = None
mobj, clientM, _ = write2mdb(dd,
clientM,
dbname=dbname,
tablename=tablename,
zpk=['hhmm', 'category'])
#tablename= tablename+'_hist'
#mobj, clientM, _ = write2mdb(dd,clientM,dbname=dbname,tablename=tablename,zpk=['pbdt','category'])
return ret
def generate_comment_header_en(f,
ts=None,
dotSign='.',
prcn=0,
usdSign='$',
udfLst=None,
lang="en",
mp3YN=False):
""" macro1 market comment
required ts fields: currency1,indicator1,rate1,mkt1,mkt2
"""
if ts is None:
return None
for (ky, va) in f.iteritems():
exec("{}=va".format(ky))
if 'macro1XChg' not in f:
macro1XChg = 0
macro1Vntdate = 20180101
#xsign = 1 if currency1Ticker[-2:] == "US" else -1
xsign = -1 # cn version always use EURO direction
currency1XTrendWd = udfStr(xsign * currency1XChg,
["depreciated", "appreciated", "stayed flat"],
0.0001,
lang=lang)
indicator1XTrendWd = udfStr(indicator1XChg,
udf=udfLst,
zs=0.0001,
lang=lang)
rate1XTrendWd = udfStr(rate1XChg, udf=udfLst, zs=0.0001, lang=lang)
commodity1XTrendWd = udfStr(commodity1XChg,
udf=udfLst,
zs=0.0001,
lang=lang)
currency2XTrendWd = udfStr(xsign * currency2XChg,
["depreciated", "appreciated", "stayed flat"],
0.0001,
lang=lang)
indicator2XTrendWd = udfStr(indicator2XChg,
udf=udfLst,
zs=0.0001,
lang=lang)
rate2XTrendWd = udfStr(rate2XChg, udf=udfLst, zs=0.0001, lang=lang)
commodity2XTrendWd = udfStr(commodity2XChg,
udf=udfLst,
zs=0.0001,
lang=lang)
mkt1XTrendWd = udfStr(mkt1XChg, udf=udfLst, zs=0.0001, lang=lang)
mkt2XTrendWd = udfStr(mkt2XChg, udf=udfLst, zs=0.0001, lang=lang)
vntDateWd = ymd2md(str(macro1Vntdate), ym="%B %d",
lang=lang) if 'macro1Vntdate' in f else ""
unitStr = fq2unit_str(macro1Mfreq, lang) if 'macro1Mfreq' in f else "month"
pastTrendWd = udfStr(macro1XChg, udfLst, 0.0001, lang=lang)
mkt0Label = mkt0Label[:mkt0Label.find('Index')]
(currency1Adv, currency2Adv) = (
'and', 'also') if currency1XChg * currency2XChg >= 0 else ('', 'yet')
(indicator1Adv, indicator2Adv, indicator12Adv) = (
'and', 'also',
'positively correlated') if indicator1XChg * indicator2XChg > 0 else (
'', 'however', 'negatively correlated')
(rate1Adv,
rate2Adv) = ('', 'also') if rate1XChg * rate2XChg >= 0 else ('', 'yet')
(commodity1Adv, commodity2Adv, commodity12Adv) = (
'and', 'also',
'positively correlated') if commodity1XChg * commodity2XChg >= 0 else (
'', 'however', 'negatively correlated')
(mkt1Adv, mkt2Adv) = ('', 'also') if mkt1XChg * mkt2XChg >= 0 else ('',
'yet')
(macro1Adv,
macro11Adv) = ('', 'also') if mkt1XChg * mkt2XChg >= 0 else ('but', '')
dux = locals()
#ret=ts.format(**dux)
ret = jj_fmt(ts, dux)
return (ret)
closing_price = roundUSD(hh['actual'][-1], 2)
print >> sys.stderr, hh.head()
#print >> sys.stderr, zh
#print >> sys.stderr, xh
ts_intraday = """
昨天{{label}}開盤小幅{{intra1_udf}}，早盤{{intra1_udf}}後{{intra2_udf}} 。
基本上在中午{{noon_str}}以前呈現{{noon_udf}}狀態。
{% if end1_sign<0 %}
臨近尾盤時，由{{end2_udf}}轉為{{end1_udf}}，收{{closing_price}} 。{{region_index}}集體{{index_trend}}，{{sector}}翻{{sector_color}}收了個{{sector_trend}}。
{% else %}
尾盤仍是{{end1_udf}}，收{{closing_price}} 。
{% endif %}
{%if index_trend %}
{{region_index}}集體{{index_trend}}，{{sector}}{{xzWd}}收了個{{sector_trend}}終場。
{% endif %}
"""
label = ticker
region_index = '美股大盤'
sector = '科技類股'
dux = locals()
ret = jj_fmt(ts_intraday, dux)
#ret.replace('\n',' ')
print >> sys.stderr, dux
print ret
hf, hg, hh = mainTest(ticker=ticker,
date=date,
debugTF=debugTF,
scroll=scroll,
ax_text=ret)
def titlehead_backtest(opts={}, **optx):
import pandas as pd
from _alan_calc import sqlQuery, pull_stock_data as psd
from _alan_str import jj_fmt
dirname, lang, mp3YN = getKeyVal(optx, ['dirname', 'lang', 'mp3YN'],
['templates', 'cn', False])
nlookback = getKeyVal(optx, 'nlookback', 1)
days = getKeyVal(optx, 'days', 3700)
searchDB = getKeyVal(optx, 'searchDB', True)
debugTF = getKeyVal(optx, 'debugTF', False)
dbname = optx.pop('dbname', 'ara')
tablename = optx.pop('tablename', None)
dLst = optx.pop('args', None)
if dLst is None or len(dLst) < 1:
dLst = sqlQuery(
"SELECT * FROM mapping_series_label WHERE freq='D' and category_label_seq>0"
)
else:
dLst = sqlQuery(
"SELECT * FROM mapping_series_label WHERE freq='D' and category_label_seq>0 and series in ('{}')"
.format("','".join(dLst)))
ds = []
for lkbx in range(nlookback):
dm = []
for jx in range(len(dLst)):
ticker, freq, src, label_cn, category_cn = dLst[[
'series', 'freq', 'source', 'label_cn', 'category_cn'
]].iloc[jx]
if freq != 'D':
continue
df = psd(ticker,
days=days,
src=src,
debugTF=debugTF,
pchgTF=True,
searchDB=searchDB)
try:
dx = df.iloc[:-lkbx] if lkbx > 0 else df
ret = recordHiLo2(dx, ticker=ticker)
if len(ret['YTD']) > 0:
dd = dLst.iloc[jx].to_dict()
dd.update(ret['YTD'])
cmt = jj_fmt('headtitle3_cn.j2',
lang=lang,
mp3YN=False,
dirname=dirname,
ctrlSTRUCT='include',
**dd)
mp3cmt = jj_fmt('headtitle3_cn.j2',
lang=lang,
mp3YN=True,
dirname=dirname,
ctrlSTRUCT='include',
**dd)
dd.pop('_id', None)
dd['ticker'] = ticker
dd['pbdate'] = dd['endDT']
dd['comment'] = cmt
dd['mp3comment'] = mp3cmt
emsg = "{}\n".format((jx, category_cn, freq, ticker, src,
label_cn, dd['fqWd'], dd['endDT']))
sys.stderr.write(emsg)
dm.append(dd)
if debugTF:
sys.stderr.write("RUNNING {}:{}:{}\n{}\n".format(
lkbx, jx, ticker, ret))
except Exception as e:
sys.stderr.write("**ERROR:{}:{}:{}\n".format(
jx, ticker, str(e)))
continue
if len(dm) < 1:
continue
dm = pd.DataFrame(dm)
ds = dm.sort_values(by=['days', 'category_seq', 'category_label_seq'],
ascending=[False, True, True])
if tablename is not None:
zpk = {"ticker", "pbdate"}
sys.stderr.write("Save to {}:\n{}\n".format(tablename, dm))
mobj, clientM, msg = upsert_mdb(dm,
tablename=tablename,
dbname=dbname,
zpk=zpk)
return ds
def run_api(jobj, engine=None):
pd.options.display.float_format = '{:,.2f}'.format
sty = "<style>.dataframe {text-align:right;}</style>\n"
ret = """Usage of:
<H3>
?topic='TOPIC'
</H3>
Where
<PRE>
TOPIC = [ipo|theme|priceRange|top10|utdEarningsList|mongo_search|file|write2file|test] """
topic = getKeyVal(jobj, 'topic', '').lower()
if topic is None:
return ret
if topic == 'theme':
subtopic = getKeyVal(jobj, 'subtopic', 'majorplayer')
if topic == 'theme' and subtopic in ['majorplayer', 'media', 'ipo']:
jobj.update(subtopic=subtopic)
return run_topic_theme(dfTF=False, **jobj)
elif topic == 'pricerange':
xqTmp = '''select * from (select ticker,close as price,"trailingPE" as "peRatio","marketCap"::float/1000000 as "marketCapMM","changePercent" as "change%%",change from yh_quote_curr where close>={} and close<={}) as a, (select ticker,company_cn,company,sector_cn from mapping_ticker_cik where act_code>0) as b where a.ticker=b.ticker order by price'''
try:
vr = jobj['range'].split(",") if 'range' in jobj else [60, 70]
if len(vr) >= 2:
vr = np.array(vr, dtype=float)
lb, ub = (vr.min(), vr.max())
xqr = xqTmp.format(lb, ub)
df = sqlQuery(xqr)
pd.options.display.float_format = '{:,.2f}'.format
cfm = {'marketCapMM': "{:,.0f}".format}
ret = df.to_html(formatters=cfm)
return sty + ret
except Exception as e:
pqint(str(e))
return str(e)
elif topic == 'top10':
return run_top10(jobj, engine=None)
elif topic in ['utd_earnings_list', 'utdearningslist']:
from utd_earnings_list import utd_earnings_list
dd = dict(sector='Technology', pbdate='20190101')
dd.update(subDict(jobj, ['sector', 'pbdate']))
df = utd_earnings_list(**dd).sort_values(by=['pbdate', 'marketCap'],
ascending=[False, False])
df.rename(columns={'quarter': 'epochs'}, inplace=True)
cfm = {
'marketCap': "{:,.0f}".format,
'recdate': "{:.0f}".format,
'epochs': "{:.0f}".format
}
ret = df.to_html(formatters=cfm)
return sty + ret
elif topic in ['daily_med', 'dailymed']:
from dailyMed_api import drug2labelInfo as dli
try:
dd = dli(jobj['drug_name'])
except Exception as e:
sys.stderr.write("**ERROR:{}\n".format(str(e)))
return (str(e))
#return dd
ts = """{{drug_name}}
<P>
{{ sec_cn|join('</P><P>\n') }}
</P>
"""
return jj_fmt(ts, **dd)
elif topic == 'mongo_search':
d = dict(dbname='ara',
tablename='lsi2nlg',
username='******',
field='tmplname',
ticker='AAPL')
if len(jobj) > 0:
d.update(jobj)
findDct = {'username': d.get('username')}
fieldLst = d.get('field').split(',')
fieldDct = {x: 1 for x in fieldLst}
xg, _, _ = find_mdb(dbname=d['dbname'],
tablename=d['tablename'],
jobj=findDct,
field=fieldDct)
return xg
elif topic == 'file':
try:
dirname = jobj[
'dirname'] if 'dirname' in jobj else "/apps/fafa/pyx/tst"
if 'j2name' in jobj:
fname = "{}/{}".format(dirname, jobj['j2name'])
ret = open(fname).read()
elif 'image' in jobj:
fname = "{}/{}".format(dirname, jobj['image'])
ret = open(fname).read()
except Exception as e:
sys.stderr.write("**ERROR:{}".format(str(e)))
elif topic == 'write2file':
# save 'j2name' to 'dirName'
pqint(jobj)
try:
dirName = "/apps/fafa/pyx/flask/rmc/templates"
if 'j2name' in jobj and 'j2ts' in jobj:
if 'dirname' in jobj:
dirName = jobj['dirname']
fname = "{}/{}".format(dirName, jobj['j2name'])
fp = open(fname, 'w+')
fp.write(jobj['j2ts'])
fp.close()
pqint("===Save {} To {}".format(jobj['j2ts'], fname))
ret = "Successfully save to {}".format(fname)
except Exception as e:
sys.stderr.write("**ERROR:{}".format(str(e)))
ret = str(e)
elif topic == 'test':
if 'tmplrpt' in jobj:
ret = jobj['tmplrpt']
return ret
def run_rmc(jobj):
"""
run Remote-Market-Commentary based on input dict: [jobj]
with keys: tmplstr,argstr,ticker,tmplrpt,username,category,tmplname,action
return string for Market Commentary
"""
global username, ticker, lang, dirname
if 'username' in jobj:
username = jobj['username']
if 'ticker' in jobj:
ticker = jobj['ticker']
if 'lang' in jobj:
lang = jobj['lang']
dirname = 'templates/'
jobj.update(dirname=dirname)
jobj.update(mp3YN=False)
jobj.update(start=dt2ymd(next_date()))
# run rmc based on tmplstr
if str(jobj['tmpltype']) == 'pppscf' and str(jobj['action']) == 'run':
jobj['tmplrpt'] = batch_pppscf(
[jobj['ticker']],
optx={
"j2ts": jobj['tmplstr'],
"lang": jobj['lang'],
"debug": True,
"saveDB": False,
"category": jobj['category']
})
# run_alan_pppscf.batch_pppscf() 1st then import gData in batch_pppscf()
from _alan_pppscf import gData
jobj["retcode"] = "run successfully"
elif str(jobj['tmpltype']) == 'fcs' and str(jobj['action']) == 'run':
jobj['tmplrpt'] = batch_ohlc_fcs(
[jobj['ticker']],
optx={
"j2ts": jobj['tmplstr'],
"lang": jobj['lang'],
"debug": True,
"saveDB": False,
"category": jobj['category']
})
from _alan_ohlc_fcs import gData
jobj["retcode"] = "run successfully"
elif str(jobj['tmpltype']) == 'eps' and str(jobj['action']) == 'run':
from fcs_eps_price import run_eps_fcs
gData = run_eps_fcs([jobj['ticker']])[0]
jobj['tmplrpt'] = argstr_tmplrpt(jobj['tmplstr'], gData,
jobj['argstr'].replace("\n", ''))
jobj["retcode"] = "run successfully"
elif str(jobj['tmpltype']) == 'mkt' and str(jobj['action']) == 'run':
# Same as command line:
# headline_writer.py --lang=cn --extra_xs='onTheFly=True;j2ts="{% include \"daily_briefing_cn.j2\" %}";dirname="templates"' --start=20190705 2>/dev/null
from headline_writer import generate_headline
optx = dict(j2ts=jobj['tmplstr'], onTheFly=True)
optx.update(jobj)
if jobj['argsflg'] == '1' and len(jobj['argstr']) > 0:
gdd = {}
exec(jobj['argstr'], globals(), gdd)
optx.update(gdd)
try:
ret = generate_headline(**optx)
except Exception as e:
err_msg = "**ERROR:{} @ {} ".format(str(e), "generate_headline")
pqint(err_msg, file=sys.stderr)
ret = err_msg
jobj['tmplrpt'] = ret
elif str(jobj['tmpltype']) == 'test' and str(jobj['action']) == 'run':
optx = {'j2ts_header': jobj['tmplstr']}
optx.update(jobj)
try:
# use 'jobj' as internal object and update jobj's key/val into **optx
pqint("===username: {}, argflg: {},argstr: {}".format(
username, jobj['argsflg'], jobj['argstr']),
file=sys.stderr)
if jobj['argsflg'] == '1' and len(jobj['argstr']) > 0:
gdd = {}
xstr = jobj['argstr']
exec(xstr, globals(), gdd)
if 'jobj' in gdd:
optx.update(gdd['jobj'])
pqint("Add additional:{}".format(gdd['jobj']),
file=sys.stderr)
else:
optx.update(gdd)
pqint(gdd, file=sys.stderr)
except Exception as e:
pqint("**ERROR:{} @ {} ".format(str(e), "exec argstr"),
file=sys.stderr)
pqint(optx)
ret = jj_fmt(jobj['tmplstr'], **optx)
jobj['tmplrpt'] = ret
# TBD: testing 'get' instead of lsi2nlg_calc()
elif str(jobj['action']) == 'get':
mobj = find_lsi2nlg_info(jobj=jobj)
jobj.update(mobj)
jobj['argsflg'] = 1
# TBD: testing 'save' instead of lsi2nlg_calc()
#elif str(jobj['action']) == 'save':
# mobj = write_lsi2nlg_info(jobj)
# jobj['argsflg']=1
else:
jobj['argstr'] = jobj['argstr'].replace("\n", '')
jobj = lsi2nlg_calc(jobj)
jobj['argsflg'] = 1
# run rmc with additional argstr command
if str(jobj['tmpltype']) in ['eps', 'fcs', 'pppscf'] and str(
jobj['action']) == 'run':
if 'itnstr' in jobj:
try:
jobj['itnstr'] = argstr_set(gData, ['fp'])
except Exception as e:
pqint("**ERROR:{} @ {} ".format(str(e),
"Assign Internal Variables"),
file=sys.stderr)
try:
if 'argsflg' in jobj and int(jobj['argsflg']) == 1:
jobj['tmplrpt'] = argstr_tmplrpt(
jobj['tmplstr'], gData, jobj['itnstr'],
jobj['argstr'].replace("\n", ''))
except Exception as e:
pqint("**ERROR:{} @ {} ".format(str(e),
"Apply Additional Variables"),
file=sys.stderr)
jobj["retcode"] = str(e)
jobj["lastmod"] = datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S")
jstr = json.dumps(jobj)
return jstr
return dd
def find_hiloRecord(ticker='^GSPC', end=None, days=366, debugTF=False):
#from record_hilo import find_record_hilo as frh
from record_hilo import recordHiLo as frh
from _alan_calc import pull_stock_data as psd
df = psd(ticker, end=end, days=days, pchgTF=True)
endDT = df.index[-1]
jobj = frh(df, endDT, ticker, debugTF=debugTF)
hiloRecord = jobj['YTD'] if jobj['YTD'] else {}
return (hiloRecord)
import numpy as np
import datetime
if __name__ == '__main__':
from _alan_str import jj_fmt
cdt = datetime.datetime.now()
hm = int(cdt.strftime("%H00"))
end_hm = np.clip(hm, 900, 1600)
dd = headline_calc()
sys.stderr.write("{},{}\n".format(end_hm, dd))
print(
jj_fmt("{% include 'intraday_headline_cn.j2' %}",
dd,
dirname='templates/',
outdir="US/mp3_hourly/",
end_hm=end_hm))
#print(jj_fmt("{% include 'intraday_briefing_cn.j2' %}",dirname='templates/',outdir="US/mp3_hourly/",end_hm=end_hm,**dd) )
def generate_comment_header_cn(f,
ts=None,
dotSign='.',
prcn=0,
usdSign='$',
udfLst=None,
lang="cn",
mp3YN=False):
""" macro1 market comment
required ts fields: currency1,indicator1,rate1,mkt1,mkt2
"""
if ts is None:
return None
for (ky, va) in f.iteritems():
exec("{}=va".format(ky))
if 'macro1XChg' not in f:
macro1XChg = 0
macro1Vntdate = 20180101
#xsign = 1 if currency1Ticker[-2:] == "US" else -1
xsign = -1 # cn version always use EURO direction
currency1XTrendWd = udfStr(xsign * currency1XChg, ["貶值", "升值", "持平"],
0.0001,
lang=lang)
indicator1XTrendWd = udfStr(indicator1XChg,
udf=udfLst,
zs=0.0001,
lang=lang)
rate1XTrendWd = udfStr(rate1XChg, udf=udfLst, zs=0.0001, lang=lang)
commodity1XTrendWd = udfStr(commodity1XChg,
udf=udfLst,
zs=0.0001,
lang=lang)
currency2XTrendWd = udfStr(xsign * currency2XChg, ["貶值", "升值", "持平"],
0.0001,
lang=lang)
indicator2XTrendWd = udfStr(indicator2XChg,
udf=udfLst,
zs=0.0001,
lang=lang)
rate2XTrendWd = udfStr(rate2XChg, udf=udfLst, zs=0.0001, lang=lang)
commodity2XTrendWd = udfStr(commodity2XChg,
udf=udfLst,
zs=0.0001,
lang=lang)
mkt1XTrendWd = udfStr(mkt1XChg, udf=udfLst, zs=0.0001, lang=lang)
mkt2XTrendWd = udfStr(mkt2XChg, udf=udfLst, zs=0.0001, lang=lang)
vntDateWd = ymd2md(str(macro1Vntdate), ym="%B %d",
lang=lang) if 'macro1Vntdate' in f else ""
unitStr = fq2unit_str(macro1Mfreq, lang) if 'macro1Mfreq' in f else "月"
pastTrendWd = udfStr(macro1XChg, udfLst, 0.0001, lang=lang)
mkt0Label = mkt0Label[:mkt0Label.find('指數基金')]
(currency1Adv,
currency2Adv) = ('同時',
'也在') if currency1XChg * currency2XChg >= 0 else ('然而',
'卻在')
(indicator1Adv, indicator2Adv, indicator12Adv) = (
'並且', '也在',
'正相關') if indicator1XChg * indicator2XChg > 0 else ('然而', '卻在', '負相關')
(rate1Adv, rate2Adv) = ('', '也在') if rate1XChg * rate2XChg >= 0 else ('可是',
'卻在')
(commodity1Adv, commodity2Adv, commodity12Adv) = (
'並且', '也在',
'正相關') if commodity1XChg * commodity2XChg >= 0 else ('然而', '卻在', '負相關')
(mkt1Adv, mkt2Adv) = ('', '也正') if mkt1XChg * mkt2XChg >= 0 else ('但是',
'卻正')
(macro1Adv,
macro11Adv) = ('', '也正') if mkt1XChg * mkt2XChg >= 0 else ('但是', '卻正')
dux = locals()
#ret=ts.format(**dux)
ret = jj_fmt(ts, dux)
return (ret)
def run_lsi_mkt(tkLst=[], opts=None, optx=None):
""" Create market commentary based on macro list
"""
if opts is None:
(opts, _) = opt_lsi_mkt([])
if optx is not None:
opts.update(optx)
#for ky,va in opts.items():
# exec("{}=va".format(ky))
debugTF, lang, j2ts_header, dbname = getKeyVal(
opts, ['debugTF', 'lang', 'j2ts_header', 'dbname'],
[False, None, None, 'ara'])
mp3YN, mp3Make, region, dirname = getKeyVal(
opts, ['mp3YN', 'mp3Make', 'region', 'dirname'],
['False', 'False', 'en', './'])
if debugTF is True:
print("OPTS:\n{}".format(opts), file=sys.stderr)
if lang == "en":
ts_title = '{currDateWd} Market Closing Report: brought to you by Beyondbond.'
headerAddiClause = "{{macro1Label}} published at {{vntDateWd}}, {{pastTrendWd}} from last {{unitStr}}. "
ts_header = """{{indicator1Label}} {{indicator1XTrendWd}}, while the {{currency1Label}} {{currency1XTrendWd}} against the US dollar, {{macro1Adv}} the {{rate1Label}} {{macro11Adv}} {{rate1XTrendWd}}. In the stock market, {{mkt1Label}} {{mkt1XTrendWd}}, while the {{mkt2Label}} {{mkt2Adv}} {{mkt2XTrendWd}}. Our AI recommended sector is {{mkt0Label}}.
Now, here is our exclusive AICaas market updates and forecasts. """
ts_footer = """Finally, our forecast calls for {mkt1NTrendWd} {mkt1Label} and {rateNTrendWd} {rate1Label} next week. As these two are {rhoWd} correlated, if the {rate1Label} {rateIfWd} further, then the {mkt1Label} is likely to {mkt1IfWd} {macro1Adv}."""
ts_disclaim = """This electronic message is our opinion only and is not intended to be an investment advise."""
ts_stock = ts_indicator = ts_currency = ts_rate = ts_macro = None
else:
ts_title = '智能伏羲 {currDateWd} 晨間大盤走勢快報：今日值得觀察國際金融走勢如下\n'
headerAddiClause = "{macro1Label}在{vntDateWd}公佈，比前一{unitStr}{pastTrendWd} 。"
ts_header = """在股市中，隨者{mkt1Label}的{mkt1XTrendWd}，{mkt1Adv}{mkt2Label}{mkt2Adv}{mkt2XTrendWd}。
{indicator1Label}在日前{indicator1XTrendWd}，{indicator1Adv}{indicator2Label}{indicator2Adv}{indicator2XTrendWd}。
{currency1Label}{currency1XTrendWd}，{currency1Adv}{currency2Label}{currency2Adv}{currency2XTrendWd}。
與此同時，{rate1Label}處於{rate1XTrendWd}狀態，{rate1Adv}{rate2Label}{rate2Adv}{rate2XTrendWd}。
有關大宗商品{commodity1Label}和{commodity2Label}基本上呈現{commodity12Adv}的趨勢。
{commodity1Label}目前{commodity1XTrendWd}，{commodity1Adv}{commodity2Label}{commodity2Adv}{commodity2XTrendWd}。
依據本週走勢分析，智能伏羲 AI推薦的產業為{mkt0Label} 。
接下來是我們獨家智能伏羲有關市場更新和預測。"""
ts_footer = """最後我們總結一下下週預測， {mkt1Label}預期{mkt1NTrendWd}，{rate1Label}預期{rateNTrendWd}。由於這兩者呈{rhoWd} 相關關係，如果{rate1Label}價格進一步 {rateIfWd}，那麼，{mkt1Label}可能會{mkt1IfWd}{macro1Adv}"""
ts_disclaim = "\n以上名單，是經由國際金融中選出重要指標。此一名單，並不代表本公司的任何持有部位，謝謝您的收聽。"
ts_stock = "{label}在前一個交易日{xdTrendWd} {xdChgWd}，收盤價為{price}元。依據{label}波動狀況，預估下一{unitStr}有七成可能{rangeWd}。{posPbWd}"
ts_indicator = "{label}在前個一交易日{xdTrendWd} {xdChgWd}，目前為{price} 。依據{label}波動狀況，預估下一{unitStr}有七成可能{rangeWd}。{posPbWd}"
#ts_stock="{label}在前一{unitStr}{pastTrendWd} {xwChgWd}，收盤價為{price}元{xdTrendWd}{xdChgWd} 。依據{label}波動狀況，預估下一{unitStr}有七成可能{rangeWd}。{posPbWd}"
#ts_indicator="{label}在前一{unitStr}{pastTrendWd} {xwChgWd}，目前為{price} {xdTrendWd}{xdChgWd}。依據{label}波動狀況，預估下一{unitStr}有七成可能{rangeWd}。{posPbWd}"
#ts_stock="{label}在前一{unitStr}{pastTrendWd} {xwChgWd}，目前收盤價{price}元 。依據{label}波動狀況，預估下一{unitStr}有七成可能{rangeWd}。{posPbWd}"
#ts_indicator="{label}在前一{unitStr}{pastTrendWd} {xwChgWd}，目前為{price} 。依據{label}波動狀況，預估下一{unitStr}有七成可能{rangeWd}。{posPbWd}"
ts_currency = "{label}在前一{unitStr}{pastTrendWd} {xwBpsWd}分，目前為{price} 。其{pastTrendWd}{movingWd}部分{cmpWd} 過去一年歷史波動率{sigmaWd}。依據{label}波動狀況，預估下一{unitStr}有七成可能{rangeWd}。{posPbWd}"
ts_rate = "{label}在前一{unitStr}{pastTrendWd} {xwBpsWd}基本點，目前為{price} 。依據{label}波動狀況，預估下一{unitStr}有七成可能{rangeWd}。{posPbWd}"
ts_macro = "{label}在{vntDateWd}公佈，比前一{unitStr}{pastTrendWd} {xwDifWd}，目前為{price} 。依據{label}波動狀況，預估下一{unitStr}有七成可能{rangeWd}。{posPbWd}"
if j2ts_header is not None and len(j2ts_header) > 10:
ts_header = j2ts_header
for x in [z for z in opts if 'j2name_' == z[:7]]:
if x[-6:] == 'footer':
ts_footer = readfile_j2name(opts[x], ts_footer)
elif x[-6:] == 'header':
ts_header = readfile_j2name(opts[x], ts_header)
elif x[-5:] == 'title':
ts_title = readfile_j2name(opts[x], ts_title)
f = {}
comment_content = ''
vcmt = [] # list of each comment
tkLst = [] # list of tickers
ct_ts = {
"stock": ts_stock,
"macro": ts_macro,
"rate": ts_rate,
"currency": ts_currency,
"indicator": ts_indicator
}
cmt_temp = "SELECT cmt_temp_{} FROM mapping_cmt_temp WHERE category='{}' and cmt_type='{}' AND sub_id={}"
# collect stock part
(dm, datax, pgDB) = get_index_list(idxLst=None,
pgDB=None,
dbname=dbname,
lang=lang)
currdate = dm[0]['pbdate']
for j, xd in enumerate(dm):
ky = xd['category'].split()[-1]
sqx = cmt_temp.format(lang, ky, "mkt", j % 3)
ts_cmt = get_ts_cmt(sqx, ts_rate, pgDB=pgDB, dbname=dbname)
#ts_cmt = ct_ts[ky] if ky in ct_ts else ts_rate
xcmt, tkS = create_stock_comment(f,
j,
xd,
ts_cmt,
pgDB=pgDB,
lang=lang,
mp3YN=mp3YN,
ctky=ky)
tkLst += tkS
vcmt.append(xcmt)
comment_content = "\n".join([comment_content, xcmt])
f['rho'] = -0.333333
f['macroXChg'] = 0
# collect macro part by category
(dm, df, pgDB) = get_macro_list(currdate=currdate,
pgDB=pgDB,
dbname=dbname,
lang=lang,
debugTF=debugTF)
flgAddi = 0
for k, xm in enumerate(dm):
for j, xd in enumerate(xm):
ky = xd['category'].split()[-1]
sqx = cmt_temp.format(lang, ky, "mkt", 2)
ts_cmt = get_ts_cmt(sqx,
ts_rate,
pgDB=pgDB,
dbname=dbname,
debugTF=debugTF)
#ts_cmt = ct_ts[ky] if ky in ct_ts else ts_rate
xcmt, flgAddi, tkS = create_macro_comment(f,
j + 1,
xd,
ts_cmt,
flgAddi,
pgDB=pgDB,
lang=lang,
mp3YN=mp3YN,
debugTF=debugTF)
tkLst += tkS
vcmt.append(xcmt)
comment_content = "\n".join([comment_content, xcmt])
f['inflation_expectation'] = df.query(
"freq=='W' & ticker=='T5YIFR'")['prc_cur'].iloc[0]
try:
f['rate10y3m_dif'] = df.query(
"freq=='W' & ticker=='DGS10'")['prc_cur'].iloc[0] - df.query(
"freq=='W' & ticker=='DGS3MO'")['prc_cur'].iloc[0]
except:
f['rate10y3m_dif'] = 0
#if flgAddi>0:
# ts_header = headerAddiClause + ts_header
currDateWd = ymd2md(currdate, ym="%B %d", ymd="%Y%m%d", lang=lang)
comment_header = generate_cmt(f,
ts=ts_header,
lang=lang,
funcname="generate_comment_header",
mp3YN=mp3YN)
comment_footer = generate_cmt(f,
ts=ts_footer,
lang=lang,
funcname="generate_comment_footer",
mp3YN=mp3YN)
comment_title = jj_fmt(ts_title, dict(currDateWd=currDateWd))
comment_disclaim = ts_disclaim
vcmt = [comment_title, comment_header
] + vcmt + [comment_footer, comment_disclaim]
tcmt = prn_mkt_cmt(vcmt, region, lang, mp3YN, mp3Make, dirname)
tkLst = ["','".join(tkLst[:3])] * 2 + tkLst
open("mktCmt_US.list", "w").write("\n".join(tkLst))
return "\n".join(vcmt)
def daily_briefing(start=None,
region='US',
dirname='templates/',
outdir="US/mp3_hourly/",
dbname='ara',
saveDB=True,
**optx):
from headline_writer import generate_headline
if 'cdt' not in optx:
cdt = datetime.datetime.now()
else:
cdt = optx['cdt']
if isinstance(cdt, str):
cdt = pd.Timestamp(cdt)
if start is None:
start = cdt.strftime('%Y%m%d')
sys.stderr(" --cdt:{}, start:{}\n".format(cdt, start))
opts = {
'lang': 'cn',
'dirname': 'templates',
'end': None,
'nlookback': 1,
'args': [],
'sep': '|',
'debugTF': False,
'hostname': 'localhost',
'tablename': None,
'days': 730,
'saveDB': True,
'extraJS': None,
'j2ts': '{% include "daily_briefing_cn.j2" %}',
'onTheFly': True,
'output': None,
'narg': 0,
'filename': None,
'extraQS': None,
'dbname': 'ara',
'mp3YN': False
}
del optx['args']
hm = int(cdt.strftime("%H00")) # NOTE: sensative to crontab timing issue
hm = get_cutoff_hm(hm=int(hm), region=region)
if hm < 1600:
start = sqlQuery(
"select pbdate from prc_hist where name='AAPL' ORDER BY pbdate DESC limit 1"
).iloc[0].values[0]
start = int(start)
category = 'SoD'
else:
category = 'EoD'
if not os.path.exists(outdir):
outdir = './'
#ret=generate_headline(opts,start=start,outdir=outdir,category=category,rpt_time=cdt,**optx)
ret = jj_fmt(opts['j2ts'],
dirname=dirname,
start=start,
outdir=outdir,
rpt_time=cdt,
category=category)
if 'tablename' not in locals() or tablename is None:
tablename = 'mkt_briefing'
title = '{}_briefing'.format(category)
dd = dict(comment=ret,
pbdt=cdt,
title=title,
hhmm=hm,
category=category,
rpt_time=cdt)
if saveDB:
clientM = None
mobj, clientM, _ = write2mdb(dd,
clientM,
dbname=dbname,
tablename=tablename,
zpk=['hhmm', 'category'])
tablename = tablename + '_hist'
mobj, clientM, _ = write2mdb(dd,
clientM,
dbname=dbname,
tablename=tablename,
zpk=['pbdt', 'category'])
return ret
