def calc_magic_formula_ranks():
attributes = {
"magic_formula_trailing": "asc",
"magic_formula_future": "asc",
}
LOGGER.info('Calculating Ranks for %s' % attributes.keys())
for f in attributes.keys():
rankfield = "rank_" + f
LOGGER.info('Clearing out old data from %s' % rankfield)
zeroize = d.Company.raw('''DELETE from financialdata
WHERE %s''' % rankfield)
if attributes[f] == "asc":
LOGGER.info('Calculating %s %s' % (f, attributes[f]))
query = d.FinancialData.select(
d.FinancialData.symbol,
getattr(d.FinancialData,
f)).where(getattr(d.FinancialData,
f).is_null(False)).order_by(
getattr(d.FinancialData, f))
elif attributes[f] == "desc":
LOGGER.info('Calculating %s %s' % (f, attributes[f]))
query = d.FinancialData.select(
d.FinancialData.symbol,
getattr(d.FinancialData,
f)).where(getattr(d.FinancialData,
f).is_null(False)).order_by(
getattr(d.FinancialData,
f).desc())
financial_data = []
for rank, row in enumerate(query):
company = row.symbol
field = "rank_" + f
rank = rank + 1
financial_data.append({
"company": company,
"field": field,
"rank": rank
})
for key in financial_data:
company = key["company"]
field = key["field"]
rank = key["rank"]
date = get_time()
data.set_rank(company, date, field, rank)
def calc_magic_formula_ranks():
attributes = {
"magic_formula_trailing" : "asc",
"magic_formula_future" : "asc",
}
LOGGER.info('Calculating Ranks for %s' % attributes.keys())
for f in attributes.keys():
rankfield = "rank_" + f
LOGGER.info('Clearing out old data from %s' % rankfield)
zeroize = d.Company.raw(
'''DELETE from financialdata
WHERE %s''' % rankfield)
if attributes[f] == "asc":
LOGGER.info('Calculating %s %s' % (f, attributes[f]))
query = d.FinancialData.select(
d.FinancialData.symbol,
getattr(d.FinancialData, f)).where(
getattr(d.FinancialData, f).is_null(False)).order_by(
getattr(d.FinancialData, f))
elif attributes[f] == "desc":
LOGGER.info('Calculating %s %s' % (f, attributes[f]))
query = d.FinancialData.select(
d.FinancialData.symbol,
getattr(d.FinancialData, f)).where(
getattr(d.FinancialData, f).is_null(False)).order_by(
getattr(d.FinancialData, f).desc())
financial_data = []
for rank, row in enumerate(query):
company = row.symbol
field = "rank_" + f
rank = rank + 1
financial_data.append({"company" : company, "field" : field, "rank" : rank})
for key in financial_data:
company = key["company"]
field = key["field"]
rank = key["rank"]
date = get_time()
data.set_rank(company, date, field, rank)
def calc_ranks():
attributes = {
# "ask" : "desc",
# "book_value" : "desc",
# "market_cap" : "desc",
"ebitda": "desc",
"pe_ratio_ttm": "asc",
"pe_ratio_ftm": "asc",
"eps_estimate_qtr": "desc",
"peg_ratio": "asc",
"garp_ratio": "asc",
"return_on_assets": "desc",
"return_on_equity": "desc",
"change_year_low_per": "desc",
"change_year_high_per": "desc",
# "net_income" : "desc",
# "total_assets" : "desc",
# "OneyrTargetPrice" : "desc",
"DividendYield": "desc",
# "EPSEstimateCurrentYear" : "desc",
# "EPSEstimateNextYear" : "desc",
# "EPSEstimateNextQuarter" : "desc"
}
LOGGER.info('Calculating Ranks for %s' % attributes.keys())
for f in attributes.keys():
rankfield = "rank_" + f
LOGGER.info('Clearing out old data from %s' % rankfield)
zeroize = d.Company.raw('''DELETE from financialdata
WHERE %s''' % rankfield)
if attributes[f] == "asc":
LOGGER.info('Calculating %s %s' % (f, attributes[f]))
query = d.FinancialData.select(
d.FinancialData.symbol,
getattr(d.FinancialData,
f)).where(getattr(d.FinancialData,
f).is_null(False)).order_by(
getattr(d.FinancialData, f))
elif attributes[f] == "desc":
LOGGER.info('Calculating %s %s' % (f, attributes[f]))
query = d.FinancialData.select(
d.FinancialData.symbol,
getattr(d.FinancialData,
f)).where(getattr(d.FinancialData,
f).is_null(False)).order_by(
getattr(d.FinancialData,
f).desc())
financial_data = []
for rank, row in enumerate(query):
company = row.symbol
field = "rank_" + f
rank = rank + 1
financial_data.append({
"company": company,
"field": field,
"rank": rank
})
for key in financial_data:
company = key["company"]
field = key["field"]
rank = key["rank"]
date = get_time()
data.set_rank(company, date, field, rank)
def calc_ranks():
attributes = {
# "ask" : "desc",
# "book_value" : "desc",
# "market_cap" : "desc",
"ebitda" : "desc",
"pe_ratio_ttm" : "asc",
"pe_ratio_ftm" : "asc",
"eps_estimate_qtr" : "desc",
"peg_ratio" : "asc",
"garp_ratio" : "asc",
"return_on_assets" : "desc",
"return_on_equity" : "desc",
"change_year_low_per" : "desc",
"change_year_high_per" : "desc",
# "net_income" : "desc",
# "total_assets" : "desc",
# "OneyrTargetPrice" : "desc",
"DividendYield" : "desc",
# "EPSEstimateCurrentYear" : "desc",
# "EPSEstimateNextYear" : "desc",
# "EPSEstimateNextQuarter" : "desc"
}
LOGGER.info('Calculating Ranks for %s' % attributes.keys())
for f in attributes.keys():
rankfield = "rank_" + f
LOGGER.info('Clearing out old data from %s' % rankfield)
zeroize = d.Company.raw(
'''DELETE from financialdata
WHERE %s''' % rankfield)
if attributes[f] == "asc":
LOGGER.info('Calculating %s %s' % (f, attributes[f]))
query = d.FinancialData.select(
d.FinancialData.symbol,
getattr(d.FinancialData, f)).where(
getattr(d.FinancialData, f).is_null(False)).order_by(
getattr(d.FinancialData, f))
elif attributes[f] == "desc":
LOGGER.info('Calculating %s %s' % (f, attributes[f]))
query = d.FinancialData.select(
d.FinancialData.symbol,
getattr(d.FinancialData, f)).where(
getattr(d.FinancialData, f).is_null(False)).order_by(
getattr(d.FinancialData, f).desc())
financial_data = []
for rank, row in enumerate(query):
company = row.symbol
field = "rank_" + f
rank = rank + 1
financial_data.append({"company" : company, "field" : field, "rank" : rank})
for key in financial_data:
company = key["company"]
field = key["field"]
rank = key["rank"]
date = get_time()
data.set_rank(company, date, field, rank)
