def output_transactions(outpath, sparams, txns):
with open(
os.path.join(
outpath, 'txns_%s_%d_%d_%d_%d.html' %
(sparams[0], sparams[1], sparams[2], sparams[3], sparams[4])),
'w') as f:
create_table(f, [
'Symbol', 'Buy date', 'Sell date', 'Buy price', 'Sell prive',
'Profit'
], txns, ['%s', '%s', '%s', '%f', '%f', '%f'])
def main(subreddit_name, num):
# create a database connect
#conn = create_connection(config.database)
conn, c = connect(config.database)
# create an instance
reddit = praw.Reddit(client_id=config.client_id, client_secret=config.client_secret,
user_agent=config.user_agent, redirect_uri=config.redirect_uri, username=config.username,
password=config.password)
with conn:
# create the two tables
create_table(conn, c, 'POSTS')
create_table(conn, c, 'COMMENTS')
#obtain an instance of this class for subreddit
subreddit = reddit.subreddit(subreddit_name)
count = 0
#Obtain the top N posts
#for post in subreddit.top(limit=num):
for post in subreddit.new(limit = num):
count += 1
# convert timestamp to datetime, convert the post.subreddit to str
post_set = (post.id, post.title, post.score, str(post.subreddit), post.num_comments, \
post.selftext, datetime.fromtimestamp(post.created))
# insert the post to table 'POSTS'
insert_subreddit(conn, c, post_set, count)
submission = reddit.submission(id = post.id)
comments = []
for top_level_comment in submission.comments:
try:
comments.append(top_level_comment.body)
except KeyError:
comments = [top_level_comment.body]
comment_set = (post.id, str(comments))
# insert the comment to table 'COMMENTS'
insert_comment(conn, c, comment_set, count)
conn.close()
def nonrepeating_numbers_except_for_seq(string):
list = string.rsplit(', ', maxsplit=1)
table = helpers.create_table(sorted(list[1].split(' ')),
nonrepeating_numbers_except(list[0], False))
return helpers.table_to_message(table)
sr.balance)
def backtesting_main(fname, from_date, to_date, strategies, async=False):
symbols = load_symbols(fname)
init_marketdata(symbols, from_date, to_date)
strategies_cfg = load_strategies(strategies)
outpath = create_result_dir('backtesting')
pool = Pool(4)
res = pool.map(strategy_runner, [(outpath, symbols, from_date, to_date, x)
for x in strategies_cfg])
with open(os.path.join(outpath, 'backtesting.html'), 'w') as f:
create_table(f, [
'Pattern', 'Pattern params', 'Hold days', 'Buy side', 'Limit',
'Profit'
], res, ['%s', '%d', '%d', '%d', '%f', '%f'])
profitable = [x for x in res if x[5] > 1.0]
with open(os.path.join(outpath, 'profit.html'), 'w') as f:
create_table(f, [
'Pattern', 'Pattern params', 'Hold days', 'Buy side', 'Limit',
'Profit'
], profitable, ['%s', '%d', '%d', '%d', '%f', '%f'])
if __name__ == '__main__':
parser = argparse.ArgumentParser(
description='Candlestick strategy backtesting')
parser.add_argument('-f',
'--fromdate',
def output_transactions(outpath, sparams, txns):
with open(os.path.join(outpath, 'txns_%s_%d_%d_%d_%d.html' % (sparams[0], sparams[1], sparams[2], sparams[3], sparams[4])), 'w') as f:
create_table(f, ['Symbol', 'Buy date', 'Sell date', 'Buy price', 'Sell prive', 'Profit'], txns, ['%s', '%s', '%s', '%f', '%f', '%f'])
sr = StrategyRunner(*strategy)(symbols, from_date, to_date)
output_transactions(outpath, (strategy[0], strategy[1], strategy[2], strategy[3], strategy[4]), sr.txns)
return (strategy[0], strategy[1], strategy[2], strategy[3], strategy[4], sr.balance)
def backtesting_main(fname, from_date, to_date, strategies, async=False):
symbols = load_symbols(fname)
init_marketdata(symbols, from_date, to_date)
strategies_cfg = load_strategies(strategies)
outpath = create_result_dir('backtesting')
pool = Pool(4)
res = pool.map(strategy_runner, [(outpath, symbols, from_date, to_date, x) for x in strategies_cfg])
with open(os.path.join(outpath, 'backtesting.html'), 'w') as f:
create_table(f, ['Pattern', 'Pattern params', 'Hold days', 'Buy side', 'Limit', 'Profit'], res, ['%s', '%d', '%d', '%d', '%f', '%f'])
profitable = [x for x in res if x[5] > 1.0]
with open(os.path.join(outpath, 'profit.html'), 'w') as f:
create_table(f, ['Pattern', 'Pattern params', 'Hold days', 'Buy side', 'Limit', 'Profit'], profitable, ['%s', '%d', '%d', '%d', '%f', '%f'])
if __name__ == '__main__':
parser = argparse.ArgumentParser(description='Candlestick strategy backtesting')
parser.add_argument('-f', '--fromdate', metavar='YYYYMMDD', type=mkdate, required=True, help='from date in format YYYYMMDD')
parser.add_argument('-t', '--todate', metavar='YYYYMMDD', type=mkdate, required=True, help='from date in format YYYYMMDD')
parser.add_argument('-s', '--shares', metavar='FILENAME', type=str, required=True, help='file with list of shares')
parser.add_argument('strategies', metavar='STRATEGIES_FILE', type=str, nargs=1, help='')
args = parser.parse_args()
backtesting_main(args.shares, args.fromdate, args.todate, args.strategies[0])
# Connects to DB if exists, creates one if it doesn't and connects to that
app.config["SQLALCHEMY_DATABASE_URI"] = f"sqlite:////{os.getcwd()}/data.db"
engine = create_engine(app.config["SQLALCHEMY_DATABASE_URI"],
connect_args={'check_same_thread':False},
poolclass=StaticPool, echo=False)
db = scoped_session(sessionmaker(bind=engine))
uploads_dir = "uploads"
rejected_uploads = "uploads/rejected"
allowed_extensions = set(['txt'])
#create 'uploads_content' table on start up if none exist
helpers.create_table(db)
# Scan uploads folder on start up to ensure the DB...
# reflects correctly what is in the folder...
# for example, in case user has deleted content from the uploads folder
helpers.rescan_db(db, uploads_dir, allowed_extensions)
'''
Upload 'file' to the uploads_dir folder and returns data to the user
'''
@app.route('/', methods=['POST'])
def upload():
rows = db.execute("SELECT * FROM uploads_content")
file = request.files['file']
filename = secure_filename(file.filename)