stock_names, etf_names = process_names(nasdaq)
names = {}
names.update(etf_names)
names.update(stock_names)
ticker_list = sorted(names.keys())
background = TRANSFORM.summary(data_store, stock_list)
background['NAME'] = names
LOAD.background(**background)
if __name__ == '__main__':
import sys
import logging
from libCommon import ENVIRONMENT
env = ENVIRONMENT()
log_filename = '{pwd_parent}/log/{name}.log'.format(**vars(env))
log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s'
logging.basicConfig(filename=log_filename,
filemode='w',
format=log_msg,
level=logging.INFO)
#logging.basicConfig(stream=sys.stdout, format=log_msg, level=logging.INFO)
ini_list = env.list_filenames('local/*.ini')
#file_list = env.list_filenames('local/historical_prices/*pkl')
#output_file_by_type = '../local/stock_by_type.ini'
background_file = '../local/stock_background.ini'
local_dir = '{}/local'.format(env.pwd_parent)
data_store = '../local/historical_prices'
plt.legend(**kwargs)
plt.savefig(path)
plt.clf()
plt.cla()
plt.close()
if __name__ == '__main__':
import sys
import logging
from libCommon import ENVIRONMENT
from libFinance import STOCK_TIMESERIES, HELPER as FINANCE
from libSharpe import HELPER as MONTECARLO
env = ENVIRONMENT()
log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s'
logging.basicConfig(stream=sys.stdout, format=log_msg, level=logging.DEBUG)
file_list = env.list_filenames('local/historical_prices/*pkl')
ini_list = env.list_filenames('local/*.ini')
portfolio_ini = filter(lambda ini: "portfolio" in ini, ini_list)
portfolio_ini = filter(lambda ini: "sharpe" in ini, ini_list)
logging.debug(portfolio_ini)
def prep(tickers):
reader = STOCK_TIMESERIES.init()
values = map(lambda ticker: reader.extract_from_yahoo(ticker), tickers)
values = map(lambda data: pd.DataFrame(data)['Adj Close'], values)
meta = ['returns', 'risk', 'sharpe']
stock_list = filter(lambda x: x not in meta, stock_list)
max_sharp, min_dev = PORTFOLIO.find(data_list,
stocks=stock_list,
portfolios=25000,
period=FINANCE.YEAR)
logging.debug((max_sharpe, min_dev))
yield max_sharpe, min_dev
if __name__ == '__main__':
import logging
from libCommon import ENVIRONMENT
env = ENVIRONMENT()
log_filename = '{pwd_parent}/log/{name}.log'.format(**vars(env))
log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s'
logging.basicConfig(filename=log_filename,
filemode='w',
format=log_msg,
level=logging.INFO)
ini_list = env.list_filenames('local/method01_step02*.ini')
file_list = env.list_filenames('local/historical_prices/*pkl')
save_file = "{}/local/method01_step03_sharpe_portfolios.ini".format(
env.pwd_parent)
ini = main(file_list, ini_list)
config = INI.init()
def embedImage(canvas):
f = open(path_to_file, 'rb')
story.append(Image(f))
def main(save_file):
c = canvas.Canvas(save_file)
c.drawString(100, 750, "Welcome to Reportlab!")
fonts(c)
#horizontalscale(c)
c.save()
if __name__ == '__main__':
import os, sys
import logging
from libCommon import ENVIRONMENT
env = ENVIRONMENT()
log_filename = '{pwd_parent}/log/{name}.log'.format(**vars(env))
log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s'
#logging.basicConfig(filename=log_filename, filemode='w', format=log_msg, level=logging.INFO)
logging.basicConfig(stream=sys.stdout, format=log_msg, level=logging.INFO)
local_dir = '{pwd_parent}/local'.format(**vars(env))
test_dir = 'testResults'
save_file = '{}/hello.pdf'.format(test_dir)
env.mkdir(test_dir)
main(save_file)
tbl = StockTemplate.addTable(captions, images, weights, returns)
logging.debug(tbl)
ret.append(tbl)
ret.append(PageBreak())
logging.debug(ret)
doc.multiBuild(ret)
if __name__ == '__main__':
import logging
import sys
from libCommon import ENVIRONMENT
env = ENVIRONMENT()
log_filename = '{pwd_parent}/log/{name}.log'.format(**vars(env))
log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s'
#logging.basicConfig(stream=sys.stdout, format=log_msg, level=logging.INFO)
logging.basicConfig(filename=log_filename,
filemode='w',
format=log_msg,
level=logging.DEBUG)
ini_list = env.list_filenames('local/*.ini')
input_file = env.list_filenames('local/report_generator.ini')
output_file = "{pwd_parent}/local/image.pdf".format(**vars(env))
main()
]
ts = [
('TOPPADDING', (0, 0), (-1, -1), 0),
('BOTTOMPADDING', (0, 0), (-1, -1), 0),
('VALIGN', (0, 0), (-1, -1), 'TOP'),
]
ts = TableStyle(ts)
if __name__ == "__main__":
import sys
import logging
from libCommon import ENVIRONMENT
env = ENVIRONMENT()
pdf_landscape = '{pwd_parent}/local/example_landscape.pdf'.format(
**vars(env))
pdf_portrait = '{pwd_parent}/local/example_portrait.pdf'.format(
**vars(env))
log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s'
logging.basicConfig(stream=sys.stdout, format=log_msg, level=logging.DEBUG)
story = []
toc = StockTemplate.initToc()
story.append(toc)
story.append(PageBreak())
story.append(Paragraph('First heading', StockTemplate.h1))
story.append(Paragraph('Text in first heading', PS('body')))
story.append(Paragraph('First sub heading', StockTemplate.h2))
name_list.append(returns_list[i])
image_list.append(image_div_list[i])
image_list.append(image_return_list[i])
tbl = addTable(name_list, image_list)
ret.append(tbl)
name_list = []
image_list = []
doc.build(ret)
if __name__ == '__main__':
import os, sys
import logging
from libCommon import ENVIRONMENT
env = ENVIRONMENT()
log_filename = '{pwd_parent}/log/{name}.log'.format(**vars(env))
log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s'
#logging.basicConfig(filename=log_filename, filemode='w', format=log_msg, level=logging.INFO)
logging.basicConfig(stream=sys.stdout, format=log_msg, level=logging.INFO)
local_dir = '{pwd_parent}/local'.format(**vars(env))
target = 'local/*.ini'
ini_list = env.list_filenames(target)
target = 'local/images/*.png'
file_list = env.list_filenames(target)
file_name = map(lambda x: os.path.basename(x), file_list)
file_list = dict(zip(file_name, file_list))
test_dir = 'testResults'
save_file = '{}/image.pdf'.format(test_dir)
env.mkdir(test_dir)
STEP_04.returns(target_01, **stocks)
save("{}/step_04_{}.png".format(local_dir, target_01))
STEP_01.volume(target_02, **stocks)
save("{}/step_01_{}.png".format(local_dir, target_02))
STEP_02.volume(target_02, **stocks)
save("{}/step_02_{}.png".format(local_dir, target_02))
STEP_03.volume(target_02, **stocks)
save("{}/step_03_{}.png".format(local_dir, target_02))
STEP_04.volume(target_02, **stocks)
save("{}/step_04_{}.png".format(local_dir, target_02))
if __name__ == '__main__':
import os, sys
import logging
from libCommon import ENVIRONMENT
env = ENVIRONMENT()
log_filename = '{pwd_parent}/log/{name}.log'.format(**vars(env))
log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s'
#logging.basicConfig(filename=log_filename, filemode='w', format=log_msg, level=logging.INFO)
logging.basicConfig(stream=sys.stdout, format=log_msg, level=logging.INFO)
ini_list = env.list_filenames('local/*.ini')
file_list = env.list_filenames('local/historical_prices/*pkl')
local_dir = '{pwd_parent}/local'.format(**vars(env))
test_dir = 'testResults'
env.mkdir(test_dir)
main(test_dir)
yield "combined_sharpe", max_sharp
yield "combined_risk", min_dev
return
@exit_on_exception
def main(input_file, file_list, ini_list,output_file) :
ret = INI.init()
for name, section_list in action(input_file, file_list, ini_list) :
INI.write_section(ret,name,**section_list)
ret.write(open(output_file, 'w'))
if __name__ == '__main__' :
import sys
import logging
from libCommon import ENVIRONMENT
env = ENVIRONMENT()
log_filename = '{pwd_parent}/log/{name}.log'.format(**vars(env))
log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s'
#logging.basicConfig(filename=log_filename, filemode='w', format=log_msg, level=logging.INFO)
logging.basicConfig(stream=sys.stdout, format=log_msg, level=logging.INFO)
portfolio_list = env.list_filenames('local/portfolio*.ini')
ini_list = env.list_filenames('local/*.ini')
file_list = env.list_filenames('local/historical_prices/*pkl')
input_file = env.list_filenames('local/method02*.ini')
output_file = "{}/local/method02_step06.ini".format(env.pwd_parent)
sector_list = ['Basic Materials','Communication Services','Consumer Cyclical','Consumer Defensive','Energy','Financial Services','Healthcare','Industrials','Real Estate','Technology','Utilities']
main(input_file, file_list,ini_list,output_file)
section['description2'] = returns['description_summary'][i]
section['description3'] = returns['description_details'][i]
section['name'] = portfolio_name_list[i]
key = "portfolio_{}".format(i)
portfolio[key] = section
LOAD.config(summary, portfolio)
if __name__ == '__main__':
import sys
import logging
from libCommon import ENVIRONMENT
env = ENVIRONMENT()
log_filename = '{pwd_parent}/log/{name}.log'.format(**vars(env))
log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s'
logging.basicConfig(filename=log_filename,
filemode='w',
format=log_msg,
level=logging.INFO)
#logging.basicConfig(stream=sys.stdout, format=log_msg, level=logging.INFO)
ini_list = env.list_filenames('local/*.ini')
category = filter(
lambda x: 'stock_by_sector.ini' in x or 'fund_by_type.ini' in x,
ini_list)
background = filter(lambda x: 'background.ini' in x, ini_list)
benchmark = filter(lambda x: 'benchmark' in x, ini_list)
def main():
env = ENVIRONMENT()
logging.info(env)
file_list = env.list_filenames(extension='local/*.ini')
logging.info(file_list)
