def outputPLstats(keyname, namespace = ''):
import processDesires
originalNamespace = namespace_manager.get_namespace()
namespace_manager.set_namespace(namespace)
try:
meta = meSchema.metaAlg.get_by_key_name(keyname)
trades = eval(meta.CashDelta)
if namespace == '':
stockList = ['HBC','CME','GOOG','INTC']
else:
stockList = [namespace]
tradeDict = {}
for stock in stockList:
tradeDict[stock] = {'P':0.0,'L':0.0,'Ptrades':[],'Ltrades':[]}
for trade in trades:
stock = trade['Symbol']
if not (trade['PandL'] <= -10.0 and trade['PandL'] >= -14.0) and trade['PandL'] - 10.0 > 0.0:
tradeDict[stock]['P'] += trade['PandL'] - 10.0
tradeDict[stock]['Ptrades'].append(trade['PandL'] - 10.0)
elif not (trade['PandL'] <= -10.0 and trade['PandL'] >= -14.0) and trade['PandL'] - 10.0 < 0.0:
tradeDict[stock]['L'] += trade['PandL'] - 10.0
tradeDict[stock]['Ltrades'].append(trade['PandL'] - 10.0)
for stock in tradeDict:
try:
stdDevP, meanP = processDesires.getStandardDeviationMean(tradeDict[stock]['Ptrades'])
stdDevL, meanL = processDesires.getStandardDeviationMean(tradeDict[stock]['Ltrades'])
print stock, ':', tradeDict[stock]['P'], ':', max(tradeDict[stock]['Ptrades']),
print ':', len(tradeDict[stock]['Ptrades']), ':', meanP, ' stdDev:', stdDevP
print stock, ':', tradeDict[stock]['L'], ':', min(tradeDict[stock]['Ltrades']),
print ':', len(tradeDict[stock]['Ltrades']), ':', meanL, ' stdDev:', stdDevL
except:
print 'Error Encountered!'
finally:
namespace_manager.set_namespace(originalNamespace)
def getStdDevMeans(histRets):
import processDesires
stdDevMeanDict = {}
for stckKey in histRets:
stdDevMeanDict[stckKey] = {}
for key in histRets[stckKey]:
stdDev,mean = processDesires.getStandardDeviationMean(histRets[stckKey][key])
stdDevMeanDict[stckKey][key] = {'StdDev' : stdDev, 'Mean' : mean}
return stdDevMeanDict
