import warnings
from pandas.core.common import SettingWithCopyWarning
from src.library.dynamo.Client import Client
from src.library.helpers.dates import get_dates
from src.library.osmv.Osmv import Osmv
from src.library.params import param
warnings.simplefilter(action="ignore", category=SettingWithCopyWarning)
osmv = Osmv(param.IS_LOCAL,param.BUCKET_NAME)
(dbr, dbc, s3r, s3c, bucket, db_dict) = osmv.create_env("test",param.db_dict,param.db_schema)
Client(dbc).add_index("data_test", "reverse", "trade_date", "S", "ref", "S")
(list_of_dates,list_obj_dates) = get_dates()
import pandas as pd
from src.library.dynamo.Client import Client
from src.library.dynamo.Table import Table
from src.library.helpers.dates import get_dates
from src.library.helpers.general import bring_columns_first
from src.library.osmv.Osmv import Osmv
from src.library.params import param
from src.library.params import rviv as param_rviv
osmv = Osmv(param.IS_LOCAL, param.BUCKET_NAME)
(dbr, dbc, s3r, s3c, bucket, db_dict) = osmv.select_env(param.ENV_USED)
(list_of_dates, list_obj_dates) = get_dates()
DB = Client(dbc)
data_table = Table(dbr.Table(db_dict["data_table"]))
vols_table = Table(dbr.Table(db_dict["vols_table"]))
rv_table = Table(dbr.Table(db_dict["rv_table"]))
iv_table = Table(dbr.Table(db_dict["iv_table"]))
iv_windows = param_rviv.IV_WINDOWS
AF = param_rviv.AF
rv_windows = {("rv_" + k): int(AF / 365 * v) for k, v in iv_windows.items()}
rv_cols = list(rv_windows.keys())
def query_rviv(ticker):
rv = pd.DataFrame(rv_table.query("ticker", ticker)).set_index("trade_date")
iv = pd.DataFrame(iv_table.query("ticker", ticker)).set_index("trade_date")
df = pd.concat((rv, iv), axis=1)
# import logging
#
# import pandas as pd
#
# from src.library.backtest.backtester import backtest_bo
# from src.library.backtest.greekneutral import greek_neutral_ts
# from src.library.backtest.multiname import greek_neutral_ts
# from src.library.backtest.singlename import ticker_bo_ts
from src.library.dynamo.Client import Client
# from src.library.dynamo.Table import Table
# from src.library.helpers.lists import list_dates
from src.library.osmv.Osmv import Osmv
from src.library.params import param
#
osmv = Osmv(param.IS_LOCAL, param.BUCKET_NAME)
# # (dbr, dbc, s3r, s3c, bucket, db_dict) = osmv.select_env(param.ENV_USED)
# list_of_dates = list_dates()
#
# from pandas.core.common import SettingWithCopyWarning
# import warnings
#
# warnings.simplefilter(action="ignore", category=SettingWithCopyWarning)
# data_table = Table(dbr.Table(db_dict["data_table"]))
# stock_splits_table = Table(dbr.Table(db_dict["splits_table"]))
# rv_table = Table(dbr.Table(db_dict["rv_table"]))
# errors_table = Table(dbr.Table(db_dict["errors_table"]))
if __name__ == '__main__':
# df = pd.DataFrame(
# data_table.query_index_range_begins_with("reverse", "trade_date", dd, "ref", ticker + "-"))