def insert_time_to_recession(self):
# Get Data Read
hndl_Data_Read = EMF_DataSeries_Handle(self.hndl_DB, ticker='US_Rec_Ind')
hndl_Data_Read.save_series_local()
# Insert Time To
hndl_Data_Wrte = EMF_DataSeries_Handle( self.hndl_DB,
name='Months to Next Recession',
ticker='US_TimeUntilRec',
insertIfNot=True)
data = hndl_Data_Read.get_series_values()
dates = hndl_Data_Read.get_series_dates()
trns_Data = transform_TimeToValue(data, {TIME_TO_VALUE: 1})[DATA_KEY]
count = self.find_time_to_recession_limits(trns_Data)
trns_Data = trns_Data[:-count]
trns_Dates = dates[:-count]
hndl_Data_Wrte.save_series_db(trns_Dates, trns_Data)
hndl_Data_Wrte.periodicity = hndl_Data_Read.periodicity
# Insert Time Since
hndl_Data_Wrte = EMF_DataSeries_Handle( self.hndl_DB,
name='Months since Last Recession',
ticker='US_TimeSinceRec',
insertIfNot=True)
trns_Data = transform_TimeSinceValue(data, {TIME_SINCE_VALUE: 1})[DATA_KEY]
count = self.find_time_since_recession_limits(trns_Data)
trns_Data = trns_Data[count:]
trns_Dates = dates[count:]
hndl_Data_Wrte.save_series_db(trns_Dates, trns_Data)
hndl_Data_Wrte.periodicity = hndl_Data_Read.periodicity
def select_resp_words_all_permutations(self):
log.info('WORDSELECT: Response Words: Choosing All Data Tickers')
if self._resp_data_tickers is None:
self.__add_resp_data_tickers()
log.info('WORDSELECT: Response Words: Choosing All Transformations')
trns_list = {}
for trns in self.resp_trns_ptrns:
for (k, v_list) in self.resp_trns_kwargs.iteritems():
for v in v_list:
hndl_Trns = EMF_Transformation_Handle(trns)
hndl_Trns.set_extra_parameter(k, v)
trns_list[str(hndl_Trns)] = hndl_Trns
trns_list = trns_list.values()
log.info('WORDSELECT: Response Words: Created {0} Transformations'.format(len(trns_list)))
self._resp_words = []
count = 0
for ticker in self.resp_data_tickers:
hndl_Data = EMF_DataSeries_Handle(self.hndl_DB, ticker=ticker)
hndl_Data.save_series_local()
for hndl_Trns in trns_list:
hndl_Word = EMF_WordSeries_Handle(self.hndl_DB, hndl_Data, hndl_Trns)
self._resp_words.append(hndl_Word)
count += 1
log.info('WORDSELECT: Response Words: Created {0} Response Words'.format(count))
