def processfiles(self,downloaddirectory,showresults): # C:\Documents and Settings\jmalinchak\My Documents\My Python\Active\py\downloads\2015-01-14 dDownloadDirectories = {} dDownloadDirectories[len(dDownloadDirectories)] = downloaddirectory #dDownloadDirectories[len(dDownloadDirectories)] = 'downloads\\2014-12-27\\15\\45\\TWTR' criteria_for_showresults = 0 criteria_for_minspreadpercent = 0.5 criteria_for_maxvalueatrisk = 2.4 criteria_for_sortbymeasure = 'spreadpercentageopening' # # spreadpercentageopening | valueatrisk dOutputFiles = {} import buildpairsdictionarywithcriteriafromdirectoryofpulledfiles import convertpairsdictionaryfromqualifiedtosortable #import concatonatesortablepairdictionaries import sortasortabledictionary dSortableDictionaries = {} # loop dictionary of paths -------------------------------------------------------------------- for k0,v0 in dDownloadDirectories.items(): print(k0,v0) c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build(rootlocalforfilespulled=v0, #criteria_for_minspreadpercent maxvalueatrisk=criteria_for_maxvalueatrisk, showresults=criteria_for_showresults) o = convertpairsdictionaryfromqualifiedtosortable.convert(c.DictionaryOfFilteredCalendarPairs,criteria_for_sortbymeasure) dSortableDictionaries = o.DictionaryOfSortablePairsOutput s = sortasortabledictionary.sort(dSortableDictionaries,1) # <-- 1 means to show results. it will print it out dSortedPairsOutput = s.DictionaryOfSortedPairsOutput # ################ # Prints to screen for k3,v3 in dSortedPairsOutput.items(): sortbymeasurename = v3['sortbymeasurename'] sortbymeasurevalue = round(v3['sortbymeasurevalue'],3) earlier = v3['earlier'] later = v3['later'] if showresults == 1: print(k3, sortbymeasurename, sortbymeasurevalue, earlier.bid,later.ask, earlier.optionsymbol, later.optionsymbol) # ################################ # Serializes dictionary import serializesortedpairdictionarytoxml oSerialize = serializesortedpairdictionarytoxml.serialize(dSortedPairsOutput) dOutputFiles[len(dOutputFiles)] = oSerialize.XMLFilenameOutput #print(oserialize.) self.DictionaryOfSerializedPathFileNames = dOutputFiles
def execute_results(self,rootlocalforfilespulled,showresults): ################################################ # # Returns downloaddirectorylocal # ################################################ #import os #import pullpricessbasedonlocalinputfilestodownloaddirectorylocal dSortableDictionary = {} #downloadedfilespath = os.path.join(os.getcwd(),'downloads','2014-12-27','15','45') #downloadedfilespathsymbol= os.path.join(rootlocalforfilespulled,'EWZ') import buildpairsdictionarywithcriteriafromdirectoryofpulledfiles c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build(rootlocalforfilespulled, 0.4) for k1,v1 in c.DictionaryOfFilteredCalendarPairs.items(): #print(k1) earlier = v1[0] later = v1[1] spreadpercentageopening = float(earlier.bid)/float(later.ask) valueatrisk = -float(earlier.bid)+float(later.ask) if sortby = 'valueatrisk' dSortableDictionary[len(dSortableDictionary)] = [valueatrisk,earlier,later,downloadedfilespathsymbol,k1,'valueatrisk'] else dSortableDictionary[len(dSortableDictionary)] = [spreadpercentageopening,earlier,later,downloadedfilespathsymbol,k1]
criteria_for_minspreadpercent = 0.7 criteria_for_maxvalueatrisk = 0.4 criteria_for_sortbymeasure = 'spreadpercentageopening' # # spreadpercentageopening | valueatrisk import buildpairsdictionarywithcriteriafromdirectoryofpulledfiles import convertpairsdictionaryfromqualifiedtosortable import concatonatesortablepairdictionaries import sortasortabledictionary dSortableDictionaries = {} # loop dictionary of paths -------------------------------------------------------------------- for k0, v0 in dDownloadDirectories.items(): print(k0, v0) c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build( rootlocalforfilespulled=v0, maxvalueatrisk=criteria_for_maxvalueatrisk, showresults=criteria_for_showresults) o = convertpairsdictionaryfromqualifiedtosortable.convert( c.DictionaryOfFilteredCalendarPairs, criteria_for_sortbymeasure) r = concatonatesortablepairdictionaries.concatonate( dSortableDictionaries, o.DictionaryOfSortablePairsOutput) dSortableDictionaries = r.ResultingDictionaryOfSortablePairsOutput s = sortasortabledictionary.sort( dSortableDictionaries, 1) # <-- 1 means to show results. it will print it out # loop dictionary of paths -------------------------------------------------------------------- ## concatonate-------------------------------------------------------------------- #c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build(rootlocalforfilespulled='downloads\\2014-12-27\\15\\45\\EWZ', # maxvalueatrisk=criteria_for_maxvalueatrisk, # showresults=criteria_for_showresults)
dDownloadDirectories[len( dDownloadDirectories)] = 'downloads\\2014-12-27\\15\\45\\TWTR' criteria_for_showresults = 0 criteria_for_minspreadpercent = 0.7 criteria_for_maxvalueatrisk = 0.4 criteria_for_sortbymeasure = 'spreadpercentageopening' # # spreadpercentageopening | valueatrisk import buildpairsdictionarywithcriteriafromdirectoryofpulledfiles import convertpairsdictionaryfromqualifiedtosortable import concatonatesortablepairdictionaries dSortableDictionaries = {} for k0, v0 in dDownloadDirectories.items(): c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build( rootlocalforfilespulled=v0, maxvalueatrisk=criteria_for_maxvalueatrisk, showresults=criteria_for_showresults) o = convertpairsdictionaryfromqualifiedtosortable.convert( c.DictionaryOfFilteredCalendarPairs, criteria_for_sortbymeasure) r = concatonatesortablepairdictionaries.concatonate( dSortableDictionaries, o.DictionaryOfSortablePairsOutput) dSortableDictionaries = r.ResultingDictionaryOfSortablePairsOutput import sortasortabledictionary s = sortasortabledictionary.sort(dSortableDictionaries, 1) c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build( rootlocalforfilespulled='downloads\\2014-12-27\\15\\45\\EWZ', maxvalueatrisk=criteria_for_maxvalueatrisk, showresults=criteria_for_showresults) o = convertpairsdictionaryfromqualifiedtosortable.convert(
def processfiles(self, downloaddirectory, showresults): # C:\Documents and Settings\jmalinchak\My Documents\My Python\Active\py\downloads\2015-01-14 dDownloadDirectories = {} dDownloadDirectories[len(dDownloadDirectories)] = downloaddirectory #dDownloadDirectories[len(dDownloadDirectories)] = 'downloads\\2014-12-27\\15\\45\\TWTR' criteria_for_showresults = 0 criteria_for_minspreadpercent = 0.5 criteria_for_maxvalueatrisk = 2.4 criteria_for_sortbymeasure = 'spreadpercentageopening' # # spreadpercentageopening | valueatrisk dOutputFiles = {} import buildpairsdictionarywithcriteriafromdirectoryofpulledfiles import convertpairsdictionaryfromqualifiedtosortable #import concatonatesortablepairdictionaries import sortasortabledictionary dSortableDictionaries = {} # loop dictionary of paths -------------------------------------------------------------------- for k0, v0 in dDownloadDirectories.items(): print(k0, v0) c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build( rootlocalforfilespulled=v0, #criteria_for_minspreadpercent maxvalueatrisk=criteria_for_maxvalueatrisk, showresults=criteria_for_showresults) o = convertpairsdictionaryfromqualifiedtosortable.convert( c.DictionaryOfFilteredCalendarPairs, criteria_for_sortbymeasure) dSortableDictionaries = o.DictionaryOfSortablePairsOutput s = sortasortabledictionary.sort( dSortableDictionaries, 1) # <-- 1 means to show results. it will print it out dSortedPairsOutput = s.DictionaryOfSortedPairsOutput # ################ # Prints to screen for k3, v3 in dSortedPairsOutput.items(): sortbymeasurename = v3['sortbymeasurename'] sortbymeasurevalue = round(v3['sortbymeasurevalue'], 3) earlier = v3['earlier'] later = v3['later'] if showresults == 1: print(k3, sortbymeasurename, sortbymeasurevalue, earlier.bid, later.ask, earlier.optionsymbol, later.optionsymbol) # ################################ # Serializes dictionary import serializesortedpairdictionarytoxml oSerialize = serializesortedpairdictionarytoxml.serialize( dSortedPairsOutput) dOutputFiles[len(dOutputFiles)] = oSerialize.XMLFilenameOutput #print(oserialize.) self.DictionaryOfSerializedPathFileNames = dOutputFiles
""" #import os #SymbolsFile = os.getcwd() + '\\inputs\\SymbolsTest.txt' #ExpirationsFile = os.getcwd() + '\\inputs\\ExpirationsTest.txt' #DownloadsDirectory = os.getcwd() + '\\downloads' #print(DownloadsDirectory) #import pullpricessbasedonlocalinputfilestodownloaddirectorylocal #o = pullpricessbasedonlocalinputfilestodownloaddirectorylocal.pull(SymbolsFile,ExpirationsFile,) import buildpairsdictionarywithcriteriafromdirectoryofpulledfiles #c = buildfilteredordereddictionaryfromdirectoryofpulledfiles.build('downloads\\2014-12-27\\11\\60', 0.4) print('start') dSortableDictionary = {} downloaddirectory1='downloadsprocessed\\2015-04-24\\15\\45' c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build(rootlocalforfilespulled=downloaddirectory1, maxvalueatrisk=0.4) for k1,v1 in c.DictionaryOfFilteredCalendarPairs.items(): #print(k1) earlier = v1[0] later = v1[1] spreadpercentage = float(earlier.bid)/float(later.ask) valueatrisk = -float(earlier.bid)+float(later.ask) dSortableDictionary[len(dSortableDictionary)] = [spreadpercentage,earlier,later,downloaddirectory1,k1] from collections import OrderedDict dOrdered = OrderedDict(sorted(dSortableDictionary.items(), key=lambda t: t[1][0])) for k2,v2 in dOrdered.items(): newkey = k2 origkey = v2[4] earlier = v2[1] later = v2[2]
""" import os import buildpairsdictionarywithcriteriafromdirectoryofpulledfiles import convertpairsdictionaryfromqualifiedtosortable import concatonatesortablepairdictionaries dDownloadDirectories = {} dDownloadDirectories[len( dDownloadDirectories)] = 'downloads\\2014-12-27\\15\\45\\COP' dDownloadDirectories[len( dDownloadDirectories)] = 'downloads\\2014-12-27\\15\\45\\TWTR' dSortableDictionaries = {} for k0, v0 in dDownloadDirectories.items(): c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build( v0, 0.4) o = convertpairsdictionaryfromqualifiedtosortable.setup() o.DictionaryOfQualifiedPairsInput = c.DictionaryOfFilteredCalendarPairs o.SortbyMeasure = 'spreadpercentageopening' o.ExecuteConvert() #dDictionaryOfDictionaries[len(dDictionaryOfDictionaries)] = o.DictionaryOfSortablePairsOutput r = concatonatesortablepairdictionaries.concatonate( dSortableDictionaries, o.DictionaryOfSortablePairsOutput) dSortableDictionaries = r.ResultingDictionaryOfSortablePairsOutput # #for k0,v0 in dDictionaryOfDictionaries.items(): # for k1,v1 in v0.items(): # dSortableDictionaries[len(dSortableDictionaries)] = v1 print('------') print('Counts', len(dSortableDictionaries))
""" #import os #SymbolsFile = os.getcwd() + '\\inputs\\SymbolsTest.txt' #ExpirationsFile = os.getcwd() + '\\inputs\\ExpirationsTest.txt' #DownloadsDirectory = os.getcwd() + '\\downloads' #print(DownloadsDirectory) #import pullpricessbasedonlocalinputfilestodownloaddirectorylocal #o = pullpricessbasedonlocalinputfilestodownloaddirectorylocal.pull(SymbolsFile,ExpirationsFile,) import buildpairsdictionarywithcriteriafromdirectoryofpulledfiles #c = buildfilteredordereddictionaryfromdirectoryofpulledfiles.build('downloads\\2014-12-27\\11\\60', 0.4) print('start') dSortableDictionary = {} downloaddirectory1 = 'downloadsprocessed\\2015-04-24\\15\\45' c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build( rootlocalforfilespulled=downloaddirectory1, maxvalueatrisk=0.4) for k1, v1 in c.DictionaryOfFilteredCalendarPairs.items(): #print(k1) earlier = v1[0] later = v1[1] spreadpercentage = float(earlier.bid) / float(later.ask) valueatrisk = -float(earlier.bid) + float(later.ask) dSortableDictionary[len(dSortableDictionary)] = [ spreadpercentage, earlier, later, downloaddirectory1, k1 ] from collections import OrderedDict dOrdered = OrderedDict( sorted(dSortableDictionary.items(), key=lambda t: t[1][0])) for k2, v2 in dOrdered.items(): newkey = k2
#import pullpricessbasedonlocalinputfilestodownloaddirectorylocal dSortableDictionary = {} ####################################################################### #SymbolsFile = os.getcwd() + '\\inputs\\SymbolsTest.txt' #ExpirationsFile = os.getcwd() + '\\inputs\\ExpirationsTest.txt' #DownloadsDirectory = os.getcwd() + '\\downloads' #print(DownloadsDirectory) #o = pullpricessbasedonlocalinputfilestodownloaddirectorylocal.pull(SymbolsFile,ExpirationsFile,) downloadedfilespath = os.path.join(os.getcwd(),'downloads','2014-12-27','15','45') downloadedfilespathsymbol= os.path.join(downloadedfilespath,'EWZ') import buildpairsdictionarywithcriteriafromdirectoryofpulledfiles c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build(downloadedfilespathsymbol, 0.4) for k1,v1 in c.DictionaryOfFilteredCalendarPairs.items(): #print(k1) earlier = v1[0] later = v1[1] spreadpercentage = float(earlier.bid)/float(later.ask) valueatrisk = -float(earlier.bid)+float(later.ask) dSortableDictionary[len(dSortableDictionary)] = [spreadpercentage,earlier,later,downloadedfilespathsymbol,k1] ####################################################################### from collections import OrderedDict dOrdered = OrderedDict(sorted(dSortableDictionary.items(), key=lambda t: t[1][0])) dFullySortedResult = {}
SymbolsFile, ExpirationsFile, ) #import readpairteststrategywithcriteria #c = readpairteststrategywithcriteria.read(o.DownloadDirectoryLocal, # 0.4) import buildpairsdictionarywithcriteriafromdirectoryofpulledfiles #c = buildfilteredordereddictionaryfromdirectoryofpulledfiles.build('downloads\\2014-12-27\\11\\60', 0.4) dSortableDictionary = {} newkey = 0 #downloaddirectory1='downloads\\2014-12-25\\13\\15' c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build( o.DownloadDirectoryLocal, 0.4) for k1, v1 in c.DictionaryOfFilteredCalendarPairs.items(): #print(k1) earlier = v1[0] later = v1[1] spreadpercentage = float(earlier.bid) / float(later.ask) valueatrisk = -float(earlier.bid) + float(later.ask) dSortableDictionary[len(dSortableDictionary)] = [ spreadpercentage, earlier, later, o.DownloadDirectoryLocal, k1 ] from collections import OrderedDict dOrdered = OrderedDict( sorted(dSortableDictionary.items(), key=lambda t: t[1][0]))
dDownloadDirectories[len(dDownloadDirectories)] = 'downloads\\2014-12-27\\15\\45\\COP' dDownloadDirectories[len(dDownloadDirectories)] = 'downloads\\2014-12-27\\15\\45\\TWTR' criteria_for_showresults = 0 criteria_for_minspreadpercent=0.7 criteria_for_maxvalueatrisk = 0.4 criteria_for_sortbymeasure = 'spreadpercentageopening' # # spreadpercentageopening | valueatrisk import buildpairsdictionarywithcriteriafromdirectoryofpulledfiles import convertpairsdictionaryfromqualifiedtosortable import concatonatesortablepairdictionaries dSortableDictionaries = {} for k0,v0 in dDownloadDirectories.items(): c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build(rootlocalforfilespulled=v0, maxvalueatrisk=criteria_for_maxvalueatrisk, showresults=criteria_for_showresults) o = convertpairsdictionaryfromqualifiedtosortable.convert(c.DictionaryOfFilteredCalendarPairs,criteria_for_sortbymeasure) r = concatonatesortablepairdictionaries.concatonate(dSortableDictionaries,o.DictionaryOfSortablePairsOutput) dSortableDictionaries = r.ResultingDictionaryOfSortablePairsOutput import sortasortabledictionary s = sortasortabledictionary.sort(dSortableDictionaries,1) c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build(rootlocalforfilespulled='downloads\\2014-12-27\\15\\45\\EWZ', maxvalueatrisk=criteria_for_maxvalueatrisk, showresults=criteria_for_showresults) o = convertpairsdictionaryfromqualifiedtosortable.convert(c.DictionaryOfFilteredCalendarPairs,criteria_for_sortbymeasure) r = concatonatesortablepairdictionaries.concatonate(dSortableDictionaries,o.DictionaryOfSortablePairsOutput) dSortableDictionaries = r.ResultingDictionaryOfSortablePairsOutput s = sortasortabledictionary.sort(dSortableDictionaries,0)
#o = pullpricessbasedonlocalinputfilestodownloaddirectorylocal.pull(SymbolsFile,ExpirationsFile,) # ##import readpairteststrategywithcriteria ##c = readpairteststrategywithcriteria.read(o.DownloadDirectoryLocal, ## 0.4) # ##c = buildfilteredordereddictionaryfromdirectoryofpulledfiles.build('downloads\\2014-12-27\\11\\60', 0.4) # #dSortableDictionary = {} #newkey = 0 #downloaddirectory1='downloads\\2014-12-25\\13\\15' import buildpairsdictionarywithcriteriafromdirectoryofpulledfiles import convertpairsdictionaryfromqualifiedtosortable_tc c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build( 'downloads\\2014-12-27\\15\\45\\COP', 0.4) o = convertpairsdictionaryfromqualifiedtosortable_tc.setup() o.DictionaryOfQualifiedPairsInput = c.DictionaryOfFilteredCalendarPairs o.SortbyMeasure = 'spreadpercentageopening' o.ExecuteConvert() dSortableDictionary1 = o.DictionaryOfSortablePairsOutput c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build( 'downloads\\2014-12-27\\15\\45\\TWTR', 0.4) o = convertpairsdictionaryfromqualifiedtosortable_tc.setup() o.DictionaryOfQualifiedPairsInput = c.DictionaryOfFilteredCalendarPairs o.SortbyMeasure = 'spreadpercentageopening' o.ExecuteConvert() dSortableDictionary2 = o.DictionaryOfSortablePairsOutput #from functools import reduce
criteria_for_sortbymeasure = 'spreadpercentageopening' # # spreadpercentageopening | valueatrisk import buildpairsdictionarywithcriteriafromdirectoryofpulledfiles import convertpairsdictionaryfromqualifiedtosortable import concatonatesortablepairdictionaries import sortasortabledictionary dSortableDictionaries = {} # loop dictionary of paths -------------------------------------------------------------------- for k0,v0 in dDownloadDirectories.items(): print('===',k0,v0) c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build(rootlocalforfilespulled=v0, maxvalueatrisk=criteria_for_maxvalueatrisk, showresults=criteria_for_showresults) o = convertpairsdictionaryfromqualifiedtosortable.convert(c.DictionaryOfFilteredCalendarPairs,criteria_for_sortbymeasure) r = concatonatesortablepairdictionaries.concatonate(dSortableDictionaries,o.DictionaryOfSortablePairsOutput) dSortableDictionaries = r.ResultingDictionaryOfSortablePairsOutput s = sortasortabledictionary.sort(dSortableDictionaries,criteria_for_showresults) # <-- 1 means to show results. it will print it out dSortedPairsOutput = s.DictionaryOfSortedPairsOutput import serializesortedpairdictionarytoxml oSerialize = serializesortedpairdictionarytoxml.serialize(dSortedPairsOutput) # # ################################################ # # Prints to screen # # ################################################
Created on Thu Dec 25 07:20:16 2014 @author: jmalinchak """ import os import buildpairsdictionarywithcriteriafromdirectoryofpulledfiles import convertpairsdictionaryfromqualifiedtosortable dDownloadDirectories = {} dDownloadDirectories[len(dDownloadDirectories)] = 'downloads\\2014-12-27\\15\\45\\COP' dDownloadDirectories[len(dDownloadDirectories)] = 'downloads\\2014-12-27\\15\\45\\TWTR' dDictionaryOfDictionaries = {} for k0,v0 in dDownloadDirectories.items(): c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build(v0, 0.4) o = convertpairsdictionaryfromqualifiedtosortable.setup() o.DictionaryOfQualifiedPairsInput = c.DictionaryOfFilteredCalendarPairs o.SortbyMeasure = 'spreadpercentageopening' o.ExecuteConvert() dDictionaryOfDictionaries[len(dDictionaryOfDictionaries)] = o.DictionaryOfSortablePairsOutput dSortableDictionaries = {} for k0,v0 in dDictionaryOfDictionaries.items(): for k1,v1 in v0.items(): dSortableDictionaries[len(dSortableDictionaries)] = v1 print('------') print('Counts',len(dDictionaryOfDictionaries[0]),len(dDictionaryOfDictionaries[1]),len(dSortableDictionaries))
def processfiles(self,downloaddirectory, criteria_for_minpairspreadpercent , criteria_for_maxvalueatrisk , criteria_for_maxbidaskspreadpercentagesell , criteria_for_maxbidaskspreadpercentagebuy , criteria_for_minopeninterest , criteria_for_sortbymeasure , showresults): # C:\Documents and Settings\jmalinchak\My Documents\My Python\Active\py\downloads\2015-01-14 dDownloadDirectories = {} dDownloadDirectories[len(dDownloadDirectories)] = downloaddirectory #dDownloadDirectories[len(dDownloadDirectories)] = 'downloads\\2014-12-27\\15\\45\\TWTR' # showresults = 0 # criteria_for_minpairspreadpercent = 0.5 # criteria_for_maxvalueatrisk = 0.7 # criteria_for_sortbymeasure = 'spreadpercentageopening' # # spreadpercentageopening | valueatrisk print('--------------------------------') print('-- criteria for') print('-- minpairspreadpercent = ',criteria_for_minpairspreadpercent) print('-- maxvalueatrisk = ',criteria_for_maxvalueatrisk) print('-- sortbymeasure = ',criteria_for_sortbymeasure) print('--------------------------------') dOutputFiles = {} dSerializedFileObjects = {} import buildpairsdictionarywithcriteriafromdirectoryofpulledfiles import convertpairsdictionarytosortable #import concatonatesortablepairdictionaries import sortasortablepairsdictionary dSortableDictionaries = {} print('---','readfiltersortserializetobucketdirectories.py') print('---',downloaddirectory) # loop dictionary of paths -------------------------------------------------------------------- for k0,v0 in dDownloadDirectories.items(): downloadsdir_check=v0 print('--- --', 'checking for files in dir tree') print('--- --',downloadsdir_check) print('--- -- --',str(k0+1) + ' of ' + str(len(dDownloadDirectories)) + ' directories') c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build(rootlocalforfilespulled=v0 , minpairspreadpercent=criteria_for_minpairspreadpercent , maxvalueatrisk=criteria_for_maxvalueatrisk , maxbidaskspreadpercentagesell = criteria_for_maxbidaskspreadpercentagesell , maxbidaskspreadpercentagebuy = criteria_for_maxbidaskspreadpercentagebuy , minopeninterest = criteria_for_minopeninterest , showresults=showresults) o = convertpairsdictionarytosortable.convert(c.DictionaryOfFilteredCalendarPairs,criteria_for_sortbymeasure) dSortableDictionaries = o.DictionaryOfSortablePairsOutput s = sortasortablepairsdictionary.sort(dSortableDictionaries,1) # <-- 1 means to show results. it will print it out dSortedPairsOutput = s.DictionaryOfSortedPairsOutput # ################ # Prints to screen for k3,v3 in dSortedPairsOutput.items(): sortbymeasurename = v3['sortbymeasurename'] sortbymeasurevalue = round(v3['sortbymeasurevalue'],3) earlier = v3['earlier'] later = v3['later'] if showresults == 1: print(k3, sortbymeasurename, sortbymeasurevalue, earlier.bid,later.ask, earlier.optionsymbol, later.optionsymbol) # ################################ # Serializes dictionary import serializesortedpairdictionarytoxmlbucketdirectory print('-- --------------------------') print('--','pairs serializing...') oSerialize = serializesortedpairdictionarytoxmlbucketdirectory.serialize(dSortedPairsOutput) dSerializedFileObjects[len(dSerializedFileObjects)] = oSerialize dOutputFiles[len(dOutputFiles)] = oSerialize.XMLFilenameOutput #print(oserialize.) self.DictionaryOfSerializedFileObjects = dSerializedFileObjects self.DictionaryOfSerializedPathFileNames = dOutputFiles
def processfiles(self, downloaddirectory, criteria_for_minspreadpercent, criteria_for_maxvalueatrisk, criteria_for_sortbymeasure, showresults): # C:\Documents and Settings\jmalinchak\My Documents\My Python\Active\py\downloads\2015-01-14 dDownloadDirectories = {} dDownloadDirectories[len(dDownloadDirectories)] = downloaddirectory #dDownloadDirectories[len(dDownloadDirectories)] = 'downloads\\2014-12-27\\15\\45\\TWTR' # showresults = 0 # criteria_for_minspreadpercent = 0.5 # criteria_for_maxvalueatrisk = 0.7 # criteria_for_sortbymeasure = 'spreadpercentageopening' # # spreadpercentageopening | valueatrisk print('--------------------------------') print('-- criteria for') print('-- minspreadpercent = ', criteria_for_minspreadpercent) print('-- maxvalueatrisk = ', criteria_for_maxvalueatrisk) print('-- sortbymeasure = ', criteria_for_sortbymeasure) print('--------------------------------') dOutputFiles = {} dSerializedFileObjects = {} import buildpairsdictionarywithcriteriafromdirectoryofpulledfiles import convertpairsdictionarytosortable #import concatonatesortablepairdictionaries import sortasortablepairsdictionary dSortableDictionaries = {} print('---', 'readfiltersortserializetobucketdirectories.py') print('---', downloaddirectory) # loop dictionary of paths -------------------------------------------------------------------- for k0, v0 in dDownloadDirectories.items(): print('--- --', 'checking dir tree') print('--- --', v0) print( '--- -- --', str(k0 + 1) + ' of ' + str(len(dDownloadDirectories)) + ' directories') c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build( rootlocalforfilespulled=v0, minspreadpercent=criteria_for_minspreadpercent, maxvalueatrisk=criteria_for_maxvalueatrisk, showresults=showresults) o = convertpairsdictionarytosortable.convert( c.DictionaryOfFilteredCalendarPairs, criteria_for_sortbymeasure) dSortableDictionaries = o.DictionaryOfSortablePairsOutput s = sortasortablepairsdictionary.sort( dSortableDictionaries, 1) # <-- 1 means to show results. it will print it out dSortedPairsOutput = s.DictionaryOfSortedPairsOutput # ################ # Prints to screen for k3, v3 in dSortedPairsOutput.items(): sortbymeasurename = v3['sortbymeasurename'] sortbymeasurevalue = round(v3['sortbymeasurevalue'], 3) earlier = v3['earlier'] later = v3['later'] if showresults == 1: print(k3, sortbymeasurename, sortbymeasurevalue, earlier.bid, later.ask, earlier.optionsymbol, later.optionsymbol) # ################################ # Serializes dictionary import serializesortedpairdictionarytoxmlbucketdirectory print('serializing...') oSerialize = serializesortedpairdictionarytoxmlbucketdirectory.serialize( dSortedPairsOutput) dSerializedFileObjects[len(dSerializedFileObjects)] = oSerialize dOutputFiles[len(dOutputFiles)] = oSerialize.XMLFilenameOutput #print(oserialize.) self.DictionaryOfSerializedFileObjects = dSerializedFileObjects self.DictionaryOfSerializedPathFileNames = dOutputFiles
print(DownloadsDirectory) import pullpricessbasedonlocalinputfilestodownloaddirectorylocal o = pullpricessbasedonlocalinputfilestodownloaddirectorylocal.pull(SymbolsFile,ExpirationsFile,) #import readpairteststrategywithcriteria #c = readpairteststrategywithcriteria.read(o.DownloadDirectoryLocal, # 0.4) import buildpairsdictionarywithcriteriafromdirectoryofpulledfiles #c = buildfilteredordereddictionaryfromdirectoryofpulledfiles.build('downloads\\2014-12-27\\11\\60', 0.4) dSortableDictionary = {} newkey = 0 #downloaddirectory1='downloads\\2014-12-25\\13\\15' c = buildpairsdictionarywithcriteriafromdirectoryofpulledfiles.build(o.DownloadDirectoryLocal, 0.4) for k1,v1 in c.DictionaryOfFilteredCalendarPairs.items(): #print(k1) earlier = v1[0] later = v1[1] spreadpercentage = float(earlier.bid)/float(later.ask) valueatrisk = -float(earlier.bid)+float(later.ask) dSortableDictionary[len(dSortableDictionary)] = [spreadpercentage,earlier,later,o.DownloadDirectoryLocal,k1] from collections import OrderedDict dOrdered = OrderedDict(sorted(dSortableDictionary.items(), key=lambda t: t[1][0])) dFullySortedResult = {} for k2,v2 in dOrdered.items(): origkey = v2[4]