def convertStockDay(stock,startStep,start,end):
stckID = meSchema.getStckID(stock)
result = meSchema.getStck(stckID,startStep)
if len(result) == 78:
return True # If already 78.. then most likely already converted.
elif len(result) > 0:
db.delete(result)
step = startStep
stockRange = meSchema.getStockRange(stock,start,end)
k = len(stockRange)
if k < 78:
return False
m = k - 78
skip = 0
meList = []
for i in range(k):
if i%5 in [0,3] and skip < m:
skip += 1
else:
meStck = meSchema.stck(ID = stckID,
step = step,
quote = stockRange[i].lastPrice)
meList.append(meStck)
if len(meList) == 78:
db.put(meList)
return True
step += 1
return False
def post(self):
startDayIndex = int(self.request.get('startDayIndex'))
Symbol = str(self.request.get('Symbol'))
stckID = meSchema.getStckID(Symbol)
csvFile = Symbol + '_01-2005_11-2010.csv'
dailyQuotes = list(csv.reader(open(csvFile)))
dailyQuotes.reverse()
# Index 0 is for step 1000001 to 1000080
# Index 1 is for step 1000081 to 1000160
# Index N is for step N*80 + 1 to (N+1)*80 # plus 1000000
putList = []
for N in range(len(dailyQuotes)):
dailyOpenStep = 1000000 + N*80 + 1
dailyCloseStep = 1000000 + N*80 + 80
'''Must draw random steps for High and Low.'''
daySteps = [step for step in range(dailyOpenStep+1,dailyCloseStep)]
highLow = sample(daySteps, 2)
dailyHighStep = highLow[0]
dailyLowStep = highLow[1]
''' Set Quote Values '''
OpenQuote = dailyQuotes[N][1]
HighQuote = dailyQuotes[N][2]
LowQuote = dailyQuotes[N][3]
CloseQuote = dailyQuotes[N][4]
''' Create stck Entities for stckID Quotes'''
openStck = meSchema.stck(key_name=str(stckID) + '_' + str(dailyOpenStep),
ID = stckID, quote = float(OpenQuote), step = dailyOpenStep)
highStck = meSchema.stck(key_name=str(stckID) + '_' + str(dailyHighStep),
ID = stckID, quote = float(HighQuote), step = dailyHighStep)
lowStck = meSchema.stck(key_name=str(stckID) + '_' + str(dailyLowStep),
ID = stckID, quote = float(LowQuote), step = dailyLowStep)
closeStck = meSchema.stck(key_name=str(stckID) + '_' + str(dailyCloseStep),
ID = stckID, quote = float(CloseQuote), step = dailyCloseStep)
putList.extend([openStck,highStck,lowStck,closeStck])
meSchema.batchPut(putList)
def outputHistoryForChart(keyname, namespace = ''):
originalNamespace = namespace_manager.get_namespace()
if namespace == '':
stckIDs = [1,2,3,4]
else:
stckIDs = [meSchema.getStckID(namespace)]
try:
namespace_manager.set_namespace(namespace)
meta = meSchema.metaAlg.get_by_key_name(keyname)
finally:
namespace_manager.set_namespace(originalNamespace)
history = eval(meta.history)
returns = deque([])
steps = deque([])
for hist in history:
steps.appendleft(hist['step'])
returns.appendleft(hist['return'])
# Need to get stock quotes for step in steps.. and calculate averaged return
# step[0] - 400 is the reference step.
quoteSteps = [steps[0] - 400]
quoteSteps.extend(steps)
stckKeys = []
for step in quoteSteps:
for stckID in stckIDs:
stckKeys.append(str(stckID) + '_' + str(step))
stckQuotes = meSchema.stck.get_by_key_name(stckKeys)
stckReturns = []
for i in range(len(stckIDs), len(stckQuotes), len(stckIDs)):
rets = []
for j in range(0,len(stckIDs)):
rets.append((stckQuotes[i+j].quote - stckQuotes[j].quote)/stckQuotes[j].quote)
average = sum(rets)/len(rets)
stckReturns.append(average)
print 'Long Basket Returns: ',
for ret in stckReturns:
print '%2.3f' % (100*ret),
print ''
print 'Returns: ',
for ret in returns:
print '%2.3f' % (100*ret),
print ''
print 'Steps: ',
for step in steps:
print step,
print ''
def primeDesireCache(step):
# Function to pull out last 400 steps of potential desires.
import princeFunc
memdict = {}
queryStr = princeFunc.getDesireQueryStr(max(step-405,0),step)
desires = db.GqlQuery(queryStr).fetch(20000)
for desire in desires:
# eval desire and pull out cmp(shares,0) and symbol for memcache
desirekey = desire.key().name()
desireDict = eval(desire.desire)
for stock in desireDict:
# Must convert symbol to id for memcaching.
stckID = meSchema.getStckID(stock)
buysell = cmp(desireDict[stock]['Shares'],0)
algKey = desirekey.split("_")[-1] # Extract algKey from end.
memkey = "desire_" + algKey + "_" + str(buysell) + "_" + str(stckID)
step = int(desirekey.split("_")[0]) # Extract step from front part of desirekey.
if not memdict.__contains__(memkey):
memdict[memkey] = step
elif memdict[memkey] < step:
memdict[memkey] = step
memcache.set_multi(memdict)
