'''
# print('hi')
if __name__ =='__main__':
db_loc = 'C:/Users/nine/dbLocKgh/saveLoc/basketMixSimulation_dual/'
db_name = 'basketMix_neut10_stock20_0_permu2'
base = sbw.longshort_sim_setting()
idx_start = 96
idx_end = 245
date_start = base.eom_trading_date[96]
date_end = base.eom_trading_date[245]
data = st.get_desc_ret(db_loc, db_name)
testA = st.simulation_tester(db_loc, db_name, True, date_start, date_end)
spot = pd.DataFrame(columns=list(testA.desc))
excel_location = 'C:/Users/nine/pythonFiles/analyzer_excel/'
excel_name = 'dual_simulation'
excel = ec.excelHandler(excel_location, excel_name)
excel.inputData('summary', testA)
print(spot)
for i in range(96,245):
print(i, base.eom_trading_date[i])
date_start = base.eom_trading_date[i]
date_end = base.eom_trading_date[i + 1]
data = st.get_desc_ret(db_loc, db_name)
print('hi')
if __name__ == '__main__':
excel_update = False
simulation_location = 'C:/Users/nine/dbLocKgh/saveLoc/basketMixSimulation_dual/'
simulation_name = 'basketMix_neut10_stock20_0_permu2'
excel_location = 'C:/Users/nine/pythonFiles/analyzer_excel/'
excel_name = 'descriptor_setting_dual'
idx_start = 96
idx_end = 245
sim_setting = sbw.longshort_sim_setting()
date_start = sim_setting.eom_trading_date[96]
date_end = sim_setting.eom_trading_date[245]
if excel_update:
test = st.simulation_tester(simulation_location, simulation_name, True,
date_start, date_end)
excel = ec.excelHandler(excel_location, excel_name)
excel.inputData('summary', test)
descriptor_selected = utils.excel_selection(excel_location=excel_location,
excel_name=excel_name,
worksheet_name='summary',
column_name='desc')
simulation_ret = st.get_desc_ret(simulation_location, simulation_name)
simulation_ret = simulation_ret[descriptor_selected]
simulation_ret = simulation_ret[
simulation_ret.index >= sim_setting.eom_trading_date[96]]
simulation_drawdown = st.draw_down(simulation_ret)
result = st.drawdown_signal_multiprocess_wrapper(simulation_drawdown,
import ml_v1.simulation_basket_weight as sbw
import ml_v1.simulation_test as st
import ml_v1.excel_converter as ec
import pandas as pd
print('hi')
if __name__ == '__main__':
db_loc = 'C:/Users/nine/dbLocKgh/saveLoc/basketMixSimulation/'
db_name1 = 'basketMix_neut10_stock20_0_con1_period2_20061228'
db_name2 = 'basketMix_neut10_stock20_0_con1_period2_20070131'
# db_name3 = 'basketMix_neut10_stock20_0_con1_period3_20070228'
base = sbw.longshort_sim_setting()
idx_start = 96
idx_end = 245
date_start = base.eom_trading_date[96]
date_end = base.eom_trading_date[245]
data = st.get_desc_ret(db_loc, db_name1)
test_1 = st.simulation_tester(db_loc, db_name1, True, date_start, date_end)
data = st.get_desc_ret(db_loc, db_name1)
test_2 = st.simulation_tester(db_loc, db_name2, True, date_start, date_end)
# data = st.get_desc_ret(db_loc, db_name1)
# test_3 = st.simulation_tester(db_loc, db_name3, True, date_start, date_end)
import ml_v1.utils as utils
import itertools
from functools import partial
os.chdir('/ml_v1')
dbLoc = 'C:/Users/nine/dbLocKgh/db_ml_v1/'
saveLoc = 'C:/Users/nine/dbLocKgh/saveLoc/'
print('hi')
if __name__ == '__main__':
base = sbw.longshort_sim_setting()
# set descriptor
simulation_location = 'C:/Users/nine/dbLocKgh/saveLoc/basketMixSimulation_dual/'
simulation_db_name = 'basketMix_neut10_stock20_0_permu2'
basketTest = st.simulation_tester(simulation_location,
simulation_db_name,
starting='2009-01-02',
ending=base.eom_trading_date[244])
# iterable setting
setting_iterable = basketTest.desc[0:1]
first = setting_iterable.str.split('/').str[0]
second = setting_iterable.str.split('/').str[1]
iterable = tuple(zip(first, second))
# basketSetting
basket = sbw.basket_weight_maker_flt(location='',
dbInputName='',
base=base,
iterable=iterable,
neutN=10,
stockN=20,
cut=0,
db_option=False,