def generate_comment_footer_en(f,
ts=None,
dotSign='.',
prcn=0,
usdSign='$',
udfLst=None,
lang="en",
mp3YN=False):
""" macro market comment
required
required ts fields: currency,indicator,rate,mkt1,mkt2
"""
if ts is None:
return None
for (ky, va) in f.iteritems():
exec("{}=va".format(ky))
mkt1NTrendWd = udfStr(mkt1NChg,
["an increase", "a decrease", "no change in"],
0.0001)
rateNTrendWd = udfStr(rate1NChg, ["a rise", "a fall", "no change in"],
0.0001)
rhoWd = udfStr(rho, ["positively", "negatively", "almost not"], 0.05)
rateIfWd = udfStr(rate1NChg, ["goes up", "goes down", "stays flat"],
0.0001)
mkt1IfWd = udfStr(rho * rate1NChg, ["rise", "fall", "stay flat"], 0.000001)
if rho * rate1NChg * mkt1NChg < 0:
macro1Adv = 'against our original forecast'
else:
macro1Adv = 'even more'
if mkt1IfWd == "stay flat":
macro1Adv = ''
dux = locals()
#ret=ts.format(**dux)
ret = jj_fmt(ts, dux)
return (ret)
def generate_comment_footer_cn(f,
ts=None,
dotSign='.',
prcn=0,
usdSign='$',
udfLst=None,
lang="cn",
mp3YN=False):
""" macro market comment
required
required ts fields: currency,indicator,rate,mkt1,mkt2
"""
if ts is None:
return None
for (ky, va) in f.iteritems():
exec("{}=va".format(ky))
mkt1NTrendWd = udfStr(mkt1NChg, udf=udfLst, zs=0.0001, lang=lang)
rateNTrendWd = udfStr(rate1NChg, udf=udfLst, zs=0.0001, lang=lang)
rhoWd = udfStr(rho, ["正", "負", "獨立不存在"], 0.05, lang=lang)
rateIfWd = udfStr(rate1NChg, udf=udfLst, zs=0.0001, lang=lang)
mkt1IfWd = udfStr(rho * rate1NChg, udf=udfLst, zs=0.000001, lang=lang)
if rho * rate1NChg * mkt1NChg < 0:
macro1Adv = "，可能不如原始預期，必須持續觀察利率走向。"
else:
macro1Adv = "，更勝於原有預期。"
if abs(rho * rate1NChg) <= 0.000001:
macro1Adv = ''
dux = locals()
#ret=ts.format(**dux)
ret = jj_fmt(ts, dux)
return (ret)
def generate_comment_header_cn(f,
ts=None,
dotSign='.',
prcn=0,
usdSign='$',
udfLst=None,
lang="cn",
mp3YN=False):
""" macro1 market comment
required ts fields: currency1,indicator1,rate1,mkt1,mkt2
"""
if ts is None:
return None
for (ky, va) in f.iteritems():
exec("{}=va".format(ky))
if 'macro1XChg' not in f:
macro1XChg = 0
macro1Vntdate = 20180101
#xsign = 1 if currency1Ticker[-2:] == "US" else -1
xsign = -1 # cn version always use EURO direction
currency1XTrendWd = udfStr(xsign * currency1XChg, ["貶值", "升值", "持平"],
0.0001,
lang=lang)
indicator1XTrendWd = udfStr(indicator1XChg,
udf=udfLst,
zs=0.0001,
lang=lang)
rate1XTrendWd = udfStr(rate1XChg, udf=udfLst, zs=0.0001, lang=lang)
commodity1XTrendWd = udfStr(commodity1XChg,
udf=udfLst,
zs=0.0001,
lang=lang)
currency2XTrendWd = udfStr(xsign * currency2XChg, ["貶值", "升值", "持平"],
0.0001,
lang=lang)
indicator2XTrendWd = udfStr(indicator2XChg,
udf=udfLst,
zs=0.0001,
lang=lang)
rate2XTrendWd = udfStr(rate2XChg, udf=udfLst, zs=0.0001, lang=lang)
commodity2XTrendWd = udfStr(commodity2XChg,
udf=udfLst,
zs=0.0001,
lang=lang)
mkt1XTrendWd = udfStr(mkt1XChg, udf=udfLst, zs=0.0001, lang=lang)
mkt2XTrendWd = udfStr(mkt2XChg, udf=udfLst, zs=0.0001, lang=lang)
vntDateWd = ymd2md(str(macro1Vntdate), ym="%B %d",
lang=lang) if 'macro1Vntdate' in f else ""
unitStr = fq2unit_str(macro1Mfreq, lang) if 'macro1Mfreq' in f else "月"
pastTrendWd = udfStr(macro1XChg, udfLst, 0.0001, lang=lang)
mkt0Label = mkt0Label[:mkt0Label.find('指數基金')]
(currency1Adv,
currency2Adv) = ('同時',
'也在') if currency1XChg * currency2XChg >= 0 else ('然而',
'卻在')
(indicator1Adv, indicator2Adv, indicator12Adv) = (
'並且', '也在',
'正相關') if indicator1XChg * indicator2XChg > 0 else ('然而', '卻在', '負相關')
(rate1Adv, rate2Adv) = ('', '也在') if rate1XChg * rate2XChg >= 0 else ('可是',
'卻在')
(commodity1Adv, commodity2Adv, commodity12Adv) = (
'並且', '也在',
'正相關') if commodity1XChg * commodity2XChg >= 0 else ('然而', '卻在', '負相關')
(mkt1Adv, mkt2Adv) = ('', '也正') if mkt1XChg * mkt2XChg >= 0 else ('但是',
'卻正')
(macro1Adv,
macro11Adv) = ('', '也正') if mkt1XChg * mkt2XChg >= 0 else ('但是', '卻正')
dux = locals()
#ret=ts.format(**dux)
ret = jj_fmt(ts, dux)
return (ret)
def generate_comment_header_en(f,
ts=None,
dotSign='.',
prcn=0,
usdSign='$',
udfLst=None,
lang="en",
mp3YN=False):
""" macro1 market comment
required ts fields: currency1,indicator1,rate1,mkt1,mkt2
"""
if ts is None:
return None
for (ky, va) in f.iteritems():
exec("{}=va".format(ky))
if 'macro1XChg' not in f:
macro1XChg = 0
macro1Vntdate = 20180101
#xsign = 1 if currency1Ticker[-2:] == "US" else -1
xsign = -1 # cn version always use EURO direction
currency1XTrendWd = udfStr(xsign * currency1XChg,
["depreciated", "appreciated", "stayed flat"],
0.0001,
lang=lang)
indicator1XTrendWd = udfStr(indicator1XChg,
udf=udfLst,
zs=0.0001,
lang=lang)
rate1XTrendWd = udfStr(rate1XChg, udf=udfLst, zs=0.0001, lang=lang)
commodity1XTrendWd = udfStr(commodity1XChg,
udf=udfLst,
zs=0.0001,
lang=lang)
currency2XTrendWd = udfStr(xsign * currency2XChg,
["depreciated", "appreciated", "stayed flat"],
0.0001,
lang=lang)
indicator2XTrendWd = udfStr(indicator2XChg,
udf=udfLst,
zs=0.0001,
lang=lang)
rate2XTrendWd = udfStr(rate2XChg, udf=udfLst, zs=0.0001, lang=lang)
commodity2XTrendWd = udfStr(commodity2XChg,
udf=udfLst,
zs=0.0001,
lang=lang)
mkt1XTrendWd = udfStr(mkt1XChg, udf=udfLst, zs=0.0001, lang=lang)
mkt2XTrendWd = udfStr(mkt2XChg, udf=udfLst, zs=0.0001, lang=lang)
vntDateWd = ymd2md(str(macro1Vntdate), ym="%B %d",
lang=lang) if 'macro1Vntdate' in f else ""
unitStr = fq2unit_str(macro1Mfreq, lang) if 'macro1Mfreq' in f else "month"
pastTrendWd = udfStr(macro1XChg, udfLst, 0.0001, lang=lang)
mkt0Label = mkt0Label[:mkt0Label.find('Index')]
(currency1Adv, currency2Adv) = (
'and', 'also') if currency1XChg * currency2XChg >= 0 else ('', 'yet')
(indicator1Adv, indicator2Adv, indicator12Adv) = (
'and', 'also',
'positively correlated') if indicator1XChg * indicator2XChg > 0 else (
'', 'however', 'negatively correlated')
(rate1Adv,
rate2Adv) = ('', 'also') if rate1XChg * rate2XChg >= 0 else ('', 'yet')
(commodity1Adv, commodity2Adv, commodity12Adv) = (
'and', 'also',
'positively correlated') if commodity1XChg * commodity2XChg >= 0 else (
'', 'however', 'negatively correlated')
(mkt1Adv, mkt2Adv) = ('', 'also') if mkt1XChg * mkt2XChg >= 0 else ('',
'yet')
(macro1Adv,
macro11Adv) = ('', 'also') if mkt1XChg * mkt2XChg >= 0 else ('but', '')
dux = locals()
#ret=ts.format(**dux)
ret = jj_fmt(ts, dux)
return (ret)
date=date,
debugTF=False,
scroll=scroll)
#df, dg, dh = mainTest(ticker=ticker, date='1y', debugTF=False, scroll=scroll)
except Exception, e:
print >> sys.stderr, "**ERROR:{}".format(str(e))
exit(1)
lang = 'cn'
intra1_id = 1 if hh['sign'][1] != hh['sign'][2] else 2
inix = hh['actual'][0]
hh['iptchg'] = map(lambda x: x - inix, hh['actual'])
hh['iptsign'] = map(lambda x: 1 if x > 0 else -1
if x < 0 else 0, hh['iptchg'])
#print hh.to_dict(orient="records")
intra1_udf = udfStr(hh['iptchg'][intra1_id], lang=lang)
intra2_id = intra1_id + 1
intra2_udf = udfStr(hh['iptchg'][intra2_id], lang=lang)
noon_id = [j for j, x in enumerate(hh.iptday) if x > 150][0]
noon_udf = udfStr(np.diff(hh['actual'][[0, noon_id]]), lang=lang)
noon_str = hh.index[noon_id].strftime("%H點%M分")
end2_udf = udfStr(hh['iptchg'][-2], lang=lang)
end1_udf = udfStr(hh['iptchg'][-1], lang=lang)
end1_sign = hh['iptchg'][-1] * hh['iptchg'][-2]
"""
inix = zh['actual'][0]
zh['iptchg'] = map(lambda x:x-inix,zh['actual'])
inix = xh['actual'][0]
xh['iptchg'] = map(lambda x:x-inix,xh['actual'])
index_trend = udfStr(zh['iptchg'][-1],lang=lang)
def headline_calc(tkLead='^GSPC',
idxLst=None,
eqtLst=None,
np=3,
xCol='changePercent',
colLst=[],
thd=0.05):
'''
return object of {'topLst', 'indexOrder', 'topIndex', 'indexLst', 'topUpDn'}
Where
topIndex: ticker name of lead index defined as 'tkLead'='^GSPC'
topUpDn: sign in string UP/FLAT/DOWN within the range of 'thd'=[0.05,-0.05]
allUpDn: 1,0,-1 indecis all up/TBD/down
topLst: selected 'eqtLst' stock quote info ranked via 'changePercent'
w.r.t. the 'sign'/'topUpDn' of 'topIndex'
bttmLst: selected 'eqtLst' stock quote info oppsite to topLst
indexLst: 'idxLst' stock quote info listed in the order of 'indexOrder'
Note aht topIndex quote info should be in the 'indexLst'
'''
from _alan_str import udfStr, find_mdb
if eqtLst is None or len(eqtLst) < 1:
eqtLst = get_eqtLst()
if idxLst is None or len(idxLst) < 1:
idxLst = ['^GSPC', '^DJI', '^IXIC'] #,'^SOX']
if colLst is None or len(colLst) < 1:
#colLst=['open','high','low','close','volume','ticker','change','changePercent','pbdate']
colLst = [
'close', 'volume', 'ticker', 'change', 'changePercent', 'pbdate',
'pbdt'
]
#xqTmp="SELECT * from yh_quote_curr WHERE ticker in ('{}')"
# get selected equities quote performance
#tkStr = "','".join(eqtLst)
#eqtRtn = sqlQuery(xqTmp.format(tkStr))[colLst]
jobj = dict(ticker={'$in': eqtLst})
eqtRtn = find_mdb(jobj, dbname='ara', tablename='yh_quote_curr',
dfTF=True)[0][colLst]
# get indices quote performance
#tkStr = "','".join(idxLst)
#idxRtn = sqlQuery(xqTmp.format(tkStr))[colLst]
jobj = dict(ticker={'$in': idxLst})
idxRtn = find_mdb(jobj, dbname='ara', tablename='yh_quote_curr',
dfTF=True)[0][colLst]
# calc 'topLst' w.r.t. the 'sign'/'topUpDn' of 'topIndex'
pbdate = idxRtn.query("ticker=='{}'".format(tkLead))['pbdate'].iloc[0]
chgPct = idxRtn.query("ticker=='{}'".format(tkLead))[xCol].iloc[0]
topUpDn = udfStr(chgPct, ['UP', 'DOWN', 'FLAT'], thd)
topSign = udfStr(chgPct, [1, 0, -1], thd)
sign = False if chgPct >= 0 else True
xd = eqtRtn.sort_values(by=[xCol], ascending=sign)
leadLst = xd.iloc[:np]
if (xd['changePercent'].iloc[0] * xd['changePercent'].iloc[-1]) < 0:
bttmLst = xd.iloc[-1:]
else:
bttmLst = []
# update my lead index in the top level
dd = dict(topIndex=tkLead)
dd.update(topUpDn=topUpDn)
# add all indices info to idxLst
dd.update(indexLst=idxRtn[colLst].to_dict(orient='records'))
indexOrder = [x['ticker'] for x in dd['indexLst']]
dd.update(indexOrder=indexOrder)
# determine if indices are all Up/Undetermined/Down
if all([x['changePercent'] < 0 for x in dd['indexLst']]):
allUpDn = -1
elif all([x['changePercent'] > 0 for x in dd['indexLst']]):
allUpDn = 1
else:
allUpDn = 0
dd.update(allUpDn=allUpDn)
# add topLst
if len(leadLst) > 0:
dd.update(topLst=leadLst[colLst].to_dict(orient='records'))
else:
dd.update(topLst=[])
if len(bttmLst) > 0:
dd.update(bttmLst=subDict(bttmLst, colLst).to_dict(orient='records'))
else:
dd.update(bttmLst=[])
# get hiloRecord (based on past 1-year daily change since end date)
hiloRecord = find_hiloRecord(ticker=tkLead, end=pbdate, days=366)
dd.update(hiloRecord=hiloRecord)
dd.update(start=pbdate)
dd.update(mp3YN=False)
return dd