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]
