def get_products():
try:
items = browser.find_elements_by_css_selector('#J_goodsList .gl-warp li')
rows = []
for item in items:
price = item.find_element_by_css_selector('.p-price strong i').text
name = item.find_element_by_css_selector('.p-name a em').text
rows.append(Data(title=name, price=price))
Data().insert_data(rows)
except TimeoutException:
print('get products exception')
get_products()
def test_loads_with_data():
simple_fixture()
with freeze_time(dt(2017, 3, 7)):
t = Tickers(data=Data())
assert len(t.ticker_names) == 2
assert t.ticker_names[0] == "VCN.TO"
assert t.ticker_names[1] == "VEE.TO"
assert len(t.tickers) == 2
assert t.prices.columns[0] == "VCN.TO"
assert t.prices.columns[1] == "VEE.TO"
assert t.prices.loc["2017-03-02"]["VCN.TO"] == approx(30.00)
assert t.changes.loc["2017-03-03"]["VCN.TO"] == approx(30.10 / 30.00 - 1)
assert t.changes_from_start.loc["2017-03-06"]["VCN.TO"] == approx(29.85 /
30.00 -
1)
assert t.yields_from_start.loc["2017-03-06"]["VCN.TO"] == approx(0.02 /
3.0)
assert t.volatilities["VEE.TO"] == t.tickers["VEE.TO"].volatility
assert t.correlations["VCN.TO"]["VCN.TO"] == approx(1.00)
assert t.correlations["VCN.TO"]["VEE.TO"] == approx(-0.9922778767136671)
assert t.price("2017-03-02", "VCN.TO") == approx(30.00)
simple_fixture_teardown()
def __init__(self,
accounts=None,
from_day=None,
update=True,
verbose=True):
"""Instantiate a Portfolio object."""
self._data = Data()
self.accounts = determine_accounts(accounts)
if from_day is not None:
self.from_day = from_day
else:
self.from_day = self._get_start_date(self.accounts)
if update:
PriceUpdater(verbose).update()
self.deposits = Deposits(self.accounts, self.from_day, self._data)
self.tickers = Tickers(self.accounts, self.from_day, data=self._data)
self.positions = Positions(self.accounts,
self.from_day,
self.tickers,
data=self._data)
self.by_day = self._calc_daily()
self.by_month = self._summarize_by("month")
self.by_year = self._summarize_by("year")
if len(self.by_day.index) > 0:
self.positions.calc_weights(self.by_day["total_value"])
def test_loads_with_data():
simple_fixture()
with freeze_time(dt(2017, 3, 7)):
p = Positions(data=Data())
assert len(p.ticker_names) == 2
assert p.ticker_names[0] == "VCN.TO"
assert p.ticker_names[1] == "VEE.TO"
assert len(p.positions) == 2
assert p.units.columns[0] == "VCN.TO"
assert p.units.columns[1] == "VEE.TO"
assert p.units.loc["2017-03-02"]["VCN.TO"] == approx(0)
assert p.units.loc["2017-03-03"]["VCN.TO"] == approx(100)
assert p.costs.loc["2017-03-03"]["VCN.TO"] == approx(3010.35)
assert p.costs_per_unit.loc["2017-03-03"]["VCN.TO"] == approx(30.1035)
assert p.current_prices.loc["2017-03-03"]["VCN.TO"] == approx(30.10)
assert p.market_values.loc["2017-03-03"]["VCN.TO"] == approx(3010)
assert p.open_profits.loc["2017-03-03"]["VCN.TO"] == approx(-0.35)
assert p.distributions.loc["2017-03-03"]["VCN.TO"] == approx(10.1)
assert p.distribution_returns.loc["2017-03-03"]["VCN.TO"] == approx(
10.1 / 3010.35)
assert p.appreciation_returns.loc["2017-03-03"]["VCN.TO"] == approx(
(3010.0 - 3010.35) / 3010.35)
assert p.total_returns.loc["2017-03-03"]["VCN.TO"] == approx(
(3010.0 + 10.1 - 3010.35) / 3010.35)
simple_fixture_teardown()
def test_values():
simple_fixture()
with freeze_time(dt(2017, 3, 7)):
vcn = Ticker("VCN.TO", data=Data())
assert vcn.price("2017-03-01") is None
assert vcn.price("2017-03-02") == approx(30.00)
assert vcn.price("2017-03-03") == approx(30.10)
assert vcn.price("2017-03-04") == approx(30.10)
assert vcn.price("2017-03-05") == approx(30.10)
assert vcn.price("2017-03-06") == approx(29.85)
assert vcn.price("2017-03-08") is None
assert vcn.change("2017-03-01") is None
assert pd.isnull(vcn.change("2017-03-02")) # Because the previous price is None
assert vcn.change("2017-03-03") == approx(30.10 / 30.00 - 1)
assert vcn.change("2017-03-04") == 0
assert vcn.change("2017-03-05") == 0
assert vcn.change("2017-03-06") == approx(29.85 / 30.10 - 1)
assert vcn.change_from_start("2017-03-01") is None
assert vcn.change_from_start("2017-03-02") == approx(0)
assert vcn.change_from_start("2017-03-03") == approx(30.10 / 30.00 - 1)
assert vcn.change_from_start("2017-03-04") == approx(30.10 / 30.00 - 1)
assert vcn.change_from_start("2017-03-05") == approx(30.10 / 30.00 - 1)
assert vcn.change_from_start("2017-03-06") == approx(29.85 / 30.00 - 1)
assert vcn.distribution("2017-03-01") is None
assert vcn.distribution("2017-03-02") == approx(0)
assert vcn.distribution("2017-03-03") == approx(0.1010)
assert vcn.distribution("2017-03-04") == approx(0)
assert vcn.distribution("2017-03-05") == approx(0)
assert vcn.distribution("2017-03-06") == approx(0.0990)
assert vcn.distributions_from_start("2017-03-01") is None
assert vcn.distributions_from_start("2017-03-02") == approx(0)
assert vcn.distributions_from_start("2017-03-03") == approx(0.1010)
assert vcn.distributions_from_start("2017-03-04") == approx(0.1010)
assert vcn.distributions_from_start("2017-03-05") == approx(0.1010)
assert vcn.distributions_from_start("2017-03-06") == approx(0.2)
assert vcn.yield_from_start("2017-03-01") is None
assert vcn.yield_from_start("2017-03-02") == approx(0)
assert vcn.yield_from_start("2017-03-03") == approx(0.1010 / 30.00)
assert vcn.yield_from_start("2017-03-04") == approx(0.1010 / 30.00)
assert vcn.yield_from_start("2017-03-05") == approx(0.1010 / 30.00)
assert vcn.yield_from_start("2017-03-06") == approx(0.2 / 30.00)
assert vcn.returns("2017-03-01") is None
assert vcn.returns("2017-03-02") == approx(0)
assert vcn.returns("2017-03-03") == approx(
vcn.change_from_start("2017-03-03") + vcn.yield_from_start("2017-03-03")
)
assert vcn.returns("2017-03-06") == approx(
vcn.change_from_start("2017-03-06") + vcn.yield_from_start("2017-03-06")
)
assert vcn.volatility == approx(vcn.values[(vcn.values.open)]["change"].std(axis=0))
simple_fixture_teardown()
def test_query_custom_values(self, data_call):
d = Deposits(accounts=["Account1"],
from_day=date(2017, 1, 1),
data=Data())
_, kwargs = data_call.call_args
assert kwargs["params"]["accounts"] == ["Account1"]
assert kwargs["params"]["from_day"] == date(2017, 1, 1)
assert kwargs["params"]["today"] == date.today()
def test_query_default_values(self, data_call):
d = Deposits(data=Data())
_, kwargs = data_call.call_args
assert len(d.deposits) == 2
assert d.deposits.loc[date(2017, 1, 1)]["amount"] == 10000
assert kwargs["params"]["accounts"] == []
assert kwargs["params"]["from_day"] is None
assert kwargs["params"]["today"] == date.today()
def test_position_class_instantiates_with_data():
simple_fixture()
with freeze_time(dt(2017, 3, 7)):
vcn = Position("VCN.TO", data=Data())
assert vcn is not None
assert vcn.ticker_name == "VCN.TO"
assert "total_returns" in vcn.__repr__()
assert "total_returns" in str(vcn)
simple_fixture_teardown()
def main ():
data = Data()
demand = data.get_demand()
waiting = data.get_waiting()
distances = data.get_distances()
crime = data.get_crime()
# plt.plot(demand['lon'], demand['lat'], 'rs', label="demand points")
# plt.plot(waiting['lon'].astype(np.float64), waiting['lat'].astype(np.float64), 'bs', label="waiting points")
# plt.legend()
# plt.show()
# mplleaflet.show()
distances['in_range'] = (distances['distance'] <= RADIUS).astype(int)
distances = distances[ distances['WPname'] != 'Holland Park']
distances = distances[ distances['in_range'] == 1]
unique_wp = distances['WPname'].unique()
unique_wp = [unique_wp[60]]
unique_dp = distances [ distances['WPname'] == unique_wp[0] ]['DAuid']
demand = demand[demand['DAuid'].isin(unique_dp)]
waiting = waiting[waiting['name'].isin(unique_wp)]
plt.plot(demand['lon'], demand['lat'], 'rs')
plt.plot(waiting['lon'].astype(np.float64), waiting['lat'].astype(np.float64), 'bs')
mplleaflet.show()
def test_df_from_sql(self):
d = Data()
sql = """SELECT SUM(total)::double precision AS amount, day
FROM transactions
WHERE account = ANY(%(accounts)s)
AND (%(from_day)s IS NULL OR day >= %(from_day)s)
AND day <= %(today)s
AND txtype = 'deposit'
GROUP BY day
ORDER BY day ASC;
"""
params = {
"accounts": ["RRSP1"],
"from_day": None,
"today": datetime(2017, 3, 7),
}
index_col = "day"
parse_dates = ["day"]
df = d.df_from_sql(sql, params, index_col, parse_dates)
assert len(df) == 1
assert df.loc[datetime(2017, 3, 2)]["amount"] == 10000
class Deposits:
"""DataFrame-based structure to keep track of investment deposits.
Public methods:
amount(date) -- Return the total sum deposited on this day to all accounts requested
Instance variables:
deposits -- DataFrame, day-indexed, with the total sum deposited on each day into
any of the accounts requested
"""
def amount(self, day):
"""Return the amount deposited on the requested day."""
return self.deposits["amount"].get(day, 0)
def __init__(self, accounts=None, from_day=None, data=None):
"""Instantiate a Deposits object."""
self._data = Data() if data is None else data
self._accounts = determine_accounts(accounts)
self._from_day = from_day
self.deposits = self._get_deposits()
def __str__(self):
return str(self.deposits)
def _get_deposits(self):
return self._data.df_from_sql(
"""SELECT SUM(total)::double precision AS amount, day
FROM transactions
WHERE account = ANY(%(accounts)s)
AND (%(from_day)s IS NULL OR day >= %(from_day)s)
AND day <= %(today)s
AND txtype = 'deposit'
GROUP BY day
ORDER BY day ASC;""",
params={
"accounts": self._accounts,
"from_day": self._from_day,
"today": date.today(),
},
index_col="day",
parse_dates=["day"],
)
def test_amount(self, data_call):
d = Deposits(data=Data())
assert d.amount(date(2016, 12, 31)) == 0 # out of range
assert d.amount(date(2017, 1, 3)) == 0
assert d.amount(date(2017, 2, 1)) == 5000
def test_create(self, data_call):
d = Deposits(data=Data())
assert d is not None
assert "Empty" in str(d)
def __init__(self, accounts=None, from_day=None, data=None):
"""Instantiate a Deposits object."""
self._data = Data() if data is None else data
self._accounts = determine_accounts(accounts)
self._from_day = from_day
self.deposits = self._get_deposits()
def test_price_does_not_crash_when_empty():
assert Ticker("VCN.TO", data=Data()).price(date.today()) is None
from db.data import Data
import gurobipy as gp
from gurobipy import GRB
from scipy.special import comb
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import mplleaflet
# set data class as global
data = Data()
# define constants
RADIUS = 4200
ALPHA = 1
LAMBDA = 1.35
SERVICE_TIME = 1
incident_weight = {
'Break and Enter - Business': 3,
'Break and Enter - Residence': 5,
'Fatal/Injury Collision': 5,
'Graffiti': 2,
'Shoplifting': 1,
'Theft from Motor Vehicle': 4,
'Theft of Motor Vehicle': 4
}
def relocation_model_con_pop(distances, waiting, pop_dict, crime_dict,
def test_values():
simple_fixture()
with freeze_time(dt(2017, 3, 7)):
vcn = Position("VCN.TO", data=Data())
vcn.calc_weight(vcn.values["market_value"])
assert vcn.units("2017-03-01") is None
assert vcn.units("2017-03-02") == 0
assert vcn.units("2017-03-03") == 100
assert vcn.units("2017-03-04") == 100
assert vcn.units("2017-03-08") is None
assert vcn.cost("2017-03-01") is None
assert vcn.cost("2017-03-02") == 0
assert vcn.cost("2017-03-03") == 3010.35
assert vcn.cost("2017-03-04") == 3010.35
assert vcn.cost("2017-03-08") is None
assert vcn.cost_per_unit("2017-03-01") is None
assert math.isnan(vcn.cost_per_unit("2017-03-02"))
assert vcn.cost_per_unit("2017-03-03") == 30.1035
assert vcn.cost_per_unit("2017-03-04") == 30.1035
assert vcn.cost_per_unit("2017-03-08") is None
assert vcn.current_price("2017-03-01") is None
assert vcn.current_price("2017-03-02") == 30.00
assert vcn.current_price("2017-03-03") == 30.10
assert vcn.current_price("2017-03-06") == 29.85
assert vcn.current_price("2017-03-08") is None
assert vcn.market_value("2017-03-01") is None
assert vcn.market_value("2017-03-02") == 0
assert vcn.market_value("2017-03-03") == 3010.0
assert vcn.market_value("2017-03-06") == 2985.0
assert vcn.market_value("2017-03-08") is None
assert vcn.open_profit("2017-03-01") is None
assert vcn.open_profit("2017-03-02") == 0
assert vcn.open_profit("2017-03-03") == approx(-0.35)
assert vcn.open_profit("2017-03-06") == approx(-25.35)
assert vcn.open_profit("2017-03-08") is None
assert vcn.distributions("2017-03-01") is None
assert vcn.distributions("2017-03-02") == 0
assert vcn.distributions("2017-03-03") == 10.1
assert vcn.distributions("2017-03-06") == 20.0
assert vcn.distributions("2017-03-08") is None
assert vcn.distribution_returns("2017-03-01") is None
assert math.isnan(vcn.distribution_returns("2017-03-02"))
assert vcn.distribution_returns("2017-03-03") == 10.1 / 3010.35
assert vcn.distribution_returns("2017-03-06") == 20.0 / 3010.35
assert vcn.distribution_returns("2017-03-08") is None
assert vcn.appreciation_returns("2017-03-01") is None
assert math.isnan(vcn.appreciation_returns("2017-03-02"))
assert vcn.appreciation_returns("2017-03-03") == (3010.0 -
3010.35) / 3010.35
assert vcn.appreciation_returns("2017-03-06") == (2985.0 -
3010.35) / 3010.35
assert vcn.appreciation_returns("2017-03-08") is None
assert vcn.total_returns("2017-03-01") is None
assert vcn.total_returns("2017-03-02") == 0
assert vcn.total_returns("2017-03-03") == approx(
(3010.0 + 10.1 - 3010.35) / 3010.35)
assert vcn.total_returns("2017-03-06") == approx(
(2985.0 + 20.0 - 3010.35) / 3010.35)
assert vcn.total_returns("2017-03-08") is None
assert vcn.weight("2017-03-01") is None
assert vcn.weight("2017-03-02") == 0
assert vcn.weight("2017-03-06") == 1
simple_fixture_teardown()
def test_position_class_instantiates():
vcn = Position("VCN.TO", data=Data())
assert vcn is not None
assert vcn.ticker_name == "VCN.TO"
assert "Empty" in vcn.__repr__()
assert "Empty" in str(vcn)
def test_tickers_class_instantiates():
t = Tickers(data=Data())
assert t is not None
assert t.__repr__() == "{}"
assert str(t) == "{}"
def test_create(self):
d = Data()
def test_positions_class_instantiates():
p = Positions(data=Data())
assert p is not None
