Exemple #1
0
def get_row(pair, command):
    ps = process_pair_string(pair)
    ticker1 = ps.ticker1
    ticker2 = ps.ticker2
    fixed_stdev_ratio = ps.stdev_ratio
    back_days = core.safe_execute(gcnv.PAIR_BACK_DAYS, ValueError,
                                  lambda x: int(x) * 30, command[2])
    bring_if_connected(ticker1)
    bring_if_connected(ticker2)
    try:
        pair = Pair(ticker1, ticker2, fixed_stdev_ratio)
        max_stored_date = gcnv.data_handler.get_max_stored_date(
            "stock", ticker1)
        date = '-' if max_stored_date is None \
                    else util.date_in_string(max_stored_date) # Need to change this
        row = [
            ticker1 + '-' + ticker2,
            date,
            '-',
            pair.get_last_close(
                back_days),  # GettingInfoError raised here if not stored data
            pair.min(back_days),
            pair.max(back_days),
            pair.current_rank(back_days),
            pair.ma(back_days),
            '-',
            pair.stdev_ratio(back_days),
            pair.correlation(back_days),
            pair.hv_to_10_ratio(back_days),
            '-'
        ]
        closes = pair.closes(back_days)[-gcnv.PAIR_PAST_RESULTS:]
        closes.reverse()
        row += closes
        return row
    except (GettingInfoError, ZeroDivisionError,
            statistics.StatisticsError) as e:
        print(e)
        return []
Exemple #2
0
def table(command):
    back_days = core.safe_execute(gcnv.BACK_DAYS, ValueError,
                                  lambda x: int(x) * 30, command[2])
    header = [
        "", "SPY", "TLT", "IEF", "GLD", "USO", "UNG", "FXE", "FXY", "FXB",
        "IYR", "XLU", "EFA", "EEM", "VXX"
    ]
    rows = []
    for symbol in util.read_symbol_list(
            f"{gcnv.APP_PATH}/input/{command[1]}.txt"):
        row = [symbol]
        for head_symbol in header[1:]:
            if symbol == head_symbol:
                row.append("-")
            else:
                try:
                    pair = Pair(head_symbol, symbol)
                    row.append(pair.correlation(back_days))
                except GettingInfoError:
                    row.append("-")
        rows.append(row)
    return header, rows