Exemple #1
0
 def __init__(self):
     #self.configFile = "cb_config.cfg"
     #self.cbparser = ConfigParser.RawConfigParser()
     #self.cbparser = ConfigParser.RawConfigParser(None, multidict)
     self.msconfig = ms_config.MsDataCfg("cb_task.cfg")  #file name
     self.datacfg = ms_config.MsDataCfg("")
     self.scaner = marketscan.MarketScan()
     self.feeder = ms_feed.ms_feed()
     self.dfdict = OrderedDict()
     pass
Exemple #2
0
 def __init__(self):
     #TODO move parse pid here later
     self.mtd = marketdata.MarketData()
     self.cfg = ms_config.MsDataCfg("") 
     self.symbolLstFile = self.cfg.getDataConfig("marketdata") 
     self.initParams()
     pass
Exemple #3
0
    def __init__(self):
        self.dfdict=OrderedDict()
        self.datacfg = ms_config.MsDataCfg("")
        folder = self.datacfg.getDataConfig("result","../result/")        
        self.output = folder + "dailyreport_" + self.datacfg.getFileSurfix() + ".pdf"

        pass
    def __init__(self):
        '''
        pandas.set_option('display.max_columns', 50)
        pandas.set_option('display.precision', 3)
        pandas.set_option('display.expand_frame_repr', False)
        pandas.set_option('display.max_rows', 1500)
        '''
        #pandas.set_option('display.max_columns', 50)
        #pandas.set_option('display.precision', 3)
        #pandas.set_option('display.expand_frame_repr', False)
        
        #self.columns = ['symbol','5d','10d','20d', '50d', '100d','200d','max','px', \
        #                'sma10','sma50','sma200','sma10%','sma50%','sma200%']
        #self.perftable = pandas.DataFrame(columns=self.columns) 
        #self.outputpath = "../result/"        
        
        #pandas.options.display.float_format = '{:,.2f}%'.format
        #self.spdretf = {'Consumer Discretionary':'XLY','Consumer Staples':'XLP','Energy':'XLE',\
        #            'Financials':'XLF','Health Care':'XLV','Industrials':'XLI','Materials':'XLB',\
        #            'Technology':'XLK','Utilities':'XLU'}
        #TODO            
        #self.sectormapping = {'Consumer Discretionary':'Consumer Services','Consumer Staples':'Consumer Non-Durables',\
        #        'Energy':'Energy','Financials':'Finance','Health Care':'Health Care','Technology':'Technology',\
        #        'Industrials':'Basic Industries','Industrials':'Transportation','Industrials':'Capital Goods',\
        #        'Materials':'Basic Industries','Capital Goods':'xlb','Health Care':'xlv','Consumer Services':'xly', \
        #        'Utilities':'Public Utilities'}              

        self.cfg = ms_config.MsDataCfg("")
        self.symbol_list_file = self.cfg.getDataConfig("marketdata")
        self.lrlst = pandas.Series()
        self.symbol_col_lst = ['symbol', 'sina', 'goog', 'googexg', 'exg']
        # self.dflr = pandas.DataFrame({}, columns=['symbol', 'exg', 'sina', 'goog', 'googexg'])  # last result df
        # self.dfall = self.dflr
        return
 def reload(self, filename=""):
     if filename != "":
         self.sgyfile = filename
     self.msconfig = ms_config.MsDataCfg(self.sgyfile)
     self.task_lst.clear()
     self.load_task_config()
     print "reload done"
    def __init__(self):
        #self.rankPattern = '[\d\D]*Zacks.*Rank[/s]*: (.*) <sup class=[\d\D]*'
        #self.rankPattern = '[\d\D]*Zacks.*Rank[/s]*: (.*)[\n]*<sup class=[\d\D]*'
        #<p>Zacks Rank : 2-Buy <sup class="  AAPL
        #self.rankPattern = '[\d\D]*Zacks[\D]*Rank[/s]*: (.)[\d\D]*'

        self.rankPattern = '[\d\D]*Zacks[\D]*Rank[\s]?: (.)[\d\D]*'

        #self.erdPattern = '^window.app_data_earnings[\d\D]*\\"data\\"[ :\\[]*(.*)]'         #format change
        self.erdPattern = '[\d\D]*var obj = [\d\D]*earnings_announcements_earnings_table[\D]*:([\d\D]*?)]  ][\d\D]*'
        self.cqestCol = ['cq0', 'cq7', 'cq30', 'cq60', 'cq90']
        self.columns = ['rank','indurank','indutotal','etf','abrt','abr1w','abr1m','abr2m',\
            'abr3m','numbr'] + self.cqestCol
        self.allcols = ['symbol', 'exg'] + self.columns

        #self.pid = 0
        #self.option = ""
        #self.tickdf = pandas.DataFrame()

        self.mtd = marketdata.MarketData()
        self.cfg = ms_config.MsDataCfg("")  # default = datafile, cb_config.cfg
        self.mkdataFile = self.cfg.getDataConfig(
            "marketdata")  #"./marketdata.csv"
        self.cachefolder = self.cfg.getDataConfig("cache", "../cache/")
        self.appfolder = self.cfg.getDataConfig("folder", "./appdata/")
        self.outputfn = self.appfolder + "msdata_zack_" + datetime.datetime.now(
        ).strftime("%Y-%m-%d") + '.csv'
    def __init__(self):
        pandas.set_option('display.max_columns', 50)
        pandas.set_option('display.precision', 3)
        pandas.set_option('display.expand_frame_repr', False) #expand wide dataframe
        pandas.set_option('display.max_rows', 1500)
        #pandas.set_option('display.width', 100)
        #pandas.set_option('max_colwidth', 600)        
        #pandas.set_option('display.float_format', lambda x: '%.3f' % x)
                
        self.outputpath = "../result/"

        #self.mscfg = "./marketscan.cfg" #??
        self.mfeed = ms_feed.ms_feed()
        self.backtest = ms_backtest.ms_backtest()
        self.csvchart = ms_csvchart.ms_csvchart()
        self.mtd = marketdata.MarketData()
        self.datacfg = ms_config.MsDataCfg("")
        self.cachepath = self.datacfg.getDataConfig("folder","../cache/")           
        self.sgyInxDct={}
        self.rawData = {}  # MarketScan.RawData()
        self.app_param = ms_paramparser.AppParam()
        self.param_parser = ms_paramparser.ms_paramparser()
        global g_marketscan
        g_marketscan = self

        # cahce the last result

          
        return
Exemple #8
0
 def __init__(self):
     self.zack = data_zacks.data_zacks()
     self.mtd = marketdata.MarketData()
     self.cfg = ms_config.MsDataCfg("")
     self.zackfile = self.cfg.getDataConfig("zack")
     self.cachefolder = self.cfg.getDataConfig("folder")
     BaseIndNoPx.__init__(self)
     return
Exemple #9
0
 def __init__(self):
     self.mtd = marketdata.MarketData()
     self.sinaapi = SinaMarketData()
     self.yahoofeed = FeederYahoo()
     self.googfeed = FeederGoogle()
     self.datacfg = ms_config.MsDataCfg("")
     self.cachepath = self.datacfg.getDataConfig("cache", "../cache/")
     pass
Exemple #10
0
 def __init__(self):
     self.zack = data_zacks.data_zacks()
     self.mtd = marketdata.MarketData()
     self.cfg = ms_config.MsDataCfg("")
     self.zackfile = self.cfg.getDataConfig("zack")
     self.cachefolder = self.cfg.getDataConfig("cache", "../cache/")
     self.hasCachedDF = False
     BaseIndNoPx.__init__(self)
     return
 def __init__(self):
     self.mtd = marketdata.MarketData()
     cfg = ms_config.MsDataCfg("")
     symbolLstFile = cfg.getDataConfig("marketdata")
     df = self.mtd.loadSymbolLstFile(symbolLstFile)
     self.googdict = df.set_index('goog')['googexg'].to_dict()
     '''
     for key in self.googdict:
         if (self.googdict[key]!=""):
             print key,self.googdict[key]
     '''
     pass
    def __init__(self):
        self.sgyfile = "cb_daemon.cfg"
        self.msconfig = ms_config.MsDataCfg(self.sgyfile)
        self.datacfg = ms_config.MsDataCfg("")
        self.param_parser = ms_paramparser.ms_paramparser()
        self.task_lst = OrderedDict()

        self.module_dct = {'cb_daemon': self}  # must initial the dct with self, otherwise will create duplication
        self.interactive = False
        self.report = cb_report.CbReport()
        self.load_task_config()
        self.typelst = ["download", "load", ""]
        self.global_setting = ""

        self.internalcmd = {'list': (self.listCmd, 'list task'),
                            'help': (self.help, 'help'),
                            'exit': (self.exit, 'exit program'),
                            'runtype': (self.runtype, 'run tasks by type'),
                            'reload': (self.reload, 'reload config'),
                            'config': (self.config, 'config running parameter')}
        
        pass
    def __init__(self):
        pandas.set_option('display.max_columns', 100)
        pandas.set_option('display.precision', 3)
        pandas.set_option('display.expand_frame_repr', False)
        #pandas.set_option('display.height', 1500)
        pandas.set_option('display.max_rows', 1500)
        self.mtd = marketdata.MarketData()
        self.cfg = ms_config.MsDataCfg()
        self.outputpath = "cache/"
        self.outputfn = self.outputpath + "msdata_reuter_" + self.cfg.getCsvFileSurfix(
        )
        self.fileName = self.cfg.getDataConfig("marketdata",
                                               "./marketdata.csv")

        self.reuterFile = ""
        self.option = ""
        self.tickdf = pandas.DataFrame()
        self.columns = [
            'saleqtr0','saleqtr-1','saleqtr-2','saleqtr-3','saleqtr-4','saleqtr-5','saleqtr-6','saleqtr-7',\
            'saleqtr-8','saleqtr-9','epsqtr0','epsqtr-1','epsqtr-2','epsqtr-3','epsqtr-4','epsqtr-5','epsqtr-6',\
            'epsqtr-7','epsqtr-8','epsqtr-9',\
            \
            'numest','saleq1e','saleq1ey','saleq2e','saleq2ey','saley1e','saley1ey','saley2e','saley2ey','epsq1e',\
            'epsq1ey','epsq2e','epsq2ey','epsy1e','epsy1ey','epsy2e','epsy2ey','numltgr','ltgre','ltgrey',\
            \
            'cppettm','indupettm','sectorpettm','cppehigh5y','indupehigh5y','sectorpehigh5y','cppelow5y','indupelow5y',\
            'sectorpelow5y','cpbeta','indubeta','sectorbeta','cppsttm','indupsttm','sectorpsttm','cppbmrq','indupbmrq',\
            'sectorpbmrq','cppcfttm','indupcfttm','sectorpcfttm','cppfcfttm','indupfcfttm','sectorpfcfttm',\
            \
            'divyield','div5y','div5ygr','payoutratio',\
            \
            'cpsalemrqyoy','indusalemrqyoy','sectorsalemrqyoy','cppsalettmyoy','indusalettmyoy','sectorsalettmyoy','cpsale5ygr',\
            'indusale5ygr','sectorsale5ygr','cpepsmrqyoy','induepsmrqyoy','sectorepsmrqyoy','cpepsttmyoy','induepsttmyoy',\
            'sectorepsttmyoy','cpeps5ygr','indueps5ygr','sectoreps5ygr','cpcap5ygr','inducap5ygr','sectorcap5ygr',\
            \
            'cpdebt2equity','indudebt2equity','secdebt2equity','cpquira','induquira','secquira','cpcurra','inducura','seccurra',\
            \
            'cpgm','indugm','sectorgm','cpgm5y','indugm5y','sectorgm5y','cpom','induom','sectorom','cpom5y','induom5y','sectorom5y',\
            'cpnm','indunm','sectornm','cpnm5y','indunm5y','sectornm5y',\
            \
            'cproa','induroa','sectorroa','cproa5y','induroa5y','sectorroa5y','cproi','induroi','sectorroi','cproi5y','induroi5y','sectorroi5y','cproe','induroe',\
            'sectorroe','cproe5y','induroe5y','sectorroe5y'
            ]
        self.allcols = ['symbol', 'exg'] + self.columns
        self.pid = 0
        # base set columns
        self.colbase = ['symbol','cppettm','cppsttm','cppbmrq','cppcfttm',\
                    'divyield','payoutratio',\
                    'cpsalemrqyoy','cppsalettmyoy','cpsale5ygr','cpepsmrqyoy','cpepsttmyoy','cpeps5ygr',\
                    'cpcurra','cpquira','cpdebt2equity',\
                    'cpgm','cpom','cpnm','cpbeta']
Exemple #14
0
 def __init__(self):
     # TODO move to common module
     pandas.set_option('display.expand_frame_repr',
                       False)  #expand wide dataframe
     self.columns = [
         'symbol', 'pricesale', 'marketcap', 'avgvol', 'px', 'peg',
         'dividend', 'divdate'
     ]
     self.colcode = "&f=sp5j1a2l1r5yq"
     self.cfg = ms_config.MsDataCfg("")
     self.pvmfile = self.cfg.getDataConfig("pvm")
     self.cachefolder = self.cfg.getDataConfig("folder")
     BaseIndNoPx.__init__(self)
     #self.mtd = marketdata.MarketData()
     return
Exemple #15
0
    def __init__(self):
        #self.rankPattern = '[\d\D]*Zacks.*Rank[/s]*: (.*) <sup class=[\d\D]*'
        #self.rankPattern = '[\d\D]*Zacks.*Rank[/s]*: (.*)[\n]*<sup class=[\d\D]*'
        #<p>Zacks Rank : 2-Buy <sup class="  AAPL
        #self.rankPattern = '[\d\D]*Zacks[\D]*Rank[/s]*: (.)[\d\D]*'

        self.rankPattern = '[\d\D]*Zacks[\D]*Rank[\s]?: (.)[\d\D]*'
        self.cqestCol = ['cq0', 'cq7', 'cq30', 'cq60', 'cq90']

        self.columns = ['rank','indurank','indutotal','etf','abrt','abr1w','abr1m','abr2m',\
            'abr3m','numbr'] + self.cqestCol
        self.allcols = ['symbol', 'exg'] + self.columns
        self.pid = 0
        self.outputfn = "msdata_zack_" + datetime.datetime.now().strftime(
            "%Y-%m-%d") + '.csv'

        self.option = ""
        self.tickdf = pandas.DataFrame()
        self.mtd = marketdata.MarketData()
        self.cfg = ms_config.MsDataCfg()  # default = datafile, cb_config.cfg
        self.fileName = self.cfg.getDataConfig(
            "", "marketdata")  #"./marketdata.csv"
        self.zackfile = self.cfg.getDataConfig("", "zack")  #"./marketdata.csv"
Exemple #16
0
    def __init__(self):
        pandas.set_option('display.max_columns', 50)
        pandas.set_option('display.precision', 3)
        pandas.set_option('display.expand_frame_repr', False) #expand wide dataframe
        pandas.set_option('display.max_rows', 1500)
        #pandas.set_option('display.width', 100)
        #pandas.set_option('max_colwidth', 600)
        
        #pandas.set_option('display.float_format', lambda x: '%.3f' % x)
                
        self.outputpath = "../result/"

        #self.mscfg = "./marketscan.cfg" #??
        self.mtd = marketdata.MarketData()
        self.mfeed = ms_feed.ms_feed()
        self.csvchart = ms_csvchart.ms_csvchart()
        self.params = ms_paramparser.ms_paramparser()
        self.datacfg = ms_config.MsDataCfg("")
        self.cachepath = self.datacfg.getDataConfig("folder","../cache/")  
        self.sgyInx={}
        self.sp500 = "^GSPC" #?
        self.nmuBest = 1 #??      
          
        return
Exemple #17
0
 def __init__(self):
     self.mtd = marketdata.MarketData()
     self.datacfg = ms_config.MsDataCfg("")
     self.cachepath = self.datacfg.getDataConfig("folder", "../cache/")
     pass