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
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
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
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
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
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']
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
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"
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
def __init__(self): self.mtd = marketdata.MarketData() self.datacfg = ms_config.MsDataCfg("") self.cachepath = self.datacfg.getDataConfig("folder", "../cache/") pass