def select_stocks(self, buy_label, sell_label):
if self.start_date.weekday() == 5 or self.start_date.weekday() == 6:
self.start_date = datetime.datetime(self.start_date.year,
self.start_date.month,
self.start_date.day - 2)
print((self.start_date.date(), self.end_date.date()))
for ticker in self.tickers:
try:
data = pid.get_data_yahoo(ticker,
start=self.start_date,
end=self.end_date)["Close"]
dates = data.index
last_price = data[len(dates) - 1]
end_term_ret = (last_price -
data[self.start_date]) / data[self.start_date]
print((ticker, end_term_ret))
self.stocks.append((ticker, end_term_ret, last_price))
except (KeyError, IOError) as e:
raise e
self.stocks.sort(key=lambda t: t[1])
utils.print_stocks("Stocks sorted on return", self.stocks)
decile = int(len(self.stocks) * 0.10)
sell_stocks = self.stocks[:decile]
buy_stocks = self.stocks[decile * 9:]
buy_stocks.reverse()
utils.print_stocks("Sell stocks", sell_stocks)
utils.print_stocks("Buy stocks", buy_stocks)
utils.save_portfolio(sell_label, sell_stocks)
utils.save_portfolio(buy_label, buy_stocks)
def select_stocks(self, buy_label, sell_label):
if self.start_date.weekday() == 5 or self.start_date.weekday() == 6:
self.start_date = datetime.datetime(self.start_date.year, self.start_date.month, self.start_date.day - 2)
print((self.start_date.date(), self.end_date.date()))
for ticker in self.tickers:
try:
data = pid.get_data_yahoo(ticker, start=self.start_date, end=self.end_date)["Close"]
dates = data.index
last_price = data[len(dates) - 1]
end_term_ret = (last_price - data[self.start_date]) / data[self.start_date]
print((ticker, end_term_ret))
self.stocks.append((ticker, end_term_ret, last_price))
except (KeyError, IOError) as e:
raise e
self.stocks.sort(key=lambda t: t[1])
utils.print_stocks("Stocks sorted on return", self.stocks);
decile = int(len(self.stocks) * 0.10)
sell_stocks = self.stocks[:decile]
buy_stocks = self.stocks[decile * 9:]
buy_stocks.reverse()
utils.print_stocks("Sell stocks", sell_stocks)
utils.print_stocks("Buy stocks", buy_stocks)
utils.save_portfolio(sell_label, sell_stocks)
utils.save_portfolio(buy_label, buy_stocks)
start_date = datetime.datetime(start_date.year, start_date.month, start_date.day - 2)
print((start_date.date(), end_date.date()))
for ticker in tickers:
try:
data = pid.get_data_yahoo(ticker, start=start_date, end=end_date)["Close"]
dates = data.index
last_price = data[len(dates) - 1]
end_term_ret = (last_price - data[start_date]) / data[start_date]
print((ticker, end_term_ret))
stocks.append((ticker, end_term_ret, last_price))
except (KeyError, IOError):
print("f**k up")
stocks.sort(key=lambda t: t[1])
utils.print_stocks("Stocks sorted on return", stocks);
decile = int(len(stocks) * 0.10)
sell_stocks = stocks[:decile]
buy_stocks = stocks[decile * 9:]
buy_stocks.reverse()
utils.print_stocks("Sell stocks", sell_stocks)
utils.print_stocks("Buy stocks", buy_stocks)
utils.save_portfolio("Sell.csv", sell_stocks)
utils.save_portfolio("Buy.csv", buy_stocks)
if start_date.weekday() == 5 or start_date.weekday() == 6:
start_date = datetime.datetime(start_date.year, start_date.month,
start_date.day - 2)
print((start_date.date(), end_date.date()))
for ticker in tickers:
try:
data = pid.get_data_yahoo(ticker, start=start_date,
end=end_date)["Close"]
dates = data.index
last_price = data[len(dates) - 1]
end_term_ret = (last_price - data[start_date]) / data[start_date]
print((ticker, end_term_ret))
stocks.append((ticker, end_term_ret, last_price))
except (KeyError, IOError):
print("f**k up")
stocks.sort(key=lambda t: t[1])
utils.print_stocks("Stocks sorted on return", stocks)
decile = int(len(stocks) * 0.10)
sell_stocks = stocks[:decile]
buy_stocks = stocks[decile * 9:]
buy_stocks.reverse()
utils.print_stocks("Sell stocks", sell_stocks)
utils.print_stocks("Buy stocks", buy_stocks)
utils.save_portfolio("Sell.csv", sell_stocks)
utils.save_portfolio("Buy.csv", buy_stocks)