def get_market_config():
r"""Read the configuration file for MarketFlow.
Parameters
----------
None : None
Returns
-------
specs : dict
The parameters for controlling MarketFlow.
"""
logger.info("MarketFlow Configuration")
# Read the configuration file
full_path = SSEP.join([PSEP, 'config', 'market.yml'])
with open(full_path, 'r') as ymlfile:
cfg = yaml.load(ymlfile, Loader=yaml.FullLoader)
# Store configuration parameters in dictionary
specs = {}
# Section: market [this section must be first]
specs['create_model'] = cfg['market']['create_model']
fractal = cfg['market']['data_fractal']
try:
_ = pd.to_timedelta(fractal)
except:
logger.info("data_fractal [%s] is an invalid pandas offset", fractal)
specs['data_fractal'] = fractal
specs['data_history'] = cfg['market']['data_history']
specs['forecast_period'] = cfg['market']['forecast_period']
fractal = cfg['market']['fractal']
try:
test_interval = pd.to_timedelta(fractal)
except:
logger.info("fractal [%s] is an invalid pandas offset", fractal)
specs['fractal'] = fractal
specs['lag_period'] = cfg['market']['lag_period']
specs['leaders'] = cfg['market']['leaders']
specs['predict_history'] = cfg['market']['predict_history']
specs['schema'] = cfg['market']['schema']
specs['subschema'] = cfg['market']['subschema']
specs['api_key_name'] = cfg['market']['api_key_name']
specs['api_key'] = cfg['market']['api_key']
specs['subject'] = cfg['market']['subject']
specs['target_group'] = cfg['market']['target_group']
# Set API Key environment variable
if specs['api_key']:
os.environ[specs['api_key_name']] = specs['api_key']
# Create the subject/schema/fractal namespace
sspecs = [specs['subject'], specs['schema'], specs['fractal']]
space = Space(*sspecs)
# Section: features
try:
logger.info("Getting Features")
specs['features'] = cfg['features']
except:
logger.info("No Features Found")
specs['features'] = {}
# Section: groups
try:
logger.info("Defining Groups")
for g, m in list(cfg['groups'].items()):
Group(g, space)
Group.groups[g].add(m)
except:
logger.info("No Groups Found")
# Section: aliases
try:
logger.info("Defining Aliases")
for k, v in list(cfg['aliases'].items()):
Alias(k, v)
except:
logger.info("No Aliases Found")
# Section: system
try:
logger.info("Getting System Parameters")
specs['system'] = cfg['system']
except:
logger.info("No System Parameters Found")
specs['system'] = {}
# Section: variables
logger.info("Defining AlphaPy Variables [phigh, plow]")
Variable('phigh', 'probability >= 0.7')
Variable('plow', 'probability <= 0.3')
try:
logger.info("Defining User Variables")
for k, v in list(cfg['variables'].items()):
Variable(k, v)
except:
logger.info("No Variables Found")
# Section: functions
try:
logger.info("Getting Variable Functions")
specs['functions'] = cfg['functions']
except:
logger.info("No Variable Functions Found")
specs['functions'] = {}
# Log the stock parameters
logger.info('MARKET PARAMETERS:')
logger.info('api_key = %s', specs['api_key'])
logger.info('api_key_name = %s', specs['api_key_name'])
logger.info('create_model = %r', specs['create_model'])
logger.info('data_fractal = %s', specs['data_fractal'])
logger.info('data_history = %d', specs['data_history'])
logger.info('features = %s', specs['features'])
logger.info('forecast_period = %d', specs['forecast_period'])
logger.info('fractal = %s', specs['fractal'])
logger.info('lag_period = %d', specs['lag_period'])
logger.info('leaders = %s', specs['leaders'])
logger.info('predict_history = %s', specs['predict_history'])
logger.info('schema = %s', specs['schema'])
logger.info('subject = %s', specs['subject'])
logger.info('subschema = %s', specs['subschema'])
logger.info('system = %s', specs['system'])
logger.info('target_group = %s', specs['target_group'])
# Market Specifications
return specs
def get_market_config():
r"""Read the configuration file for MarketFlow.
Parameters
----------
None : None
Returns
-------
specs : dict
The parameters for controlling MarketFlow.
"""
logger.info("MarketFlow Configuration")
# Read the configuration file
full_path = SSEP.join([PSEP, 'config', 'market.yml'])
with open(full_path, 'r') as ymlfile:
cfg = yaml.load(ymlfile)
# Store configuration parameters in dictionary
specs = {}
# Section: market [this section must be first]
specs['forecast_period'] = cfg['market']['forecast_period']
specs['fractal'] = cfg['market']['fractal']
specs['leaders'] = cfg['market']['leaders']
specs['data_history'] = cfg['market']['data_history']
specs['predict_history'] = cfg['market']['predict_history']
specs['schema'] = cfg['market']['schema']
specs['target_group'] = cfg['market']['target_group']
# Create the subject/schema/fractal namespace
sspecs = ['stock', specs['schema'], specs['fractal']]
space = Space(*sspecs)
# Section: features
try:
logger.info("Getting Features")
specs['features'] = cfg['features']
except:
logger.info("No Features Found")
specs['features'] = {}
# Section: groups
try:
logger.info("Defining Groups")
for g, m in cfg['groups'].items():
Group(g, space)
Group.groups[g].add(m)
except:
logger.info("No Groups Found")
# Section: aliases
try:
logger.info("Defining Aliases")
for k, v in cfg['aliases'].items():
Alias(k, v)
except:
logger.info("No Aliases Found")
# Section: system
try:
logger.info("Getting System Parameters")
specs['system'] = cfg['system']
except:
logger.info("No System Parameters Found")
specs['system'] = {}
# Section: variables
try:
logger.info("Defining Variables")
for k, v in cfg['variables'].items():
Variable(k, v)
except:
logger.info("No Variables Found")
# Section: functions
try:
logger.info("Getting Variable Functions")
specs['functions'] = cfg['functions']
except:
logger.info("No Variable Functions Found")
specs['functions'] = {}
# Log the stock parameters
logger.info('MARKET PARAMETERS:')
logger.info('features = %s', specs['features'])
logger.info('forecast_period = %d', specs['forecast_period'])
logger.info('fractal = %s', specs['fractal'])
logger.info('leaders = %s', specs['leaders'])
logger.info('data_history = %d', specs['data_history'])
logger.info('predict_history = %s', specs['predict_history'])
logger.info('schema = %s', specs['schema'])
logger.info('system = %s', specs['system'])
logger.info('target_group = %s', specs['target_group'])
# Market Specifications
return specs