def extract():
fields = [
'Date', 'Total Equity', 'Domestic Equity', 'World Equity', 'Hybrid',
'Total Bond', 'Taxable Bond', 'Municipal Bond', 'Total'
]
fin = open(archive)
records, metadata = xls.parse(fin)
records = [[r[f['id']] for f in metadata['fields']] for r in records]
# discard first 2 rows as blank / table title
records = records[2:]
for r in records:
if isinstance(r[0], datetime.datetime):
# get rid of time part
r[0] = r[0].isoformat()[:10]
for idx in range(1, len(r)):
if isinstance(r[idx], float):
r[idx] = int(r[idx])
# split out weekly from monthly
# somewhere down sheet have blank line then heading for weekly stuff
for count, r in enumerate(records):
if r[0] == 'Estimated Weekly Net New Cash Flow':
weekly = records[count + 1:count + 7]
# -1 as blank line above
monthly = records[:count - 1]
# here we just overwrite as they seem to append (earliest data still there)
fo = open('data/monthly.csv', 'w')
writer = csv.writer(fo, lineterminator='\n')
writer.writerow(fields)
writer.writerows(monthly)
# now do the weekly data - have to merge with existing data as they only
# give us the latest few weeks
weeklyfp = 'data/weekly.csv'
existing = []
if os.path.exists(weeklyfp):
existing = csv.reader(open('data/weekly.csv'))
existing.next()
existing = [x for x in existing]
# combine existing and weekly
# weekly stuff should be newer so algorithm is:
# iterate through existing and add to weekly until we get
# existing row with date equal to oldest new row and then we break
oldest_new_week = list(weekly[0])
overlap = False
for count, row in enumerate(existing):
if row[0] == oldest_new_week[0]:
overlap = True
weekly = existing[:count] + weekly
break
# default weekly to everything in case we do not have an overlap
if not overlap:
weekly = existing + weekly
fo = open('data/weekly.csv', 'w')
writer = csv.writer(fo, lineterminator='\n')
writer.writerow(fields)
writer.writerows(weekly)
def extract(fp=cachepath):
rows, metadata = xls.parse(open(fp))
# convert from iterator to list and rows of dictionaries to rows of lists
rows = [[row[f['id']] for f in metadata['fields']] for row in rows]
# headings spread across rows 2-8
header = [
'Date', 'SP500', 'Dividend', 'Earnings', 'Consumer Price Index',
'Long Interest Rate', 'Real Price', 'Real Dividend', 'Real Earnings',
'PE10'
]
# first rows is header, last row is footnotes
rows = rows[1:-1]
# usually one last row with footnotes but some months stuff goes wrong and we
# have extra rows and then something random e.g. april 2016 there is a
# random number 20+ rows down
rows = [r for r in rows if r[0] != '']
transposed = zip(*rows)
# fix dates
# delete "date fraction" column
del transposed[5]
# seem to have a random extra blank 6 columns
del transposed[-6:]
transposed[0] = [_fixdates(val) for val in transposed[0]]
for idx, row in enumerate(transposed[1:]):
row = [_fixup(val) for val in row]
transposed[idx + 1] = row
data = zip(*transposed)
fout = open(out_filepath, 'w')
writer = csv.writer(fout, lineterminator='\n')
writer.writerow(header)
writer.writerows(data)
def extract(fp=cachepath):
rows, metadata = xls.parse(open(fp))
# convert from iterator to list and rows of dictionaries to rows of lists
rows = [ [row[f['id']] for f in metadata['fields']] for row in rows ]
# headings spread across rows 2-8
header = [
'Date',
'SP500',
'Dividend',
'Earnings',
'Consumer Price Index',
'Long Interest Rate',
'Real Price',
'Real Dividend',
'Real Earnings',
'P/E10'
]
# first rows is header, last row is footnotes
data = rows[1:-1]
transposed = zip(*data)
# fix dates
# delete "date fraction" column
del transposed[5]
transposed[0] = [ _fixdates(val) for val in transposed[0] ]
for idx, row in enumerate(transposed[1:]):
row = [ _fixup(val) for val in row ]
transposed[idx+1] = row
data = zip(*transposed)
fout = open(out_filepath, 'w')
writer = csv.writer(fout, lineterminator='\n')
writer.writerow(header)
writer.writerows(data)
def extract(fp=CACHE_PATH):
rows, metadata = xls.parse(open(fp))
# convert from iterator to list and rows of dictionaries to rows of lists
rows = [[row[f['id']] for f in metadata['fields']] for row in rows]
# headings spread across rows 2-8
header = [
'Date', 'SP500', 'Dividend', 'Earnings', 'Consumer Price Index',
'Long Interest Rate', 'Real Price', 'Real Dividend', 'Real Earnings',
'PE10'
]
# first rows is header, last row is footnotes
data = filter(is_valid_raw, rows)
transposed = zip(*data)
# remove empty columns in the end
del transposed[11:]
# fix dates
# delete "date fraction" column
del transposed[5]
transposed[0] = [_fixdates(val) for val in transposed[0]]
for idx, row in enumerate(transposed[1:]):
row = [_fixup(val) for val in row]
transposed[idx + 1] = row
data = zip(*transposed)
fout = open(OUT_FILEPATH, 'w')
writer = csv.writer(fout, lineterminator='\n')
writer.writerow(header)
writer.writerows(data)
def extract(url):
fo = urllib.urlopen(url)
records, metadata = xls.parse(fo)
def rerowify(dict_):
return [dict_[f['id']] for f in metadata['fields']]
rows = [rerowify(r) for r in records]
del rows[:8]
transposed = zip(*rows)
annual = zip(*transposed[:3])
annual = [[int(r[0])] + list(r[1:]) for r in annual if r[0]]
quarterly = zip(*transposed[4:7])
# 1947q1 etc
def fixquarters(date):
mapping = [
['Q1', '-01-01'],
['Q2', '-04-01'],
['Q3', '-07-01'],
['Q4', '-10-01']
]
for x in mapping:
date = date.replace(x[0], x[1])
return str(date)
quarterly = [[fixquarters(r[0])] + list(r[1:]) for r in quarterly]
return (annual, quarterly)
def test_2_header_type(self):
"""Test guessing header type"""
xlsfo = open(os.path.join(self.testdata_path, 'simple.xls'))
iterator, metadata = xls.parse(xlsfo)
assert_equal(
[{'id': u'date', 'type': 'DateTime'}, {'id': u'temperature',
'type': 'Integer'}, {'id': u'place', 'type': 'String'}],
metadata['fields'])
def test_1_convert_xls(self):
"""Test converting a XLS to JSON"""
xlsfo = open(os.path.join(self.testdata_path, 'simple.xls'))
iterator, metadata = xls.parse(xlsfo, guess_types=False)
assert_equal([{"id": u"date"}, {"id": u"temperature"}, {"id":
u"place"}], metadata['fields'])
content = [row for row in iterator]
assert ({u'date': datetime.datetime(2011, 1, 1, 0, 0), u'place': u'Galway',
u'temperature': 1.0} in content)
def test_3_convert_xlsx(self):
"""Test converting a XLSX to JSON"""
xlsfo = open(os.path.join(self.testdata_path, 'simple.xlsx'))
iterator, metadata = xls.parse(xlsfo, excel_type='xlsx')
assert_equal([{'type': 'DateTime', 'id': u'date'}, {'id':
u'temperature', 'type': 'Integer'}, {'id': u'place',
'type': 'String'}], metadata['fields'])
content = [row for row in iterator]
assert ({u'date': datetime.datetime(2011, 1, 1, 0, 0), u'place': u'Galway',
u'temperature': 1} in content)
def test_2_header_type(self):
"""Test guessing header type"""
xlsfo = open(os.path.join(self.testdata_path, 'simple.xls'))
iterator, metadata = xls.parse(xlsfo)
assert_equal([{
'id': u'date',
'type': 'DateTime'
}, {
'id': u'temperature',
'type': 'Integer'
}, {
'id': u'place',
'type': 'String'
}], metadata['fields'])
def test_1_convert_xls(self):
"""Test converting a XLS to JSON"""
xlsfo = open(os.path.join(self.testdata_path, 'simple.xls'))
iterator, metadata = xls.parse(xlsfo, guess_types=False)
assert_equal([{
"id": u"date"
}, {
"id": u"temperature"
}, {
"id": u"place"
}], metadata['fields'])
content = [row for row in iterator]
assert ({
u'date': datetime.datetime(2011, 1, 1, 0, 0),
u'place': u'Galway',
u'temperature': 1.0
} in content)
def test_3_convert_xlsx(self):
"""Test converting a XLSX to JSON"""
xlsfo = open(os.path.join(self.testdata_path, 'simple.xlsx'))
iterator, metadata = xls.parse(xlsfo, excel_type='xlsx')
assert_equal([{
'type': 'DateTime',
'id': u'date'
}, {
'id': u'temperature',
'type': 'Integer'
}, {
'id': u'place',
'type': 'String'
}], metadata['fields'])
content = [row for row in iterator]
assert ({
u'date': datetime.datetime(2011, 1, 1, 0, 0),
u'place': u'Galway',
u'temperature': 1
} in content)
def extract(fp=cachepath):
rows, metadata = xls.parse(open(fp))
# convert from iterator to list and rows of dictionaries to rows of lists
rows = [ [row[f['id']] for f in metadata['fields']] for row in rows ]
# headings spread across rows 2-8
header = [
'Date',
'SP500',
'Dividend',
'Earnings',
'Consumer Price Index',
'Long Interest Rate',
'Real Price',
'Real Dividend',
'Real Earnings',
'PE10'
]
# first rows is header, last row is footnotes
rows = rows[1:-1]
# usually one last row with footnotes but some months stuff goes wrong and we
# have extra rows and then something random e.g. april 2016 there is a
# random number 20+ rows down
rows = [ r for r in rows if r[0] != '' ]
transposed = zip(*rows)
# fix dates
# delete "date fraction" column
del transposed[5]
# seem to have a random extra blank 6 columns
del transposed[-6:]
transposed[0] = [ _fixdates(val) for val in transposed[0] ]
for idx, row in enumerate(transposed[1:]):
row = [ _fixup(val) for val in row ]
transposed[idx+1] = row
data = zip(*transposed)
fout = open(out_filepath, 'w')
writer = csv.writer(fout, lineterminator='\n')
writer.writerow(header)
writer.writerows(data)
def parse(*args, **kwargs):
kwargs['excel_type'] = 'xlsx'
return xls.parse(*args, **kwargs)
def parse(*args, **kwargs):
kwargs['excel_type'] = 'xlsx'
return xls.parse(*args, **kwargs)
def extract():
fields = [
'Date',
'Total Equity',
'Domestic Equity',
'World Equity',
'Hybrid',
'Total Bond',
'Taxable Bond',
'Municipal Bond',
'Total'
]
fin = open(archive)
records, metadata = xls.parse(fin)
records = [ [ r[f['id']] for f in metadata['fields'] ] for r in records ]
# discard first 2 rows as blank / table title
records = records[2:]
for r in records:
if isinstance(r[0], datetime.datetime):
# get rid of time part
r[0] = r[0].isoformat()[:10]
for idx in range(1, len(r)):
if isinstance(r[idx], float):
r[idx] = int(r[idx])
# split out weekly from monthly
# somewhere down sheet have blank line then heading for weekly stuff
for count, r in enumerate(records):
if r[0] == 'Estimated Weekly Net New Cash Flow':
weekly = records[count+1:count+7]
# -1 as blank line above
monthly = records[:count-1]
# here we just overwrite as they seem to append (earliest data still there)
fo = open('data/monthly.csv', 'w')
writer = csv.writer(fo, lineterminator='\n')
writer.writerow(fields)
writer.writerows(monthly)
# now do the weekly data - have to merge with existing data as they only
# give us the latest few weeks
weeklyfp = 'data/weekly.csv'
existing = []
if os.path.exists(weeklyfp):
existing = csv.reader(open('data/weekly.csv'))
existing.next()
existing = [ x for x in existing ]
# combine existing and weekly
# weekly stuff should be newer so algorithm is:
# iterate through existing and add to weekly until we get
# existing row with date equal to oldest new row and then we break
oldest_new_week = list(weekly[0])
overlap = False
for count,row in enumerate(existing):
if row[0] == oldest_new_week[0]:
overlap = True
weekly = existing[:count] + weekly
break
# default weekly to everything in case we do not have an overlap
if not overlap:
weekly = existing + weekly
fo = open('data/weekly.csv', 'w')
writer = csv.writer(fo, lineterminator='\n')
writer.writerow(fields)
writer.writerows(weekly)
