stock_names, etf_names = process_names(nasdaq) names = {} names.update(etf_names) names.update(stock_names) ticker_list = sorted(names.keys()) background = TRANSFORM.summary(data_store, stock_list) background['NAME'] = names LOAD.background(**background) if __name__ == '__main__': import sys import logging from libCommon import ENVIRONMENT env = ENVIRONMENT() log_filename = '{pwd_parent}/log/{name}.log'.format(**vars(env)) log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s' logging.basicConfig(filename=log_filename, filemode='w', format=log_msg, level=logging.INFO) #logging.basicConfig(stream=sys.stdout, format=log_msg, level=logging.INFO) ini_list = env.list_filenames('local/*.ini') #file_list = env.list_filenames('local/historical_prices/*pkl') #output_file_by_type = '../local/stock_by_type.ini' background_file = '../local/stock_background.ini' local_dir = '{}/local'.format(env.pwd_parent) data_store = '../local/historical_prices'
plt.legend(**kwargs) plt.savefig(path) plt.clf() plt.cla() plt.close() if __name__ == '__main__': import sys import logging from libCommon import ENVIRONMENT from libFinance import STOCK_TIMESERIES, HELPER as FINANCE from libSharpe import HELPER as MONTECARLO env = ENVIRONMENT() log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s' logging.basicConfig(stream=sys.stdout, format=log_msg, level=logging.DEBUG) file_list = env.list_filenames('local/historical_prices/*pkl') ini_list = env.list_filenames('local/*.ini') portfolio_ini = filter(lambda ini: "portfolio" in ini, ini_list) portfolio_ini = filter(lambda ini: "sharpe" in ini, ini_list) logging.debug(portfolio_ini) def prep(tickers): reader = STOCK_TIMESERIES.init() values = map(lambda ticker: reader.extract_from_yahoo(ticker), tickers) values = map(lambda data: pd.DataFrame(data)['Adj Close'], values)
meta = ['returns', 'risk', 'sharpe'] stock_list = filter(lambda x: x not in meta, stock_list) max_sharp, min_dev = PORTFOLIO.find(data_list, stocks=stock_list, portfolios=25000, period=FINANCE.YEAR) logging.debug((max_sharpe, min_dev)) yield max_sharpe, min_dev if __name__ == '__main__': import logging from libCommon import ENVIRONMENT env = ENVIRONMENT() log_filename = '{pwd_parent}/log/{name}.log'.format(**vars(env)) log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s' logging.basicConfig(filename=log_filename, filemode='w', format=log_msg, level=logging.INFO) ini_list = env.list_filenames('local/method01_step02*.ini') file_list = env.list_filenames('local/historical_prices/*pkl') save_file = "{}/local/method01_step03_sharpe_portfolios.ini".format( env.pwd_parent) ini = main(file_list, ini_list) config = INI.init()
def embedImage(canvas): f = open(path_to_file, 'rb') story.append(Image(f)) def main(save_file): c = canvas.Canvas(save_file) c.drawString(100, 750, "Welcome to Reportlab!") fonts(c) #horizontalscale(c) c.save() if __name__ == '__main__': import os, sys import logging from libCommon import ENVIRONMENT env = ENVIRONMENT() log_filename = '{pwd_parent}/log/{name}.log'.format(**vars(env)) log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s' #logging.basicConfig(filename=log_filename, filemode='w', format=log_msg, level=logging.INFO) logging.basicConfig(stream=sys.stdout, format=log_msg, level=logging.INFO) local_dir = '{pwd_parent}/local'.format(**vars(env)) test_dir = 'testResults' save_file = '{}/hello.pdf'.format(test_dir) env.mkdir(test_dir) main(save_file)
tbl = StockTemplate.addTable(captions, images, weights, returns) logging.debug(tbl) ret.append(tbl) ret.append(PageBreak()) logging.debug(ret) doc.multiBuild(ret) if __name__ == '__main__': import logging import sys from libCommon import ENVIRONMENT env = ENVIRONMENT() log_filename = '{pwd_parent}/log/{name}.log'.format(**vars(env)) log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s' #logging.basicConfig(stream=sys.stdout, format=log_msg, level=logging.INFO) logging.basicConfig(filename=log_filename, filemode='w', format=log_msg, level=logging.DEBUG) ini_list = env.list_filenames('local/*.ini') input_file = env.list_filenames('local/report_generator.ini') output_file = "{pwd_parent}/local/image.pdf".format(**vars(env)) main()
] ts = [ ('TOPPADDING', (0, 0), (-1, -1), 0), ('BOTTOMPADDING', (0, 0), (-1, -1), 0), ('VALIGN', (0, 0), (-1, -1), 'TOP'), ] ts = TableStyle(ts) if __name__ == "__main__": import sys import logging from libCommon import ENVIRONMENT env = ENVIRONMENT() pdf_landscape = '{pwd_parent}/local/example_landscape.pdf'.format( **vars(env)) pdf_portrait = '{pwd_parent}/local/example_portrait.pdf'.format( **vars(env)) log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s' logging.basicConfig(stream=sys.stdout, format=log_msg, level=logging.DEBUG) story = [] toc = StockTemplate.initToc() story.append(toc) story.append(PageBreak()) story.append(Paragraph('First heading', StockTemplate.h1)) story.append(Paragraph('Text in first heading', PS('body'))) story.append(Paragraph('First sub heading', StockTemplate.h2))
name_list.append(returns_list[i]) image_list.append(image_div_list[i]) image_list.append(image_return_list[i]) tbl = addTable(name_list, image_list) ret.append(tbl) name_list = [] image_list = [] doc.build(ret) if __name__ == '__main__': import os, sys import logging from libCommon import ENVIRONMENT env = ENVIRONMENT() log_filename = '{pwd_parent}/log/{name}.log'.format(**vars(env)) log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s' #logging.basicConfig(filename=log_filename, filemode='w', format=log_msg, level=logging.INFO) logging.basicConfig(stream=sys.stdout, format=log_msg, level=logging.INFO) local_dir = '{pwd_parent}/local'.format(**vars(env)) target = 'local/*.ini' ini_list = env.list_filenames(target) target = 'local/images/*.png' file_list = env.list_filenames(target) file_name = map(lambda x: os.path.basename(x), file_list) file_list = dict(zip(file_name, file_list)) test_dir = 'testResults' save_file = '{}/image.pdf'.format(test_dir) env.mkdir(test_dir)
STEP_04.returns(target_01, **stocks) save("{}/step_04_{}.png".format(local_dir, target_01)) STEP_01.volume(target_02, **stocks) save("{}/step_01_{}.png".format(local_dir, target_02)) STEP_02.volume(target_02, **stocks) save("{}/step_02_{}.png".format(local_dir, target_02)) STEP_03.volume(target_02, **stocks) save("{}/step_03_{}.png".format(local_dir, target_02)) STEP_04.volume(target_02, **stocks) save("{}/step_04_{}.png".format(local_dir, target_02)) if __name__ == '__main__': import os, sys import logging from libCommon import ENVIRONMENT env = ENVIRONMENT() log_filename = '{pwd_parent}/log/{name}.log'.format(**vars(env)) log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s' #logging.basicConfig(filename=log_filename, filemode='w', format=log_msg, level=logging.INFO) logging.basicConfig(stream=sys.stdout, format=log_msg, level=logging.INFO) ini_list = env.list_filenames('local/*.ini') file_list = env.list_filenames('local/historical_prices/*pkl') local_dir = '{pwd_parent}/local'.format(**vars(env)) test_dir = 'testResults' env.mkdir(test_dir) main(test_dir)
yield "combined_sharpe", max_sharp yield "combined_risk", min_dev return @exit_on_exception def main(input_file, file_list, ini_list,output_file) : ret = INI.init() for name, section_list in action(input_file, file_list, ini_list) : INI.write_section(ret,name,**section_list) ret.write(open(output_file, 'w')) if __name__ == '__main__' : import sys import logging from libCommon import ENVIRONMENT env = ENVIRONMENT() log_filename = '{pwd_parent}/log/{name}.log'.format(**vars(env)) log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s' #logging.basicConfig(filename=log_filename, filemode='w', format=log_msg, level=logging.INFO) logging.basicConfig(stream=sys.stdout, format=log_msg, level=logging.INFO) portfolio_list = env.list_filenames('local/portfolio*.ini') ini_list = env.list_filenames('local/*.ini') file_list = env.list_filenames('local/historical_prices/*pkl') input_file = env.list_filenames('local/method02*.ini') output_file = "{}/local/method02_step06.ini".format(env.pwd_parent) sector_list = ['Basic Materials','Communication Services','Consumer Cyclical','Consumer Defensive','Energy','Financial Services','Healthcare','Industrials','Real Estate','Technology','Utilities'] main(input_file, file_list,ini_list,output_file)
section['description2'] = returns['description_summary'][i] section['description3'] = returns['description_details'][i] section['name'] = portfolio_name_list[i] key = "portfolio_{}".format(i) portfolio[key] = section LOAD.config(summary, portfolio) if __name__ == '__main__': import sys import logging from libCommon import ENVIRONMENT env = ENVIRONMENT() log_filename = '{pwd_parent}/log/{name}.log'.format(**vars(env)) log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s' logging.basicConfig(filename=log_filename, filemode='w', format=log_msg, level=logging.INFO) #logging.basicConfig(stream=sys.stdout, format=log_msg, level=logging.INFO) ini_list = env.list_filenames('local/*.ini') category = filter( lambda x: 'stock_by_sector.ini' in x or 'fund_by_type.ini' in x, ini_list) background = filter(lambda x: 'background.ini' in x, ini_list) benchmark = filter(lambda x: 'benchmark' in x, ini_list)
def main(): env = ENVIRONMENT() logging.info(env) file_list = env.list_filenames(extension='local/*.ini') logging.info(file_list)