def calculateStats( self, p_market_list, p_exchange, p_interval ):
market_stats = [] #pd.DataFrame()
error_list = []
market_count = 0
total_markets = len(p_market_list)
print("Market count: "+str(total_markets))
for market_name in p_market_list:
market_count += 1
mkt = Market(market_name, p_exchange, p_interval)
try:
print(str(market_count)+" of "+str(total_markets)+" "+mkt.getMarketName() +", " + mkt.getInterval() +" on " + mkt.getExchange())
mkt_data = mkt.readMarketDataCSV() # self.readMarketDataCSV()
except IOError:
# print("ERROR: Portfolio::calculateStats " + )
self.printException(inspect.currentframe().f_lineno, market_name + " does not exist. "+str(sys.exc_info()[0]))
error_list = ["NO FILE: "+market_name] + error_list
print(); print(); print()
except:
self.printException(inspect.currentframe().f_lineno,"ERROR: unknown - "+str(sys.exc_info()[0]))
# print(sys.exc_info()[0])
error_list = ["ERROR: "+market_name] + error_list
print(); print(); print()
else:
mstats = MarketStats()
mstats.calculateStats( market_name, mkt_data )
market_stats.append(mstats.toDict())
# print(mstats.toDataFrame())
#convert to dataframe
return pd.DataFrame.from_records(market_stats, index="market_name")
class MarketStrategy(object):
'''
classdocs
'''
def __init__(self, p_market, p_strategy, p_start_date, p_end_date):
''' Constructor '''
self.market = Market(p_market)
self.result = pd.DataFrame
self.start_date = p_start_date
self.end_date = p_end_date
# dynamically create the strategy name
# https://stackoverflow.com/questions/4821104/python-dynamic-instantiation-from-string-name-of-a-class-in-dynamically-imported
module = __import__(p_strategy)
class_ = getattr(module, p_strategy)
self.strategy = class_(p_start_date, p_end_date)
def getMarket(self):
''' Getter '''
return self.market
def getStrategy(self):
''' Getter '''
return self.strategy
def getResult(self):
''' Getter '''
return self.result
def getMarketName(self):
''' Getter '''
return self.market.getMarketName()
def toPrint(self):
''' Printer '''
return "Market: " + self.market.getMarketName(
) + ", Strategy: " + self.strategy.strategy_name + ", Start: " + self.start_date.strftime(
"%B %d, %Y") + " End: " + self.end_date.strftime("%B %d, %Y")
