import sys
sys.dont_write_bytecode = True
import logging
import util
import numpy as np
asset = util.get_str_input("asset (corn) : ", "corn")
numReturns = util.get_int_input("num returns (5) : ", 5)
path = util.featurePath("%s.spot.feature" % asset)
spotDate_, spotValue_ = np.loadtxt(open(path, 'r'), delimiter = ',', unpack = True)
pathOut = util.featurePath("%s.-spot.feature" % asset)
dateSpot_ = zip(spotDate_, -spotValue_)
np.savetxt(pathOut, dateSpot_, fmt=['%8i', '%s'], delimiter = ',')
for i in range(numReturns):
date_ = spotDate_[i + 1:]
return_ = (np.roll(spotValue_, i, 0) - np.roll(spotValue_, i + 1, 0))[i + 1:]
pathOut = util.featurePath("%s.r%s.feature" % (asset, i))
dateReturn_ = zip(date_, return_)
np.savetxt(pathOut, dateReturn_, fmt=['%8i', '%s'], delimiter = ',')
cloud.config.log_level = 'ERROR'
cloud.config.commit()
study = "default"
portfolio = "default"
batches = "base"
remote = False
debug = False
pvdebug = False
logging.getLogger().setLevel(level = logging.DEBUG if pvdebug else logging.INFO)
while (True):
try:
print "--study=%s--portfolio=%s--batches=%s--remote=%s--debug=%s--" % (study, portfolio, batches, remote, debug)
action = util.get_str_input("action () : ", "")
except (KeyboardInterrupt):
pass
print ""
break
except:
print sys.exc_info()
break
try:
if (action == ""):
pass
elif (action == "?"):
print "study : specify study name"
print "portfolio : specify portfolio"
print "batches : specify batches to run (base, * or numbered)"
