def convert_stock_data_to_stock_files():
timer = Timer()
timer.start_timer()
only_files = [f for f in listdir(temporary_zipping_location_path) if
isfile(join(temporary_zipping_location_path, f))]
start_symbol = set()
good_stocks = set()
bad_stocks = set()
file_index = 0
for file_name in only_files:
print("File name: " + file_name + "\t" + str(file_index))
file_index += 1
with open(temporary_zipping_location_path + file_name, "r") as csv_file:
data_reader = csv.reader(csv_file)
for row in data_reader:
purged_stock_name = stock.get_purged_name(row[0])
if purged_stock_name not in good_stocks and purged_stock_name not in bad_stocks:
good_stocks.add(purged_stock_name)
new_file = open((all_stocks_path + purged_stock_name + '.csv'), 'w')
new_file.close()
start_symbol.add(row[0][0])
for start in start_symbol:
print(start)
timer.end_timer()
timer.print_time()
def fill_stock_files_with_information():
timer = Timer()
timer.start_timer()
only_files = [f for f in listdir(temporary_zipping_location_path) if
isfile(join(temporary_zipping_location_path, f))]
all_stock_names = [f for f in listdir(all_stocks_path) if isfile(join(all_stocks_path, f))]
date_list = []
for file_name in only_files:
x = file_name[1:].replace('.csv', '')
month = x[0] + x[1]
day = x[2] + x[3]
year = x[4] + x[5]
date_list.append([year, month, day])
file_index = 0
total_file_index = 0
all_stock_information_as_dictionary = {}
ignore_list = get_stock_ignore_list()
for date in reversed(sorted(date_list)):
temp_file_name = 's' + date[1] + date[2] + date[0] + '.csv'
print("Opening: " + temp_file_name + "\tthis is file #: " + str(file_index))
file_index += 1
total_file_index += 1
with open(temporary_zipping_location_path + temp_file_name, "r") as csv_file:
data_reader = csv.reader(csv_file)
for row in data_reader:
purged_stock_name = stock.get_purged_name(row[0])
if purged_stock_name not in ignore_list:
file_name_to_append_to = all_stocks_path + purged_stock_name + '.csv'
if file_name_to_append_to in all_stock_information_as_dictionary:
all_stock_information_as_dictionary[file_name_to_append_to].append(DayData(row[1], row[2], row[3], row[4], row[5], row[6]))
else:
all_stock_information_as_dictionary[file_name_to_append_to] = [DayData(row[1], row[2], row[3], row[4], row[5], row[6])]
if file_index >= 200:
print('Dumping Information')
for key in all_stock_information_as_dictionary:
#print("Stock file to append to: " + key)
with open(key, 'a') as apple:
writer = csv.writer(apple)
for r in all_stock_information_as_dictionary[key]:
writer.writerow(
[r.get_date(), r.get_open(), r.get_high(), r.get_low(), r.get_close(), r.get_volume()])
all_stock_information_as_dictionary.clear()
print('Dumping finished.\ton file ' + str(total_file_index))
file_index = 0
timer.end_timer()
timer.print_time()
def simulation_for_single_stock(all_simulations, stock_file_path, stock_name_as_a_file):
single_stock = Stock(stock_name_as_a_file.replace('.csv', ''))
with open(stock_file_path, "r") as csv_file:
data_reader = csv.reader(csv_file)
for row in data_reader:
if not row == []:
#print(row)
day_data = DayData(row[0], row[1], row[2], row[3], row[4], row[5])
single_stock.add_data(day_data)
good_data = 0
has_2015 = False
for day in single_stock.get_data():
#print(day.get_open() <= 5.0)
if day.get_open() >= 5.0:
good_data += 1
else:
good_data -= 1
if day.get_date().split('/')[2] == '2015':
has_2015 = True
# Filters.
if has_2015:
if good_data > 0:
if len(single_stock.get_data()) >= 90:
my_timer = Timer()
my_timer.start_timer()
do_math_for_single_stock(all_simulations, 5, 247, single_stock, 'LONG')
do_math_for_single_stock(all_simulations, 5, 247, single_stock, 'SHORT')
#do_math_for_single_stock(all_simulations, 5, 247, single_stock, 'COMBINED')
my_timer.end_timer()
my_timer.print_time()
