def get_service_inputs(app_ns: str):
'''
Returns the required inputs for the recommendation service given
the application namespace used to identify the appropriate cloud resources.
Returns
----------
A tuple containing the latest SecurityRecommendationSet
and Portfolio objects. If a portfolio does not exist, it will
create a new one.
'''
log.info("Loading latest recommendations")
recommendation_set = SecurityRecommendationSet.from_s3(app_ns)
if not recommendation_set.is_current(datetime.now()):
raise ValidationError("Current recommendation set is not valid", None)
try:
log.info("Loading current portfolio")
pfolio = Portfolio.from_s3(app_ns)
except AWSError as e:
if e.resource_not_found():
pfolio = None
else:
raise e
return (pfolio, recommendation_set)
def get_service_inputs(app_ns: str):
'''
Returns the required inputs for the recommendation service given
the application namespace used to identify the appropriate cloud resources.
Returns
----------
A tuple containing the latest SecurityRecommendationSet
and Portfolio objects. If a portfolio does not exist, it will
create a new one.
'''
log.info("Loading latest recommendations")
recommendation_set = SecurityRecommendationSet.from_s3(
app_ns, constants.S3_PRICE_DISPERSION_RECOMMENDATION_SET_OBJECT_NAME)
business_date = util.get_business_date(
constants.BUSINESS_DATE_DAYS_LOOKBACK,
constants.BUSINESS_DATE_CUTOVER_TIME)
if not recommendation_set.is_current(business_date):
raise ValidationError("Current recommendation set is not valid", None)
try:
log.info("Loading current portfolio")
pfolio = Portfolio.from_s3(app_ns, constants.S3_PORTFOLIO_OBJECT_NAME)
except AWSError as e:
if e.resource_not_found():
pfolio = None
else:
raise e
return (pfolio, recommendation_set)
def main():
"""
Main function for this script
"""
try:
app_ns = parse_params()
log.info("Parameters:")
log.info("Application Namespace: %s" % app_ns)
business_date = util.get_business_date(
constants.BUSINESS_DATE_DAYS_LOOKBACK, constants.BUSINESS_DATE_CUTOVER_TIME)
log.info("Business Date is: %s" % business_date)
# test all connectivity upfront, so if there any issues
# the problem becomes more apparent
connector_test.test_aws_connectivity()
connector_test.test_intrinio_connectivity()
log.info('Loading Strategy Configuration "%s" from S3' %
constants.STRATEGY_CONFIG_FILE_NAME)
configuration = Configuration.try_from_s3(
constants.STRATEGY_CONFIG_FILE_NAME, app_ns)
log.info("Initalizing Trading Strategies")
strategies = [
PriceDispersionStrategy.from_configuration(configuration, app_ns),
MACDCrossoverStrategy.from_configuration(configuration, app_ns)
]
notification_list = []
for strategy in strategies:
recommendation_set = None
try:
log.info("Executing %s strategy" % strategy.STRATEGY_NAME)
recommendation_set = SecurityRecommendationSet.from_s3(
app_ns, strategy.S3_RECOMMENDATION_SET_OBJECT_NAME)
except AWSError as awe:
if not awe.resource_not_found():
raise awe
log.info("No recommendation set was found in S3.")
if recommendation_set == None \
or not recommendation_set.is_current(business_date):
strategy.generate_recommendation()
strategy.display_results()
recommendation_set = strategy.recommendation_set
recommendation_set.save_to_s3(
app_ns, strategy.S3_RECOMMENDATION_SET_OBJECT_NAME)
notification_list.append(recommendation_set)
else:
log.info(
"Recommendation set is still valid. There is nothing to do")
recommendation_svc.notify_new_recommendation(
notification_list, app_ns)
except Exception as e:
stack_trace = traceback.format_exc()
log.error("Could run script, because: %s" % (str(e)))
log.error(stack_trace)
def main():
"""
Main function for this script
"""
try:
(environment, ticker_file_name, output_size, month, year,
current_price_date, app_ns) = parse_params()
log.info("Parameters:")
log.info("Environment: %s" % environment)
log.info("Ticker File: %s" % ticker_file_name)
log.info("Output Size: %d" % output_size)
log.info("Analysis Month: %d" % month)
log.info("Analysis Year: %d" % year)
if environment == "TEST":
log.info("reading ticker file from local filesystem")
ticker_list = TickerFile.from_local_file(
constants.TICKER_DATA_DIR, ticker_file_name).ticker_list
log.info("Performing Recommendation Algorithm")
strategy = PriceDispersionStrategy(ticker_list, year, month,
output_size)
strategy.generate_recommendation()
display_calculation_dataframe(month, year, strategy,
current_price_date)
else: # environment == "PRODUCTION"
# test all connectivity upfront, so if there any issues
# the problem becomes more apparent
connector_test.test_aws_connectivity()
connector_test.test_intrinio_connectivity()
log.info("Reading ticker file from s3 bucket")
ticker_list = TickerFile.from_s3_bucket(ticker_file_name,
app_ns).ticker_list
log.info("Loading existing recommendation set from S3")
recommendation_set = None
try:
recommendation_set = SecurityRecommendationSet.from_s3(app_ns)
except AWSError as awe:
if not awe.resource_not_found():
raise awe
log.info("No recommendation set was found in S3.")
if recommendation_set == None \
or not recommendation_set.is_current(datetime.now()):
log.info("Performing Recommendation Algorithm")
strategy = PriceDispersionStrategy(ticker_list, year, month,
output_size)
strategy.generate_recommendation()
recommendation_set = strategy.recommendation_set
display_calculation_dataframe(month, year, strategy,
current_price_date)
recommendation_set.save_to_s3(app_ns)
recommendation_svc.notify_new_recommendation(
recommendation_set, app_ns)
else:
log.info(
"Recommendation set is still valid. There is nothing to do"
)
except Exception as e:
stack_trace = traceback.format_exc()
log.error("Could run script, because: %s" % (str(e)))
log.error(stack_trace)
if environment == "PRODUCTION":
aws_service_wrapper.notify_error(
e, "Securities Recommendation Service", stack_trace, app_ns)