def run_watchdogs():
fs = filenames(join(dirname(__file__), '_implementations'), resampled=True)
fs += filenames(join(dirname(__file__), '_implementations'), resampled=False)
for f in fs:
print('Generating watcher %s' % f)
try:
module_name = 'app.watchdogs._implementations.{}'.format(f.split('.')[0])
imported_module = import_module(module_name, package='blueblood')
imported_module.main()
except Exception as err:
print(colored.red(err))
def decompress():
fs = filenames('fxcm')
for filename in fs:
if '.gz' in filename:
with gzip.open(join(STORAGE_PATH, 'fxcm', filename), 'rb') as f:
content = f.read()
print(gzip.decompress(content))
def get_capitalization():
fs = filenames('cmc')
dates = available_snaps()
if len(fs) == 0:
for i in range(len(dates)):
_cap(date=dates[i])
else:
_cap(date=dates[0])
def get_last():
path = join(dirname(__file__), 'migrations')
fs = filenames(path)
no = 1
for f in fs:
if '__init__' not in f:
tmp = int(f.split('_')[0])
if tmp > no:
no = tmp
return no
def generate_indicators():
fs = filenames(join(dirname(__file__), '_implementations'))
for f in fs:
try:
print('Generating indicators from %s' % f)
module_name = 'app.indicators._implementations.{}'.format(
f.split('.')[0])
imported_module = import_module(module_name, package='blueblood')
for i in imported_module.main():
save_indicator(i[0].dropna(), i[1], check_latest=i[2])
print(colored.green(i[1]))
except Exception as err:
print(colored.red(err))
def generate_portfolios(printout=False):
fs = filenames(join(dirname(__file__), '_implementations'))
for f in fs:
print('Generating portfolio from %s' % f)
try:
module_name = 'app.portfolio._implementations.{}'.format(f.split('.')[0])
imported_module = import_module(module_name, package='blueblood')
for i in imported_module.main():
ws = DataFrame(i[4])
latest_date_foreeach(symbols=list(i[4][0].keys()))
df = concat([i[0], i[1], i[2]], axis=1)
df.columns = ['returns', 'adj_returns', 'comm']
save_tradeable(ws, i[3])
save_port(data=df, name=i[3], check_latest=i[5])
plot_returns(returns=df['adj_returns'].dropna(), folder=join('portfolios', i[3]))
print(colored.green('Saved portfolio %s' % i[3]))
if printout:
stats_printout(returns=df['adj_returns'])
except Exception as err:
print(colored.red(err))
def generate_strategies(check_latest=True, printout=False):
fs = filenames(join(dirname(__file__), '_implementations'))
for f in fs:
print('Generating %s' % f)
try:
module_name = 'app.strategies._implementations.{}'.format(
f.split('.')[0])
imported_module = import_module(module_name, package='blueblood')
for i in imported_module.main():
ws = DataFrame(i[2])
latest_date_foreeach(symbols=list(i[2][0].keys()))
save_tradeable(ws, i[1])
save_strategy(df=i[0].dropna(),
name=i[1],
check_latest=check_latest)
plot_returns(returns=i[0].dropna(),
folder=join('strategies', i[1]))
if printout:
stats_printout(returns=i[0])
print(colored.green('Saved %s' % i[1]))
except Exception as err:
print(colored.red(err))