def initialize(self,pathfilenamecandidatexml,showresults):
import deserializecandidatesxml
o1 = deserializecandidatesxml.deserialize(pathfilenamecandidatexml)
d1 = o1.DictionaryOfCandidatesFromXML
totalcandidatepairs = totalcandidatepairs + len(d1)
#print(' --',len(d1),'candidate pairs found')
for k,v in d1.items():
if v['specifications']['symbol'] in excludesymbols.values():
if not v['specifications']['symbol'] in d_exclude.values():
d_exclude[len(d_exclude)] = v['specifications']['symbol']
if not v['specifications']['symbol'] in excludesymbols.values():
d3[len(d3)] = v
print(' --',len(d1),'candidate pairs in',v['specifications']['symbol'])
print(' ','--',pathfilenamecandidatexml)
def initialize(self, pathfilenamecandidatexml, showresults):
import deserializecandidatesxml
o1 = deserializecandidatesxml.deserialize(pathfilenamecandidatexml)
d1 = o1.DictionaryOfCandidatesFromXML
totalcandidatepairs = totalcandidatepairs + len(d1)
#print(' --',len(d1),'candidate pairs found')
for k, v in d1.items():
if v['specifications']['symbol'] in excludesymbols.values():
if not v['specifications']['symbol'] in d_exclude.values():
d_exclude[len(d_exclude)] = v['specifications']['symbol']
if not v['specifications']['symbol'] in excludesymbols.values():
d3[len(d3)] = v
print(' --', len(d1), 'candidate pairs in',
v['specifications']['symbol'])
print(' ', '--', pathfilenamecandidatexml)
def execute_process(self, directoryofcandidatexml, showresults):
self.Complete = 0
from datetime import datetime
starttime = datetime.now()
#datetime.strptime(t1, TIME_FORMAT2) - datetime.strptime(t2, TIME_FORMAT2)
#_.total_seconds()
#-9.254
showresults = 0
import os
import deserializecandidatesxml
d1 = {}
d2 = {}
d3 = {}
#topdirectory = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-21\\00\\45'
#topdirectory = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-21\\00'
#topdirectory = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-21\\00 archive'
topdirectory = directoryofcandidatexml #'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-31'
rootdir = topdirectory
runningsumofxmlfiles = 0
runningsumofcandidates = 0
import mytools
for subdir, dirs, files in os.walk(rootdir):
runningsumofxmlfiles = runningsumofxmlfiles + len(files)
for file in files:
pathfilenamecandidatexml = os.path.join(subdir, file)
print('-----------------------------')
print('-- ', 'pathfilenamecandidatexml')
print('-- ', pathfilenamecandidatexml)
o1 = deserializecandidatesxml.deserialize(
pathfilenamecandidatexml)
d1 = o1.DictionaryOfCandidatesFromXML
runningsumofcandidates = runningsumofcandidates + len(d1)
print('--------------------')
print('-- processing ' + str(len(d1)) + ' candidates')
for k, v in d1.items():
d3[len(d3)] = v
if showresults == 1:
print('k', v['keyid'], v['specifications']['symbol'],
v['calculations']['sortbymeasurename'],
v['calculations']['sortbymeasurevalue'],
'VAR (open)',
v['calculations']['valueatriskopen'],
v['earlier']['optionsymbol'],
v['later']['optionsymbol'],
v['earlier']['bucketquotedatetime'])
print('')
print('--------------------')
print('-- End of test_loop_deserializecandidatexml')
#endtime1 = datetime.now()
#difftimexml = endtime1 - starttime # yields a timedelta object
import convertcandidatesdictionarytosortable
o_convertcandidatesdictionarytosortable = convertcandidatesdictionarytosortable.convert(
d3, sortbymeasure='spreadpercentageopen')
d4 = o_convertcandidatesdictionarytosortable.DictionaryOfSortableCandidatesOutput
import sortasortablecandidatesdictionary
o_sortasortablecandidatesdictionary = sortasortablecandidatesdictionary.sort(
d4)
d5 = o_sortasortablecandidatesdictionary.DictionaryOfSortedCandidatesOutput
for k1, v1 in d5.items():
v = v1['candidate']
#earlieroptionsymbol = v['earlier']['optionsymbol']
#expirationdate = mytools.get_from_optionsymbol.expirationdate(earlieroptionsymbol).date()
#vdate = mytools.mystrings.ConvertStringToDate('2015-02-14')
#if expirationdate <= vdate:
print(
'k',
str(k1 + 1)
# , v['keyid']
,
v['specifications']['symbol'],
'=',
v['specifications']['stockprice'],
v['calculations']['sortbymeasurename'],
v['calculations']['sortbymeasurevalue'],
'VAR',
v['calculations']['valueatriskopen'],
'earlierbid=',
v['earlier']['bid'],
'laterask=',
v['later']['ask'],
v['earlier']['optionsymbol'],
v['later']['optionsymbol'],
v['earlier']['bucketquotedatetime'])
endtime = datetime.now()
print(str(starttime))
print(str(endtime))
difftimetotal = endtime - starttime # yields a timedelta object
print('-- ', directoryofcandidatexml)
print('-- ',
str(runningsumofxmlfiles) + ' candidate xml files deserialized')
print('-- ', str(runningsumofcandidates) + ' total candidates')
print('-- ', str(len(d3)) + ' candidates now in base dictionary')
#print('-- ', str(difftimexml.microseconds/100000.0), 'microseconds to process xml files')
print('-- ', str(difftimetotal.microseconds / 100000.0),
'seconds to process everything')
self.Complete = 1
def execute_process(self, dictionaryofcandidatexmldirectories,
excludesymbols, showresults):
self.Complete = 0
d_candidates = {}
from datetime import datetime
starttime = datetime.now()
#datetime.strptime(t1, TIME_FORMAT2) - datetime.strptime(t2, TIME_FORMAT2)
#_.total_seconds()
#-9.254
showresults = 0
import os
import deserializecandidatesxml
d1 = {}
#d2 = {}
d3 = {}
d_exclude = {}
runningsumofxmlfiles = 0
totalcandidatepairs = 0
#topdirectory = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-21\\00\\45'
#topdirectory = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-21\\00'
#topdirectory = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-21\\00 archive'
for k, directoryofcandidatexml in dictionaryofcandidatexmldirectories.items(
):
topdirectory = directoryofcandidatexml #'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-31'
rootdir = topdirectory
#import mytools
for subdir, dirs, files in os.walk(rootdir):
runningsumofxmlfiles = runningsumofxmlfiles + len(files)
for file in files:
#testvalid = file[:15]
#if file.find(excludesymbols) == -1:
print(file)
pathfilenamecandidatexml = os.path.join(subdir, file)
print(' ', '-----------------------------')
print(
' ',
'-- Iterating: deserializefromdictionaryofcandidatexmldirectories.py'
)
o1 = deserializecandidatesxml.deserialize(
pathfilenamecandidatexml)
d1 = o1.DictionaryOfCandidatesFromXML
totalcandidatepairs = totalcandidatepairs + len(d1)
#print(' --',len(d1),'candidate pairs found')
for k, v in d1.items():
if v['specifications'][
'symbol'] in excludesymbols.values():
if not v['specifications'][
'symbol'] in d_exclude.values():
d_exclude[len(
d_exclude)] = v['specifications']['symbol']
if not v['specifications'][
'symbol'] in excludesymbols.values():
d3[len(d3)] = v
print(' --', len(d1), 'candidate pairs in',
v['specifications']['symbol'])
print(' ', '--', pathfilenamecandidatexml)
#endtime1 = datetime.now()
#difftimexml = endtime1 - starttime # yields a timedelta object
print('---------------------------------------------------')
print('-- Iterating Complete', '---------------------------')
print('---------------------------------------------------')
import convertcandidatesdictionarytosortable
o_convertcandidatesdictionarytosortable = convertcandidatesdictionarytosortable.convert(
d3, sortbymeasure='spreadpercentageopen')
d4 = o_convertcandidatesdictionarytosortable.DictionaryOfSortableCandidatesOutput
import sortasortablecandidatesdictionarydescending
o_sortasortablecandidatesdictionary = sortasortablecandidatesdictionarydescending.sort(
d4)
d5 = o_sortasortablecandidatesdictionary.DictionaryOfSortedCandidatesOutput
for k1, v1 in d5.items():
v = v1['candidate']
d_candidates[len(d_candidates)] = v
#earlieroptionsymbol = v['earlier']['optionsymbol']
#expirationdate = mytools.get_from_optionsymbol.expirationdate(earlieroptionsymbol).date()
#vdate = mytools.mystrings.ConvertStringToDate('2015-02-14')
#if expirationdate <= vdate:
##################################################################
#showresults = 0
if showresults == 1:
print(
'k',
str(k1 + 1)
# , v['keyid']
,
v['specifications']['symbol'],
'=',
v['specifications']['stockprice'],
v['calculations']['sortbymeasurename'],
v['calculations']['sortbymeasurevalue'],
'VAR',
v['calculations']['valueatriskopen'],
'earlierbid=',
v['earlier']['bid'],
'laterask=',
v['later']['ask'],
v['earlier']['optionsymbol'],
v['later']['optionsymbol'],
v['earlier']['bucketquotedatetime'])
##################################################################
endtime = datetime.now()
print('-- ', 'Started', str(starttime))
#print(str(endtime))
difftimetotal = endtime - starttime # yields a timedelta object
print('-- --', 'Directory count',
len(dictionaryofcandidatexmldirectories))
print('-- --', runningsumofxmlfiles,
'candidate xml files deserialized')
#print('-- --', totalcandidatepairs,'total candidate xml files')
print('-- --', len(d_candidates), ' candidates in base dictionary')
print('-- --', len(d_exclude), 'candidate(s) excluded')
#print('-- --', str(difftimexml.microseconds/100000.0), 'microseconds to process xml files')
print('--', 'Ended:', str(endtime))
print('--', str(difftimetotal.microseconds / 100000.0),
'seconds to process')
print('Source', dictionaryofcandidatexmldirectories.items())
self.DictionaryOfDeserializedCalendarSpreadCandidates = d_candidates
self.DictionaryOfExcludedSymbols = d_exclude
self.Complete = 1
# -*- coding: utf-8 -*-
"""
Created on Sun Jan 18 07:24:59 2015
@author: jmalinchak
"""
import deserializecandidatesxml
o1 = deserializecandidatesxml.deserialize(
'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\xml\\calendarspreads 20150119053018.xml'
)
d1 = o1.DictionaryOfCandidatesFromXML
print(len(d1))
for k, v in d1.items():
print(k, v['keyid'], v['calculations']['sortbymeasurevalue'],
v['specifications']['symbol'], v['earlier']['optionsymbol'],
v['earlier']['bucketquotedatetime'],
v['calculations']['sortbymeasurename'])
o2 = deserializecandidatesxml.deserialize(
'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\xml\\calendarspreads 20150119172619.xml'
)
d2 = o2.DictionaryOfCandidatesFromXML
print(len(d2))
for k, v in d2.items():
print(k, v['keyid'], v['calculations']['sortbymeasurevalue'],
v['specifications']['symbol'], v['earlier']['optionsymbol'],
v['earlier']['bucketquotedatetime'],
v['calculations']['sortbymeasurename'])
print('Count of Candidates 1:', len(o1.DictionaryOfCandidatesFromXML))
def serialize(self, downloadsdirectory,
replacelistforcreatingdestinationpath, minpairspreadpercent,
maxvalueatrisk, maxbidaskspreadpercentagesell,
maxbidaskspreadpercentagebuy, showresults):
## ########################
## How to get top directory
import os
downloadsdir_root = os.path.join(os.getcwd(), downloadsdirectory)
if showresults == 1:
print(downloadsdir_root)
## ####################
## Process downloads directories
import readfiltersortserializetobucketdirectories
dSerializedQuadCandidateXMLPathNames = {}
iCount = 0
for root, dirs, files in os.walk(downloadsdir_root):
for name in dirs:
downloadsdir_check = os.path.join(root, name)
iCount = self.countfiles(downloadsdir_check, '.csv')
print('Count of Csv files:', iCount, downloadsdir_check)
# ## ###################################
if iCount > 0:
sourcedirectoryfull = downloadsdir_check
print(sourcedirectoryfull)
o = readfiltersortserializetobucketdirectories.read(
sourcedirectoryfull,
minpairspreadpercent=minpairspreadpercent,
maxvalueatrisk=maxvalueatrisk,
maxbidaskspreadpercentagesell=
maxbidaskspreadpercentagesell,
maxbidaskspreadpercentagebuy=
maxbidaskspreadpercentagebuy,
sortbymeasure='spreadpercentageopen'
) # spreadpercentageopen | valueatriskopen
self.DictionaryOfSerializedFileObjects = o.DictionaryOfSerializedFileObjects
d1 = o.DictionaryOfSerializedFileObjects
print(
'-- --',
'Looping DictionaryOfSerializedFileObjects in runquadbysymbol'
)
for k1, v1 in d1.items():
print('-- --', 'XMLFilenameOutput',
v1.XMLFilenameOutput)
import deserializecandidatesxml
o1 = deserializecandidatesxml.deserialize(
v1.XMLFilenameOutput)
d1 = o1.DictionaryOfCandidatesFromXML
#minpairspreadpercent = 0.4
dSortableDictionary = {}
import mytools
mysymbol = '---'
for k1, v1 in d1.items():
optiontype1 = mytools.get_from_optionsymbol.optiontype(
v1['earlier']['optionsymbol'])
if optiontype1 == 'C':
for k2, v2 in d1.items():
if v1['specifications'][
'bucketquotedatetime'] == v2[
'specifications'][
'bucketquotedatetime']:
if v1['specifications']['symbol'] == v2[
'specifications']['symbol']:
mysymbol = v1['specifications'][
'symbol']
optiontype2 = mytools.get_from_optionsymbol.optiontype(
v2['earlier']['optionsymbol'])
if optiontype2 == 'P':
if float(
v1['calculations']
['spreadpercentageopen']
) > minpairspreadpercent and float(
v2['calculations']
['spreadpercentageopen']
) > minpairspreadpercent:
EarlierStrike1 = mytools.get_from_optionsymbol.strike(
v1['earlier']
['optionsymbol'])
LaterStrike1 = mytools.get_from_optionsymbol.strike(
v1['later']
['optionsymbol'])
EarlierStrike2 = mytools.get_from_optionsymbol.strike(
v2['earlier']
['optionsymbol'])
LaterStrike2 = mytools.get_from_optionsymbol.strike(
v2['later']
['optionsymbol'])
if float(
EarlierStrike1
) > float(
v1['specifications']
['stockprice']
) and float(
LaterStrike1
) > float(v1[
'specifications']
['stockprice']):
if float(
EarlierStrike2
) < float(
v1['specifications']
['stockprice']
) and float(
LaterStrike2
) < float(v1[
'specifications']
['stockprice']
):
if k1 != k2:
sumofvalueatrisk = float(
v1['calculations']
['valueatriskopen']
) + float(
v2['calculations']
['valueatriskopen']
)
dSortableDictionary[len(
dSortableDictionary
)] = {
'sortbymeasurevalue':
sumofvalueatrisk,
'callcalendarspread':
v1,
'putcalendarspread':
v2,
'sortbymeasurename':
'valueatrisk'
}
from collections import OrderedDict
dOrdered = OrderedDict(
sorted(dSortableDictionary.items(),
key=lambda t: t[1]['sortbymeasurevalue']))
import serializedictionaryofcalendarspreadquadstoxml
oquads = serializedictionaryofcalendarspreadquadstoxml.serialize(
sourcedirectoryfull, mysymbol, dOrdered, 1000, 0)
#print('got to here 2212')
if oquads.Complete == 1 and len(
oquads.XMLFilenameOutput) > 0:
print("oquads.XMLFilenameOutput=",
oquads.XMLFilenameOutput)
dSerializedQuadCandidateXMLPathNames[
len(dSerializedQuadCandidateXMLPathNames
)] = oquads.XMLFilenameOutput
#print('Count',sourcedirectoryfull,iCount)
#destinationdirectoryfull = sourcedirectoryfull
destinationdirectoryfull = sourcedirectoryfull.replace(
replacelistforcreatingdestinationpath[0],
replacelistforcreatingdestinationpath[1])
import mytools
mytools.general.make_sure_path_exists(
destinationdirectoryfull)
print('Destination', destinationdirectoryfull)
import shutil
# Move src to dst (mv src dst)
shutil.rmtree(destinationdirectoryfull,
ignore_errors=True,
onerror=None)
shutil.move(sourcedirectoryfull,
destinationdirectoryfull)
print('got here 8181', len(dSerializedQuadCandidateXMLPathNames))
self.DictionaryOfSerializedQuadCandidateXMLPathNames = dSerializedQuadCandidateXMLPathNames
import os
import deserializecandidatesxml
d1 = {}
d2 = {}
topdirectory = "C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-21\\00\\45"
# topdirectory = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-21\\00'
rootdir = topdirectory
for subdir, dirs, files in os.walk(rootdir):
for file in files:
pathfilenamecandidatexml = os.path.join(subdir, file)
print("-----------------------------")
print("-- ", pathfilenamecandidatexml)
o1 = deserializecandidatesxml.deserialize(pathfilenamecandidatexml)
d1 = o1.DictionaryOfCandidatesFromXML
print(len(d1))
for k, v in d1.items():
print(
k,
v["keyid"],
v["calculations"]["sortbymeasurevalue"],
v["calculations"]["sortbymeasurename"],
v["specifications"]["symbol"],
v["earlier"]["optionsymbol"],
v["earlier"]["bucketquotedatetime"],
)
def execute_process(self,dictionaryofcandidatexmldirectories,excludesymbols,showresults):
self.Complete = 0
d_candidates ={}
from datetime import datetime
starttime = datetime.now()
#datetime.strptime(t1, TIME_FORMAT2) - datetime.strptime(t2, TIME_FORMAT2)
#_.total_seconds()
#-9.254
showresults = 0
import os
import deserializecandidatesxml
d1 = {}
#d2 = {}
d3 = {}
d_exclude = {}
runningsumofxmlfiles = 0
totalcandidatepairs = 0
#topdirectory = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-21\\00\\45'
#topdirectory = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-21\\00'
#topdirectory = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-21\\00 archive'
for k,directoryofcandidatexml in dictionaryofcandidatexmldirectories.items():
topdirectory = directoryofcandidatexml #'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-31'
rootdir = topdirectory
#import mytools
for subdir, dirs, files in os.walk(rootdir):
runningsumofxmlfiles = runningsumofxmlfiles + len(files)
for file in files:
#testvalid = file[:15]
#if file.find(excludesymbols) == -1:
print(file)
pathfilenamecandidatexml = os.path.join(subdir, file)
print(' ','-----------------------------')
print(' ','-- Iterating: deserializefromdictionaryofcandidatexmldirectories.py')
o1 = deserializecandidatesxml.deserialize(pathfilenamecandidatexml)
d1 = o1.DictionaryOfCandidatesFromXML
totalcandidatepairs = totalcandidatepairs + len(d1)
#print(' --',len(d1),'candidate pairs found')
for k,v in d1.items():
if v['specifications']['symbol'] in excludesymbols.values():
if not v['specifications']['symbol'] in d_exclude.values():
d_exclude[len(d_exclude)] = v['specifications']['symbol']
if not v['specifications']['symbol'] in excludesymbols.values():
d3[len(d3)] = v
print(' --',len(d1),'candidate pairs in',v['specifications']['symbol'])
print(' ','--',pathfilenamecandidatexml)
#endtime1 = datetime.now()
#difftimexml = endtime1 - starttime # yields a timedelta object
print('---------------------------------------------------')
print('-- Iterating Complete','---------------------------')
print('---------------------------------------------------')
import convertcandidatesdictionarytosortable
o_convertcandidatesdictionarytosortable = convertcandidatesdictionarytosortable.convert(d3,sortbymeasure='spreadpercentageopen')
d4 = o_convertcandidatesdictionarytosortable.DictionaryOfSortableCandidatesOutput
import sortasortablecandidatesdictionarydescending
o_sortasortablecandidatesdictionary = sortasortablecandidatesdictionarydescending.sort(d4)
d5 = o_sortasortablecandidatesdictionary.DictionaryOfSortedCandidatesOutput
for k1,v1 in d5.items():
v = v1['candidate']
d_candidates[len(d_candidates)] = v
#earlieroptionsymbol = v['earlier']['optionsymbol']
#expirationdate = mytools.get_from_optionsymbol.expirationdate(earlieroptionsymbol).date()
#vdate = mytools.mystrings.ConvertStringToDate('2015-02-14')
#if expirationdate <= vdate:
##################################################################
#showresults = 0
if showresults == 1:
print(
'k'
, str(k1+1)
# , v['keyid']
, v['specifications']['symbol']
, '='
, v['specifications']['stockprice']
, v['calculations']['sortbymeasurename']
, v['calculations']['sortbymeasurevalue']
, 'VAR'
, v['calculations']['valueatriskopen']
, 'earlierbid='
, v['earlier']['bid']
, 'laterask='
, v['later']['ask']
, v['earlier']['optionsymbol']
, v['later']['optionsymbol']
, v['earlier']['bucketquotedatetime']
)
##################################################################
endtime = datetime.now()
print('-- ','Started',str(starttime))
#print(str(endtime))
difftimetotal = endtime - starttime # yields a timedelta object
print('-- --', 'Directory count',len(dictionaryofcandidatexmldirectories))
print('-- --', runningsumofxmlfiles,'candidate xml files deserialized')
#print('-- --', totalcandidatepairs,'total candidate xml files')
print('-- --', len(d_candidates), ' candidates in base dictionary')
print('-- --', len(d_exclude),'candidate(s) excluded')
#print('-- --', str(difftimexml.microseconds/100000.0), 'microseconds to process xml files')
print('--','Ended:',str(endtime))
print('--', str(difftimetotal.microseconds/100000.0), 'seconds to process')
print('Source',dictionaryofcandidatexmldirectories.items())
self.DictionaryOfDeserializedCalendarSpreadCandidates = d_candidates
self.DictionaryOfExcludedSymbols = d_exclude
self.Complete = 1
"""
Created on Sun Jan 18 07:24:59 2015
@author: jmalinchak
"""
import os
import deserializecandidatesxml
d1 = {}
d2 = {}
topdirectory = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-21\\00\\45'
#topdirectory = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-21\\00'
rootdir = topdirectory
for subdir, dirs, files in os.walk(rootdir):
for file in files:
pathfilenamecandidatexml = os.path.join(subdir, file)
print('-----------------------------')
print('-- ', pathfilenamecandidatexml)
o1 = deserializecandidatesxml.deserialize(pathfilenamecandidatexml)
d1 = o1.DictionaryOfCandidatesFromXML
print(len(d1))
for k, v in d1.items():
print(k, v['keyid'], v['calculations']['sortbymeasurevalue'],
v['calculations']['sortbymeasurename'],
v['specifications']['symbol'], v['earlier']['optionsymbol'],
v['earlier']['bucketquotedatetime'])
def serialize(self,
downloadsdirectory ,
replacelistforcreatingdestinationpath ,
minpairspreadpercent ,
maxvalueatrisk ,
maxbidaskspreadpercentagesell ,
maxbidaskspreadpercentagebuy ,
showresults
):
## ########################
## How to get top directory
import os
downloadsdir_root = os.path.join(os.getcwd(),downloadsdirectory)
if showresults == 1:
print(downloadsdir_root)
## ####################
## Process downloads directories
import readfiltersortserializetobucketdirectories
dSerializedQuadCandidateXMLPathNames = {}
iCount = 0
for root, dirs, files in os.walk(downloadsdir_root):
for name in dirs:
downloadsdir_check = os.path.join(root, name)
iCount = self.countfiles(downloadsdir_check,'.csv')
print('Count of Csv files:',iCount,downloadsdir_check)
# ## ###################################
if iCount > 0:
sourcedirectoryfull = downloadsdir_check
print(sourcedirectoryfull)
o = readfiltersortserializetobucketdirectories.read(sourcedirectoryfull,
minpairspreadpercent = minpairspreadpercent,
maxvalueatrisk = maxvalueatrisk,
maxbidaskspreadpercentagesell = maxbidaskspreadpercentagesell,
maxbidaskspreadpercentagebuy = maxbidaskspreadpercentagebuy,
sortbymeasure = 'spreadpercentageopen') # spreadpercentageopen | valueatriskopen
self.DictionaryOfSerializedFileObjects = o.DictionaryOfSerializedFileObjects
d1 = o.DictionaryOfSerializedFileObjects
print('-- --','Looping DictionaryOfSerializedFileObjects in runquadbysymbol')
for k1,v1 in d1.items():
print('-- --','XMLFilenameOutput',v1.XMLFilenameOutput)
import deserializecandidatesxml
o1 = deserializecandidatesxml.deserialize(v1.XMLFilenameOutput)
d1 = o1.DictionaryOfCandidatesFromXML
#minpairspreadpercent = 0.4
dSortableDictionary = {}
import mytools
mysymbol = '---'
for k1,v1 in d1.items():
optiontype1 = mytools.get_from_optionsymbol.optiontype(v1['earlier']['optionsymbol'])
if optiontype1 == 'C':
for k2,v2 in d1.items():
if v1['specifications']['bucketquotedatetime'] == v2['specifications']['bucketquotedatetime']:
if v1['specifications']['symbol'] == v2['specifications']['symbol']:
mysymbol = v1['specifications']['symbol']
optiontype2 = mytools.get_from_optionsymbol.optiontype(v2['earlier']['optionsymbol'])
if optiontype2 == 'P':
if float(v1['calculations']['spreadpercentageopen']) > minpairspreadpercent and float(v2['calculations']['spreadpercentageopen']) > minpairspreadpercent:
EarlierStrike1 = mytools.get_from_optionsymbol.strike(v1['earlier']['optionsymbol'])
LaterStrike1 = mytools.get_from_optionsymbol.strike(v1['later']['optionsymbol'])
EarlierStrike2 = mytools.get_from_optionsymbol.strike(v2['earlier']['optionsymbol'])
LaterStrike2 = mytools.get_from_optionsymbol.strike(v2['later']['optionsymbol'])
if float(EarlierStrike1) > float(v1['specifications']['stockprice']) and float(LaterStrike1) > float(v1['specifications']['stockprice']):
if float(EarlierStrike2) < float(v1['specifications']['stockprice']) and float(LaterStrike2) < float(v1['specifications']['stockprice']):
if k1 != k2:
sumofvalueatrisk = float(v1['calculations']['valueatriskopen']) + float(v2['calculations']['valueatriskopen'])
dSortableDictionary[len(dSortableDictionary)] = {'sortbymeasurevalue' : sumofvalueatrisk, 'callcalendarspread' : v1, 'putcalendarspread' : v2, 'sortbymeasurename' : 'valueatrisk'}
from collections import OrderedDict
dOrdered = OrderedDict(sorted(dSortableDictionary.items(), key=lambda t: t[1]['sortbymeasurevalue']))
import serializedictionaryofcalendarspreadquadstoxml
oquads = serializedictionaryofcalendarspreadquadstoxml.serialize(sourcedirectoryfull,mysymbol,dOrdered,1000,0)
#print('got to here 2212')
if oquads.Complete == 1 and len(oquads.XMLFilenameOutput)>0:
print("oquads.XMLFilenameOutput=",oquads.XMLFilenameOutput)
dSerializedQuadCandidateXMLPathNames[len(dSerializedQuadCandidateXMLPathNames)] = oquads.XMLFilenameOutput
#print('Count',sourcedirectoryfull,iCount)
#destinationdirectoryfull = sourcedirectoryfull
destinationdirectoryfull = sourcedirectoryfull.replace(replacelistforcreatingdestinationpath[0],replacelistforcreatingdestinationpath[1])
import mytools
mytools.general.make_sure_path_exists(destinationdirectoryfull)
print('Destination',destinationdirectoryfull)
import shutil
# Move src to dst (mv src dst)
shutil.rmtree(destinationdirectoryfull,ignore_errors=True, onerror=None)
shutil.move(sourcedirectoryfull, destinationdirectoryfull)
print('got here 8181',len(dSerializedQuadCandidateXMLPathNames))
self.DictionaryOfSerializedQuadCandidateXMLPathNames = dSerializedQuadCandidateXMLPathNames
##############################
import serializecsvfilestoxmlcandidatepairs
o = serializecsvfilestoxmlcandidatepairs.read(downloadsdirectory = '$execute',
replacelistforcreatingdestinationpath = ['\\$execute\\','\\$executeprocessed\\'],
minpairspreadpercent = 0.1,
maxvalueatrisk = 7.4,
maxbidaskspreadpercentagesell = 0.25,
maxbidaskspreadpercentagebuy = 0.25,
showresults=1)
d1 = o.DictionaryOfSerializedFileObjects
print('-- --','Looping DictionaryOfSerializedFileObjects in runquadbysymbol')
for k1,v1 in d1.items():
print('-- --','XMLFilenameOutput',v1.XMLFilenameOutput)
import deserializecandidatesxml
o1 = deserializecandidatesxml.deserialize(v1.XMLFilenameOutput)
d1 = o1.DictionaryOfCandidatesFromXML
minpairspreadpercent = 0.4
dSortableDictionary = {}
import mytools
for k1,v1 in d1.items():
optiontype1 = mytools.get_from_optionsymbol.optiontype(v1['earlier']['optionsymbol'])
if optiontype1 == 'C':
for k2,v2 in d1.items():
if v1['specifications']['bucketquotedatetime'] == v2['specifications']['bucketquotedatetime']:
if v1['specifications']['symbol'] == v2['specifications']['symbol']:
optiontype2 = mytools.get_from_optionsymbol.optiontype(v2['earlier']['optionsymbol'])
if optiontype2 == 'P':
downloadsdirectory='$execute',
replacelistforcreatingdestinationpath=[
'\\$execute\\', '\\$executeprocessed\\'
],
minpairspreadpercent=0.1,
maxvalueatrisk=7.4,
maxbidaskspreadpercentagesell=0.25,
maxbidaskspreadpercentagebuy=0.25,
showresults=1)
d1 = o.DictionaryOfSerializedFileObjects
print('-- --', 'Looping DictionaryOfSerializedFileObjects in runquadbysymbol')
for k1, v1 in d1.items():
print('-- --', 'XMLFilenameOutput', v1.XMLFilenameOutput)
import deserializecandidatesxml
o1 = deserializecandidatesxml.deserialize(v1.XMLFilenameOutput)
d1 = o1.DictionaryOfCandidatesFromXML
minpairspreadpercent = 0.4
dSortableDictionary = {}
import mytools
for k1, v1 in d1.items():
optiontype1 = mytools.get_from_optionsymbol.optiontype(
v1['earlier']['optionsymbol'])
if optiontype1 == 'C':
for k2, v2 in d1.items():
if v1['specifications']['bucketquotedatetime'] == v2[
'specifications']['bucketquotedatetime']:
if v1['specifications']['symbol'] == v2['specifications'][
# -*- coding: utf-8 -*-
"""
Created on Sun Jan 18 07:24:59 2015
@author: jmalinchak
"""
import deserializecandidatesxml
o1 = deserializecandidatesxml.deserialize('C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\xml\\calendarspreads 20150119053018.xml')
d1 = o1.DictionaryOfCandidatesFromXML
print(len(d1))
for k,v in d1.items():
print(k,v['keyid'],v['calculations']['sortbymeasurevalue'],
v['specifications']['symbol'],
v['earlier']['optionsymbol'],
v['earlier']['bucketquotedatetime'],
v['calculations']['sortbymeasurename']
)
o2 = deserializecandidatesxml.deserialize('C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\xml\\calendarspreads 20150119172619.xml')
d2 = o2.DictionaryOfCandidatesFromXML
print(len(d2))
for k,v in d2.items():
print(k,v['keyid'],v['calculations']['sortbymeasurevalue'],
v['specifications']['symbol'],
v['earlier']['optionsymbol'],
v['earlier']['bucketquotedatetime'],
v['calculations']['sortbymeasurename']
)
print('Count of Candidates 1:',len(o1.DictionaryOfCandidatesFromXML))
def execute_process(self, directoryofcandidatexml, showresults):
self.Complete = 0
from datetime import datetime
starttime = datetime.now()
# datetime.strptime(t1, TIME_FORMAT2) - datetime.strptime(t2, TIME_FORMAT2)
# _.total_seconds()
# -9.254
showresults = 0
import os
import deserializecandidatesxml
d1 = {}
d2 = {}
d3 = {}
# topdirectory = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-21\\00\\45'
# topdirectory = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-21\\00'
# topdirectory = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-21\\00 archive'
topdirectory = (
directoryofcandidatexml
) #'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates\\2015-01-31'
rootdir = topdirectory
runningsumofxmlfiles = 0
runningsumofcandidates = 0
import mytools
for subdir, dirs, files in os.walk(rootdir):
runningsumofxmlfiles = runningsumofxmlfiles + len(files)
for file in files:
pathfilenamecandidatexml = os.path.join(subdir, file)
print("-----------------------------")
print("-- ", "pathfilenamecandidatexml")
print("-- ", pathfilenamecandidatexml)
o1 = deserializecandidatesxml.deserialize(pathfilenamecandidatexml)
d1 = o1.DictionaryOfCandidatesFromXML
runningsumofcandidates = runningsumofcandidates + len(d1)
print("--------------------")
print("-- processing " + str(len(d1)) + " candidates")
for k, v in d1.items():
d3[len(d3)] = v
if showresults == 1:
print(
"k",
v["keyid"],
v["specifications"]["symbol"],
v["calculations"]["sortbymeasurename"],
v["calculations"]["sortbymeasurevalue"],
"VAR (open)",
v["calculations"]["valueatriskopen"],
v["earlier"]["optionsymbol"],
v["later"]["optionsymbol"],
v["earlier"]["bucketquotedatetime"],
)
print("")
print("--------------------")
print("-- End of test_loop_deserializecandidatexml")
# endtime1 = datetime.now()
# difftimexml = endtime1 - starttime # yields a timedelta object
import convertcandidatesdictionarytosortable
o_convertcandidatesdictionarytosortable = convertcandidatesdictionarytosortable.convert(
d3, sortbymeasure="spreadpercentageopen"
)
d4 = o_convertcandidatesdictionarytosortable.DictionaryOfSortableCandidatesOutput
import sortasortablecandidatesdictionary
o_sortasortablecandidatesdictionary = sortasortablecandidatesdictionary.sort(d4)
d5 = o_sortasortablecandidatesdictionary.DictionaryOfSortedCandidatesOutput
for k1, v1 in d5.items():
v = v1["candidate"]
# earlieroptionsymbol = v['earlier']['optionsymbol']
# expirationdate = mytools.get_from_optionsymbol.expirationdate(earlieroptionsymbol).date()
# vdate = mytools.mystrings.ConvertStringToDate('2015-02-14')
# if expirationdate <= vdate:
print(
"k",
str(k1 + 1)
# , v['keyid']
,
v["specifications"]["symbol"],
"=",
v["specifications"]["stockprice"],
v["calculations"]["sortbymeasurename"],
v["calculations"]["sortbymeasurevalue"],
"VAR",
v["calculations"]["valueatriskopen"],
"earlierbid=",
v["earlier"]["bid"],
"laterask=",
v["later"]["ask"],
v["earlier"]["optionsymbol"],
v["later"]["optionsymbol"],
v["earlier"]["bucketquotedatetime"],
)
endtime = datetime.now()
print(str(starttime))
print(str(endtime))
difftimetotal = endtime - starttime # yields a timedelta object
print("-- ", directoryofcandidatexml)
print("-- ", str(runningsumofxmlfiles) + " candidate xml files deserialized")
print("-- ", str(runningsumofcandidates) + " total candidates")
print("-- ", str(len(d3)) + " candidates now in base dictionary")
# print('-- ', str(difftimexml.microseconds/100000.0), 'microseconds to process xml files')
print("-- ", str(difftimetotal.microseconds / 100000.0), "seconds to process everything")
self.Complete = 1
