def calcpurchases(numtries,numpurchases):
buychoices = {}
# print ".. trying options for ",numpurchases," number of purchases...tries",numtries
# now running multiprocessor, only put out a status bar for the first job.
for i in xrange(numtries):
buyamounts = rebalance.constrained_sum_sample_pos(numpurchases,int(addedcash - (fee * numpurchases)))
buycode = []
intermedport = []
buypattern = []
asxcodestobuy = copy.copy(asxcodestochoosesorted)
# we have the sorted list of ASX codes, so randomly remove some from the list until we
# only have numpurchases left
while len(asxcodestobuy) > numpurchases:
asxcodestobuy.remove(random.choice(asxcodestobuy))
# print "for numpurchases",numpurchases,"have asxcodestobuy", asxcodestobuy
codestobuy = asxcodestochoosesorted
for purchase in xrange(numpurchases):
# since the intervals chosen are random anyway, we dont need to randomly choose an ASX code?
# so we can do it in order of largest to smallest shareprice
buycode.append(asxcodestobuy[purchase][1])
# lets grab the asx code in order of lowest to highest share price, deleting
# lets round the amount down to a multiple of share price, and add the remainder to the next purchase..
# proivided we got a share price (which we may have not if it is not a share already in the portfolio)
if starterport[buycode[purchase]][3] > 0.0:
remainder = buyamounts[purchase] % starterport[buycode[purchase]][3]
# print remainder,purchase,numpurchases,buyamounts
if purchase < numpurchases -1:
buyamounts[purchase] = buyamounts[purchase] - remainder
buyamounts[purchase + 1] = buyamounts[purchase + 1] + remainder
if purchase == 0:
intermedport.append(rebalance.rebalance(buyamounts[purchase],starterport,buycode[purchase]))
else:
intermedport.append(rebalance.rebalance(buyamounts[purchase],intermedport[purchase - 1],buycode[purchase]))
buypattern.append(buyamounts[purchase])
buypattern.append(buycode[purchase])
newport = intermedport[-1]
newrating = rebalance.isrebalancegood(newport)
buychoices[newrating] = buypattern
# just grab the top rated one, we dont have to pass the whole lot back
# this step a holdover from when the non-parallel code putting it all in one global dict.
sortratings = buychoices.keys()
sortratings.sort()
# print "ending worker with numtries",numtries,"numpurchases",numpurchases
return({ sortratings[0] : buychoices[sortratings[0]] })
starterports = []
firstcsv = True
for csvfile in inputcsvfiles:
starterports.append(rebalance.read_cmc_pnl_to_portfdict(csvfile,desiredport))
if not firstcsv:
starterports.append(rebalance.add_portfdict(starterports[-2],starterports[-1]))
else:
firstcsv = False
portfolios = [starterports[-1]]
starterport = starterports[-1]
print "starter portfolio"
rebalance.printport(starterport)
starterrating = rebalance.isrebalancegood(starterport)
print "starter rating", starterrating
totalspend = 0
fees = 0
for buycode,buyamount in buysequence:
print "buy ",buyamount," of ",buycode
portfolios.append(rebalance.rebalance(float(buyamount),portfolios[-1],buycode))
totalspend = totalspend + float(buyamount)
fees = fees + fee
rebalance.printport(portfolios[-1])
print "rating of ",rebalance.isrebalancegood(portfolios[-1])
print "totalspend is: ",totalspend," (inc fees is: ",totalspend + fees," )"
print "fees are: ",fees," which is ",fees/(totalspend + fees) * 100," per cent"
if __name__ == '__main__':
try:
fee, desiredport, singleproc = rebalance.readconfig(sys.argv[1])
cmcpnlcsvfilename = sys.argv[2]
addedcash = float(sys.argv[3])
numtries = int(sys.argv[4])
except:
usage()
starterport = rebalance.read_cmc_pnl_to_portfdict(cmcpnlcsvfilename,desiredport)
buychoices = {}
print "starter portfolio, loaded from the file ",cmcpnlcsvfilename
rebalance.printport(starterport)
starterrating = rebalance.isrebalancegood(starterport)
print "starter balance rating (i.e. how close to the desired balance):", starterrating
print
# first gather all the single buy choices.
for asxcode in starterport.keys():
newport = rebalance.rebalance(addedcash - fee,starterport,asxcode)
newrating = rebalance.isrebalancegood(newport)
# print asxcode,newrating
# if newrating > starterrating or asxcode == 'TOTALS:':
if asxcode == rebalance.TOTALS:
# print "dont bother with", asxcode
pass
else:
buychoices[newrating] = [addedcash,asxcode]
