def __init__(self, ticker_file,

end_date,

collection_period = 52,

threshold = 0.3):

self.tickers = open(ticker_file).read().split(",")

self.collection_period = collection_period

self.threshold = threshold

self.stocks = []

if end_date is None:

date = datetime.datetime.today() - datetime.timedelta(days=1)

self.end_date = datetime.datetime(date.year, date.month, date.day)

else:

self.end_date = end_date

self.start_date = self.end_date - datetime.timedelta(weeks=self.collection_period)

def select_stocks(self, buy_label, sell_label):

if self.start_date.weekday() == 5 or self.start_date.weekday() == 6:

self.start_date = datetime.datetime(self.start_date.year, self.start_date.month, self.start_date.day - 2)

print((self.start_date.date(), self.end_date.date()))

for ticker in self.tickers:

try:

data = pid.get_data_yahoo(ticker, start=self.start_date, end=self.end_date)["Close"]

dates = data.index

last_price = data[len(dates) - 1]

end_term_ret = (last_price - data[self.start_date]) / data[self.start_date]

print((ticker, end_term_ret))

self.stocks.append((ticker, end_term_ret, last_price))

except (KeyError, IOError) as e:

raise e

self.stocks.sort(key=lambda t: t[1])

utils.print_stocks("Stocks sorted on return", self.stocks);

decile = int(len(self.stocks) * 0.10)

sell_stocks = self.stocks[:decile]

buy_stocks = self.stocks[decile * 9:]

buy_stocks.reverse()

utils.print_stocks("Sell stocks", sell_stocks)

utils.print_stocks("Buy stocks", buy_stocks)

utils.save_portfolio(sell_label, sell_stocks)