def getTrades(self, listDf=None):
'''
Create an alternate dataFrame by ticket. For large share sizes this may have dramatically
fewer transactions.
:params listDf: Normally leave blank. If used, listDf should be the be a list of DFs.
:params jf: A JournalFiles object as this new CSV file needs to be written into the outdir.
:return: The DataFrame created version of the data.
:side effects: Saves a csv file of all transactions as single ticket transactions to
jf.inpathfile
'''
# TODO: Add the date to the saved file name after we get the date sorted out.
rc = ReqCol()
if not listDf:
listDf = self.getListOfTicketDF()
DataFrameUtil.checkRequiredInputFields(listDf[0], rc.columns)
newDF = DataFrameUtil.createDf(listDf[0], 0)
for tick in listDf:
t = self.createSingleTicket(tick)
newDF = newDF.append(t)
outfile = "tradesByTicket.csv"
opf = os.path.join(self.jf.indir, outfile)
newDF.to_csv(opf)
self.jf.resetInfile(outfile)
return newDF, self.jf
def testCheckrequiredColumnsWithReqColFail(self):
'''Test method DataFrameUtil.checkRequiredInputFields'''
reqCol = ReqCol()
finReqCol = FinReqCol()
fail = pd.DataFrame(
columns=['Time', 'Symb', 'Side', 'Price', 'Qty', 'Account'])
rc = pd.DataFrame(columns=reqCol.columns)
gotve = False
try:
DataFrameUtil.checkRequiredInputFields(fail, reqCol.columns)
except ValueError as ex:
print(ex)
gotve = True
finally:
self.assertTrue(gotve, "Failed to throw value error")
gotve = False
try:
DataFrameUtil.checkRequiredInputFields(rc, finReqCol.columns)
except ValueError as ex:
gotve = True
finally:
self.assertTrue(gotve, "Failed to throw a ValueError")
def __init__(self, jf, df=None):
self.jf = jf
if not isinstance(df, pd.DataFrame):
self.df = pd.read_csv(self.jf.inpathfile)
else:
self.df = df
if 'Date' not in self.df.columns:
self.df['Date'] = jf.theDate
rc = ReqCol()
DataFrameUtil.checkRequiredInputFields(self.df, rc.columns)
def testCheckReqColumnsWithReqColSuccess(self):
'''Test return values of DataFrameUtil.checkRequiredInputFields'''
reqCol = ReqCol()
finReqCol = FinReqCol()
frc = pd.DataFrame(columns=finReqCol.columns)
t1 = False
t2 = False
try:
t1 = DataFrameUtil.checkRequiredInputFields(frc, finReqCol.columns)
t2 = DataFrameUtil.checkRequiredInputFields(frc, reqCol.columns)
except ValueError as ex:
print(ex)
self.assertTrue(t1)
self.assertTrue(t2)
def processInputFile(self, trades, theDate=None, jf=None):
'''
Run the methods for this object
'''
reqCol = ReqCol()
DataFrameUtil.checkRequiredInputFields(trades, reqCol.columns)
trades = self.zeroPadTimeStr(trades)
trades = trades.sort_values(
[reqCol.acct, reqCol.ticker, reqCol.date, reqCol.time])
trades = self.mkShortsNegative(trades)
swingTrade = self.getOvernightTrades(trades)
swingTrade, success = self.figureOvernightTransactions(trades, jf)
if not success:
return None, success
trades = self.insertOvernightRow(trades, swingTrade)
trades = self.addDateField(trades, theDate)
return trades, True
def testCheckRequiredColumnsThrow(self):
'''Test DataFrameUtil.checkRequredInputFields for raising exceptions'''
vals = [[1, 2, 3, 4, 5, 6, 7, 8, 9, 10],
['a', 'b', 'c', 'd', 'e', 'f', 'g', 'h', 'i', 'j']]
apd = pd.DataFrame(vals)
apd.columns = [[
'Its', 'the', 'end', 'of', 'the', 'world', 'as', 'we', 'know', 'it'
]]
columns = [
'Its', 'the', 'end', 'of', 'the', 'world', 'as', 'we', 'know',
'it', 'sofuckit'
]
# DataFrameUtil.checkRequiredInputFields(apd, columns)
try:
DataFrameUtil.checkRequiredInputFields(apd, columns)
except ValueError:
pass
except Exception as ex:
msg = "{0}{1}".format("Unexpected exception. ", ex)
self.fail(msg)
else:
self.fail("Failed to throw expected exception")
vals = [[1, 2, 3, 4, 5, 6, 7, 8, 9],
['a', 'b', 'c', 'd', 'e', 'f', 'g', 'h', 'i']]
apd = pd.DataFrame(vals,
columns=[
'Its', 'the', 'end', 'of', 'world', 'as', 'we',
'know', 'it'
])
gotve = False
try:
DataFrameUtil.checkRequiredInputFields(apd, columns)
except ValueError:
gotve = True
except Exception as ex:
msg = "Wrong exception was thrown" + ex
self.fail(msg)
finally:
self.assertTrue(gotve, "Failed to throw a Value Error Exception")