def prep(*ini_list) :
ini_list = filter(lambda x : "benchmark" in x , ini_list)
print (ini_list)
for path, section, key, stock_list in INI_READ.read(*ini_list) :
if section == 'Index' : pass
else : continue
yield key, stock_list
def prep(*ini_list):
for path, section, key, value in INI.read(*ini_list):
if 'Industry' not in section: continue
if 'Gas' not in key: continue
if 'Util' not in key: continue
break
return value[:2]
def read(cls, *path_of_interest):
ini_list = cls.config_list
if len(path_of_interest) > 0:
ini_list = filter(lambda x: x in path_of_interest, ini_list)
ini_list = list(ini_list)
logging.info("loading results {}".format(ini_list))
for path, section, key, value in INI_READ.read(*ini_list):
logging.debug((path, section, key, value))
yield path, section, key, value
def config(cls):
ini_list = cls.instance().input_file
logging.info('Reading input file {}'.format(ini_list))
ret = {}
for path, section, key, value_list in INI_READ.read(*[ini_list]):
if section not in ret:
ret[section] = {}
ret[section][key] = value_list
return ret
def enrich_background(sector_file, background, entity='stock'):
logging.info('reading file {}'.format(sector_file))
ret = {}
for path, section, key, ticker_list in INI_READ.read(*[sector_file]):
for ticker in ticker_list:
name = background.get(ticker, {})
name = name.get('Security Name', '')
ret[ticker] = {'SECTOR': key, 'NAME': name, 'ENTITY': entity}
return ret
def merge(cls):
ret = DICT_HELPER.init()
logging.info('loading config files {}'.format(VARIABLES().draft))
for path, section, key, stock in INI_READ.read(*[VARIABLES().draft]):
ret.append(key, *stock)
for omit in VARIABLES().omit_list:
ret.data.pop(omit, None)
stock_list = ret.values()
return ret.data, stock_list
def readPortfolio(cls) :
portfolio = VARIABLES().input_file
logging.info('reading file {}'.format(portfolio))
ret = {}
for path, section, key, weight in INI_READ.read(*[portfolio]) :
if section.startswith('dep_') :
continue
if section not in ret :
ret[section] = {}
ret[section][key] = float(weight[0])
return ret
def background(cls,background_files) :
logging.info('reading file {}'.format(background_files))
ret = {}
for path, key, stock, value in INI_READ.read(*background_files) :
if "File Creation Time" in stock :
continue
if stock not in ret :
ret[stock] = {}
value = ', '.join(value)
ret[stock][key] = value
return ret
def read(cls):
logging.info('reading file {}'.format(cls.config_file))
ret = {}
for path, section, stock_sector, stock_list in INI_READ.read(
*[cls.config_file]):
if section not in ret:
ret[section] = {}
ret[section][stock_sector] = stock_list
target = 'MERGED'
ret = ret.get(target, ret)
stock_list = cls.flatten(ret.values())
return ret, stock_list
def init(*ini_list):
performers = {}
stability = {}
for file_name, name, key, value in READ.read(*ini_list):
config = None
if name == "Stability":
config = stability
if name == "Performance":
config = performers
config[key] = value
ret = performers.get('Q1234', [])
return ret
def read(cls) :
benchmark = VARIABLES().benchmark
logging.info('reading file {}'.format(benchmark))
ret = {}
for path, section, key, stock_list in INI_READ.read(*benchmark) :
#if section not in ['MOTLEYFOOL', 'Index'] : continue
if section not in ['PERSONAL', 'Index'] : continue
if section == 'MOTLEYFOOL' :
if 'NASDAQ' not in key : continue
if 'FUND' not in key : continue
if section == 'Index' :
if '500' not in key : continue
ret[key] = stock_list
logging.debug(ret)
return ret
def background(cls):
load_file = cls.instance().background
if not (cls._background_cache is None):
logging.info('reading cache {}'.format(load_file))
return cls._background_cache
logging.info('reading file {}'.format(load_file))
ret = {}
for path, key, stock, value in INI_READ.read(*load_file):
if "File Creation Time" in stock:
continue
if stock not in ret:
ret[stock] = {}
if key in cls._floats_in_summary:
value = float(value[0])
else:
value = ', '.join(value)
ret[stock][key] = value
load_file = cls.instance().sector
logging.info('reading file {}'.format(load_file))
for path, section, key, ticker_list in INI_READ.read(*load_file):
entity = 'stock'
if 'fund' in path:
key = '{} ({})'.format(section, key)
entity = 'fund'
for ticker in ticker_list:
if ticker not in ret:
ret[ticker] = {}
ret[ticker]['SECTOR'] = key
ret[ticker]['ENTITY'] = entity
ret = pd.DataFrame(ret).T
ret['SECTOR'] = ret['SECTOR'].fillna("Unknown")
ret['NAME'] = ret['NAME'].fillna("Unavailable")
ret.fillna(0.0, inplace=True)
return ret
def _readSector(cls) :
load_file = VARIABLES().category
if not (cls._cache is None) :
logging.debug('reading cache {}'.format(load_file))
return cls._cache
logging.info('reading file {}'.format(load_file))
ret = {}
for path, section, key, ticker_list in INI_READ.read(*load_file) :
if 'fund' in path :
key = '{} ({})'.format(section,key)
for ticker in ticker_list :
if ticker not in ret :
ret[ticker] = {}
ret[ticker]['Sector'] = key
cls._cache = ret
return ret
def read(cls) :
load_file = cls.category
if not (cls._cache is None) :
return cls._cache
logging.info('reading file {}'.format(load_file))
ret = {}
for path, section, key, ticker_list in INI_READ.read(*load_file) :
entity = 'Stock'
if 'fund' in path :
key = '{} ({})'.format(section,key)
entity = 'Fund'
for ticker in ticker_list :
if ticker not in ret :
ret[ticker] = {}
ret[ticker]['SECTOR'] = key
ret[ticker]['ENTITY'] = entity
ret = pd.DataFrame(ret).T
logging.info(ret)
cls._cache = ret
return ret
def read(cls) :
load_file = cls.background
if not (cls._background_cache is None) :
logging.info('reading cache {}'.format(load_file))
return cls._background_cache
logging.info('reading file {}'.format(load_file))
ret = {}
for path, key, stock, value in INI_READ.read(*load_file) :
if "File Creation Time" in stock :
continue
if stock not in ret :
ret[stock] = {}
if key in cls._floats_in_summary :
if '=' in value[0] :
value = [0]
value = float(value[0])
else :
value = ', '.join(value)
ret[stock][key] = value
ret = pd.DataFrame(ret).T
cls._background_cache = ret
return ret
def test_03_read(self) :
target = 'test_ini_input_file'
ini_list = globals().get(target,[])
count = 12
for a,b,c,d in READ.read(*ini_list) :
if b.startswith('dep_') :
continue
if c.startswith('sharpe') :
continue
if c.startswith('risk') :
continue
if c.startswith('return') :
continue
logging.debug((a,b,c,d))
self.assertIsInstance(a,str)
self.assertIsInstance(b,str)
self.assertIsInstance(c,str)
if 'dictionary' in c :
self.assertIsInstance(d,dict)
else :
self.assertIsInstance(d,list)
count -= 1
if count == 0 : break
def _get_config(config):
logging.info("loading results {}".format(config))
for path, section, key, stock_list in INI_READ.read(*config):
yield path, section, key, stock_list
def dep_config():
ini_list = EXTRACT.instance().config_list
logging.info("loading results {}".format(ini_list))
for path, section, key, stock_list in INI_READ.read(*ini_list):
yield path, section, key, stock_list