def getPeriodIntervalSymPortPerc(period, interval):
dfa = pd.DataFrame()
for ndays in range(1, period, interval):
end = md.getNBusDateFromNdays(ndays)
start = md.getNBusDateFromNdays(ndays + interval)
df, dt = pf.getSymbolPortPercentVol(start, end)
df['date'] = md.getNBusDateFromNdays(ndays)
df.reset_index(inplace=True)
df = df.rename(columns={'index': 'symbol'})
dfa = pd.concat([dfa, df])
dfa.sort_values(by=['date', 'portfolio'],
ascending=[False, True],
inplace=True)
dfa.dropna(inplace=True)
return dfa
def getTodaySymPortPercPeriods(period, interval):
dfa = pd.DataFrame()
for ndays in range(1, period, interval):
start, end = md.getNDateAndToday(ndays)
df, dt = pf.getSymbolPortPercentVol(start, end)
df['date'] = md.getNBusDateFromNdays(ndays)
df.reset_index(inplace=True)
dfa = pd.concat([dfa, df])
dfa.sort_values(by=['date', 'portfolio'],
ascending=[False, True],
inplace=True)
dfa.dropna(inplace=True)
return dfa
def testbackforth(ndays):
datestr = md.getNBusDateFromNdays(ndays)
ndays = md.getNBusDaysFromDateStr(datestr)
print('{} - {} - {}'.format(ndays, datestr, ndays))
def getMdbDateFromNdays(ndays):
strDate = md.getNBusDateFromNdays(ndays)
return datetime.strptime(strDate, '%Y-%m-%d')
def checkStockPickle(ndays):
datestr = md.getNBusDateFromNdays(ndays)
pk_name = md.getPickleName(datestr)
if not path.exists(pk_name):
print('{:d},{})'.format(ndays, datestr), end=',')
alist.append(datestr)