def test_next_start():
start_date = "01-01-2019"
stop_date = "01-01-2020"
st_date = np.array(
[1.5463008e09, 1.5540768e09, 1.5619392e09, 1.5698880e09, 1577836800])
st_gen = calc.next_start(start_date, stop_date)
assert np.array_equal(st_date, st_gen)
# checking if without declaring the second positional argument of the
start = "01-01-2019"
ts_gen = calc.next_start(start)
true_stop = 1601510400
assert true_stop == ts_gen[-1]
def hist_time_array_set(start_date=START_DATE):
# define the variable containing all the date from start_date to yesterday.
# the date are displayed as timestamp and each day refers to 12:00 am UTC
reference_date_arr = date_gen(start_date)
# define all the useful arrays containing the rebalance
# start date, stop date, board meeting date
reb_start_date = start_q(start_date)
reb_stop_date = stop_q(reb_start_date)
board_date = board_meeting_day()
board_date_eve = day_before_board()
next_reb_date = next_start()
return (reference_date_arr, reb_start_date, reb_stop_date, board_date,
board_date_eve, next_reb_date)
def index_daily(coll_to_use="coll_data_feed", day=None):
start_q_list = next_start()
board_eve_list = day_before_board()
print(board_eve_list)
day_TS, _ = days_variable(day)
if day_TS in start_q_list:
info('Index daily for quarter start starting...')
mongo_daily_delete(day, "index")
try:
index_start_q_day(CRYPTO_ASSET,
EXCHANGES,
PAIR_ARRAY,
coll_to_use,
day=day)
except Exception:
error("Exception occurred", exc_info=True)
elif day_TS in board_eve_list:
info('Index daily for board day starting...')
mongo_daily_delete(day, "index")
try:
index_board_day(CRYPTO_ASSET,
EXCHANGES,
PAIR_ARRAY,
coll_to_use,
day=day)
except Exception:
error("Exception occurred", exc_info=True)
else:
info('Index daily for normal day starting...')
mongo_daily_delete(day, "index")
try:
index_normal_day(CRYPTO_ASSET,
EXCHANGES,
PAIR_ARRAY,
coll_to_use,
day=day)
except Exception:
error("Exception occurred", exc_info=True)
two_before_TS = y_TS - 86400
today_human = data_setup.timestamp_to_human([today_TS])
yesterday_human = data_setup.timestamp_to_human([y_TS])
two_before_human = data_setup.timestamp_to_human([two_before_TS])
# define the variable containing all the date from start_date to today.
# the date are displayed as timestamp and each day refers to 12:00 am UTC
reference_date_vector = data_setup.date_gen(start_date)
# define all the useful arrays containing the rebalance start
# date, stop date, board meeting date
rebalance_start_date = calc.start_q("01-01-2016")
rebalance_stop_date = calc.stop_q(rebalance_start_date)
board_date = calc.board_meeting_day()
board_date_eve = calc.day_before_board()
next_rebalance_date = calc.next_start()
# call the function that creates a object containing
# the couple of quarterly start-stop date
quarterly_date = calc.quarterly_period()
# ############# MAIN PART #########################
# downloading the daily value from MongoDB and put it into a dataframe
# defining the dictionary for the MongoDB query
query_dict = {"Time": str(y_TS)}
# retriving the needed information on MongoDB
daily_mat = mongo.query_mongo(db_name, coll_data, query_dict)
print(daily_mat)
from cryptoindex.calc import (next_start, next_quarterly_period, start_q,
stop_q, board_meeting_day, day_before_board,
next_start)
from cryptoindex.index_hist import hist_time_single_date
from cryptoindex.data_setup import (timestamp_to_human)
from cryptoindex.index_func import days_variable
day = None
start_q_list = next_start()
board_eve_list = day_before_board()
board_day = board_meeting_day()
start_q = start_q()
print(start_q_list)
print(board_eve_list)
print(board_day)
print(start_q)
print(timestamp_to_human(start_q_list[1:len(start_q_list)]))
day_TS, _ = days_variable(day)
# day_TS = day_TS + 86400
print(day_TS)
if day_TS in start_q_list:
print("First day of the quarter")
elif day_TS in board_eve_list:
print("Board day")
y_TS = today_TS - DAY_IN_SEC
# # define end date as as MM-DD-YYYY
# end_date = datetime.now().strftime("%m-%d-%Y")
# define the variable containing all the date from start_date to yesterday.
# the date are displayed as timestamp and each day refers to 12:00 am UTC
reference_date_vector = date_gen(START_DATE)
# define all the useful arrays containing the rebalance
# start date, stop date, board meeting date
rebalance_start_date = start_q(START_DATE)
rebalance_stop_date = stop_q(rebalance_start_date)
board_date = board_meeting_day()
board_date_eve = day_before_board()
next_rebalance_date = next_start()
print(rebalance_start_date)
print(rebalance_stop_date)
print(next_rebalance_date)
print(board_date_eve)
# defining time variables
last_reb_start = str(int(rebalance_start_date[len(rebalance_start_date) - 1]))
next_reb_stop = str(int(rebalance_stop_date[len(rebalance_stop_date) - 1]))
last_reb_stop = str(int(rebalance_stop_date[len(rebalance_stop_date) - 2]))
curr_board_eve = str(int(board_date_eve[len(board_date_eve) - 1]))
print(last_reb_start)
print(next_reb_stop)
print(curr_board_eve)
# call the function that creates a object containing the
# couple of quarterly start-stop date
quarterly_date = quarterly_period()
def index_board_day(crypto_asset, exc_list, pair_list, coll_to_use, day=None):
mongo_indexing()
day_before_TS, _ = days_variable(day)
# define all the useful arrays containing the rebalance start
# date, stop date, board meeting date
rebalance_start_date = start_q(START_DATE)
rebalance_stop_date = stop_q(rebalance_start_date)
board_date_eve = day_before_board()
next_rebalance_date = next_start()
# call the function that creates a object containing
# the couple of quarterly start-stop date
next_reb_start = str(int(next_rebalance_date[len(rebalance_start_date)]))
curr_reb_start = str(
int(rebalance_start_date[len(rebalance_start_date) - 1]))
last_reb_start = str(
int(rebalance_start_date[len(rebalance_start_date) - 2]))
next_reb_stop = str(int(rebalance_stop_date[len(rebalance_stop_date) - 2]))
curr_board_eve = str(int(board_date_eve[len(board_date_eve) - 1]))
# defining the dictionary for the MongoDB query
query_dict = {"Time": int(day_before_TS)}
# retriving the needed information on MongoDB
daily_mat = query_mongo(DB_NAME, MONGO_DICT.get(coll_to_use), query_dict)
crypto_asset_price, crypto_asset_vol, exc_vol_tot, logic_one_arr = index_daily_loop(
daily_mat,
crypto_asset,
exc_list,
pair_list,
day_before_TS,
last_reb_start,
next_reb_stop,
curr_board_eve,
day_type="board")
(crypto_asset_price, crypto_asset_vol, price_ret, daily_ewma,
daily_ewma_double_check, daily_synth, daily_rel, curr_divisor,
first_logic_row, second_logic_row, weights_for_board, daily_index_1000_df,
raw_index_df, _) = index_daily_operation(crypto_asset,
crypto_asset_price,
crypto_asset_vol,
day_before_TS,
curr_reb_start,
next_reb_start,
curr_board_eve,
logic_one_arr=logic_one_arr,
day_type="board",
day=day)
print(daily_ewma_double_check)
index_daily_uploader(crypto_asset_price,
crypto_asset_vol,
exc_vol_tot,
price_ret,
daily_ewma,
daily_ewma_double_check,
daily_synth,
daily_rel,
curr_divisor,
daily_index_1000_df,
raw_index_df,
new_logic_one=first_logic_row,
new_logic_two=second_logic_row,
new_weights=weights_for_board,
day=day)
return None
