# -*- coding: utf-8 -*-
"""
Created on Sat Dec 6 11:52:57 2014
@author: jmalinchak
"""
import mytools
mydirectory = mytools.mystrings.appendnormaldateddirectorybasedoncurrenttime15("C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\downloads")
print(mydirectory)
import shutil
shutil.rmtree(mydirectory, ignore_errors=True)
################################################
import pulllpricesallfromdirectorylocalroot
pulllpricesallfromdirectorylocalroot.pull(mydirectory,
'inputs\\SymbolsShort.txt',
'inputs\\ExpirationsShort.txt')
################################################
def execute_results(self,rootlocal,pathfilelocaloutput,pathfilelocalsymbols,pathfilelocalexpirations,showresults):
################################################
import mytools
mydirectory = mytools.mystrings.appendnormaldateddirectorybasedoncurrenttime15(rootlocal)
print(mydirectory)
################################################
import shutil
shutil.rmtree(mydirectory, ignore_errors=True)
################################################
import pulllpricesallfromdirectorylocalroot
pulllpricesallfromdirectorylocalroot.pull(mydirectory,
pathfilelocalsymbols,
pathfilelocalexpirations)
################################################
import readintomemoryinsertcalendarspreadpairsintodictionary
cal = readintomemoryinsertcalendarspreadpairsintodictionary.read(mydirectory)
#if showresults == 1:
print('completed readintomemoryinsertcalendarspreadpairsintodictionary')
dPairs = cal.PairsDictionary
dPairsCalculated = {}
#if showresults == 1:
print('building valid pairs...')
for k,ls in dPairs.items():
earlier = ls[0]
later = ls[1]
if earlier.bid.replace('.','',1).isdigit() and float(earlier.bid) >= 0.25:
if float(earlier.bid) <= 4.0:
if (earlier.optiontype == 'C' and float(earlier.stockprice) < float(earlier.strike)) or (earlier.optiontype == 'P' and float(earlier.stockprice) > float(earlier.strike)):
if later.ask.replace('.','',1).isdigit() and float(later.ask) > 0.0 and float(earlier.bid)/float(later.ask) > 0.6:
dPairsCalculated[k] = float(earlier.bid)/float(later.ask)
if showresults == 1:
print(str(len(dPairsCalculated)) + ' valid pairs...')
# if earlier.optiontype == 'C' and float(earlier.stockprice) < float(earlier.strike):
# dPairsCalculated[k] = float(earlier.bid)/float(later.ask)
# if earlier.optiontype == 'P' and float(earlier.stockprice) > float(earlier.strike):
# dPairsCalculated[k] = float(earlier.bid)/float(later.ask)
#print(earlier.optionsymbol,later.optionsymbol, ' >>> ', earlier.bid, later.ask,float(earlier.bid)/float(later.ask)) #,((earlier.bid+earlier.ask)/2.00), ((later.bid+later.ask)/2.00), ((earlier.bid+earlier.ask)/2.00) - ((later.bid+later.ask)/2.00))
#dPairsCalculated[k] = float(earlier.bid)/float(later.ask)
#from operator import itemgetter, attrgetter, methodcaller
#tPairsSorted = sorted(dPairsCalculated.items(), key=itemgetter('ratio'))
#if showresults == 1:
print('sorting results...')
from collections import OrderedDict
dOrdered = OrderedDict(sorted(dPairsCalculated.items(), key=lambda t: t[1]))
outputlines = {}
#if showresults == 1:
print('putting results into printable dictionary ' + str(len(dOrdered)) + ' lines')
for k1,v1 in dOrdered.items():
#ls = list(dPairs.keys())[list(dPairs.values()).index(k1)]
ls = dPairs.get(k1)
earlier = ls[0]
later = ls[1]
outputlines[len(outputlines)]=earlier.optionsymbol+','+later.optionsymbol+','+str(later.strike)+','+str(later.stockprice)+','+str(earlier.bid)+','+str(later.ask)+','+'{percent:.0%}'.format(percent=float(earlier.bid)/float(later.ask)) +','+ str(round(float(later.ask)-float(earlier.bid),2))
#print(outputline)
#print(earlier.optionsymbol,later.optionsymbol,'<strike>'+later.strike+'<\strike>','<stockprice>'+later.stockprice+'<\stockprice>',' > ',earlier.bid,later.ask,' >>> ','{percent:.0%}'.format(percent=float(earlier.bid)/float(later.ask)))
make_sure_filepath_exists(pathfilelocaloutput)
#if showresults == 1:
print('printing results to ' + pathfilelocaloutput)
with open(pathfilelocaloutput, 'w') as f:
for outputline in outputlines.values():
f.write(outputline+'\n')
#if showresults == 1:
print('done')
shour = stime.split(':')[0]
sminute = stime.split(':')[1]
print(int(sminute))
sminutenormal = '0'
if int(sminute) < 15:
sminutenormal = '15'
if int(sminute) >= 15 and int(sminute) < 30:
sminutenormal = '30'
if int(sminute) >= 30 and int(sminute) < 45:
sminutenormal = '45'
if int(sminute) >= 45 and int(sminute) < 60:
sminutenormal = '60'
print(stime)
print(sminute)
print(sminutenormal)
dest = "C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\downloads\\" + sdate + "\\" + shour + "\\" + sminutenormal
import shutil
shutil.rmtree(dest, ignore_errors=True)
################################################
pulllpricesallfromdirectorylocalroot.pull(dest, 'inputs\\Symbols.txt',
'inputs\\Expirations.txt')
################################################
#
#
#C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\inputs\\Symbols.txt
#C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\inputs\\Expirations.txt
def execute_results(self,rootlocal,pathfilelocaloutput,pathfilelocalsymbols,pathfilelocalexpirations,showresults):
################################################
import mytools
mydirectory = mytools.mystrings.appendnormaldateddirectorybasedoncurrenttime15(rootlocal)
print(mydirectory)
################################################
import shutil
shutil.rmtree(mydirectory, ignore_errors=True)
################################################
import pulllpricesallfromdirectorylocalroot
pulllpricesallfromdirectorylocalroot.pull(mydirectory,
pathfilelocalsymbols,
pathfilelocalexpirations)
################################################
import readintomemoryinsertcalendarspreadpairsintodictionary
cal = readintomemoryinsertcalendarspreadpairsintodictionary.read(mydirectory)
#if showresults == 1:
print('completed readintomemoryinsertcalendarspreadpairsintodictionary')
dPairs = cal.PairsDictionary
dPairsCalculated = {}
#if showresults == 1:
print('building valid pairs...')
for k,ls in dPairs.items():
earlier = ls[0]
later = ls[1]
if earlier.bid.replace('.','',1).isdigit() and float(earlier.bid) >= 0.25:
if float(earlier.bid) <= 4.0:
if (earlier.optiontype == 'C' and float(earlier.stockprice) < float(earlier.strike)) or (earlier.optiontype == 'P' and float(earlier.stockprice) > float(earlier.strike)):
if later.ask.replace('.','',1).isdigit() and float(later.ask) > 0.0 and float(earlier.bid)/float(later.ask) > 0.6:
dPairsCalculated[k] = float(earlier.bid)/float(later.ask)
if showresults == 1:
print(str(len(dPairsCalculated)) + ' valid pairs...')
# if earlier.optiontype == 'C' and float(earlier.stockprice) < float(earlier.strike):
# dPairsCalculated[k] = float(earlier.bid)/float(later.ask)
# if earlier.optiontype == 'P' and float(earlier.stockprice) > float(earlier.strike):
# dPairsCalculated[k] = float(earlier.bid)/float(later.ask)
#print(earlier.optionsymbol,later.optionsymbol, ' >>> ', earlier.bid, later.ask,float(earlier.bid)/float(later.ask)) #,((earlier.bid+earlier.ask)/2.00), ((later.bid+later.ask)/2.00), ((earlier.bid+earlier.ask)/2.00) - ((later.bid+later.ask)/2.00))
#dPairsCalculated[k] = float(earlier.bid)/float(later.ask)
#from operator import itemgetter, attrgetter, methodcaller
#tPairsSorted = sorted(dPairsCalculated.items(), key=itemgetter('ratio'))
#if showresults == 1:
print('sorting results...')
from collections import OrderedDict
dOrdered = OrderedDict(sorted(dPairsCalculated.items(), key=lambda t: t[1]))
outputlines = {}
#if showresults == 1:
print('putting results into printable dictionary ' + str(len(dOrdered)) + ' lines')
for k1,v1 in dOrdered.items():
#ls = list(dPairs.keys())[list(dPairs.values()).index(k1)]
ls = dPairs.get(k1)
earlier = ls[0]
later = ls[1]
outputlines[len(outputlines)]=earlier.optionsymbol+','+later.optionsymbol+','+str(later.strike)+','+str(later.stockprice)+','+str(earlier.bid)+','+str(later.ask)+','+'{percent:.0%}'.format(percent=float(earlier.bid)/float(later.ask)) +','+ str(round(float(later.ask)-float(earlier.bid),2))
#print(outputline)
#print(earlier.optionsymbol,later.optionsymbol,'<strike>'+later.strike+'<\strike>','<stockprice>'+later.stockprice+'<\stockprice>',' > ',earlier.bid,later.ask,' >>> ','{percent:.0%}'.format(percent=float(earlier.bid)/float(later.ask)))
make_sure_filepath_exists(pathfilelocaloutput)
#if showresults == 1:
print('printing results to ' + pathfilelocaloutput)
with open(pathfilelocaloutput, 'w') as f:
for outputline in outputlines.values():
f.write(outputline+'\n')
#if showresults == 1:
print('done')
sminute = stime.split(':')[1]
print(int(sminute))
sminutenormal = '0'
if int(sminute) < 15:
sminutenormal = '15'
if int(sminute) >= 15 and int(sminute) < 30:
sminutenormal = '30'
if int(sminute) >= 30 and int(sminute) < 45:
sminutenormal = '45'
if int(sminute) >= 45 and int(sminute) < 60:
sminutenormal = '60'
print(stime)
print(sminute)
print(sminutenormal)
dest = "C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\downloads\\" + sdate + "\\" + shour + "\\" + sminutenormal
import shutil
shutil.rmtree(dest, ignore_errors=True)
################################################
pulllpricesallfromdirectorylocalroot.pull(dest,
'inputs\\Symbols.txt',
'inputs\\Expirations.txt')
################################################
#
#
#C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\inputs\\Symbols.txt
#C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\inputs\\Expirations.txt
