from portfolio import PortfoliosHolder from quandl_streams import get_live from simple_files import FileHolder __author__ = 'Andy Fundinger - [email protected]' if __name__ == '__main__': logging.basicConfig(level=logging.INFO) cob_date = sys.argv[1] portfolios = PortfoliosHolder('portfolio') funds = FundsHolder('funds') model = FileHolder('model') results = FileHolder('results') market = get_live(get_file("sys"), model) risk_by_fund = DataFrame( ((fund.name, fund.price(market, model, cob_date), fund.hVar(market, model, cob_date)) for fund in funds), columns=['fund_name', 'price', 'hVar']) risk_by_fund['normalized_hVar'] = risk_by_fund['hVar'] / risk_by_fund['price'] results['risk_by_fund'] = risk_by_fund risk_by_portfolio = DataFrame(((portfolio.name, portfolio.price(funds, market, model, cob_date), portfolio.hVar(funds, market, model, cob_date)) for portfolio in portfolios), columns=['portfolio_name', 'price', 'hVar']) risk_by_portfolio['normalized_hVar'] = risk_by_portfolio['hVar'] / risk_by_portfolio['price'] results['risk_by_portfolio'] = risk_by_portfolio
return Dingus("{coll_name}_env".format(coll_name=coll_name))
def get_file(coll_name):
return FileHolder(coll_name)
if __name__ == "__main__":
print(repr(get_dummy("test")))
dummyCollection = get_dummy("market1")
print(repr(dummyCollection))
print(repr(dummyCollection.news))
print(repr(dummyCollection.news['IBM']))
print(repr(dummyCollection.news['IBM']['5-14-2010']))
print(repr(dummyCollection.fx.usd_eur['High (est)']['2010-05-14']))
print(repr(dummyCollection.fx.usd_eur['Low (est)']['2010-05-14']))
print(repr(dummyCollection.fx.usd_eur.Rate['2010-05-14']))
fileCollection = get_file("market1")
print(repr(fileCollection))
print(repr(fileCollection.news))
print(repr(fileCollection.news['IBM']))
print(repr(fileCollection.news['IBM']['5-14-2010']))
liveCollection = get_live(get_file("sys"))
print(repr(liveCollection.fx.usd_eur['High (est)']['2010-05-14']))
print(repr(liveCollection.fx.usd_eur['Low (est)']['2010-05-14']))
print(repr(liveCollection.fx.usd_eur.Rate['2010-05-14']))
def test_market(self):
live_coll = get_live(get_file("sys"), FileHolder('model'))
usdEurAsset = live_coll.fx['usd_eur']
assert isinstance(usdEurAsset, QuandlAsset)
assert len(usdEurAsset)
assert live_coll.fx.usd_eur is usdEurAsset
def setUp(self):
self.portfolios = PortfoliosHolder('portfolio')
self.funds = FundsHolder('funds')
self.model = FileHolder('model')
self.market = get_live(get_file("sys"), self.model)
