Python read示例

示例#1

文件： test_readintomemorybuildcondorpairsdictionariesbysymbol.py 项目： eddy668/rts

# -*- coding: utf-8 -*-
"""
Created on Sat Apr 25 21:14:47 2015

@author: jmalinchak
"""

#import readintomemorybuilddictionaryofpairsdictionariesbysymbol
import readintomemorybuildcondorpairsdictionariesbysymbol
import mytools
import time
o = readintomemorybuildcondorpairsdictionariesbysymbol.read(
    'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\downloadsprocessed\\2015-05-01\\14\\45\\AAPL2',
    0)

dDictionaryOfPairsDictionariesBySymbol = o.DictionaryOfPairsDictionariesBySymbol
#        dTestValueAndPairTupleSortableByPairSpreadPct = {}
#        dPairsValid = {}
dCalendarPairs = {}
dQualifiedPairsBasedOnAllCriteriaProvided = {}
bContinue = 1
for kSymbol, vPairsDictionary in dDictionaryOfPairsDictionariesBySymbol.items(
):
    dPairs = vPairsDictionary
    #if showresults == 1:
    print('-- ' + kSymbol + ' building valid pairs... ')
    bContinue == 1

    for k, ls in dPairs.items():
        short = ls[0]
        long = ls[1]

示例#2

文件： test_readintomemorybuildcondorpairsdictionariesbysymbol2.py 项目： rtstock/rts

# -*- coding: utf-8 -*-
"""
Created on Sat Apr 25 21:14:47 2015

@author: jmalinchak
"""


# import readintomemorybuilddictionaryofpairsdictionariesbysymbol
import readintomemorybuildcondorpairsdictionariesbysymbol

o = readintomemorybuildcondorpairsdictionariesbysymbol.read(
    "C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\downloads\\2015-04-24\\15\\45\\PG", 1
)

dDictionaryOfPairsDictionariesBySymbol = o.DictionaryOfPairsDictionariesBySymbol
#        dTestValueAndPairTupleSortableByPairSpreadPct = {}
#        dPairsValid = {}
dCalendarPairs = {}
dQualifiedPairsBasedOnAllCriteriaProvided = {}
bContinue = 1
for kSymbol, vPairsDictionary in dDictionaryOfPairsDictionariesBySymbol.items():
    dPairs = vPairsDictionary
    # if showresults == 1:
    print("-- " + kSymbol + " building valid pairs... ")
    bContinue == 1
    for k, ls in dPairs.items():
        earlier = ls[0]
        later = ls[1]
        print(earlier.optionsymbol, later.optionsymbol)

示例#3

文件： test_readintomemorybuildcondorpairsdictionariesbysymbol.py 项目： rtstock/rts

# -*- coding: utf-8 -*-
"""
Created on Sat Apr 25 21:14:47 2015

@author: jmalinchak
"""

#import readintomemorybuilddictionaryofpairsdictionariesbysymbol        
import readintomemorybuildcondorpairsdictionariesbysymbol
import mytools
import time
o = readintomemorybuildcondorpairsdictionariesbysymbol.read('C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\downloadsprocessed\\2015-05-01\\14\\45\\AAPL2',0)

dDictionaryOfPairsDictionariesBySymbol = o.DictionaryOfPairsDictionariesBySymbol        
#        dTestValueAndPairTupleSortableByPairSpreadPct = {}
#        dPairsValid = {}
dCalendarPairs = {}
dQualifiedPairsBasedOnAllCriteriaProvided = {}
bContinue = 1   
for kSymbol,vPairsDictionary in dDictionaryOfPairsDictionariesBySymbol.items():
    dPairs  = vPairsDictionary
    #if showresults == 1:
    print('-- ' + kSymbol + ' building valid pairs... ')
    bContinue == 1
    
    for k,ls in dPairs.items():
        short = ls[0]
        long = ls[1]
        strikespread = abs(float(long.strike) - float(short.strike))
        shortstrikeawayfromstockprice = round(abs(float(short.strike)-float(short.stockprice)),2)
        spreadshortlong = round(float(short.bid)-float(long.ask),2)