import sys sys.dont_write_bytecode = True import logging import util import numpy as np asset = util.get_str_input("asset (corn) : ", "corn") numReturns = util.get_int_input("num returns (5) : ", 5) path = util.featurePath("%s.spot.feature" % asset) spotDate_, spotValue_ = np.loadtxt(open(path, 'r'), delimiter = ',', unpack = True) pathOut = util.featurePath("%s.-spot.feature" % asset) dateSpot_ = zip(spotDate_, -spotValue_) np.savetxt(pathOut, dateSpot_, fmt=['%8i', '%s'], delimiter = ',') for i in range(numReturns): date_ = spotDate_[i + 1:] return_ = (np.roll(spotValue_, i, 0) - np.roll(spotValue_, i + 1, 0))[i + 1:] pathOut = util.featurePath("%s.r%s.feature" % (asset, i)) dateReturn_ = zip(date_, return_) np.savetxt(pathOut, dateReturn_, fmt=['%8i', '%s'], delimiter = ',')
cloud.config.log_level = 'ERROR' cloud.config.commit() study = "default" portfolio = "default" batches = "base" remote = False debug = False pvdebug = False logging.getLogger().setLevel(level = logging.DEBUG if pvdebug else logging.INFO) while (True): try: print "--study=%s--portfolio=%s--batches=%s--remote=%s--debug=%s--" % (study, portfolio, batches, remote, debug) action = util.get_str_input("action () : ", "") except (KeyboardInterrupt): pass print "" break except: print sys.exc_info() break try: if (action == ""): pass elif (action == "?"): print "study : specify study name" print "portfolio : specify portfolio" print "batches : specify batches to run (base, * or numbered)"