def curve_to_byte(self, resolution=500):
# """Return filename of plot of the damped_vibration function."""
# interest = [element.interest for element in self.interest_rate_list]
# maturity = [(element.maturity - datetime.combine(date.today(), datetime.min.time())).days / 365 for element in self.interest_rate_list]
start = date.today()
self.interest_rate_list.sort(
key=lambda x: utils.toTimestamp(x.maturity), reverse=False)
end = self.interest_rate_list[-1].maturity
maturity = pd.date_range(start, end, 1000)
interest = list(
map(lambda x: self.get_interest_rate(x) * 100, maturity))
mat = list(
map(
lambda x: (x - datetime.combine(date.today(
), datetime.min.time())).days / 365, maturity))
bytes_image = None
plt.clf()
#plt.xaxis.set_major_formatter(FormatStrFormatter('%.2f'))
plt.plot(mat, interest)
plt.ylabel("Interest rate (%)")
plt.xlabel("Maturity in years")
plt.title("Country: " + str(self.country).capitalize() +
", Calibration time: " + str(self.start_time))
# Make Matplotlib write to BytesIO file object and grab
# return the object's string
bytes_image = io.BytesIO()
plt.savefig(bytes_image, format='png')
bytes_image.seek(0)
return bytes_image
def get_interest_rate(self, date):
#print(date)
#print("Date type "+str(type(date.to_pydatetime())))
#print(self.interest_rate_list[0].maturity)
if hasattr(self, "interpolation"):
return self.interpolation(utils.toTimestamp(date.to_pydatetime()))
else:
return 0
def checkTimes(self):
print "[times] checking events"
leftoverEvents = []
for event in self.events:
ta,tb,action = event
# print pair[1] - pair[0]
# secsLeft = (tb-ta).seconds # FIXME change to secsLeft = (time.now()-tb).seconds
# secsLeft = (datetime.datetime.now()-tb).seconds
tb = u.toTimestamp(tb)
now = u.toTimestamp(datetime.datetime.now())
print now-tb
secsLeft = int(now-tb)
# print tb-datetime.datetime.now()
# print "SECSLEFT", secsLeft
if secsLeft > -self.THRESHOLD:
self.handleTime(event)
continue
leftoverEvents.append(event)
self.events = leftoverEvents[:]
def interpolate(self):
self.interest_rate_list.sort(
key=lambda x: utils.toTimestamp(x.maturity), reverse=False)
interest = [element.interest for element in self.interest_rate_list]
maturity = [
utils.toTimestamp(element.maturity)
for element in self.interest_rate_list
]
new_interest = []
new_maturity = []
for int, mat in zip(interest, maturity):
if isinstance(int, numbers.Number) and isinstance(
mat, numbers.Number):
if np.isfinite(int) and np.isfinite(
mat) and not mat in new_maturity:
new_interest.append(int)
new_maturity.append(mat)
#print(interest)
if len(new_interest) > 1:
self.interpolation = CubicSpline(new_maturity, new_interest)
def writeTimes(self):
print "[times] writing times"
with open(TIMEFILE,"w") as outfile:
for ta, tb, action in self.events:
outfile.write("%i %i %s\n" % (u.toTimestamp(ta), u.toTimestamp(tb),action))
