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utils.py
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utils.py
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import urllib2
from stockmarket import Stock
def floatify(list_):
"""Cast all members of the given list to float."""
floatified = [float(e) for e in list_]
return floatified
def stringify(list_):
"""Cast all members of the given list to string."""
stringified = [str(e) for e in list_]
return stringified
def mean(list_):
"""Calculate the mean of the values of the given list."""
return sum(list_)/len(list_)
def point_mean(list_of_lists):
"""Given a list of lists with the same length, return a list where each value is a mean of the given ones, i.e::
>>> list_ = [[1, 2], [3, 4]]
>>> point_mean(list_) = [mean([1, 2], mean([3, 4])]
"""
points = zip(*list_of_lists)
return [mean(p) for p in points]
def contract(list_):
"""Calculate the product of all the elements in the list."""
prod = 1
for element in list_:
prod *= element
return prod
DATA_FOLDER = 'data' # folder where the CSV files from Yahoo! will end
CLOSE_COLUMN = 4 # the index of the column containing the close value
TICKER_COLUMN = 0 # the index of the column containing the ticker name
INDEX = '%5EGSPC' # ticker of the index
def get_tickers():
"""Get the Standard & Poor stock tickers from disk."""
f = file('%s/tickers.txt' % DATA_FOLDER, 'r')
data = f.read()
f.close()
tickers = []
stocks = data.split('\r\n')
for stock in stocks:
try:
ticker = stock.split(',')[TICKER_COLUMN]
ticker = ticker.replace('"', '') # remove surrounding quotes
if ticker: # not empty ticker
tickers.append(ticker)
except IndexError: # empty row
pass
return tickers
def download_sap_tickers():
"""Dump the list of s&p tickers to disk."""
data = []
for n in range(0, 500, 50):
url = urllib2.urlopen("http://download.finance.yahoo.com/d/quotes.csv?s=@%5EGSPC&f=sl1d1t1c1ohgv&e=.csv&h=PAGE".replace('PAGE', str(n)))
data.append(url.read())
f = file('%s/tickers.txt' % DATA_FOLDER, 'w')
f.write(''.join(data))
f.close()
def download_historical_daily_data(ticker, year_start, year_end):
"""Download historical daily data for the given ticker in CSV."""
print "getting data from ticker: %s" % ticker
url = urllib2.urlopen("http://ichart.finance.yahoo.com/table.csv?s=%s&a=00&b=1&c=%d&d=00&e=1&f=%d&g=d&ignore=.csv" % (ticker, year_start, year_end))
history = url.read()
f = file('%s/%s.csv' % (DATA_FOLDER, ticker), 'w')
f.write(history)
f.close()
def download_historical_data(ticker):
"""Download historical monthly data for the given ticker in CSV."""
print "getting data from ticker: %s" % ticker
url = urllib2.urlopen("http://ichart.finance.yahoo.com/table.csv?s=%s&a=00&b=1&c=2000&d=00&e=1&f=2009&g=m&ignore=.csv" % ticker)
history = url.read()
f = file('%s/%s.csv' % (DATA_FOLDER, ticker), 'w')
f.write(history)
f.close()
def get_dates(ticker):
"""Return the list of dates with values for a certain ticker, in
ascendent order. This is designed to be used in the X axis label
of graphs."""
f = file('%s/%s.csv' % (DATA_FOLDER, ticker), 'r')
history = f.read()
measures = history.split('\n')
measures = measures[1:-1] # the last row is empty and the first
# one contains the labels
date_column = 0 # dates are stored in the first column
dates = [measure.split(',')[date_column] for measure in measures]
dates.reverse()
return dates
def get_closes(ticker):
"""Return a list of the the historical closing values for the
stocks with the ticker provided, sorted by ascendent date.
"""
f = file('%s/%s.csv' % (DATA_FOLDER, ticker), 'r')
history = f.read()
measures = history.split('\n')
measures = measures[1:-1] # the last row is empty and the first
# one contains the labels
closes = [float(measure.split(',')[CLOSE_COLUMN]) for measure in measures]
closes.reverse()
return closes
def get_stocks_from_tickerslist(tickerslist):
"""Returns a list of Stocks with the tickers from the
tickerslist. If the data for a ticker is not found or incomplete,
its associated stock won't appear in the returned list.
"""
stocks = []
for ticker in tickerslist:
try:
values = get_closes(ticker)
stocks.append(Stock(ticker, values))
except IOError: # data for the ticker not found
print "data not found for ticker: %s" % ticker
# filter the stocks to remove the ones with incomplete values
max_len = max([len(s.values) for s in stocks])
valid_stocks = [s for s in stocks if len(s.values) == max_len]
return valid_stocks
### START OBSOLETE CODE ###
def get_diffs(closes):
"""Return the velocity of the provided closes."""
diffs = [(closes[i] - closes[i-1])/closes[i]*100 for i in range(1, len(closes))]
return diffs
def get_deviations(closes, reference_closes):
"""Return the deviations of the given diffs from the given reference."""
assert len(closes) == len(reference_closes)
diffs = get_diffs(closes)
reference_diffs = get_diffs(reference_closes)
deviation = [diffs[i] - reference_diffs[i] for i in range(0, len(diffs))]
return deviation
def get_abs_deviations(closes, reference_closes):
deviations = get_deviations(closes, reference_closes)
abs_deviation = [abs(val) for val in deviations]
return abs_deviation
def get_acceleration(closes, reference_closes):
"""Return the acceleration of the given closes."""
assert len(closes) == len(reference_closes)
deviation = get_deviations(closes, reference_closes)
acceleration = [deviation[i] - deviation[i-1] for i in range(1, len(deviation))]
return acceleration
def get_abs_acceleration(closes, reference_closes):
"""Return the absolute acceleration of the given
closes, i.e. deceleration is accounted as acceleration too."""
assert len(closes) == len(reference_closes)
deviation = get_abs_deviations(closes, reference_closes)
acceleration = [deviation[i] - deviation[i-1] for i in range(1, len(deviation))]
return acceleration
def get_mean_point_accelerations(closes_list, reference_closes, absolute=True):
"""Return the mean acceleration at each point as a mean among the
given list of closes.
"""
assert len(closes_list[0]) == len(reference_closes)
if absolute:
chosen_get_acceleration = get_abs_acceleration
else:
chosen_get_acceleration = get_acceleration
accelerations = [chosen_get_acceleration(closes, reference_closes) for closes in closes_list]
return point_mean(accelerations)
### END OBSOLETE CODE ###