- refactored

git-svn-id: http://moon:8086/svn/projects/Stock@321 fda53097-d464-4ada-af97-ba876c37ca34

pandas_eval.py

@@ -23,31 +23,32 @@ import os
 key = '0UO7Z2MVZ2YSQSVE'
 thresh_macd = 1.5
 show_range_days = 20
-show_title = ['WDI.DE', 'QCOM', 'VAR1.DE', 'MOR.DE', 'CSCO',  'OHB.DE']
+show_symbols = ['ITMPF', 'PLUG', 'MOR.DE', 'CSCO', 'ERCA.DE', 'AVGO', 'DIS']
+#show_symbols = []
 k_euro = 1 / 1.11
 N_poly = 7
 ema_alpha = 0.75
 sma_days = 10
 
-titles = {
-	'WDI.DE' : {'currency' : '€'},
-	'AAPL' : {'currency' : '$'},
-	'XLNX' : {'currency' : '$'},
-	'QCOM' : {'currency' : '$'},
-	'DPW.DE' : {'currency' : '€'},
-	'CSCO' : {'currency' : '$'},
-	'AIR' : {'currency' : '$'},
-	'BA' : {'currency' : '$'},
-	'NVDA' : {'currency' : '$'},
-	'MSFT' : {'currency' : '$'},
-	'DIS' : {'currency' : '$'},
-	'NFLX' : {'currency' : '$'},
-	'OHB.DE' : {'currency' : '€'},
-	'ERCA.DE' : {'currency' : '€'},
-	'VAR1.DE' : {'currency' : '€'},
-	'HD' : {'currency' : '$'},
-	'AMZN' : {'currency' : '$'},
-	'GOOGL' : {'currency' : '$'},
+symbols = {
+	'WDI.DE' : {'name' : 'WireCard', 'currency' : '€'},
+	'AAPL' : {'name' : 'Apple', 'currency' : '$'},
+	'XLNX' : {'name' : 'Xilinx', 'currency' : '$'},
+	'QCOM' : {'name' : 'Qualcomm', 'currency' : '$'},
+	'DPW.DE' : {'name' : 'Deutsche Post', 'currency' : '€'},
+	'CSCO' : {'name' : 'Cisco', 'currency' : '$'},
+	'AIR' : {'name' : 'Airbus', 'currency' : '$'},
+	'BA' : {'name' : 'Boeing', 'currency' : '$'},
+	'NVDA' : {'name' : 'Nvidia', 'currency' : '$'},
+	'MSFT' : {'name' : 'Microsoft', 'currency' : '$'},
+	'DIS' : {'name' : 'Disney', 'currency' : '$'},
+	'NFLX' : {'name' : 'Netflix', 'currency' : '$'},
+	'OHB.DE' : {'name' : 'OHB', 'currency' : '€'},
+	'ERCA.DE' : {'name' : 'Ericsson', 'currency' : '€'},
+	'VAR1.DE' : {'name' : 'Varta', 'currency' : '€'},
+	'HD' : {'name' : 'Home Depot', 'currency' : '$'},
+	'AMZN' : {'name' : 'Amazon', 'currency' : '$'},
+	'GOOGL' : {'name' : 'Google', 'currency' : '$'},
 	'FB2A.DE' : {'currency' : '€'},
 	'ZIL2.DE' : {'currency' : '€'},
 	'SIS.DE' : {'currency' : '€'},
@@ -67,7 +68,7 @@ titles = {
 	'DAI.DE' : {'currency' : '€'},
 	'SHA.DE' : {'currency' : '€'},
 	'CON.DE' : {'currency' : '€'},
-	'DHER.DE' : {'currency' : '€'},
+	'DHER.DE' : {'name' : 'Delivery Hero', 'currency' : '€'},
 	'BSL.DE' : {'currency' : '€'},
 	'D6H.DE' : {'currency' : '€'},
 	'TC1.DE' : {'currency' : '€'},
@@ -86,7 +87,7 @@ titles = {
 	'ORCL' : {'currency' : '$'},
 	'UBER' : {'currency' : '$'},
 	'VMW' : {'currency' : '$'},
-	'AVGO' : {'currency' : '$'},
+	'AVGO' : {'name' : 'Avago', 'currency' : '$'},
 	'CY' : {'currency' : '$'},
 	'QABSY' : {'currency' : '$'},
 	'BLDP' : {'currency' : '$'},
@@ -98,13 +99,13 @@ titles = {
 #	'SON1.DE' : {'currency' : '€'},
 	'STM.DE' : {'currency' : '€'},
 	'BC8.DE' : {'currency' : '€'},
-	'MOR.DE' : {'currency' : '€'},
+	'MOR.DE' : {'name' : 'Morphosys', 'currency' : '€'},
 	'BAYN.DE' : {'currency' : '€'},
 	'BEI.DE' : {'currency' : '€'},
 	'EUZ.DE' : {'currency' : '€'},
 	'SLAB' : {'currency' : '$'},
-	'SPLK' : {'currency' : '$'},
-	'IAG' : {'currency' : '$'},
+	'SPLK' : {'name' : 'Splunk', 'currency' : '$'},
+	'IAG' : {'name' : 'IAG', 'currency' : '$'},
 	'INTC' : {'currency' : '$'},
 	'I' : {'currency' : '$'}}
 
@@ -182,20 +183,24 @@ def bollinger(data, window_days, f=2):
 	result['mid'] = mid
 	return result
 
-class Symbol(object):
-	def __init__(self, title, params):
-		self.name = title
+class Title(object):
+	def __init__(self, symbol, params):
+		self.symbol = symbol
 		self.params = params
+		try:
+			self.name = params['name']
+		except:
+			self.name = symbol
 		self.ax = None
 		self.fig = None
 		self.currency = params['currency']
 		self.currency_corr = 1
-		if '$' in self.currency :
-			self.currency_corr = 1/1.11
+		if '$' in self.currency:
+			self.currency_corr = k_euro
 
 
 	def fetch(self):
-		filename = self.name.replace('.','_') + '.h5'
+		filename = self.symbol.replace('.', '_') + '.h5'
 		fetch = False
 		today = dt.date.today()
 		try:
@@ -212,17 +217,17 @@ class Symbol(object):
 			fetch = True
 
 		if fetch:
-			print ("Fetching \"{}\"".format(self.name))
+			print ("Fetching \"{}\"".format(self.symbol))
 			# Get stock price via data reader
 			start = dt.datetime(today.year,1,1)
 			end = dt.date.today()
-			data = web.DataReader(self.name, "av-daily", start, end, api_key=key)
+			data = web.DataReader(self.symbol, "av-daily", start, end, api_key=key)
 			hdf = pd.HDFStore(filename)
-			hdf[self.name] = data
+			hdf[self.symbol] = data
 		else:
 			hdf = pd.HDFStore(filename, 'r')
 
-		self.data_full = hdf[self.name]*self.currency_corr
+		self.data_full = hdf[self.symbol] * self.currency_corr
 		hdf.close()
 
 	def __plot(self, d, keys):
@@ -236,7 +241,7 @@ class Symbol(object):
 			if event.inaxes == self.ax:
 				x_idx = int(event.xdata)
 				self.ax.format_xdata = lambda x: dates[x_idx]
-				self.ax.format_ydata = lambda y: '{}{:.2f}'.format(self.currency, data[x_idx])
+				self.ax.format_ydata = lambda y: '€ {:.2f}'.format(data[x_idx])
 
 		self.fig.canvas.mpl_connect("motion_notify_event", hover)
 
@@ -294,23 +299,22 @@ class Symbol(object):
 
 figNum = 1
 
-if len(show_title) > 0:
-	for title in show_title:
-		if title in titles:
-			sym = Symbol(title, titles[title])
-			sym.fetch()
-			print(sym.analyze())
-			sym.show(figNum)
+if len(show_symbols) > 0:
+	for symbol in show_symbols:
+		if symbol in symbols:
+			title = Title(symbol, symbols[symbol])
+			title.fetch()
+			print(title.analyze())
+			title.show(figNum)
 			figNum += 1
 else:
-	for title in show_title:
-		if title in titles:
-			sym = Symbol(title, titles[title])
-			sym.fetch()
-			result = sym.analyze()
-			if result['macd_f'] > thresh_macd and result['macd_fd'] > 0:
-				sym.show(figNum)
-				figNum += 1
+	for symbol in symbols:
+		title = Title(symbol, symbols[symbol])
+		title.fetch()
+		result = title.analyze()
+		if result['macd_f'] > thresh_macd and result['macd_fd'] > 0:
+			title.show(figNum)
+			figNum += 1
 
 plt.show()