azapyGUI 0.0.1__py3-none-any.whl

azapyGUI/configSettings.py

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+import os
+import azapyGUI.configTips as configTips
+from azapyGUI.modelParametersValidation import _validDateMMDDYYYY, _validInt, _validIntNegative, _validIntPositive
+
+Version = '0.0.1'
+
+settings_model = {"Directors": {"UserPortfolioDirectory": {"default": None,
+                                                           "type": 'ButtonDir',
+                                                           "field": 'Portfolios Directory',
+                                                           "tip": configTips._settings_UserPortfolioDirectory_tip,
+                                                           "title": 'Portfolios Directory',
+                                                          },
+                                "UserMktDataDirectory": {"default": None,
+                                                         "type": 'ButtonDir',
+                                                         "field": 'Market Data Directory',
+                                                         "tip": configTips._settings_UserMktDataDirectory_tip,
+                                                         "title": 'Market Data Directory',
+                                                         },
+                                "UserOutputDirectory": {"default": None,
+                                                        "type": 'ButtonDir',
+                                                        "field": 'Data Output Directory',
+                                                        "tip": configTips._settings_UserOutputDirectory_tip,
+                                                        "title": 'Data Output Directory'
+                                                        },
+                                },
+                  "MkTData": {"Provider": {"default": {'yahoo': {}},
+                                           "type": 'MCheckbutton',
+                                           "field": "Market data provider",
+                                           "tip": configTips._settings_MkTDataProvider_tip,
+                                           "values": {"yahoo": {},
+                                                      "alphavantage": {"key": {"default": None,
+                                                                               "type": 'str',
+                                                                               "field": 'Provider Access Key',
+                                                                               "tip": configTips._settings_porviderKey_tip,
+                                                                               "envkey": 'ALPHAVANTAGE_API_KEY',
+                                                                               },
+                                                                       "max_req_per_min": {"default": 50,
+                                                                                           "type": 'int',
+                                                                                           "field": 'Max Requests / minute',
+                                                                                           "tip": configTips._settings_max_req_per_min_tip,
+                                                                                           },
+                                                                       },
+                                                      "eofhistoricaldata": {"key": {"default": None,
+                                                                                    "type": 'str',
+                                                                                    "field": 'Provider Access Key',
+                                                                                    "tip": configTips._settings_porviderKey_tip,
+                                                                                    "envkey": 'EODHISTORICALDATA_API_KEY',
+                                                                                    },
+                                                                            },
+                                                      "marketstack": {"key": {"default": None,
+                                                                              "type": 'str',
+                                                                              "field": 'Provider Access Key',
+                                                                              "tip": configTips._settings_porviderKey_tip,
+                                                                              "envkey": 'MARKETSTACK_API_KEY',
+                                                                              },
+                                                                      },
+                                                      },
+                                           },
+                                "force": {"default": False,
+                                          "type": 'Checkbutton',
+                                          "field": 'force',
+                                          "tip": configTips._settings_force_default_tip,
+                                          },
+                              },
+                               
+                  "Miscellaneous": {"edate": {"default": 'today',
+                                              "type": 'Entry',
+                                              "field": '"edate" default value',
+                                              "tip": configTips._settings_edate_default_tip,
+                                              "validate": _validDateMMDDYYYY,
+                                              },
+                                    "sdate": {"default": '1/1/2012',
+                                              "type": 'Entry',
+                                              "field": '"sdate" default value',
+                                              "tip": configTips._settings_sdate_default_tip,
+                                              "validate": _validDateMMDDYYYY,
+                                              },
+                                    "noffset": {"default": -3,
+                                                "type": 'Entry',
+                                                "field": '"noffset" default value',
+                                                "tip": configTips._settings_noffset_default_tip,
+                                                "validate": _validInt,
+                                                },
+                                    "fixoffset": {"default": -1,
+                                                  "type": 'Entry',
+                                                  "field": '"fixoffset" default value',
+                                                  "tip": configTips._settings_fixoffset_default_tip,
+                                                  "validate": _validIntNegative,
+                                                  },
+                                    "capital": {"default": 100000,
+                                                "type": 'Entry',
+                                                "field": 'Capital default value',
+                                                "tip": configTips._settings_capital_default_tip,
+                                                "validate": _validIntPositive,
+                                                },
+                                    "nsh_round": {"default": True,
+                                                  "type": 'Checkbutton',
+                                                  "field": 'Int. nr. shares',
+                                                  "tip": configTips._settings_nsh_round_default_tip,
+                                                  },
+                                    "OpenExcel": {"default": False,
+                                                  "type": 'Checkbutton',
+                                                  "field": 'Open Excel',
+                                                  "tip": configTips._settings_OpenExcel_tip,
+                                                  },
+                                    "ShowTips": {"default": True,
+                                                 "type": 'Checkbutton',
+                                                 "field": 'Show Tips',
+                                                 "tip": configTips._settings_ShowTips_tip,
+                                                 },
+                                                      
+                                    },
+                  }
+
+ 
+
+def get_settings_default(category):
+    rout = {kk:  vv["default"] for kk, vv in settings_model[category].items()}
+    return rout
+
+
+def get_settings_default_all():
+    rout = {}
+    rout["Version"] = Version
+    for category in settings_model.keys():
+        rout.update(get_settings_default(category))
+    return rout
+    
+
+def get_envkey_valriable_name(provider):
+    return settings_model["MkTData"]["Provider"]["values"][provider]["key"]["envkey"]
+
+
+def get_envkey(provider):
+    return os.getenv(get_envkey_valriable_name(provider))
+
+
+MasterApplicationSettings = None

azapyGUI/configTips.py

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+_rtype_param_tip = "Optimization type for risk-based strategies."
+
+_mu_param_tip = "Targeted portfolio expected rate of return."
+
+_mu0_param_tip = "Risk-free rate accessible to the investor."
+
+_aversion_param_tip = "The value of the risk-aversion coefficient."
+
+_ww0_param_tip = \
+"Targeted portfolio weights. List of int>=0.\n\
+Size = number of port components. Otherwise padded with 1 or right truncated."
+
+_diver_param_tip = "Targeted portfolio diversification factor."
+
+_freq_param_tip = "Rate of return horizon: Q - quarterly, M - monthly."
+
+_method_lin_param_tip = "Liner Programming numerical library."
+
+_method_socp_param_tip = "Second Order Cone Programming numerical library."
+
+_method_exp_param_tip = \
+"Exponential Cone Programming numerical library.\n\
+excp is using ecos, while ncp and ncp2 are using cvxopt numerical libraries."
+
+_method_quad_param_tip = "Quadratic Programming numerical library."
+
+_hlength_val_param_tip = \
+"History length in number of years used for calibration\n\
+(rounded to months), float >= 0.5."
+
+_col_calibration_param_tip = \
+"Name of the price column from market data used in the weight’s calibration."
+
+_ftype_param_tip = "Filter name."
+
+_fw_param_tip = "Filter weights: list of 4 int >=0."
+
+_nw_param_tip = "Maximum number of selected symbols: int >=1."
+
+_threshold_param_tip = \
+"Minimum number of symbols with positive momentum\n\
+for a full capital allocation: int >=nw."
+
+_Dual_Momentum_model_tip = "Dual Momentum filter."
+
+_corr_threshold_param_tip = "Cluster correlation threshold': float [-1,1]."
+
+_Correlation_Clustering_model_tip = "Correlation Clustering filter."
+
+_alpha_mCVaR_param_tip = \
+"List of distinct confidence levels, float in (0.5, 1)."
+
+_coef_param_tip = \
+"Mixture weights, list of float >0, same size as alpha,\n\
+otherwise padded with 1 or right truncated."
+
+_mCVaR_model_tip = "Mixture Conditional Value at Risk measure."
+
+_alpha_mSMCR_param_tip = \
+"List of distinct confidence levels, float in (0.5, 1)."
+
+_mSMCR_model_tip = "Mixture Second Moment Coherent Risk measure."
+
+_alpha_mEVaR_param_tip = \
+"List of distinct confidence levels, float in (0.5, 1)."
+
+_mEVaR_model_tip = "Mixture Entropic Value at Risk measure."
+
+_coef_mMAD_param_tip = \
+"Mixture weights.\n\
+Positive non-increasing list of mixture coefficients, float in (0, 1]."
+
+_mMAD_model_tip = "m-level Mean Absolute Deviation risk measure."
+
+_mLSD_model_tip = "m-level Lower Semi-Deviation risk measure."
+
+_alpha_mBTAD_param_tip = \
+"List of distinct rates threshold levels, float in (-1, 1)."
+
+_coef_BTAD_param_tip = \
+"Mixture weights, list of float >0, same size as alpha,\n\
+otherwise padded with 1 or right truncated."
+
+_detrended_param_tip = "True - rates of return are detrended (mean=0)."
+
+_mBTAD_model_tip = "Mixture Below Threshold Absolute Deviation measure."
+
+_mBTSD_model_tip = "Mixture Below Target Semi-Deviation measure."
+
+_GINI_model_tip = "Gini risk measure."
+
+_SD_model_tip = "Standard Deviation risk measure."
+
+_MV_model_tip = "Mean Variance measure."
+
+_Equal_Weighted_model_tip = "Equal weighted portfolio."
+
+_Inverse_Volatility_model_tip = "Inverse Volatility model."
+
+_Inverse_Variance_model_tip = "Inverse Variance model."
+
+_Inverse_Drawdown_model_tip = "Inverse Maximum Drawdown model."
+
+_rtype_Kelly_param_tip = \
+"Optimization method:\n\
+ExpCone - exponential cone programming,\n\
+Full - non-linear solver,\n\
+Order2 - quadratic programming for second order Taylor approx."
+
+_Kelly_model_tip = "Kelly's portfolio strategy."
+
+_dirichlet_alpha_param_tip = \
+"List of Dirichlet alpha coefficients (for Monte-Carlo simulations)\n\
+Size = number of port components. Otherwise padded with 1 or right truncated."
+
+_variance_reduction_param_tip = \
+"A value of 1 triggers the Monte Carlo variance reduction procedure."
+
+_mc_seed_param_tip = \
+"Random number generator seed."
+
+_nr_batches_param_tip = \
+"Number of Monte Carlo batches."
+
+_mc_paths_param_tip = \
+"Number of Monte Carlo simulations per batch per variance reduction mode."
+
+_univ_hlength_val_param_tip = \
+"History length in number of years. The larger the better. \
+A typical value is 12."
+
+_Universal_model_tip = \
+"Universal Portfolio strategy. \
+Any additional selector model will be ignored.",
+
+_settings_UserPortfolioDirectory_tip = \
+"Default folder to save portfolio collection."
+
+_settings_UserMktDataDirectory_tip = \
+"Working directory for temporary market data"
+
+_settings_UserOutputDirectory_tip = \
+"Default folder for user reports etc."
+
+_settings_MkTDataProvider_tip = \
+"Name of historical market data provider."
+
+_settings_porviderKey_tip = \
+"Market data provider access key \
+(if is not already set as an environment variable)."
+
+_settings_max_req_per_min_tip = \
+"Maximum number of requests per minute (as specified by the provider)."
+
+_settings_ShowTips_tip = \
+"Set visibility for widget tips."
+
+_settings_edate_default_tip = \
+"Default end data for market data (e.g. today or 1/1/2024 etc.)."
+
+_settings_sdate_default_tip = \
+"Default starting date for market data (e.g. 1/1/2012)."
+
+_settings_noffset_default_tip = \
+"Default rebalancing date as offset days relative to investment period \
+end (e.g. -3)."
+
+_settings_fixoffset_default_tip = \
+"Default fixing date as offset days relative to rebalancing date (e.g. -1)."
+
+_settings_capital_default_tip = \
+"Default initial (cash) Capital value."
+
+_settings_nsh_round_default_tip = \
+"Default setting for the quantity of shares as a whole number."
+
+_settings_force_default_tip = \
+"Default value for the force flag in market data retrieving procedure."
+
+_settings_OpenExcel_tip = \
+"Auto open Excel when an xlsx file is saved."
+
+_epw_portfolio_name_tip = \
+"Short, unique, name to identify the portfolio."
+
+_bkt_edate_tip = \
+"Backtesting end date (e.g. today)."
+
+_bkt_sdate_tip = \
+"Backtesting start date (e.g. 1/1/2012)."
+
+_bkt_noffset_tip = \
+"Rebalancing date, as number of business days offset relative to the end \
+of investment period (end of month or quarter). A typical value is -3."
+
+_bkt_fixoffset_tip = \
+"Fixing date, as number of business days offset relative to the rebalancing \
+date (always a <=0). A typical value is -1."
+
+_bkt_capital_tip = \
+"Initial capital (cash value), e.g. 100000."
+
+_bkt_nsh_round_tip = \
+"Check to set the number of shares as whole numbers."
+
+_bkt_provider_tip = \
+"Market data provider."
+
+_bkt_force_tip = \
+"Check to force a fresh reading of market data from the Provider \
+(ignoring the local buffer) - potentially slowing the application."
+
+_reb_as_of_tip = \
+"Reference date - the weights will be computed using the latest closing \
+relative to this day."
+
+_reb_cash_tip = \
+"Additional cash to be added at the rebalancing (a negative value is a \
+reduction of the reinvested total capital)."
+                                                                
+_reb_nsh_round_tip = _bkt_nsh_round_tip
+
+_reb_provider_tip = _bkt_provider_tip
+
+_reb_force_tip = _bkt_force_tip
+
+_sew_symb_tip = \
+"Comma delimited list of symbols"
+
+_sew_edate_tip = \
+"Market data end date (e.g. today or 1/1/2024 etc.)."
+
+_sew_sdate_tip = \
+"Market data start date (e.g. 1/1/2012, or empty to get the most recent hist. data only)."
+
+_sew_provider_tip = \
+"Market data provider."
+
+_sew_force_tip = \
+"Check to force market data reding from provider (slower)."

azapyGUI/mktDataValidation.py

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+import pandas as pd
+
+import azapyGUI.config as config
+
+
+def sdate_edate_validate(sdate, edate):
+    try:
+        _sdate, _edate = _mkt_sedate(sdate, edate)
+    except:
+        msg = "Warning: wrong date format"
+        return False, msg, False
+        
+    if _edate < _sdate:
+        msg = "Warning: end date smaller than start data"
+        return False, msg, False
+    
+    return True, _sdate, _edate
+    
+
+def mkt_today():
+    dn = pd.Timestamp.now(tz='America/New_York')
+    reftime = dn.replace(hour=16, minute=0, second=0, microsecond=0)
+    if dn > reftime: return dn.normalize().tz_localize(None)
+
+    return config._bday.rollback(dn - pd.Timedelta(1, 'day')).normalize().tz_localize(None)
+
+
+def _mkt_sedate(sdate, edate):
+    dn = pd.Timestamp.now(tz='America/New_York')
+    refdate = dn.replace(hour=16, minute=0, second=0, microsecond=0)
+    if dn > refdate:
+        refdate = config._bday.rollback(refdate).normalize().tz_localize(None)
+    else:
+        refdate = config._bday.rollback(refdate - pd.Timedelta(1, 'day')).normalize().tz_localize(None)
+    edate = min(pd.to_datetime(edate).normalize().tz_localize(None), refdate)
+    if sdate == '': 
+        sdate = edate
+    elif sdate.strip('-').isnumeric() and (int(sdate) <= 0):
+        sdate = edate + int(sdate) * config._bday
+    else:
+        sdate = config._bday.rollforward(sdate).normalize().tz_localize(None)
+    return sdate, edate