azapyGUI 0.0.1__py3-none-any.whl

azapyGUI/BacktestEntryWindow.py

@@ -0,0 +1,307 @@
+import tkinter as tk 
+from tkinter import ttk
+import time
+import webbrowser
+
+import azapyGUI.configSettings as configSettings
+import azapyGUI.configMSG as configMSG
+import azapyGUI.config as config
+import azapyGUI.configTips as configTips
+import azapyGUI.configHelps as configHelps
+import azapyGUI.tkHelper as tkHelper
+from azapyGUI.mktDataValidation import sdate_edate_validate
+from azapyGUI.BacktestComputation import BacktestComputation
+from azapyGUI.PortAnalyseWindow import PortAnalyseWindow
+from azapyGUI.modelParametersValidation import _validDateMMDDYYYY, _validInt, _validIntNegative, _list2string
+from azapyGUI.Scrollable import Scrollable
+
+class BacktestEntryWindow:
+    def __init__(self, master, pnames):
+        self._master = master
+        self._pnames = pnames
+        self._paw = None
+        
+        self._window = tk.Toplevel()
+        self._window.title("Backtesting")
+        self._window.focus_set()
+        self._window.protocol("WM_DELETE_WINDOW", self._btn_cancel_func)
+
+        menubar = tk.Menu(self._window)
+        filemenu = tk.Menu(menubar, tearoff=0)
+        filemenu.add_command(label='Help', command=self._menu_help_func)
+        menubar.add_cascade(label='Help', menu=filemenu)
+        self._window.config(menu=menubar)
+        
+        text = 'Backtesting simulation parameters'
+        self._frm_btp = tk.LabelFrame(master=self._window, text=text, font=("Forte", 10))
+        self._frm_btp.pack(fill=tk.BOTH, expand=True, padx=5, pady=5)
+        self._frm_btp.columnconfigure(1, weight=1)
+        
+        row = 0
+        self._frm_btp.rowconfigure(row, weight=1)
+        text = 'Portfolios: ' + _list2string(self._pnames, 5)
+        lbl = tk.Label(master=self._frm_btp, text='Portfolios:', anchor=tk.W)
+        lbl.grid(row=row, column=0, padx=5, pady=5, sticky=tk.NW)
+        lbl = tk.Label(master=self._frm_btp, text=_list2string(self._pnames, 5), 
+                       anchor=tk.W, justify=tk.LEFT)
+        lbl.grid(row=row, column=1, columnspan=3, padx=5, pady=5, sticky=tk.NW)
+        
+ 
+        row += 1
+        self._frm_btp.rowconfigure(row, weight=1)
+        lbl = tk.Label(master=self._frm_btp, text='End Date')
+        lbl.grid(row=row, column=0, padx=5, pady=5, sticky=tk.W)
+        
+        self._ent_edate = tk.StringVar(master=self._frm_btp,
+                                       value=configSettings.MasterApplicationSettings['edate'])
+        ent_edate = tk.Entry(master=self._frm_btp, width=10, textvariable=self._ent_edate)
+        ent_edate['validatecommand'] = (ent_edate.register(_validDateMMDDYYYY),'%S','%d','%P')
+        ent_edate.grid(row=row, column=1, pady=5, padx=5, sticky=tk.W)
+        config.tiptil.bind(ent_edate, configTips._bkt_edate_tip)
+        
+        
+        lbl = tk.Label(master=self._frm_btp, text='Bday offset')
+        lbl.grid(row=row, column=2, padx=5, pady=5, sticky=tk.W)
+        
+        self._ent_noffset = tk.StringVar(master=self._frm_btp,
+                                         value=configSettings.MasterApplicationSettings['noffset'])
+        ent_noffset = tk.Entry(master=self._frm_btp, width=3, textvariable=self._ent_noffset)
+        ent_noffset['validatecommand'] = (ent_noffset.register(_validInt),'%S','%d','%P')
+        ent_noffset.grid(row=row, column=3, pady=5, padx=5, sticky=tk.W)
+        config.tiptil.bind(ent_noffset, configTips._bkt_noffset_tip)
+ 
+        row += 1
+        self._frm_btp.rowconfigure(row, weight=1)
+        lbl = tk.Label(master=self._frm_btp, text='Start Date')
+        lbl.grid(row=row, column=0, padx=5, pady=5, sticky=tk.W)
+        
+        self._ent_sdate = tk.StringVar(master=self._frm_btp,
+                                       value=configSettings.MasterApplicationSettings['sdate'])
+        ent_sdate = tk.Entry(master=self._frm_btp, width=10, textvariable=self._ent_sdate)
+        ent_sdate['validatecommand'] = (ent_sdate.register(_validDateMMDDYYYY),'%S','%d','%P')
+        ent_sdate.grid(row=row, column=1, pady=5, padx=5, sticky=tk.W)
+        config.tiptil.bind(ent_sdate, configTips._bkt_sdate_tip)
+        
+        lbl = tk.Label(master=self._frm_btp, text='Fixing offset')
+        lbl.grid(row=row, column=2, padx=5, pady=5, sticky=tk.W)
+        
+        self._ent_fixoffset= tk.StringVar(master=self._frm_btp,
+                                          value=configSettings.MasterApplicationSettings['fixoffset'])
+        ent_fixoffset = tk.Entry(master=self._frm_btp, width=3, textvariable=self._ent_fixoffset)
+        ent_fixoffset['validatecommand'] = (ent_fixoffset.register(_validIntNegative),'%S','%d','%P')
+        ent_fixoffset.grid(row=row, column=3, pady=5, padx=5, sticky=tk.W)
+        config.tiptil.bind(ent_fixoffset, configTips._bkt_fixoffset_tip)
+        
+        row += 1 
+        self._frm_btp.rowconfigure(row, weight=1)
+        lbl = tk.Label(master=self._frm_btp, text='Capital')
+        lbl.grid(row=row, column=0, padx=5, pady=5, sticky=tk.W)
+        
+        self._ent_capital = tk.StringVar(master=self._frm_btp,
+                                         value=configSettings.MasterApplicationSettings['capital'])
+        ent_capital = tk.Entry(master=self._frm_btp, width=10, textvariable=self._ent_capital)
+        ent_capital['validatecommand'] = (ent_capital.register(_validInt),'%S','%d','%P')
+        ent_capital.grid(row=row, column=1, pady=5, padx=5, sticky=tk.W)
+        config.tiptil.bind(ent_capital, configTips._bkt_capital_tip)
+        
+        
+        lbl = tk.Label(master=self._frm_btp, text='Nr Shares int')
+        lbl.grid(row=row, column=2, padx=5, pady=5, sticky=tk.W)
+        
+        self._ent_nsh_round = tk.BooleanVar(master=self._frm_btp,
+                                            value=configSettings.MasterApplicationSettings['nsh_round'])
+        ckb_ent_nsh_round = ttk.Checkbutton(master=self._frm_btp, variable=self._ent_nsh_round, 
+                                            onvalue=True, offvalue=False)
+        ckb_ent_nsh_round.grid(row=row, column=3, pady=5, padx=5, sticky=tk.W)
+        config.tiptil.bind(ckb_ent_nsh_round, configTips._bkt_nsh_round_tip)
+            
+        text = "Market Data"
+        self._frm_mkt = tk.LabelFrame(master=self._window, text=text, font=("Forte", 10))
+        self._frm_mkt.pack(fill=tk.BOTH, expand=True, padx=5, pady=5)
+        self._frm_mkt.columnconfigure(1, weight=1)
+        
+        row = 0
+        self._frm_mkt.rowconfigure(row, weight=1)
+        lbl = tk.Label(master=self._frm_mkt, text='Provider')
+        lbl.grid(row=row, column=0, padx=5, pady=5, sticky=tk.W)
+        
+        pval = list(configSettings.MasterApplicationSettings["Provider"].keys())
+        self._ent_provider = tk.StringVar(master=self._frm_mkt)
+        ent_provider = ttk.Combobox(master=self._frm_mkt, width=12, textvariable=self._ent_provider)
+        ent_provider["values"] = pval
+        ent_provider.current(0)
+        ent_provider.grid(row=row, column=1, pady=5, padx=5, sticky=tk.EW)
+        config.tiptil.bind(ent_provider, configTips._bkt_provider_tip)
+        
+        lbl = tk.Label(master=self._frm_mkt, text="force", anchor=tk.W)
+        lbl.grid(row=row, column=2, padx=5, pady=5, sticky=tk.W)
+        
+        self._ent_force = tk.BooleanVar(value=configSettings.MasterApplicationSettings['force'])
+        chk_force = tk.Checkbutton(master=self._frm_mkt, onvalue=True, offvalue=False, variable=self._ent_force)
+        chk_force.grid(row=row, column=3, padx=5, pady=5, sticky=tk.W)
+        config.tiptil.bind(chk_force, configTips._bkt_force_tip)
+        
+        
+        frm_btn = tk.Frame(master=self._window)
+        frm_btn.pack(fill=tk.BOTH, expand=True, padx=5, pady=5)
+        
+        self._btn_cancel = tk.Button(master=frm_btn, text='Cancel', width=12, command=self._btn_cancel_func)
+        self._btn_cancel.pack(side=tk.LEFT, padx=5, pady=5,)
+        
+        self._btn_start = tk.Button(master=frm_btn, text='Start', width=12, command=self._btn_start_func)
+        self._btn_start.pack(side=tk.RIGHT, padx=5, pady=5,)
+        
+        # self._frm_progress = tk.LabelFrame(master=self._window, text="Progress", font=("Forte", 10), height=200, width=300)
+        # self._frm_progress.pack(fill=tk.X, expand=False, padx=5, pady=5)
+ 
+        
+    def _destroy_all_windows(self):
+        for widget in self._window.winfo_children():
+            if isinstance(widget, tk.Toplevel):
+                widget.destroy()
+    
+    
+    def _on_exit(self):
+        for pname in self._pnames:
+            config.PortDataDict[pname].setActive(False)
+        config.appPortfolioFrame.refresh()
+        
+        if self._paw is not None: self._paw._btn_quit_func()
+        self._destroy_all_windows()
+        self._window.grab_release()
+        if self._master.winfo_exists():
+            self._master.focus_set()
+            self._master.lift()
+        self._window.destroy()
+        
+        
+    def _btn_cancel_func(self):
+        self.status = False
+        self._on_exit()
+        
+        
+    def _validate_entries(self):
+        # get inputs
+        s_sdate = self._ent_sdate.get()
+        s_edate = self._ent_edate.get()
+        s_noffset = self._ent_noffset.get()
+        s_fixoffset = self._ent_fixoffset.get()
+        s_capital = self._ent_capital.get()
+        self._nsh_round = self._ent_nsh_round.get()
+        self._provider = self._ent_provider.get()
+        self._force = self._ent_force.get()
+        
+        # validate sdate and edate
+        state, self.sdate, self.edate = sdate_edate_validate(s_sdate, s_edate)
+        if not state:
+            tk.messagebox.showwarning("Warning", message=self.sdate, 
+                                      parent=self._window)
+            return False
+        
+        # validate noffset
+        try:
+            self.noffset = int(s_noffset)
+        except:
+            tk.messagebox.showwarning("Warning", message=configMSG._validate_noffset_msg, 
+                                      parent=self._window)
+            return False
+        
+        # validate fixoffset
+        try:
+            self.fixoffset = int(s_fixoffset)
+        except:
+            tk.messagebox.showwarning("Warning", message=configMSG._validate_fixoffset_msg, 
+                                      parent=self._window)
+            return False
+        if self.fixoffset > 0:
+            tk.messagebox.showwarning("Warning", message=configMSG._validate_fixoffset_msg, 
+                                      parent=self._window)
+            return False
+        
+        # capital
+        try: 
+            self._capital = float(s_capital)
+        except:
+            tk.messagebox.showerror("Warning", message=configMSG._validate_capital_msg,
+                                    parent=self._window)
+            return False
+        if self._capital < 10000:
+            tk.messagebox.showerror("Warning", message=configMSG._validate_capital_msg,
+                                    parent=self._window)
+            return False
+            
+        
+        return True
+    
+    
+    def _buid_frm_progress(self):
+        self._frm_progress = tk.LabelFrame(master=self._window, text="Progress", font=("Forte", 10))
+        self._frm_progress.pack(fill=tk.X, expand=False, padx=5, pady=5, ipadx=5, ipady=5)
+
+        onfrm = self._frm_progress if len(self._pnames) <= 5 else Scrollable(self._frm_progress)
+
+        row = 0
+        lbl = tk.Label(master=onfrm, text='Collect Mkt Data')
+        lbl.grid(row=row, column=0, padx=5, pady=5, sticky=tk.W)
+        
+        self._time_mktdata = tk.StringVar(master=onfrm, value='-')
+        lbl = tk.Label(master=onfrm, textvariable=self._time_mktdata, width=10)
+        lbl.grid(row=row, column=1, padx=5, pady=5, sticky=tk.W)
+        
+        self._time_port = {}
+        for pname in self._pnames:
+            row += 1 
+            lbl = tk.Label(master=onfrm, text=f'Portfolio {pname}')
+            lbl.grid(row=row, column=0, padx=5, pady=5, sticky=tk.W)
+            
+            self._time_port[pname] = tk.StringVar(master=onfrm, value='-')
+            lbl = tk.Label(master=onfrm, textvariable=self._time_port[pname], width=10)
+            lbl.grid(row=row, column=1, padx=5, pady=5, sticky=tk.W)
+
+        onfrm.update()    
+        self._window.update()
+ 
+    
+    def _btn_start_func(self):   
+        if not self._validate_entries(): return
+        
+        tkHelper.enable_widget(self._frm_btp, enabled=False)
+        tkHelper.enable_widget(self._frm_mkt, enabled=False)
+        self._btn_start.config(state=tk.DISABLED)
+        self._btn_cancel.config(text="Close")
+        self._window.update()
+        
+        self.status = True
+        
+        self._buid_frm_progress()
+        
+        btc = BacktestComputation(master=self._window, 
+                                  pnames=self._pnames,
+                                  sdate=self.sdate,
+                                  edate=self.edate,
+                                  noffset=self.noffset,
+                                  fixoffset=self.fixoffset,
+                                  capital=self._capital,
+                                  nsh_round=self._nsh_round,
+                                  provider=self._provider,
+                                  force=self._force,
+                                  )
+
+        tic = time.perf_counter()
+        btc.collectMktData()
+        toc = time.perf_counter()
+        self._time_mktdata.set(str(round(toc-tic, 4)) + 's')
+        self._window.update()
+        config.appMktDataFrame.refresh()
+
+        btc.compute(self._time_port)
+        
+        ports = btc.backtest
+        if len(ports) < 1: return
+        
+        self._paw = PortAnalyseWindow(master=self._window, ports=ports)
+
+
+    def _menu_help_func(self):
+        webbrowser.open_new_tab(configHelps._Backtest_panel_help)
+        

azapyGUI/BacktestMenuPortfolioWindow.py

@@ -0,0 +1,20 @@
+import azapyGUI.config as config
+from azapyGUI.SelectOneWindow import SelectOneWindow
+
+class BacktestMenuPortfolioWindow(SelectOneWindow):
+    def __init__(self, master=None):
+        values = [kk for kk, vv in config.PortDataDict.items() if vv.status != 'Edit']
+        if len(values) == 0:
+            self.selection = None
+            return
+        title = "Backtesting Portfolio"
+        text = "Choose portfolio"
+        tip_text = "Only portfolios with status=Set or Active can be backtested."
+        btn_text = "Backtest"
+        super().__init__(master=master, title=title, text=text, values=values, 
+                         tip_text=tip_text, btn_text=btn_text)
+        
+    
+    def _btn_action(self):
+        self.selection = self._ent.get()
+        self._btn_cancel()

azapyGUI/CloneMenuPortfolioWindow.py

@@ -0,0 +1,93 @@
+import tkinter as tk 
+from tkinter import ttk
+import string
+from copy import deepcopy
+
+import azapyGUI.config as config
+import azapyGUI.configMSG as configMSG
+
+class CloneMenuPortfolioWindow:
+    def __init__(self, master=None):
+        self._master = master
+        values = list(config.PortDataDict.keys())
+        if len(values) == 0: return
+        
+        btn_text = "Save"
+        self._end_values = False
+        title = "Clone Portfolio"
+        self._window = tk.Toplevel()
+        self._window.title(title)
+        self._window.geometry("230x130")      
+        self._window.protocol("WM_DELETE_WINDOW", self._btn_cancel)
+        
+        frm = tk.LabelFrame(master=self._window, text=title, font=("Forte", 10) )
+        frm.pack(expand=True, fill=tk.BOTH, padx=5, pady=5)
+        frm.columnconfigure(0, weight=1)
+        frm.columnconfigure(1, weight=1)
+        
+        row = 0
+        frm.rowconfigure(row, weight=1)
+        lbl_text = "Target Portfolio:"
+        lbl = tk.Label(master=frm, text=lbl_text)
+        lbl.grid(row=row, column=0, pady=5, padx=5, sticky=tk.W)
+        
+        self._cbx = ttk.Combobox(master=frm, width=12, state='readonly')
+        self._cbx['values'] = values
+        self._cbx.current(0)
+        self._cbx.grid(row=row, column=1, padx=5, pady=5, sticky=tk.W)
+        
+        row += 1
+        frm.rowconfigure(row, weight=1)
+        lbl_text = "New name:"
+        lbl = tk.Label(master=frm, text=lbl_text)
+        lbl.grid(row=row, column=0, pady=5, padx=5, sticky=tk.W)
+        
+        self._ent = tk.Entry(master=frm, width=12,)
+        self._ent.grid(row=row, column=1, pady=5, padx=5, sticky=tk.W)
+        self._ent.bind('<Return>', lambda event: self._btn_action())
+        self._ent.focus()
+        
+        row += 1 
+        frm.rowconfigure(row, weight=1)
+        btn_cancel = tk.Button(master=frm, text="Cancel", width=8, command=self._btn_cancel)
+        btn_cancel.grid(row=row, column=0, pady=5, padx=5, sticky=tk.W)
+        
+        btn_action = tk.Button(master=frm, text=btn_text, width=8, command=self._btn_action)
+        btn_action.grid(row=row, column=1, pady=5, padx=5, sticky=tk.E)
+
+        self._window.update()
+        if (self._master is not None) and self._master.winfo_exists():
+            self._master.wait_window(self._window)
+            
+            
+    def _btn_cancel(self):
+        self._window.grab_release()
+        if (self._master is not None) and self._master.winfo_exists():
+            self._master.focus_set()
+        self._window.destroy()
+        
+        
+    def _btn_action(self):
+        if self._end_values:
+           self._btn_cancel()
+           return
+       
+        tname = self._cbx.get()
+        nname = self._ent.get().strip(string.whitespace)
+        allowed_char = set(string.ascii_letters + string.digits + ".-_")
+        if (len(nname) > 0) and (set(nname) < allowed_char):
+            if nname in config.PortDataDict.keys():
+                tk.messagebox.showwarning("Warning", configMSG._validate_portfolio_name_exist_msg, 
+                                          parent=self._window)
+                return
+            port = deepcopy((config.PortDataDict[tname]))
+            port.name = nname
+            port.status = 'Set'
+            port.saved = False
+            config.PortDataDict[nname] = port
+            self._btn_cancel()
+            config.appPortfolioFrame.refresh()
+            return
+        tk.messagebox.showwarning("Warning", configMSG._validate_portfolio_name_msg, 
+                                  parent=self._window)
+            

azapyGUI/CrossHairBCursor.py

@@ -0,0 +1,80 @@
+class CrossHairBCursor:
+    def __init__(self, ax, varx=None, vary=None,
+                 transformx = lambda x: x, transformy = lambda y: y,
+                 show_label=False):
+        self._show_label = show_label
+        self.varx = varx
+        self.vary = vary
+        self.transformx = transformx
+        self.transformy = transformy
+        self.set_ax(ax)
+            
+
+    def on_draw(self, event):
+        self.create_new_background()
+        
+        
+    def set_ax(self, ax):
+        self.ax = ax
+        x = ax.get_xlim()[1]
+        y = ax.get_ylim()[1]
+        if self.varx is not None: 
+            self.varx.set(self.transformx(x))
+        if self.vary is not None:   
+            self.vary.set(self.transformy(y))
+        
+        self.background = None
+        self.horizontal_line = ax.axhline(y, color='k', lw=0.8, ls='--')
+        self.vertical_line = ax.axvline(x, color='k', lw=0.8, ls='--')
+        if self._show_label: 
+            self.text = ax.text(0.72, 0.9, '', transform=ax.transAxes)
+        self._creating_background = False
+        ax.figure.canvas.mpl_connect('draw_event', self.on_draw)
+
+
+    def set_cross_hair_visible(self, visible):
+        need_redraw = self.horizontal_line.get_visible() != visible
+        self.horizontal_line.set_visible(visible)
+        self.vertical_line.set_visible(visible)
+        if self._show_label:
+            self.text.set_visible(visible)
+        return need_redraw
+
+
+    def create_new_background(self):
+        if self._creating_background:
+            return
+        self._creating_background = True
+        self.set_cross_hair_visible(False)
+        self.ax.figure.canvas.draw()
+        self.background = self.ax.figure.canvas.copy_from_bbox(self.ax.bbox)
+        self.set_cross_hair_visible(True)
+        self._creating_background = False
+
+
+    def on_mouse_move(self, event):
+        if self.background is None:
+            self.create_new_background()
+        if not event.inaxes:
+            need_redraw = self.set_cross_hair_visible(False)
+            if need_redraw:
+                self.ax.figure.canvas.restore_region(self.background)
+                self.ax.figure.canvas.blit(self.ax.bbox)
+        else:
+            self.set_cross_hair_visible(True)
+            x, y = event.xdata, event.ydata
+            if self.varx is not None: 
+                self.varx.set(self.transformx(x))
+            if self.vary is not None:   
+                self.vary.set(self.transformy(y)) 
+            self.horizontal_line.set_ydata([y])
+            self.vertical_line.set_xdata([x])
+            if self._show_label:
+                self.text.set_text(f'x={self._transformx(x)}, y={self._transformy(y)}')
+
+            self.ax.figure.canvas.restore_region(self.background)
+            self.ax.draw_artist(self.horizontal_line)
+            self.ax.draw_artist(self.vertical_line)
+            if self._show_label:
+                self.ax.draw_artist(self.text)
+            self.ax.figure.canvas.blit(self.ax.bbox)

azapyGUI/DF_Window.py

@@ -0,0 +1,63 @@
+import tkinter as tk 
+import pandas as pd
+import os
+
+import azapyGUI.configSettings as configSettings
+from azapyGUI.DF_table import DF_table
+
+class DF_Window(tk.Toplevel):
+    def __init__(self, master, df, title, geometry, fname):
+        self._master = master
+        self._fname = fname
+
+        super().__init__()
+        self._window = self
+        self._window.geometry(geometry)
+        self._window.title(title)
+        self._window.protocol("WM_DELETE_WINDOW", self.destroy)
+        
+        menubar = tk.Menu(self._window)
+        filemenu = tk.Menu(menubar, tearoff=0)
+        filemenu.add_command(label='To csv', command=self._save_df)
+        filemenu.add_command(label='To Excel', command=self._to_excel_df)
+        menubar.add_cascade(label="Save", menu=filemenu)
+        self._window.config(menu=menubar)
+        
+        self._dft = DF_table(df, master=self._window)
+        self._dft.pack(fill=tk.BOTH, expand=True, ipadx=5, ipady=5)
+
+
+    def _save_df(self):
+        port_path = configSettings.MasterApplicationSettings["UserOutputDirectory"]
+        path = tk.filedialog.asksaveasfilename(
+                                    defaultextension=".csv",
+                                    filetypes=[("Excel Files", "*.csv")],
+                                    initialdir=port_path,
+                                    initialfile=str(self._fname) + '.csv',
+                                    parent=self._window
+                                    )
+        if path:
+            self._dft.get_df().to_csv(path)
+        
+        
+    def _to_excel_df(self):
+        port_path = configSettings.MasterApplicationSettings["UserOutputDirectory"]
+        path = tk.filedialog.asksaveasfilename(
+                                    defaultextension=".xlsx",
+                                    filetypes=[("Excel Files", "*.xlsx")],
+                                    initialdir=port_path,
+                                    initialfile=str(self._fname) + '.xlsx',
+                                    parent=self._window
+                                    )
+        if path:
+            with pd.ExcelWriter(path, mode='w', engine='xlsxwriter', 
+                                date_format="YYYY-MM-DD", 
+                                datetime_format="YYYY-MM-DD") as writer:
+                #self._dft.get_df().reset_index().to_excel(writer, index=False)
+                self._dft.get_df().to_excel(writer)
+            if configSettings.MasterApplicationSettings["OpenExcel"]:
+                try:
+                    os.system('start EXCEL.EXE ' + path)
+                except:
+                    pass
+