azapyGUI 0.0.1__py3-none-any.whl

azapyGUI/MenuApp.py

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+import tkinter as tk 
+from tkinter import filedialog
+import glob
+import os
+import webbrowser
+import azapy as az
+
+import azapyGUI.config as config
+import azapyGUI.configSettings as configSettings
+import azapyGUI.configHelps as configHelps
+from azapyGUI.PortDataNode import PortDataNode
+from azapyGUI.EditPortfolioWindow import EditPortfolioWindow
+from azapyGUI.SaveMenuPortfolioWindow import SaveMenuPortfolioWindow
+from azapyGUI.CloneMenuPortfolioWindow import CloneMenuPortfolioWindow
+from azapyGUI.RemoveMenuPortfolioWindow import RemoveMenuPortfolioWindow
+from azapyGUI.EditMenuPortfolioWindow import EditMenuPortfolioWindow
+from azapyGUI.AppSettingsWindow import AppSettingsWindow
+from azapyGUI.SymbExtractWindow import SymbExtractWindow
+from azapyGUI.BacktestMenuPortfolioWindow import BacktestMenuPortfolioWindow
+from azapyGUI.BacktestEntryWindow import BacktestEntryWindow
+from azapyGUI.RebalanceMenuPortfolioWindow import RebalanceMenuPortfolioWindow
+from azapyGUI.WeightsWindow import WeightsWindow
+
+
+class MenuApp:
+    def __init__(self, window):
+        self._window = window
+        
+        menubar = tk.Menu(self._window)
+        
+        filemenu = tk.Menu(menubar, tearoff=0)
+        filemenu.add_command(label="New", command=self._new_port)
+        filemenu.add_command(label="Open", command=self._load_port)
+        filemenu.add_command(label="Clone", command=self._clone_port)
+        filemenu.add_command(label="Edit", command=self._edit_port)
+        filemenu.add_separator()
+        filemenu.add_command(label="Backtest", command=self._backtest_port)
+        filemenu.add_command(label="Rebalance", command=self._rebalance_port)
+        filemenu.add_separator()
+        filemenu.add_command(label="Save", command=self._save_port)
+        filemenu.add_command(label="Save all",  command=self._save_all_port)
+        filemenu.add_command(label="Remove", command=self._remove_port)
+        filemenu.add_separator()
+        filemenu.add_command(label="Exit", command=self._quit)
+        
+        menubar.add_cascade(label="Portfolio", menu=filemenu)
+        
+        editmenu = tk.Menu(menubar, tearoff=0)
+        editmenu.add_command(label="Load", command=self._load_symbols)
+        editmenu.add_separator()
+        editmenu.add_command(label="Clear", command=self._clear_symbols)
+
+        menubar.add_cascade(label="Mkt Data", menu=editmenu)
+        
+        setingsmenu = tk.Menu(menubar, tearoff=0)
+        setingsmenu.add_command(label="Application Settings", command=self._application_settings)
+        
+        menubar.add_cascade(label="Settings", menu=setingsmenu)
+        
+        helpmenu = tk.Menu(menubar, tearoff=0)
+        helpmenu.add_command(label="Help Index", command=self._help_index)
+        helpmenu.add_command(label="Quick Start", command=self._help_quick_start)
+        helpmenu.add_separator()
+        helpmenu.add_command(label="About...", command=self._help_about)
+        
+        menubar.add_cascade(label="Help", menu=helpmenu)
+        
+        self._window.config(menu=menubar)
+        
+
+    def _new_port(self):
+        npw = EditPortfolioWindow(master=self._window)
+        portfolio = npw.portfolio
+        if portfolio is None: return
+        
+        
+    def _save_port(self):
+        SaveMenuPortfolioWindow(master=self._window)
+        
+        
+    def _save_all_port(self):
+        port_path = configSettings.MasterApplicationSettings["UserPortfolioDirectory"]
+        for kk, port in config.PortDataDict.items():
+            if port.saved: continue
+            filepath = filedialog.asksaveasfilename(
+                defaultextension=".json",
+                filetypes=[("Json Files", "*.json")],
+                initialdir=port_path,
+                initialfile=port.name,
+            )
+            if not filepath: return
+            
+            port.saved = True
+            config.PortDataDict[port.name].writeFile(filepath)
+            
+        config.appPortfolioFrame.refresh()
+
+        
+    def _load_port(self):
+        port_path = configSettings.MasterApplicationSettings["UserPortfolioDirectory"]
+        filepaths = tk.filedialog.askopenfilename(
+            filetypes=[("Json Files", "*.json")],
+            initialdir=port_path,
+            title='Portfolio loading',
+            multiple=True,
+            parent=self._window
+        )
+        for filepath in filepaths:
+            sport = PortDataNode().loadFile(filepath)
+            if sport.name in config.PortDataDict.keys():
+                tk.messagebox.showwarning(
+                    "Warning", 
+                    f"Name {sport.name} already in use!\nAbort opening.")
+                continue
+            sport.status = 'Set'
+            config.PortDataDict[sport.name] = sport
+            config.appPortfolioFrame.refresh()
+        
+        
+    def _clone_port(self):
+        CloneMenuPortfolioWindow(self._window)
+        
+        
+    def _remove_port(self):
+        RemoveMenuPortfolioWindow(self._window)
+        
+        
+    def _edit_port(self):
+        empw = EditMenuPortfolioWindow(master=self._window)
+        if empw.selection is None: return
+        EditPortfolioWindow(self._window, portfolio=config.PortDataDict[empw.selection])
+
+
+    def _quit(self):
+        for kk in config.PortDataDict.keys():
+            if not config.PortDataDict[kk].saved:
+                res = tk.messagebox.askquestion(
+                    "Save portfolio", 
+                    "There are unsaved portfolios.\nDo you want to save them?",
+                    parent=self._window)
+                if res == 'yes': self._save_all_port()
+                break
+                    
+        self._window.quit()
+        self._window.destroy()
+        
+    def _application_settings(self):
+        AppSettingsWindow(master=self._window)
+        
+    
+    def _load_symbols(self):
+        SymbExtractWindow(master=self._window, title="Download Market Data", entry=True)
+
+
+    def _clear_symbols(self):
+        path_mkt = configSettings.MasterApplicationSettings["UserMktDataDirectory"]
+        if  path_mkt is None: return
+        title = "Clear Market Data directory?"
+        msg = f"Delete all market data files from\n{path_mkt}"
+        res = tk.messagebox.askyesno(title, message=msg, parent=self._window)
+        if not res: return
+        for ff in glob.iglob(path_mkt + '/*'):
+            os.remove(ff)
+            
+    
+    def _backtest_port(self):
+        bmpw = BacktestMenuPortfolioWindow(master=self._window)
+        if bmpw.selection is None:
+            return
+        config.PortDataDict[bmpw.selection].setActive(True)
+        config.appPortfolioFrame.refresh()
+        BacktestEntryWindow(master=self._window, pnames=[bmpw.selection])
+    
+    
+    def _rebalance_port(self):
+        rmpw = RebalanceMenuPortfolioWindow(master=self._window)
+        if rmpw.selection is None:
+            return
+        config.PortDataDict[rmpw.selection].setActive(True)
+        config.appPortfolioFrame.refresh()
+        WeightsWindow(master=self._window, pname=rmpw.selection)
+        
+    
+    def _help_about(self):
+        msg = configHelps._About_help.format(vgui=config.__version__, v=az.__version__)
+        tk.messagebox.showinfo('About', msg) 
+
+
+    def _help_index(self):
+        webbrowser.open_new_tab(configHelps._index_help)
+
+
+    def _help_quick_start(self):
+        webbrowser.open_new_tab(configHelps._Quick_Start_help)

azapyGUI/MktDataFrame.py

@@ -0,0 +1,129 @@
+import tkinter as tk 
+from tkinter import ttk
+import pandas as pd
+import os
+
+import azapyGUI.config as config
+import azapyGUI.configSettings as configSettings
+from azapyGUI.SymbExtractWindow import SymbExtractWindow
+from azapyGUI.SymbAnalyseWindow import SymbAnalyseWindow
+
+
+class MktDataFrame(tk.LabelFrame):
+    def __init__(self, master, **kwargs):
+        self._master = master
+        super().__init__(master=self._master, **kwargs)
+        self.grid_rowconfigure(0, weight=1)
+
+        self._trv = ttk.Treeview(master=self, columns=("sdate", "edate", "nrow", "iserror", "status"))
+        self._trv.grid(row=0, column=0, sticky=tk.NSEW)
+        
+        self._trv.heading("#0", text="Symbol", command=self._load_symbols)
+        self._trv.heading("#1", text="Start Date")
+        self._trv.heading("#2", text="End Date")
+        self._trv.heading("#3", text="Nr records")
+        self._trv.heading("#4", text="Errors")
+        self._trv.heading("#5", text="Status")
+        
+        self._trv.column("#0", minwidth=10, width=60, stretch=False)
+        self._trv.column("#1", minwidth=10, width=80, stretch=False)
+        self._trv.column("#2", minwidth=10, width=80, stretch=False)
+        self._trv.column("#3", minwidth=10, width=65, stretch=False)
+        self._trv.column("#4", minwidth=10, width=40, stretch=False)
+        self._trv.column("#5", minwidth=10, width=40, stretch=False)
+        
+        vscrlb = ttk.Scrollbar(master=self, 
+                               orient ="vertical", 
+                               command = self._trv.yview)
+        vscrlb.grid(row=0, column=1, sticky=tk.NS)
+        self._trv.configure(yscrollcommand = vscrlb.set)
+        
+        self._trv.tag_bind("trv_tag", "<<TreeviewSelect>>", self._trv_model_item_selector_func)
+        
+        self._set_trv_menu_selector()
+        self.refresh()
+       
+
+    def refresh(self): 
+        for item in self._trv.get_children():
+            self._trv.delete(item)
+
+        for kk, val in sorted(config.MktDataDict.items()):
+            self._trv.insert(
+                "",
+                tk.END,
+                text=val.name,
+                values=(val.sdate().date(), val.edate().date(), val.nrow(), 
+                        "Yes" if val.iserror() else "No",
+                        "Busy" if val.status else "Free",),
+                        tags=("trv_tag",),
+            )
+            
+
+    def _set_trv_menu_selector(self):
+        self._trv_menu_selector = tk.Menu(self._trv, tearoff = 0) 
+        self._trv_menu_selector.add_command(label ="Update", command=self._update_func) 
+        #self._trv_menu_selector.add_command(label ="Stats", command=self._donothing) 
+        self._trv_menu_selector.add_command(label ="View", command=self._view_fun) 
+        self._trv_menu_selector.add_command(label ="To Excel", command=self._to_excel_func) 
+        self._trv_menu_selector.add_separator() 
+        self._trv_menu_selector.add_command(label ="Remove", command=self._delete_func) 
+        
+        
+    def _trv_model_item_selector_func(self, event):
+        try: 
+            self._trv_menu_selector.tk_popup(self._trv_menu_selector.winfo_pointerx(), 
+                                             self._trv_menu_selector.winfo_pointery()) 
+        finally: 
+            self._trv_menu_selector.grab_release() 
+
+        
+    def _delete_func(self):
+        items = self._trv.selection()
+        for item in items:
+            symb = self._trv.item(item, "text")
+            del config.MktDataDict[symb]
+        self.refresh()
+        
+    
+    def _update_func(self):
+        items = self._trv.selection()
+        symbols = [self._trv.item(item, "text") for item in items]
+        title = "Update Mkt Data"
+        btn_text = "Update"
+        SymbExtractWindow(master=self._master, title=title, 
+                          symbols=symbols, btn_text=btn_text)
+        self.refresh()
+        
+        
+    def _view_fun(self):
+        items = self._trv.selection()
+        symbols = [self._trv.item(item, "text") for item in items]
+        SymbAnalyseWindow(master=self._master, symbols=symbols)
+        
+        
+    def _to_excel_func(self):
+        items = self._trv.selection()
+        port_path = configSettings.MasterApplicationSettings["UserOutputDirectory"]
+        path = tk.filedialog.asksaveasfilename(
+                                    defaultextension=".xlsx",
+                                    filetypes=[("Excel Files", "*.xlsx")],
+                                    initialdir=port_path,
+                                    initialfile="MktDataBook.xlsx",
+                                    parent=self._master,
+                                    )
+        if path:
+            with pd.ExcelWriter(path, mode='w', engine='xlsxwriter', 
+                                date_format="YYYY-MM-DD", 
+                                datetime_format="YYYY-MM-DD") as writer:
+                for item in items:
+                    symb = self._trv.item(item, "text")
+                    config.MktDataDict[symb].mktdata.to_excel(writer, sheet_name=symb)
+            if configSettings.MasterApplicationSettings["OpenExcel"]:
+                try:
+                    os.system('start EXCEL.EXE ' + path)
+                except:
+                    pass
+            
+    def _load_symbols(self):
+        SymbExtractWindow(master=self._master, title="Download Market Data", entry=True)

azapyGUI/MktDataNode.py

@@ -0,0 +1,34 @@
+import azapy as az
+
+class MktDataNode:
+    def __init__(self):
+        self.name = None
+        self.mktdata = None
+        self.stats = None
+        self.status = False
+        self._summary = None
+        
+        
+    def sdate(self):
+        if self._summary is None: self._summary = az.summary_MkTdata(self.mktdata)
+        return self._summary.begin[0]
+    
+    
+    def edate(self):
+        if self._summary is None: self._summary = az.summary_MkTdata(self.mktdata)
+        return self._summary.end[0]
+    
+    
+    def nrow(self):
+        if self._summary is None: self._summary = az.summary_MkTdata(self.mktdata)
+        return self._summary.length[0]
+    
+    
+    def iserror(self):
+        if self._summary is None: self._summary = az.summary_MkTdata(self.mktdata)
+        return (self._summary.na_total[0] + self._summary.cont[0]) > 0
+    
+    
+    def get_mktdata(self, edate=None):
+        return self.mktdata if edate is None else self.mktdata[self.mktdata.index <= edate]
+    

azapyGUI/ModelParamEditWindow.py

@@ -0,0 +1,143 @@
+import tkinter as tk 
+from tkinter import ttk
+import webbrowser
+
+import azapyGUI.configModels as configModels
+import azapyGUI.config as config
+
+
+class ModelParamEditWindow:
+    def __init__(self, model_name, param=None, model_family=None, master=None):
+        self._master = master
+        self._model_name = model_name
+        self._model_family = model_family if model_family is not None else configModels.get_model_family(self._model_name)
+        
+        pdefault = configModels.param_default(model_name)
+        self.param = pdefault if param is None else (pdefault.update(param) or pdefault)      
+        self._param_invisible = configModels.param_default(model_name, visible=False)
+        
+        self._window = tk.Toplevel() 
+        str_title = self._model_name + " - Parameters"
+        self._window.title(str_title)
+        self._window.focus_set()
+        self._window.grab_set()
+
+        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)
+        
+        frm_model = tk.LabelFrame(master=self._window, text=str_title, font=("Forte", 10))
+        frm_model.pack(fill=tk.BOTH, padx=5, pady=5, expand=True)
+        
+        self._frm = tk.Frame(master=frm_model)
+        self._frm.pack(fill=tk.BOTH, padx=5, pady=5, expand=True)
+        self._frm.columnconfigure(1, weight=1)
+        
+        config_param = configModels.portfolio_model_family[self._model_family][self._model_name]['param']
+        row = 0
+        self._ent_dict = {}
+        for kk, vv in config_param.items():
+            row = self._insert_item(kk, vv, row)
+                
+        frm_btn = tk.Frame(master=frm_model)
+        frm_btn.pack(fill=tk.BOTH, padx=5, pady=5)
+        
+        btn_cancel = tk.Button(master=frm_btn, text="Cancel", width=10, command=self._btn_cancel)
+        btn_cancel.pack(side="left", padx=5, pady=5)
+        
+        btn_save = tk.Button(master=frm_btn, text="Save", width=10, command=self._btn_save)
+        btn_save.pack(side="right", padx=5, pady=5)
+        
+        self._window.update()
+        self._master.wait_window(self._window)
+        
+        
+    def _insert_item(self, kk, vv, row):
+        if not vv['visible']: return row
+        
+        lbl = tk.Label(master=self._frm, text=kk, width=10, anchor='w')
+        lbl.grid(row=row, column=0, padx=2, pady=0, sticky=tk.W )
+        
+        if 'values' not in vv.keys():
+            ent = tk.Entry(master=self._frm, width=15)
+            ent.grid(row=row, column=1, padx=2, pady=0, sticky=tk.EW)
+            ent.insert(0, str(self.param[kk]))
+            config.tiptil.bind(ent, vv['tip'])
+            self._ent_dict[kk] = ent
+ 
+            self._frm.rowconfigure(row, weight=1)
+        else:
+            ent = ttk.Combobox(master=self._frm, width=12, state='readonly')
+            ent['values'] = vv['values']
+            ent.set(str(self.param[kk]))
+            ent.grid(row=row, column=1, padx=2, pady=0, sticky=tk.EW )
+            config.tiptil.bind(ent, vv['tip'])
+            self._ent_dict[kk] = ent
+ 
+            self._frm.rowconfigure(row, weight=1)
+
+            if 'param' in vv.keys():
+                row += 1
+                ent.bind("<<ComboboxSelected>>", lambda event: self._switch_item(kk=kk, vv=vv, row=row))
+                for kkk, vvv in vv['param'].items():
+                    self._insert_item(kkk, vvv, row)
+                self._switch_item(kk, vv, row)
+        
+        return row + 1
+                
+    
+    def _switch_item(self, kk, vv, row):
+        sol = self._ent_dict[kk].get()
+        
+        lbl = tk.Label(master=self._frm, text="", width=10, anchor='w')
+        lbl.grid(row=row, column=0, padx=2, pady=0, sticky=tk.W )
+        for kkk, vvv in vv['param'].items():
+            self._ent_dict[kkk].grid_forget()
+            if sol in vvv['conditional']:
+                lbl.config(text=kkk)
+                self._ent_dict[kkk].grid(row=row, column=1, padx=2, pady=0, sticky=tk.EW)
+
+
+    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()
+        self.param = None
+    
+    
+    def _btn_save(self):
+        wparam = {}
+        for kk in self._ent_dict.keys():
+            if self._ent_dict[kk].winfo_ismapped():
+                wparam[kk] = self._ent_dict[kk].get()
+
+        status = self._validate(wparam)
+        if not status: return
+        
+        self._param_invisible.update(wparam)
+        self.param = self._param_invisible
+        self._window.grab_release()
+        if (self._master is not None) and self._master.winfo_exists():
+            self._master.focus_set()
+        self._window.destroy()
+
+
+    def _validate(self, param):
+        dparam = configModels.flat_param_default(self._model_family, self._model_name)
+        lmodel = configModels.portfolio_model_family[self._model_family][self._model_name]['val_priority']
+        lmodel += [kk for kk in param.keys() if kk not in lmodel]
+        rout = {}
+        for kk in lmodel:
+            status, rout = dparam[kk]['validate'](param)
+            if not status:
+                tk.messagebox.showwarning("Warning", rout, parent=self._window)
+                return False
+        return True
+
+
+    def _menu_help_func(self):
+        webbrowser.open_new_tab(configModels.portfolio_model_family[self._model_family][self._model_name]['help'])
+    

azapyGUI/NrShares_table.py

@@ -0,0 +1,54 @@
+import tkinter as tk 
+import pandas as pd
+import numpy as np
+
+from azapyGUI.DF_table import DF_table
+from azapyGUI.modelParametersValidation import _validIntPositive
+
+class NrShares_table(DF_table):
+    def __init__(self, master, data):
+        self._df = pd.DataFrame(data)
+        super().__init__(master=master, df=pd.DataFrame(data))
+        
+    def _draw(self, df):
+        self._sent = [ [tk.StringVar(self._frm, value=symb),
+                        tk.IntVar(self._frm, value=df.loc[symb][0])] for symb in df.index]
+        
+        
+        self._frm.columnconfigure(0, weight=1)
+        self._frm.columnconfigure(1, weight=1)
+        for row, ll in enumerate(self._sent):
+            self._frm.rowconfigure(row, weight=1)
+            lbl = tk.Label(self._frm, textvariable=ll[0], width=5, bg='white', relief=tk.RIDGE, anchor=tk.W)
+            lbl.grid(row=row, column=0, sticky=tk.NSEW)
+            
+            ent = tk.Entry(self._frm, textvariable=ll[1], width=5, validate='key')
+            ent['validatecommand'] = (ent.register(_validIntPositive),'%S','%d','%P')
+            ent.grid(row=row, column=1, sticky=tk.NSEW)
+        
+        
+    def get_data(self):
+        index = pd.Index([self._sent[kk][0].get() for kk in range(len(self._sent))], dtype=str)
+        data = pd.Series([self._sent[kk][1].get() for kk in range(len(self._sent))], 
+                          index=index, dtype=np.dtype(float))
+        return data
+    
+    
+    def set_data(self, data):
+        df = pd.DataFrame(data)
+        for row, symb in enumerate(df.index):
+            self._sent[row][0].set(symb)
+            self._sent[row][1].set(df.loc[symb][0])
+            
+    
+    def sort(self, axis=1, ascending=False):
+        data = self.get_data()
+
+        if axis == 0:
+            self.set_data(data.sort_index(ascending=ascending))
+            return
+
+        self.set_data(pd.DataFrame(data)
+                        .reset_index()
+                        .sort_values(by=[0, 'index'], ascending=[ascending, True])
+                        .set_index('index'))