pyminerva 0.0.415__tar.gz → 0.0.417__tar.gz

{pyminerva-0.0.415 → pyminerva-0.0.417}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyminerva
-Version: 0.0.415
+Version: 0.0.417
 Summary: To get an insight from Financial Data Anlaysis
 Home-page: 
 Author: Jeongmin Kang

{pyminerva-0.0.415 → pyminerva-0.0.417}/pyminerva/strategy.py

@@ -50,15 +50,6 @@ from .utils.strategy_funcs import (
 # funtions
 #####################################
 
-'''
-Timing Model & GTTA (Global Tactical Asset Allocation) Strategy
-Asset Class Trend Following¶
-http://papers.ssrn.com/sol3/papers.cfm?abstract_id=962461
-BUY RULE: Buy when monthly price > 10-month SMA.
-SELL RULE: Sell and move to cash when monthly price < 10-month SMA.
-GTAA consists of five global asset classes: US stocks, foreign stocks, bonds, real estate and commodities.
-'''
-# 새로운 포트폴리오 구성하는 방안으로 설정하면.
 def get_sma(ticker:str, short_sma=20, long_sma=200):
     data = pd.DataFrame()
     ticker_file = base.data_dir + f'/{ticker}_hist_1day.csv'
@@ -109,17 +100,14 @@ def timing_strategy(ticker, short_sma, long_sma):
     print(f"=== 100: {result}")
     buf = result[result['Pivot'] == 1].reset_index()
     # 날짜를 기준으로 최대 날짜의 인덱스를 찾기
-    latest_indices = buf.groupby(by=['ticker', 'date']).idxmax()
+    buf['date'] = pd.to_datetime(buf['date'])
+    most_recent_buf = buf.loc[buf.groupby('ticker')['date'].idxmax()]
+    print(f"most_recent_buf: {most_recent_buf}")
 
-    print(f"latest_indices: {latest_indices}")
-    # 최대 날짜의 거래 내역을 발췌
-    # latest_date = buf.loc[latest_indices]
-    latest_date = datetime.strptime(buf.iloc[latest_indices], "%Y-%m-%d")
-    print(f"latest_date: {latest_date}")    
     # Change rate 비율만큼 Buy/Sell 실행할것, 초기 설정은 임계값 상승돌파하면 75% 추가매수, 하락돌파하면 75% 매도
     # pivot_tickers = latest_date[latest_date['date']  >= day5_ago]  # for test: '2023-05-16'
     day30_ago = find_30days_ago()  # 30일 이전까지 피벗날짜 없으면 실행하기 늦었다고 판단했음.
-    pivot_tickers = latest_date[latest_date['date']  >= day30_ago]  # for test: '2023-05-16'
+    pivot_tickers = latest_date[most_recent_buf['date']  >= day30_ago]  # for test: '2023-05-16'
     print(f"=== 200: {pivot_tickers}")
     base.log_report.info(f' Timing_strategy: {ticker} Only 1day '.center(60, '*'))
 

{pyminerva-0.0.415 → pyminerva-0.0.417}/pyminerva.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyminerva
-Version: 0.0.415
+Version: 0.0.417
 Summary: To get an insight from Financial Data Anlaysis
 Home-page: 
 Author: Jeongmin Kang

{pyminerva-0.0.415 → pyminerva-0.0.417}/setup.py

@@ -11,7 +11,7 @@ with open('requirements.txt') as f:
 
 setup(
     name='pyminerva',
-    version='0.0.415',    # version.directory.file
+    version='0.0.417',    # version.directory.file
     description='To get an insight from Financial Data Anlaysis',
     url='',
     author='Jeongmin Kang',