virgo-modules 0.0.79__py3-none-any.whl → 0.0.81__py3-none-any.whl

virgo_modules/src/re_utils.py

@@ -453,7 +453,61 @@ def ranking(data, weighted_features, top = 5, window = 5):
     top_up = list(df.sort_values('up_signas', ascending = False).index)[:top]
     top_low = list(df.sort_values('low_signas', ascending = False).index)[:top]
     
-    return top_up, top_low
+    return top_up, top_low, df
+
+def ranking_first(data, weighted_features, top = 5, window = 5):
+    '''
+    Create a ranking of assets given current signals and weighted average importance
+
+            Parameters:
+                    data (pd.Dataframe): base data
+                    weighted_features (dict): configuration dictionary
+                    top (int): top n to get result
+                    window (int): number of days to assess
+
+            Returns:
+                    top_up (list): top roof signal asset
+                    top_low (list): top botton signal asset
+    '''
+    features = weighted_features.keys()
+    up_columns = ['signal_up_' + x for x in features]
+    low_columns = ['signal_low_' + x for x in features]
+
+    def compute_score(df,col,window):
+        score = 0
+        for i in range(window):
+            row = df.iloc[i]
+            if (row[col] == 1) and (i == 0):
+                score += 1000
+            elif (row[col] == 1) and (i == 1):
+                score -= 200
+            elif (row[col] == 1) and (i >= 2):
+                score -= 50
+        return score
+    
+    ticket_list= list(data.Ticket.unique())
+    result = dict()
+    for ticket in ticket_list:
+        result[ticket] = dict()
+        df = data[data.Ticket == ticket].sort_values('Date').iloc[-window:]
+        
+        for col in low_columns:
+            df = df.sort_values('Date', ascending = False)
+            score = compute_score(df,col,window)
+            result[ticket][col] = score
+        for col in up_columns:
+            score = 0
+            df = df.sort_values('Date', ascending = False)
+            score = compute_score(df,col,window)
+            result[ticket][col] = score
+            
+    df = pd.DataFrame(result).T
+    df['up_signas'] = df[up_columns].sum(axis=1)
+    df['low_signas'] = df[low_columns].sum(axis=1)
+    
+    top_up = list(df.sort_values('up_signas', ascending = False).index)[:top]
+    top_low = list(df.sort_values('low_signas', ascending = False).index)[:top]
+    return top_up, top_low, df
 
 def produce_dashboard(data, columns , ticket_list, show_plot = True, nrows = 150,save_name = False, save_path = False, save_aws = False, aws_credential = False):
     '''

{virgo_modules-0.0.79.dist-info → virgo_modules-0.0.81.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: virgo-modules
-Version: 0.0.79
+Version: 0.0.81
 Summary: data processing and statistical modeling using stock market data
 Home-page: https://github.com/miguelmayhem92/virgo_module
 Author: Miguel Mayhuire

{virgo_modules-0.0.79.dist-info → virgo_modules-0.0.81.dist-info}/RECORD

@@ -3,10 +3,10 @@ virgo_modules/src/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU
 virgo_modules/src/aws_utils.py,sha256=q0l7D7ofo09Lu1QQjv-esheQ06uiSy1Pdq3xMul8zvk,2571
 virgo_modules/src/edge_utils.py,sha256=ll5pRs9EE20IsE5A1vA589TKzobkeA-b0d68jNTsu1U,13268
 virgo_modules/src/pull_artifacts.py,sha256=5OPrgR7pcMSdpbevDRhf0ebk7g7ZRjff4NpTIIWAKjE,1989
-virgo_modules/src/re_utils.py,sha256=Af2ktNS-Z3Pdnp5tUAq-3N6mr0MWMd3gfsY1lPYvQe0,69517
+virgo_modules/src/re_utils.py,sha256=a7u7ouZ6dKvJZXzgjPLTRARbCapMC_sWf-azhExpMAk,71590
 virgo_modules/src/ticketer_source.py,sha256=4J0y51Tv0dGzFU7qZarGBIJSFsFWfY_NDNWZI6VN2Ws,142729
-virgo_modules-0.0.79.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
-virgo_modules-0.0.79.dist-info/METADATA,sha256=OcsRxZIrV4o_tqiJ4Gb49UN4Z2iU9rlTJPc_a3I16S0,1429
-virgo_modules-0.0.79.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-virgo_modules-0.0.79.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
-virgo_modules-0.0.79.dist-info/RECORD,,
+virgo_modules-0.0.81.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
+virgo_modules-0.0.81.dist-info/METADATA,sha256=UGDIXRdC6k8suA5Nv58zset6OqVUoEp5rqUUmju0P6Y,1429
+virgo_modules-0.0.81.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+virgo_modules-0.0.81.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
+virgo_modules-0.0.81.dist-info/RECORD,,