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| − | * '''Implementation time''': 1.5 hours.
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| − | * '''Experience''': 3 days.
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| − | * '''Comments''': I spent most of my time noodling on the syntax of Python and familiarizing myself with the documentation. I also spent some time getting the heap to work instead of taking multiple passes with that data. I originally said it took 2 hours, but I am bringing it down to 1.5 because I was eating dinner while and watching a movie while coding. Also, I came back later and spent a few minutes adding a verbosity feature as suggested in the problem statement.
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| − | === Code ===
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| − |
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| − | <code-python>
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| − | from heapq import heappush, heappop, nsmallest
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| − |
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| − | verbose=False
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| − | filename = "gspc.txt"
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| − |
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| − | days = []
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| − |
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| − | for f in open(filename):
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| − | if f[0] == '#':
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| − | continue
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| − | linelist = f.split(' ')
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| − | heappush( days, linelist )
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| − |
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| − | cash = 10000.00
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| − | previousClose = -1.0
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| − | currentClose = 0.00
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| − |
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| − | shares = []
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| − |
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| − | beginningBalance = cash
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| − |
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| − | print "Beginning Balance:", cash
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| − | while days != []:
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| − | day = heappop( days )
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| − | i = day[0]
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| − | currentClose = float( day[4] )
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| − |
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| − | if previousClose != -1.0:
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| − | percentGain = ( currentClose - previousClose ) / previousClose
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| − | if percentGain < -0.03:
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| − | numShares = 0.1 * cash / currentClose
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| − | heappush( shares, (currentClose, numShares) )
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| − | cash = 0.9 * cash
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| − | if verbose: print "On", i, ", bought" , numShares , "shares at" , currentClose , "."
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| − |
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| − | else :
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| − | while shares != [] and nsmallest(1, shares)[0][0] <= currentClose / 1.06:
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| − | sell = heappop( shares )
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| − | cash += sell[1] * currentClose
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| − | if verbose: print "On", i, "sold" , sell[1] , "shares at" , currentClose , "."
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| − |
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| − | previousClose = currentClose
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| − |
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| − | while shares != []:
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| − | sell = heappop( shares )
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| − | cash += sell[1] * currentClose
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| − | if verbose: print "Sold" , sell[1] , "shares at" , currentClose , "."
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| − |
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| − | print "Beginning balance:", beginningBalance
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| − | print "Ending balance:", cash
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| − | print "Percent Gain:", (cash-beginningBalance)/beginningBalance*100, "%."
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| − | </code-python>
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| − |
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| − | === Some later refinements ===
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| − | <code-python>
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| − | from heapq import heappush, heappop
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| − |
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| − | # iterates through a heap while destroying it (side effect)
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| − | def heap_eater(heap):
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| − | while heap: yield heappop( heap )
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| − |
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| − | # globals
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| − | verbose = True
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| − | filename = "gspc.txt"
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| − | days = []
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| − | positions = []
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| − | beginningBalance = 10000.00
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| − | cash = 10000.00
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| − | close = 0.00
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| − |
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| − | # create the stock data heap
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| − | for f in open(filename):
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| − | if not f.startswith('#'):
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| − | date, open, high, low, close, volume, adjClose = f.split(' ')
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| − | day = ( date, float( close ) )
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| − | heappush( days, day )
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| − |
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| − | print "Beginning Balance:", cash
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| − |
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| − | # iterate through the days
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| − | startDate, oldClose = heappop( days )
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| − | for day, close in heap_eater( days ):
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| − | if close < 0.97 * oldClose:
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| − | numShares = 0.1 * cash / close
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| − | cash -= 0.1 * cash
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| − | position = (close, numShares )
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| − | heappush( positions, position )
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| − | if verbose:
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| − | print "On", day, ", bought" , numShares , "shares at" , close , "."
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| − | else:
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| − | for oldClose, numShares in heap_eater( positions ):
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| − | if close >= 1.06 * oldClose:
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| − | cash += numShares * close
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| − | if verbose:
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| − | print "On", day, "sold", numShares, "shares at", close, "."
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| − | else:
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| − | position = ( oldClose, numShares )
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| − | heappush( positions, position )
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| − | break
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| − | oldClose = close
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| − |
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| − | # close out positions
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| − | for price,qty in positions:
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| − | cash += qty * close
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| − | if verbose:
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| − | print "Sold" , qty , "shares at" , close , "."
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| − |
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| − | print "Beginning balance:", beginningBalance
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| − | print "Ending balance:", cash
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| − | print "Percent Gain:", (cash-beginningBalance)/beginningBalance*100, "%."
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| − | </code-python>
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| − |
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| − | --[[User:Hay.steve|Hay.steve]] 01:53, 8 March 2007 (UTC)
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