Difference between revisions of "Programming performance/hay.steve Python"
Jump to navigation
Jump to search
Tomjaguarpaw (talk | contribs) (Deleting page that hasn't been updated for over 10 years) |
|||
Line 1: | Line 1: | ||
− | * '''Implementation time''': 1.5 hours. |
||
− | * '''Experience''': 3 days. |
||
− | * '''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. |
||
− | |||
− | === Code === |
||
− | |||
− | <code-python> |
||
− | from heapq import heappush, heappop, nsmallest |
||
− | |||
− | verbose=False |
||
− | filename = "gspc.txt" |
||
− | |||
− | days = [] |
||
− | |||
− | for f in open(filename): |
||
− | if f[0] == '#': |
||
− | continue |
||
− | linelist = f.split(' ') |
||
− | heappush( days, linelist ) |
||
− | |||
− | cash = 10000.00 |
||
− | previousClose = -1.0 |
||
− | currentClose = 0.00 |
||
− | |||
− | shares = [] |
||
− | |||
− | beginningBalance = cash |
||
− | |||
− | print "Beginning Balance:", cash |
||
− | while days != []: |
||
− | day = heappop( days ) |
||
− | i = day[0] |
||
− | currentClose = float( day[4] ) |
||
− | |||
− | if previousClose != -1.0: |
||
− | percentGain = ( currentClose - previousClose ) / previousClose |
||
− | if percentGain < -0.03: |
||
− | numShares = 0.1 * cash / currentClose |
||
− | heappush( shares, (currentClose, numShares) ) |
||
− | cash = 0.9 * cash |
||
− | if verbose: print "On", i, ", bought" , numShares , "shares at" , currentClose , "." |
||
− | |||
− | else : |
||
− | while shares != [] and nsmallest(1, shares)[0][0] <= currentClose / 1.06: |
||
− | sell = heappop( shares ) |
||
− | cash += sell[1] * currentClose |
||
− | if verbose: print "On", i, "sold" , sell[1] , "shares at" , currentClose , "." |
||
− | |||
− | previousClose = currentClose |
||
− | |||
− | while shares != []: |
||
− | sell = heappop( shares ) |
||
− | cash += sell[1] * currentClose |
||
− | if verbose: print "Sold" , sell[1] , "shares at" , currentClose , "." |
||
− | |||
− | print "Beginning balance:", beginningBalance |
||
− | print "Ending balance:", cash |
||
− | print "Percent Gain:", (cash-beginningBalance)/beginningBalance*100, "%." |
||
− | </code-python> |
||
− | |||
− | === Some later refinements === |
||
− | <code-python> |
||
− | from heapq import heappush, heappop |
||
− | |||
− | # iterates through a heap while destroying it (side effect) |
||
− | def heap_eater(heap): |
||
− | while heap: yield heappop( heap ) |
||
− | |||
− | # globals |
||
− | verbose = True |
||
− | filename = "gspc.txt" |
||
− | days = [] |
||
− | positions = [] |
||
− | beginningBalance = 10000.00 |
||
− | cash = 10000.00 |
||
− | close = 0.00 |
||
− | |||
− | # create the stock data heap |
||
− | for f in open(filename): |
||
− | if not f.startswith('#'): |
||
− | date, open, high, low, close, volume, adjClose = f.split(' ') |
||
− | day = ( date, float( close ) ) |
||
− | heappush( days, day ) |
||
− | |||
− | print "Beginning Balance:", cash |
||
− | |||
− | # iterate through the days |
||
− | startDate, oldClose = heappop( days ) |
||
− | for day, close in heap_eater( days ): |
||
− | if close < 0.97 * oldClose: |
||
− | numShares = 0.1 * cash / close |
||
− | cash -= 0.1 * cash |
||
− | position = (close, numShares ) |
||
− | heappush( positions, position ) |
||
− | if verbose: |
||
− | print "On", day, ", bought" , numShares , "shares at" , close , "." |
||
− | else: |
||
− | for oldClose, numShares in heap_eater( positions ): |
||
− | if close >= 1.06 * oldClose: |
||
− | cash += numShares * close |
||
− | if verbose: |
||
− | print "On", day, "sold", numShares, "shares at", close, "." |
||
− | else: |
||
− | position = ( oldClose, numShares ) |
||
− | heappush( positions, position ) |
||
− | break |
||
− | oldClose = close |
||
− | |||
− | # close out positions |
||
− | for price,qty in positions: |
||
− | cash += qty * close |
||
− | if verbose: |
||
− | print "Sold" , qty , "shares at" , close , "." |
||
− | |||
− | print "Beginning balance:", beginningBalance |
||
− | print "Ending balance:", cash |
||
− | print "Percent Gain:", (cash-beginningBalance)/beginningBalance*100, "%." |
||
− | </code-python> |
||
− | |||
− | --[[User:Hay.steve|Hay.steve]] 01:53, 8 March 2007 (UTC) |