Programming performance/hay.steve Python
- 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>
--Hay.steve 01:53, 8 March 2007 (UTC)