Difference between revisions of "Programming performance/hay.steve Python"

From HaskellWiki
Jump to: navigation, search
(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)
 

Revision as of 14:34, 6 February 2021