Difference between revisions of "Programming performance/hay.steve Python"
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Tomjaguarpaw (talk | contribs) (Deleting page that hasn't been updated for over 10 years) |
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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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| − | |||
| − | <code-python> |
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| − | from heapq import heappush, heappop, nsmallest |
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| − | |||
| − | verbose=False |
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| − | filename = "gspc.txt" |
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| − | |||
| − | days = [] |
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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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| − | |||
| − | cash = 10000.00 |
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| − | previousClose = -1.0 |
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| − | currentClose = 0.00 |
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| − | |||
| − | shares = [] |
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| − | |||
| − | beginningBalance = cash |
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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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| − | |||
| − | 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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| − | |||
| − | 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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| − | |||
| − | previousClose = currentClose |
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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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| − | |||
| − | 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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| − | |||
| − | === Some later refinements === |
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| − | <code-python> |
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| − | from heapq import heappush, heappop |
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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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| − | |||
| − | # 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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| − | |||
| − | # 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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| − | |||
| − | print "Beginning Balance:", cash |
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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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| − | |||
| − | # 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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| − | |||
| − | 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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| − | |||
| − | --[[User:Hay.steve|Hay.steve]] 01:53, 8 March 2007 (UTC) |
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