verify.py

from stockclass import Stock
import logging
from datetime import timedelta

    
def getnextworkingday(d):
    newday = d + timedelta(days=1)
    if newday.weekday() > 4:
        newday = newday + timedelta(days=1)
    if newday.weekday() > 4:
        newday = newday + timedelta(days=1)
    return newday

def checkTPFP(positives, conditionday, thres):
    tpositives = 0
    averGrowth = 0.0
    for positive in positives:
        index = positive.indexof(conditionday)
        if index < 0:
            continue
        if index + 1 >= len(positive.changePrices):
            continue
        averGrowth += positive.changePrices[index + 1]
        if index > -1 and positive.changePrices[index + 1] >= thres:
            tpositives += 1
    if len(positives)==0:
        return [0.0, 0.0, 0.0]
    else:
        return [float(tpositives)/len(positives), float(len(positives)-tpositives)/len(positives),
                averGrowth/len(positives)]


def averageTPFP(targets, filter, conditionday, thres):
    verifydays = []
    deltadays = []
    weekday = conditionday.weekday()
    for deltaday in range(1, 35):
        if (weekday - deltaday)%7 >= 0 and (weekday - deltaday)%7 <= 4:
            deltadays.append(deltaday)
    for deltaday in deltadays:
        verifydays.append(conditionday - timedelta(days=deltaday))
    sum = [0.0, 0.0, 0.0]
    verifytimes = 0
    for day in verifydays:
        filteredstocks = filter(targets, day)
        tpfp = checkTPFP(filteredstocks, day, thres)
        logging.info("{0} TP/FP: {1[0]:.2%}/{1[1]:.2%} Average Growth: {1[2]:.3%}"
                     .format(getnextworkingday(day).isoformat(), tpfp))
        sum[0] += tpfp[0]
        sum[1] += tpfp[1]
        sum[2] += tpfp[2]
        if tpfp[0] != 0.0 or tpfp[1] != 0.0:
            verifytimes += 1
    if verifytimes == 0:
        return [0.0, 0.0]
    return [sum[0]/verifytimes, sum[1]/verifytimes, sum[2]/verifytimes]

def verify(data, func, verifyday, thres):
    verified = averageTPFP(data, func, verifyday, thres)
    logging.info(func.__name__ + " Average TP/FP: {0[0]:.2%} / {0[1]:.2%} Average Growth: {0[2]:.3%}".format(verified))