Source Code for Module QSTK.Bin.report

  1  #
 
  2  # report.py
 
  3  #
 
  4  # Generates a html file containing a report based 
 
  5  # off a timeseries of funds from a pickle file.
 
  6  #
 
  7  # Drew Bratcher
 
  8  #
 
  9  
 
 10  from pylab import * 
 11  from qstkutil import DataAccess as da 
 12  from qstkutil import dateutil as du 
 13  from qstkutil import tsutil as tsu 
 14  from quicksim import quickSim as qs 
 15  import converter 
 16  
 
 17  from pandas import * 
 18  import matplotlib.pyplot as plt 
 19  import cPickle 
 20  
 
 21  
 
 22  if __name__ == '__main__': 
 23          # Usage
 
 24          #
 
 25          # Normal:
 
 26          # python report.py funds
 
 27          # python report.py 'out.pkl'
 
 28          #
 
 29          # Robust:
 
 30          # python report.py -r fundsmatrix
 
 31          # python report.py -r 'out.pkl'
 
 32          #
 
 33          
 
 34          robust=0 
 35          if(sys.argv[1]=='-r'): 
 36                  robust=1 
 37          
 
 38          if(robust==1): 
 39                  input=open(sys.argv[2],"r") 
 40          else: 
 41                  input=open(sys.argv[1],"r") 
 42          funds=cPickle.load(input) 
 43          
 
 44          filename = "report.html" 
 45          html_file = open(filename,"w") 
 46          
 
 47          #top
 
 48          html_file.write("<HTML>\n") 
 49          html_file.write("<HEAD>\n") 
 50          if(robust==1): 
 51                  html_file.write("<TITLE>QSTK Generated Report:"+str(sys.argv[2])+"</TITLE>\n") 
 52          else:    
 53                  html_file.write("<TITLE>QSTK Generated Report:"+str(sys.argv[1])+"</TITLE>\n") 
 54          html_file.write("</HEAD>\n\n") 
 55          html_file.write("<BODY><CENTER>\n\n") 
 56          
 
 57          #fund value graph
 
 58          converter.fundsToPNG(funds,'funds.png') 
 59          if(robust==1): 
 60                  converter.fundsAnalysisToPNG(funds,'analysis.png') 
 61                  html_file.write("<H2>QSTK Generated Report:"+str(sys.argv[2])+"</H2>\n") 
 62          else: 
 63                  html_file.write("<H2>QSTK Generated Report:"+str(sys.argv[1])+"</H2>\n") 
 64          html_file.write("<IMG SRC=\'./funds.png\'/>\n") 
 65          if(robust==1): 
 66                  html_file.write("<IMG SRC=\'./analysis.png\'/>\n") 
 67          html_file.write("<BR/>\n\n") 
 68          
 
 69          #montly returns
 
 70          #mrets=tsu.monthly(funds[0])
 
 71          #mrets=[]
 
 72          #html_file.write("<H2>Monthly Returns</H2>\n")
 
 73          #html_file.write("<TABLE CELLPADDING=10>\n")
 
 74          #html_file.write("<TR>\n")
 
 75          #html_file.write("<TH></TH>\n")
 
 76          #month_names=du.getMonthNames()
 
 77          #for name in month_names:
 
 78          #       html_file.write("<TH>"+str(name)+"</TH>\n")
 
 79          #html_file.write("</TR>\n")
 
 80          #years=du.getYears(funds[0])
 
 81          years=[] 
 82          i=0 
 83          for year in years: 
 84                  html_file.write("<TR>\n") 
 85                  html_file.write("<TH>"+str(year)+"</TH>\n") 
 86          #       months=du.getMonths(funds[0],year)
 
 87                  for month in months: 
 88                          html_file.write("<TD>"+str(mrets[i]*100)[:4]+"%</TD>\n") 
 89                          i+=1 
 90                  html_file.write("</TR>\n") 
 91          html_file.write("</TABLE>\n") 
 92          html_file.write("<BR/>\n\n") 
 93          
 
 94          #sharpe ratio
 
 95          #ratio=tsu.getRatio(funds[0])
 
 96          ratio=0 
 97          html_file.write("<H3>Overall Sharpe Ratio: "+str(ratio)+"</H3>\n") 
 98          html_file.write("<TABLE CELLPADDING=10>\n") 
 99          html_file.write("<TR><TH></TH>\n") 
100          for year in years: 
101                  html_file.write("<TH>"+str(year)+"</TH>\n") 
102          html_file.write("</TR>\n") 
103          html_file.write("<TR>\n") 
104          html_file.write("<TH>Sharpe Ratio:</TH>\n") 
105          for year in years: 
106          #       ratio=tsu.getYearRatio(funds[0],year)
 
107                  html_file.write("<TD>"+str(ratio)+"</TD>\n") 
108          html_file.write("</TR>\n") 
109          html_file.write("</TABLE>\n") 
110          html_file.write("<BR/>\n\n") 
111          
 
112          #end
 
113          html_file.write("</CENTER></BODY>\n\n") 
114          html_file.write("</HTML>") 
115