run_reports

#!/usr/bin/env python

import MySQLdb
import argparse
from datetime import date, timedelta, datetime
from sharpefolio import stocks
from sharpefolio import reports
from sharpefolio import calc

def parseDateArg(string):
	return datetime.strptime("%s" % string, "%Y-%m-%d").date()

connection = MySQLdb.connect(
	host="127.0.0.1",
	user="root",
	passwd="root",
	db="sharpefolio"
)

report_repository = reports.ReportMysqlRepository(connection)
report_mapper = reports.ReportMapper(report_repository)

# Set up stock mapper
stock_repository = stocks.StockMysqlRepository(connection)
stock_mapper = stocks.StockMapper(stock_repository)

# Set up price mapper
price_repository = stocks.PriceMysqlRepository(connection)
price_mapper = stocks.PriceMapper(price_repository)

# Set up report mapper
report_repository = reports.ReportMysqlRepository(connection)
report_mapper = reports.ReportMapper(report_repository)

# Set up ratio mapper
ratio_repository = reports.RatioMysqlRepository(connection)
ratio_mapper = reports.RatioMapper(ratio_repository)

parser = argparse.ArgumentParser(description='Generate the ratios for the reports within the date range.')

yesterday = datetime.now().date()

parser.add_argument('startDate', type=parseDateArg)
parser.add_argument('--endDate', type=parseDateArg, default=yesterday)

args = parser.parse_args()

since_date = args.startDate
until_date = args.endDate

reports_collection = report_mapper.find_within_date(since_date, until_date)

print reports_collection

for report in reports_collection.loop():
	# Report date range
	end_date   = report.date
	start_date = report.start_date()

	stocks_collection = stock_mapper.find_all()
	for stock in stocks_collection.loop():
		prices_collection = price_mapper.find_by_stock_id_in_range(stock.id, start_date, end_date)
		prices = [price.closing_price for price in prices_collection.loop()]

		ratio = calc.Ratio(prices)
		if (report.formula == 'sharpe-v1.0-beta'):
			value = sharpe = ratio.sharpe()
		else:
			value = ratio.sortino()

		print 'calculating %s ratio %d for %s (%s - %d days): %f' % (report.formula, report.id, stock.symbol, report.date, report.duration, value)
		ratio_entry = reports.Ratio(stock.id, report.id, value)
		ratio_mapper.insert(ratio_entry)