mirror of
https://github.com/andrewkdinh/fund-indicators.git
synced 2024-11-21 09:44:21 -08:00
Refactor code
Fix research paper link add note that this project is no longer maintained
This commit is contained in:
Andrew Dinh
parent
ab371aaa12
commit
cdeac8c96f
BIN
Performance_Indicators_of_Mutual_Funds.pdf
Normal file
BIN
Performance_Indicators_of_Mutual_Funds.pdf
Normal file
Binary file not shown.
@ -6,7 +6,9 @@
|
||||
|
||||
[](https://bestpractices.coreinfrastructure.org/projects/2667)
|
||||
|
||||
fund-indicators is a cross-platform Python application that allows users to easily find relationships between various attributes of mutual funds and previous performance. This project is based on research from [*Performance Indicators of Mutual Funds*](https://nextcloud.andrewkdinh.com/s/MBJ6q6t26LAXfZY).
|
||||
fund-indicators is a cross-platform Python application that allows users to easily find relationships between various attributes of mutual funds and previous performance. This project is based on research from [*Performance Indicators of Mutual Funds*](./Performance_Indicators_of_Mutual_Funds.pdf).
|
||||
|
||||
**NOTE:** This program is no longer functional nor actively developed.
|
||||
|
||||
[](https://asciinema.org/a/jLmZapnMFGCRiiSUITY21erLW?autoplay=1&preload=1)
|
||||
|
||||
|
||||
136
main.py
136
main.py
@ -321,8 +321,8 @@ class Stock:
|
||||
if listYahoo[1][i] is None:
|
||||
del listYahoo[1][i]
|
||||
del listYahoo[0][i]
|
||||
i = i - 1
|
||||
i = i + 1
|
||||
i -= 1
|
||||
i += 1
|
||||
else:
|
||||
break
|
||||
|
||||
@ -398,10 +398,7 @@ class Stock:
|
||||
while len(closeValues) != len(dates):
|
||||
closeValues.remove(closeValues[0])
|
||||
|
||||
datesAndCloseList2 = []
|
||||
datesAndCloseList2.append(dates)
|
||||
datesAndCloseList2.append(closeValues)
|
||||
|
||||
datesAndCloseList2 = [dates, closeValues]
|
||||
print(len(dates), 'dates and', len(closeValues), 'close values')
|
||||
return datesAndCloseList2
|
||||
|
||||
@ -742,25 +739,6 @@ class Stock:
|
||||
return marketCap
|
||||
|
||||
elif Stock.indicator == 'Turnover':
|
||||
if stockType == 'Stock':
|
||||
print(self.name, 'is a stock, and therefore does not have turnover')
|
||||
return 'Stock'
|
||||
|
||||
if stockType == 'Mutual Fund':
|
||||
raw_html = t.text
|
||||
soup = BeautifulSoup(raw_html, 'html.parser')
|
||||
|
||||
r = soup.find_all(
|
||||
'span', attrs={'class': 'Trsdu(0.3s)'})
|
||||
if r == []:
|
||||
print('Something went wrong without scraping turnover')
|
||||
return 'N/A'
|
||||
turnover = 0
|
||||
for i in range(len(r)-1, 0, -1):
|
||||
s = r[i].text.strip()
|
||||
if s[-1] == '%':
|
||||
turnover = float(s.replace('%', ''))
|
||||
break
|
||||
if stockType == 'ETF':
|
||||
url = ''.join(('https://finance.yahoo.com/quote/',
|
||||
self.name, '/profile?p=', self.name))
|
||||
@ -784,6 +762,25 @@ class Stock:
|
||||
turnover = float(s.replace('%', ''))
|
||||
break
|
||||
|
||||
elif stockType == 'Mutual Fund':
|
||||
raw_html = t.text
|
||||
soup = BeautifulSoup(raw_html, 'html.parser')
|
||||
|
||||
r = soup.find_all(
|
||||
'span', attrs={'class': 'Trsdu(0.3s)'})
|
||||
if r == []:
|
||||
print('Something went wrong without scraping turnover')
|
||||
return 'N/A'
|
||||
turnover = 0
|
||||
for i in range(len(r)-1, 0, -1):
|
||||
s = r[i].text.strip()
|
||||
if s[-1] == '%':
|
||||
turnover = float(s.replace('%', ''))
|
||||
break
|
||||
elif stockType == 'Stock':
|
||||
print(self.name, 'is a stock, and therefore does not have turnover')
|
||||
return 'Stock'
|
||||
|
||||
if turnover == 0:
|
||||
print('Something went wrong with scraping turnover')
|
||||
return 'N/A'
|
||||
@ -793,20 +790,20 @@ class Stock:
|
||||
|
||||
def indicatorManual(self):
|
||||
indicatorValueFound = False
|
||||
while indicatorValueFound is False:
|
||||
while not indicatorValueFound:
|
||||
if Stock.indicator == 'Expense Ratio':
|
||||
indicatorValue = str(
|
||||
input(Stock.indicator + ' for ' + self.name + ' (%): '))
|
||||
elif Stock.indicator == 'Market Capitalization':
|
||||
indicatorValue = str(
|
||||
input(Stock.indicator + ' of ' + self.name + ': '))
|
||||
|
||||
elif Stock.indicator == 'Persistence':
|
||||
indicatorValue = str(
|
||||
input(Stock.indicator + ' for ' + self.name + ' (years): '))
|
||||
elif Stock.indicator == 'Turnover':
|
||||
indicatorValue = str(input(
|
||||
Stock.indicator + ' for ' + self.name + ' in the last ' + str(Stock.timeFrame) + ' years: '))
|
||||
elif Stock.indicator == 'Market Capitalization':
|
||||
indicatorValue = str(
|
||||
input(Stock.indicator + ' of ' + self.name + ': '))
|
||||
|
||||
if Functions.strintIsFloat(indicatorValue):
|
||||
indicatorValueFound = True
|
||||
return float(indicatorValue)
|
||||
@ -880,15 +877,15 @@ def stocksInit():
|
||||
print('For simplicity, all of them will be referred to as "stock"')
|
||||
|
||||
found = False
|
||||
while found is False:
|
||||
methods = ['Read from a file', 'Enter manually',
|
||||
'Kiplinger top-performing funds (50)',
|
||||
'TheStreet top-rated mutual funds (20)',
|
||||
'Money best mutual funds (50)',
|
||||
'Investors Business Daily best mutual funds (~45)']
|
||||
|
||||
while not found:
|
||||
print('\nMethods:')
|
||||
method = 0
|
||||
methods = ['Read from a file', 'Enter manually',
|
||||
'Kiplinger top-performing funds (50)',
|
||||
'TheStreet top-rated mutual funds (20)',
|
||||
'Money best mutual funds (50)',
|
||||
'Investors Business Daily best mutual funds (~45)']
|
||||
|
||||
for i in range(0, len(methods), 1):
|
||||
print('[' + str(i+1) + '] ' + methods[i])
|
||||
while method == 0 or method > len(methods):
|
||||
@ -919,12 +916,15 @@ def stocksInit():
|
||||
for i in range(0, len(listOfFiles), 1):
|
||||
if listOfFiles[i][0] != '.':
|
||||
print('[' + str(i+1) + '] ' + listOfFiles[i])
|
||||
while stocksFound is False:
|
||||
while not stocksFound:
|
||||
fileName = str(input('What is the file number/name? '))
|
||||
if Functions.stringIsInt(fileName):
|
||||
if int(fileName) < len(listOfFiles)+1 and int(fileName) > 0:
|
||||
fileName = listOfFiles[int(fileName)-1]
|
||||
print(fileName)
|
||||
if (
|
||||
Functions.stringIsInt(fileName)
|
||||
and int(fileName) < len(listOfFiles) + 1
|
||||
and int(fileName) > 0
|
||||
):
|
||||
fileName = listOfFiles[int(fileName)-1]
|
||||
print(fileName)
|
||||
if Functions.fileExists(fileName):
|
||||
listOfStocks = []
|
||||
file = open(fileName, 'r')
|
||||
@ -948,7 +948,7 @@ def stocksInit():
|
||||
|
||||
elif method == 2:
|
||||
isInteger = False
|
||||
while isInteger is False:
|
||||
while not isInteger:
|
||||
temp = input('Number of stocks to analyze (2 minimum): ')
|
||||
isInteger = Functions.stringIsInt(temp)
|
||||
if isInteger:
|
||||
@ -1081,13 +1081,16 @@ def stocksInit():
|
||||
|
||||
for k in r:
|
||||
t = k.text.strip()
|
||||
if len(t) == 5 and Functions.strintIsFloat(t) is False:
|
||||
if t not in listOfStocksOriginal or listOfStocksOriginal == []:
|
||||
if t[-1] != '%':
|
||||
listOfStocksOriginal.append(t)
|
||||
print(t, end=' ')
|
||||
listOfStocks.append(k.text.strip())
|
||||
file.write(str(k.text.strip()) + '\n')
|
||||
if (
|
||||
len(t) == 5
|
||||
and Functions.strintIsFloat(t) is False
|
||||
and (t not in listOfStocksOriginal or listOfStocksOriginal == [])
|
||||
and t[-1] != '%'
|
||||
):
|
||||
listOfStocksOriginal.append(t)
|
||||
print(t, end=' ')
|
||||
listOfStocks.append(k.text.strip())
|
||||
file.write(str(k.text.strip()) + '\n')
|
||||
file.close()
|
||||
|
||||
for i in range(0, len(listOfStocks), 1):
|
||||
@ -1154,7 +1157,7 @@ def sendAsync(url):
|
||||
def timeFrameInit():
|
||||
isInteger = False
|
||||
print('')
|
||||
while isInteger is False:
|
||||
while not isInteger:
|
||||
print(
|
||||
'Please enter the time frame in months (<60 recommended):', end='')
|
||||
temp = input(' ')
|
||||
@ -1171,8 +1174,7 @@ def timeFrameInit():
|
||||
else:
|
||||
print('Please type an integer')
|
||||
|
||||
timeFrame = months
|
||||
return timeFrame
|
||||
return months
|
||||
|
||||
|
||||
def dataMain(listOfStocks):
|
||||
@ -1378,9 +1380,7 @@ def calcIndicatorRegression(listOfIndicatorValues, listOfReturns):
|
||||
|
||||
b = [b_0, b_1]
|
||||
|
||||
regression = []
|
||||
regression.append(b[0])
|
||||
regression.append(b[1])
|
||||
regression = [b[0], b[1]]
|
||||
regressionList.append(regression)
|
||||
|
||||
if Stock.plotIndicatorRegression:
|
||||
@ -1405,7 +1405,7 @@ def plot_regression_line(x, y, b, i):
|
||||
'Sharpe Ratio', 'Sortino Ratio', 'Treynor Ratio', 'Alpha']
|
||||
|
||||
plt.title(Stock.indicator + ' and ' + listOfReturnStrings[i])
|
||||
if Stock.indicator == 'Expense Ratio' or Stock.indicator == 'Turnover':
|
||||
if Stock.indicator in ['Expense Ratio', 'Turnover']:
|
||||
plt.xlabel(Stock.indicator + ' (%)')
|
||||
elif Stock.indicator == 'Persistence':
|
||||
plt.xlabel(Stock.indicator + ' (Difference in average monthly return)')
|
||||
@ -1443,7 +1443,7 @@ def plot_regression_line(x, y, b, i):
|
||||
def persistenceTimeFrame():
|
||||
print('\nTime frame you chose was', Stock.timeFrame, 'months')
|
||||
persTimeFrameFound = False
|
||||
while persTimeFrameFound is False:
|
||||
while not persTimeFrameFound:
|
||||
persistenceTimeFrame = str(
|
||||
input('Please choose how many months to measure persistence: '))
|
||||
if Functions.stringIsInt(persistenceTimeFrame):
|
||||
@ -1480,15 +1480,11 @@ def indicatorMain(listOfStocks):
|
||||
print('\nWould you like to enter a ' + str(Stock.indicator.lower()
|
||||
) + ' value for ' + str(listOfStocks[i].name) + '?')
|
||||
r = Functions.trueOrFalse()
|
||||
if r is False:
|
||||
listOfStocks[i].indicatorValue = 'Remove'
|
||||
else:
|
||||
listOfStocks[i].indicatorValue = 'N/A'
|
||||
|
||||
listOfStocks[i].indicatorValue = 'Remove' if r is False else 'N/A'
|
||||
if listOfStocks[i].indicatorValue == 'N/A':
|
||||
listOfStocks[i].indicatorValue = Stock.indicatorManual(
|
||||
listOfStocks[i])
|
||||
elif listOfStocks[i].indicatorValue == 'Stock' or listOfStocks[i].indicatorValue == 'Remove':
|
||||
elif listOfStocks[i].indicatorValue in ['Stock', 'Remove']:
|
||||
cprint('Removing ' +
|
||||
listOfStocks[i].name + ' from list of stocks', 'yellow')
|
||||
del listOfStocks[i]
|
||||
@ -1501,7 +1497,7 @@ def indicatorMain(listOfStocks):
|
||||
listOfStocks[i].indicatorValue = float(
|
||||
listOfStocks[i].indicatorValue)
|
||||
listOfStocksIndicatorValues.append(listOfStocks[i].indicatorValue)
|
||||
i = i + 1
|
||||
i += 1
|
||||
print('')
|
||||
|
||||
# Remove outliers
|
||||
@ -1522,7 +1518,7 @@ def indicatorMain(listOfStocks):
|
||||
cprint('Removing ' + listOfStocks[i].name + ' because it has a ' + str(
|
||||
Stock.indicator.lower()) + ' value of ' + str(listOfStocks[i].indicatorValue), 'yellow')
|
||||
del listOfStocks[i]
|
||||
i = i - 1
|
||||
i -= 1
|
||||
break
|
||||
i += 1
|
||||
# print('New list:', listOfStocksIndicatorValues, '\n')
|
||||
@ -1588,8 +1584,7 @@ def checkConfig(fileName):
|
||||
print('Config file is not valid')
|
||||
return 'N/A'
|
||||
t = json.loads(n)
|
||||
r = t['Config']
|
||||
return r
|
||||
return t['Config']
|
||||
|
||||
|
||||
def continueProgram():
|
||||
@ -1609,10 +1604,7 @@ def plotIndicatorRegression():
|
||||
print('\nWould you like to plot indicator linear regression '
|
||||
'results?')
|
||||
plotLinear = Functions.trueOrFalse()
|
||||
if plotLinear:
|
||||
Stock.plotIndicatorRegression = True
|
||||
else:
|
||||
Stock.plotIndicatorRegression = False
|
||||
Stock.plotIndicatorRegression = plotLinear
|
||||
else:
|
||||
Stock.plotIndicatorRegression = False
|
||||
|
||||
|
||||
Loading…
Reference in New Issue
Block a user