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Programming performance/hay.steve Python

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  • Implementation time: 1.5 hours.
  • Experience: 3 days.
  • 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.

1 Code

from heapq import heappush, heappop, nsmallest

verbose=False filename = "gspc.txt"

days = []

for f in open(filename):

       if f[0] == '#':
               continue
       linelist = f.split(' ')
       heappush( days, linelist )

cash = 10000.00 previousClose = -1.0 currentClose = 0.00

shares = []

beginningBalance = cash

print "Beginning Balance:", cash while days != []:

       day = heappop( days )
       i = day[0]
       currentClose = float( day[4] )
       if previousClose != -1.0:
               percentGain = ( currentClose - previousClose ) / previousClose
               if percentGain < -0.03:
                       numShares = 0.1 * cash / currentClose
                       heappush( shares, (currentClose, numShares) )
                       cash = 0.9 * cash
                       if verbose: print "On", i, ", bought" , numShares , "shares at" , currentClose , "."
               else :
                       while shares != [] and nsmallest(1, shares)[0][0] <= currentClose / 1.06:
                               sell = heappop( shares )
                               cash += sell[1] * currentClose
                               if verbose: print "On", i, "sold" , sell[1] , "shares at" , currentClose , "."
       previousClose = currentClose

while shares != []:

       sell = heappop( shares )
       cash += sell[1] * currentClose
       if verbose: print "Sold" , sell[1] , "shares at" , currentClose , "."

print "Beginning balance:", beginningBalance print "Ending balance:", cash print "Percent Gain:", (cash-beginningBalance)/beginningBalance*100, "%."

2 Some later refinements

from heapq import heappush, heappop

  1. iterates through a heap while destroying it (side effect)

def heap_eater(heap):

       while heap: yield heappop( heap )
  1. globals

verbose = True filename = "gspc.txt" days = [] positions = [] beginningBalance = 10000.00 cash = 10000.00 close = 0.00

  1. create the stock data heap

for f in open(filename):

       if not f.startswith('#'):
               date, open, high, low, close, volume, adjClose = f.split(' ')
               day = ( date, float( close ) )
               heappush( days, day )

print "Beginning Balance:", cash

  1. iterate through the days

startDate, oldClose = heappop( days ) for day, close in heap_eater( days ):

       if close < 0.97 * oldClose:
               numShares = 0.1 * cash / close
               cash -= 0.1 * cash
               position = (close, numShares )
               heappush( positions, position )
               if verbose:
                       print "On", day, ", bought" , numShares , "shares at" , close , "."
       else:
               for oldClose, numShares in heap_eater( positions ):
                       if close >= 1.06 * oldClose:
                               cash += numShares * close
                               if verbose:
                                       print "On", day, "sold", numShares, "shares at", close, "."
                       else:
                               position = ( oldClose, numShares )
                               heappush( positions, position )
                               break
       oldClose = close
  1. close out positions

for price,qty in positions:

       cash += qty * close
       if verbose:
               print "Sold" , qty , "shares at" , close , "."

print "Beginning balance:", beginningBalance print "Ending balance:", cash print "Percent Gain:", (cash-beginningBalance)/beginningBalance*100, "%."

--Hay.steve 01:53, 8 March 2007 (UTC)