PythonSystemBackTester/getData.py at master · georgepruitt/PythonSystemBackTester · GitHub

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import csv
import tkinter as tk
import os.path
from marketDataClass import marketDataClass
from dataMasterLists import commName, bigPtVal, minMove
from tkinter.filedialog import askopenfilenames
from equityDataClass import equityClass


fileName = "c:\PythonBackTester\dataMaster.csv"
fileName = "dataMaster.csv"
def parseDate(dateString):
    whereIsAslash = dateString.find('/')
    if whereIsAslash != -1:
        x = dateString[0:whereIsAslash]
        tempStr = dateString[whereIsAslash+1:len(dateString)]
        whereIsAslash = tempStr.find('/')
        y = tempStr[0:whereIsAslash]
        z = tempStr[whereIsAslash+1:len(tempStr)]
        tempDate = int(z)*10000 + int(x)*100 + int(y)
        return(tempDate)
    else:
        return(int(dateString))


def getData():
    dataClassList = list()
    dataClassList.clear()
    tempFileList = list()
    portfolioFileNames = list()
    totComms = 0
    with open(fileName) as f:
       f_csv = csv.reader(f)
       for row in f_csv:
          commName.append(row[0])
          bigPtVal.append(float(row[1]))
          minMove.append(float(row[2]))
          totComms = totComms + 1
    f.close
    root = tk.Tk()
    root.withdraw()
    cnt = 0
    files = askopenfilenames(filetypes=(('CSV files', '*.csv'),
                                       ('TXT files', '*.txt'),('POR files', '*.por')),
                                       title='Select Markets or Ports. To Test- CSV format only!')
    fileList = root.tk.splitlist(files)
    fileListLen = len(fileList)
    for marketCnt in range(0,fileListLen):
        head,tail = os.path.split(fileList[marketCnt])
        tempStr = tail
        isThisAport = tempStr.find('.por')
        if isThisAport != -1:
            portMarketCnt = 0
            with open(fileList[marketCnt], "r") as f:
                for line in f:
                    portfolioFileNames.append(line.rstrip('\n'))
                    portMarketCnt += 1
            if portMarketCnt == 0:
                print("Portfolio File Empty -- Reselect market or portfolio ")
                quit()
            del fileList
            fileList = list()
            head = head +"/"
            for x in range(0,portMarketCnt):
                fileList += (head+portfolioFileNames[x],)
            fileListLen = len(fileList)
            break


    for marketCnt in range(0,fileListLen):
        head,tail = os.path.split(fileList[marketCnt])
        tempStr = tail[0:2]
        commIndex = 0
        foundInDataMaster = 0
        for i in range(totComms):
            if tempStr == commName[i]:
                commIndex = i
                foundInDataMaster = 1
        newDataClass = marketDataClass()
        if foundInDataMaster != 0:
            newDataClass.setDataAttributes(commName[commIndex],bigPtVal[commIndex],minMove[commIndex])
        else:
            newDataClass.setDataAttributes(tail,100,0.01)
        with open(fileList[marketCnt]) as f:
            f_csv = csv.reader(f)
            for row in f_csv:
                numCols = len(row)
                for col in range(0,numCols):
                    row[col] = row[col].replace(' ','')
                tempStr = row[0]
                isThereAslash = tempStr.find('/')
                isThereAdash = tempStr.find('-')
                if isThereAslash != -1:
                    row[0] = tempStr.replace('/','')
                if isThereAdash != -1:
                    row[0] = tempStr.replace('-','')
                isThereAdigit = row[0].isdigit(),
                if (isThereAdigit):
                    if numCols == 5:
                        newDataClass.readData(parseDate(row[0]),float(row[1]),float(row[2]),float(row[3]),float(row[4]),0.0,0.0)
                    if numCols == 6:
                        newDataClass.readData(parseDate(row[0]),float(row[1]),float(row[2]),float(row[3]),float(row[4]),float(row[5]),0.0)
                    if numCols == 7:
                        newDataClass.readData(parseDate(row[0]),float(row[1]),float(row[2]),float(row[3]),float(row[4]),float(row[5]),float(row[6]))
                    cnt = cnt + 1
        dataClassList.append(newDataClass)
        f.close
    return(dataClassList)