tlmaloney

# MIT License

# Copyright (c) 2016 Chandler Abraham

# Permission is hereby granted, free of charge, to any person obtaining a copy
# of this software and associated documentation files (the "Software"), to deal
# in the Software without restriction, including without limitation the rights
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
# copies of the Software, and to permit persons to whom the Software is
# furnished to do so, subject to the following conditions:

tlmaloney

SERVER_NAME = '127.0.0.1:5000'

# Let's just use the local mongod instance. Edit as needed.

# Please note that MONGO_HOST and MONGO_PORT could very well be left
# out as they already default to a bare bones local 'mongod' instance.
MONGO_HOST = 'localhost'
MONGO_PORT = 27017
#MONGO_USERNAME = 'user'
#MONGO_PASSWORD = 'user'

tlmaloney

#!/usr/bin/env python
"""
Downloads and cleans up a CSV file from a Google Trends query.

Usage:
    trends.py google.username@gmail.com google.password /path/to/filename query1 [query2 ...]

Requires mechanize:
    pip install mechanize
"""

tlmaloney

(mint)tmaloney@pear-08:~/hgdev/org.bitbucket/tlmaloney/sbrohme-python$ python gruen/fincad/curves/eur_swap_3m_hist.py 20121011
Value Date: 41375.0
(2011, 5, 19, 0, 0, 0)
(2011, 5, 20, 0, 0, 0)
(2011, 5, 23, 0, 0, 0)
(2011, 5, 24, 0, 0, 0)
(2011, 5, 25, 0, 0, 0)
(2011, 5, 26, 0, 0, 0)
(2011, 5, 27, 0, 0, 0)
(2011, 5, 30, 0, 0, 0)

tlmaloney

#!/bin/bash
# This hook is run after a new virtualenv is activated.
# ~/.virtualenvs/postmkvirtualenv

libs=( PyQt4 sip.so )

python_version=python$(python -c "import sys; print (str(sys.version_info[0])+'.'+str(sys.version_info[1]))")
var=( $(which -a $python_version) )

get_python_lib_cmd="from distutils.sysconfig import get_python_lib; print (get_python_lib())"

tlmaloney

def _xml_to_dataframe(xml_list):
    ''' Takes a list of XML strings and turns it into a dataframe '''
    # Get the header
    xml_str = xml_list[0]
    root = etree.fromstring(xml_str)
    header = _extract_position_names(root)
    scenario_data = {}
    for position_name in header:
        scenario_data[position_name] = []

tlmaloney

'''
:Name:      DateMeasureKit

:Descr:     The way we make calculations based on the number of days between two dates

:Synopsis:  Contains a set of conventions for determining the day-count between two dates. Finds both the number of days between two dates and the corresponding day count factor.  

:Author:    dpollini
            tmaloney

tlmaloney

class DateMeasure(object):
    """An abstract base class for date measures"""

    name = None

    def measure_time(self, date, schedule):
        '''Returns a measure of time between date and
        schedule.prev_date(date)
        
        Keyword arguments:

tlmaloney

class Rate(object):
    ''' Abstract concept of a market rate '''

    def __init__(self, level, measure, periods):
        """Constructor
        
        Keyword arguments:
        level -- Float, the rate level (e.g. 0.05 means 5%)
        measure -- Measure
        periods -- Integer, the number of times the rate compounds in a year

tlmaloney

class InterestPayment(SeriesPayment):
    """ One of a series of rate-based payments """

    def __init__(self, rate_level_model, measure, period, inception_date, payment_date,
                 interest, asset_id, name, description):
        SeriesPayment.__init__(self, inception_date, payment_date, interest,
                               asset_id, name, description)
        self.rate_level_model = rate_level_model
        self.measure = measure
        self.period = period