tschm

import logging
import pandas as pd


class Engine(object):
    def __init__(self, engine):
        self.__engine = engine

    def read(self, table, index_col):
        logging.info('SELECT * FROM {0}'.format(table))

tschm

import numpy as np
import pandas as pd

def drawdown(price):
    high_water_mark = np.empty(len(price.index))
    moving_max_value = 0
    for i, value in enumerate(price.values):
        moving_max_value = max(moving_max_value, value)
        high_water_mark[i] = moving_max_value

tschm

import requests
import logging

class MailHandler(logging.Handler):
    def emit(self, record):
        send_message(subject=self.__subject, text=record, toAdr=self.__toAdr, fromAdr=self.__fromAdr,
                     mailgun=self.__mailgun, mailgunkey=self.__mailgunkey)

    def __init__(self, level, format, subject, toAdr, fromAdr, mailgun, mailgunkey):
        super().__init__()

tschm

def monthlytable(nav, year=1900):
    r = nav.pct_change().dropna()
    # Works better in the first month
    # Compute all the intramonth-returns, instead of reapplying some monthly resampling of the NAV
    return_monthly = r.groupby([lambda x: x.year, lambda x: x.month]).apply(lambda x: (1 + x).prod() - 1.0)
    frame = return_monthly.unstack(level=1).rename(columns=lambda x: calendar.month_abbr[x])
    a = (frame + 1.0).prod(axis=1) - 1.0
    frame["STDev"] = np.sqrt(12) * frame.std(axis=1)
    # make sure that you don't include the column for the STDev in your computation
    frame["YTD"] = a

tschm

rm -rf pybank

# clone the entire github repository. This is kind of inefficient as we delete the .git folder in a moment
git clone git@github.com:lobnek/pybank.git

cd pybank

VERSION=$1
if [ "$VERSION" == "" ] 
then

tschm

def formatter(str="{:0.2f}"):
    return lambda x: str.format(x)


def to_latex(frame, filename, na_rep="", float_format=lambda number: "{:0.2f}".format(number)):
    with open(filename, "w") as file:
        frame.to_latex(buf=file, na_rep=na_rep, float_format=float_format, escape=False)
        

tschm

# Makefile
#

ROOT_DIR      = $(shell dirname $(realpath $(lastword $(MAKEFILE_LIST))))
SPHINXBUILD   = sphinx-build

BUILDDIR      = ${ROOT_DIR}/build
SOURCEDIR     = ${ROOT_DIR}/source

PROJECT       = pylobnek

tschm

# construct a random SO(3) matrix

import numpy as np

# We construct a random element in SO(3)
def rand_so3():
    A = np.random.randn(3,3)
    # normalize the first column
    A[:,0]=A[:,0]/np.linalg.norm(A[:,0], 2)
    # make the 2nd column orthogonal to first column

tschm

# We create a standard logger with two handlers
# One of them is using io.StringIO for streaming
# Subsequently we add the value() method to the logger, e.g. it will be possible to call
# logger.value() and get the entire history of all messages sent to the logger.
#
# I have never managed to get my head around logging in Python. Any comments are very appreciated.

import logging
import types

tschm

import os

import pandas as pd
from influxdb import DataFrameClient


class Client(DataFrameClient):
    def __init__(self, host=None, port=8086, database=None):
        host = host or os.environ["INFLUXDB_HOST"]
        super().__init__(host, port)