Month Codes for Constructing Commodities Futures Tickers

cftmc.csv

cftmc.py

# Copyright (c) 2012, Vehbi Sinan Tunalioglu <vst@vsthost.com>
# All rights reserved.
#
# Redistribution and use in source and binary forms, with or without
# modification, are permitted provided that the following conditions
# are met:
#
# - Redistributions of source code must retain the above copyright
#   notice, this list of conditions and the following disclaimer.
#
# - Redistributions in binary form must reproduce the above copyright
#   notice, this list of conditions and the following disclaimer in
#   the documentation and/or other materials provided with the
#   distribution.
#
# THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
# "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
# LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
# FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
# COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
# INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING,
# BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
# LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
# CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
# LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN
# ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
# POSSIBILITY OF SUCH DAMAGE.


# Define month codes:
F = {"no": 1, "name": "january", "abbr": "jan", "code": "F"}
G = {"no": 2, "name": "february", "abbr": "feb", "code": "G"}
H = {"no": 3, "name": "march", "abbr": "mar", "code": "H"}
J = {"no": 4, "name": "april", "abbr": "apr", "code": "J"}
K = {"no": 5, "name": "may", "abbr": "may", "code": "K"}
M = {"no": 6, "name": "june", "abbr": "jun", "code": "M"}
N = {"no": 7, "name": "july", "abbr": "jul", "code": "N"}
Q = {"no": 8, "name": "august", "abbr": "aug", "code": "Q"}
U = {"no": 9, "name": "september", "abbr": "sep", "code": "U"}
V = {"no": 10, "name": "october", "abbr": "oct", "code": "V"}
X = {"no": 11, "name": "november", "abbr": "nov", "code": "X"}
Z = {"no": 12, "name": "december", "abbr": "dec", "code": "Z"}

# Put month codes into a database:
DB = [F, G, H, J, K, M, N, Q, U, V, X, Z]

# Create key/value databases with key as number, name, abbr and code
# respectively:
DB_BY_NO = dict(zip([c["no"] for c in DB], DB))
DB_BY_NAME = dict(zip([c["name"] for c in DB], DB))
DB_BY_ABBR = dict(zip([c["abbr"] for c in DB], DB))
DB_BY_CODE = dict(zip([c["code"] for c in DB], DB))


class MonthCodeKeyError(KeyError):
    """
    Indicates that there is no month code for the given key.
    """
    pass


def _get_item_by_month_number(month_number):
    """
    Returns the month code item for a given month number.
    """
    try:
        return DB_BY_NO[int(month_number)]
    except ValueError:
        raise MonthCodeKeyError(month_number)


def _get_item_by_month_name(month_name):
    """
    Returns the month code item for a given month name.
    """
    return DB_BY_NAME[month_name.strip().lower()]


def _get_item_by_month_abbr(month_abbr):
    """
    Returns the month code item for a given month abbreviation.
    """
    return DB_BY_ABBR[month_abbr.strip().lower()]


def _get_item_by_month_code(month_code):
    """
    Returns the month code item for a given month code.
    """
    return DB_BY_CODE[month_code.strip().lower()]


def get_month_code(key):
    """
    Returns the month code for a given arbitrary key of month number,
    month name or three letter month code.
    """
    try:
        return _get_item_by_month_number(key)["code"]
    except KeyError:
        try:
            return _get_item_by_month_abbr(key)["code"]
        except KeyError:
            try:
                return _get_item_by_month_name(key)["code"]
            except KeyError:
                pass
    raise MonthCodeKeyError(key)

if __name__ == "__main__":
    # Print out CSV file contents:
    print "no,name,abbr,code"
    for item in DB:
        print "%(no)s,%(name)s,%(abbr)s,%(code)s" % item