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portfolio_generator_query.py
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39 lines (29 loc) · 1.23 KB
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import pandas as pd
from datetime import datetime
import numpy as np
import os
import configparser
parser = configparser.ConfigParser()
parser.read('config.ini')
current_dir = os.path.dirname(os.path.realpath(__file__))
base_dir = parser.get('directory','base_dir')
in_dir = parser.get('directory','company_stock_marketprice_baseprice_raw')
out_dir = parser.get('directory','portfolio_dir')
portfolio_name = parser.get('portfolio_settings','portfolio_name')
selection = [e.strip() for e in parser.get('portfolio_settings','selection').split(',')]
df_out = []
for i in range(len(selection)):
df_input =pd.read_csv(current_dir+"/"+base_dir+"/"+in_dir+"/"+in_dir+"_"+selection[i]+'.csv')
date_query = df_input['date'] >= parser.get('query','date_query')
df = pd.DataFrame({
'date' : df_input['date'][date_query],
'ticker':selection[i],
'close':df_input['close'][date_query]
})
df_out.append(df)
df_out = pd.concat(df_out)
try:
os.mkdir(current_dir+"/"+base_dir+"/"+out_dir+'/'+portfolio_name)
except:
pass
df_out.to_csv(current_dir+"/"+base_dir+"/"+out_dir+'/'+portfolio_name+"/"+portfolio_name+"_selection.csv",index=False)