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from gnucash_portfolio import BookAggregate holdings = [] with BookAggregate() as book: # query = book.securities.query.filter(Commodity.) holding_entities = book.securities.get_all() for item in holding_entities: # Check holding bal...
def get_symbols_with_positive_balances(self) -> List[str]
Identifies all the securities with positive balances
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from pricedb import dal if not self.pricedb_session: self.pricedb_session = dal.get_default_session() return self.pricedb_session
def __get_pricedb_session(self)
Provides initialization and access to module-level session
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assert isinstance(symbol, str) assert isinstance(assetclass, int) symbol = symbol.upper() app = AppAggregate() new_item = app.add_stock_to_class(assetclass, symbol) print(f"Record added: {new_item}.")
def add(assetclass: int, symbol: str)
Add a stock to an asset class
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app = AppAggregate() app.logger = logger unalloc = app.find_unallocated_holdings() if not unalloc: print(f"No unallocated holdings.") for item in unalloc: print(item)
def unallocated()
Identify unallocated holdings
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self.full = full # Header output = f"Asset Allocation model, total: {model.currency} {model.total_amount:,.2f}\n" # Column Headers for column in self.columns: name = column['name'] if not self.full and name == "loc.cur.": # Skip ...
def format(self, model: AssetAllocationModel, full: bool = False)
Returns the view-friendly output of the aa model
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output = "" index = 0 # Name value = row.name # Indent according to depth. for _ in range(0, row.depth): value = f" {value}" output += self.append_text_column(value, index) # Set Allocation value = "" index += 1 ...
def __format_row(self, row: AssetAllocationViewModel)
display-format one row Formats one Asset Class record
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width = self.columns[index]["width"] return f"{text:>{width}}"
def append_num_column(self, text: str, index: int)
Add value to the output row, width based on index
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width = self.columns[index]["width"] return f"{text:<{width}}"
def append_text_column(self, text: str, index: int)
Add value to the output row, width based on index
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obj = model.AssetClass() obj.id = entity.id obj.parent_id = entity.parentid obj.name = entity.name obj.allocation = entity.allocation obj.sort_order = entity.sortorder #entity.stock_links #entity.diff_adjustment if entity.parentid == None...
def map_entity(self, entity: dal.AssetClass)
maps data from entity -> object
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result = [] for ac in self.model.classes: rows = self.__get_ac_tree(ac, with_stocks) result += rows return result
def map_to_linear(self, with_stocks: bool=False)
Maps the tree to a linear representation suitable for display
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output = [] output.append(self.__get_ac_row(ac)) for child in ac.classes: output += self.__get_ac_tree(child, with_stocks) if with_stocks: for stock in ac.stocks: row = None if isinstance(stock, Stock): ...
def __get_ac_tree(self, ac: model.AssetClass, with_stocks: bool)
formats the ac tree - entity with child elements
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view_model = AssetAllocationViewModel() view_model.depth = ac.depth # Name view_model.name = ac.name view_model.set_allocation = ac.allocation view_model.curr_allocation = ac.curr_alloc view_model.diff_allocation = ac.alloc_diff view_mo...
def __get_ac_row(self, ac: model.AssetClass) -> AssetAllocationViewModel
Formats one Asset Class record
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assert isinstance(stock, Stock) view_model = AssetAllocationViewModel() view_model.depth = depth # Symbol view_model.name = stock.symbol # Current allocation view_model.curr_allocation = stock.curr_alloc # Value in base currency view_...
def __get_stock_row(self, stock: Stock, depth: int) -> str
formats stock row
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assert isinstance(item, CashBalance) view_model = AssetAllocationViewModel() view_model.depth = depth # Symbol view_model.name = item.symbol # Value in base currency view_model.curr_value = item.value_in_base_currency # Value in security's cu...
def __get_cash_row(self, item: CashBalance, depth: int) -> str
formats stock row
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session = self.open_session() session.add(item) session.commit()
def create_asset_class(self, item: AssetClass)
Inserts the record
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assert isinstance(symbol, str) assert isinstance(assetclass_id, int) item = AssetClassStock() item.assetclassid = assetclass_id item.symbol = symbol session = self.open_session() session.add(item) self.save() return item
def add_stock_to_class(self, assetclass_id: int, symbol: str)
Add a stock link to an asset class
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assert isinstance(id, int) self.open_session() to_delete = self.get(id) self.session.delete(to_delete) self.save()
def delete(self, id: int)
Delete asset class
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# Get linked securities session = self.open_session() linked_entities = session.query(AssetClassStock).all() linked = [] # linked = map(lambda x: f"{x.symbol}", linked_entities) for item in linked_entities: linked.append(item.symbol) # Get al...
def find_unallocated_holdings(self)
Identifies any holdings that are not included in asset allocation
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self.open_session() item = self.session.query(AssetClass).filter( AssetClass.id == id).first() return item
def get(self, id: int) -> AssetClass
Loads Asset Class
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from .dal import get_session cfg = Config() cfg.logger = self.logger db_path = cfg.get(ConfigKeys.asset_allocation_database_path) self.session = get_session(db_path) return self.session
def open_session(self)
Opens a db session and returns it
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# load from db # TODO set the base currency base_currency = "EUR" loader = AssetAllocationLoader(base_currency=base_currency) loader.logger = self.logger model = loader.load_tree_from_db() model.validate() # securities # read stock link...
def get_asset_allocation(self)
Creates and populates the Asset Allocation model. The main function of the app.
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full_symbol = symbol if namespace: full_symbol = f"{namespace}:{symbol}" result = ( self.session.query(AssetClassStock) .filter(AssetClassStock.symbol == full_symbol) .all() ) return result
def get_asset_classes_for_security(self, namespace: str, symbol: str) -> List[AssetClass]
Find all asset classes (should be only one at the moment, though!) to which the symbol belongs
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model: AssetAllocationModel = self.get_asset_allocation_model() model.logger = self.logger valid = model.validate() if valid: print(f"The model is valid. Congratulations") else: print(f"The model is invalid.")
def validate_model(self)
Validate the model
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session = self.open_session() links = session.query(AssetClassStock).order_by( AssetClassStock.symbol).all() output = [] for link in links: output.append(link.symbol + '\n') # Save output to a text file. with open("symbols.txt", mode='w')...
def export_symbols(self)
Exports all used symbols
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if not os.path.exists(file_path): raise FileNotFoundError("File path not found: %s", file_path) # check if file exists if not os.path.isfile(file_path): log(ERROR, "file not found: %s", file_path) raise FileNotFoundError("configuration file not found ...
def __read_config(self, file_path: str)
Read the config file
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src_path = self.__get_config_template_path() src = os.path.abspath(src_path) if not os.path.exists(src): log(ERROR, "Config template not found %s", src) raise FileNotFoundError() dst = os.path.abspath(self.get_config_path()) shutil.copyfile(src,...
def __create_user_config(self)
Copy the config template into user's directory
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cfg = Config() edited = False if aadb: cfg.set(ConfigKeys.asset_allocation_database_path, aadb) print(f"The database has been set to {aadb}.") edited = True if cur: cfg.set(ConfigKeys.default_currency, cur) edited = True if edited: print(f"...
def set(aadb, cur)
Sets the values in the config file
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if (aadb): cfg = Config() value = cfg.get(ConfigKeys.asset_allocation_database_path) click.echo(value) if not aadb: click.echo("Use --help for more information.")
def get(aadb: str)
Retrieves a value from config
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prefix = "" if self.parent: if self.parent.fullname: prefix = self.parent.fullname + ":" else: # Only the root does not have a parent. In that case we also don't need a name. return "" return prefix + self.name
def fullname(self)
includes the full path with parent names
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assert isinstance(self.price, Decimal) return self.quantity * self.price
def value(self) -> Decimal
Value of the holdings in exchange currency. Value = Quantity * Price
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result = self.parent.name if self.parent else "" # Iterate to the top asset class and add names. cursor = self.parent while cursor: result = cursor.name + ":" + result cursor = cursor.parent return result
def asset_class(self) -> str
Returns the full asset class path for this stock
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sum = Decimal(0) if self.classes: for child in self.classes: sum += child.child_allocation else: # This is not a branch but a leaf. Return own allocation. sum = self.allocation return sum
def child_allocation(self)
The sum of all child asset classes' allocations
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assert isinstance(ac_id, int) # iterate recursively for ac in self.asset_classes: if ac.id == ac_id: return ac # if nothing returned so far. return None
def get_class_by_id(self, ac_id: int) -> AssetClass
Finds the asset class by id
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for ac in self.asset_classes: if ac.name.lower() == "cash": return ac return None
def get_cash_asset_class(self) -> AssetClass
Find the cash asset class by name.
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# Asset class allocation should match the sum of children's allocations. # Each group should be compared. sum = Decimal(0) # Go through each asset class, not just the top level. for ac in self.asset_classes: if ac.classes: # get the sum of al...
def validate(self) -> bool
Validate that the values match. Incomplete!
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for ac in self.asset_classes: ac.alloc_value = self.total_amount * ac.allocation / Decimal(100)
def calculate_set_values(self)
Calculate the expected totals based on set allocations
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for ac in self.asset_classes: ac.curr_alloc = ac.curr_value * 100 / self.total_amount
def calculate_current_allocation(self)
Calculates the current allocation % based on the value
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# must be recursive total = Decimal(0) for ac in self.classes: self.__calculate_current_value(ac) total += ac.curr_value self.total_amount = total
def calculate_current_value(self)
Add all the stock values and assign to the asset classes
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# Is this the final asset class, the one with stocks? if asset_class.stocks: # add all the stocks stocks_sum = Decimal(0) for stock in asset_class.stocks: # recalculate into base currency! stocks_sum += stock.value_in_base_curr...
def __calculate_current_value(self, asset_class: AssetClass)
Calculate totals for asset class by adding all the children values
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# , base_currency: str <= ignored for now. if self.rate and self.rate.currency == mnemonic: # Already loaded. return app = PriceDbApplication() # TODO use the base_currency parameter for the query #33 symbol = SecuritySymbol("CURRENCY", mnemonic)...
def load_currency(self, mnemonic: str)
load the latest rate for the given mnemonic; expressed in the base currency
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# load asset allocation app = AppAggregate() app.logger = logger model = app.get_asset_allocation() if format == "ascii": formatter = AsciiFormatter() elif format == "html": formatter = HtmlFormatter else: raise ValueError(f"Unknown formatter {format}") # f...
def show(format, full)
Print current allocation to the console.
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from gnucash_portfolio.accounts import AccountsAggregate, AccountAggregate cfg = self.__get_config() cash_root_name = cfg.get(ConfigKeys.cash_root) # Load cash from all accounts under the root. gc_db = self.config.get(ConfigKeys.gnucash_book_path) with open_book...
def load_cash_balances(self)
Loads cash balances from GnuCash book and recalculates into the default currency
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cash = self.model.get_cash_asset_class() for cur_symbol in cash_balances: item = CashBalance(cur_symbol) item.parent = cash quantity = cash_balances[cur_symbol]["total"] item.value = Decimal(quantity) item.currency = cur_...
def __store_cash_balances_per_currency(self, cash_balances)
Store balance per currency as Stock records under Cash class
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self.model = AssetAllocationModel() # currency self.model.currency = self.__get_config().get(ConfigKeys.default_currency) # Asset Classes db = self.__get_session() first_level = ( db.query(dal.AssetClass) .filter(dal.AssetClass.parentid ...
def load_tree_from_db(self) -> AssetAllocationModel
Reads the asset allocation data only, and constructs the AA tree
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links = self.__get_session().query(dal.AssetClassStock).all() for entity in links: # log(DEBUG, f"adding {entity.symbol} to {entity.assetclassid}") # mapping stock: Stock = Stock(entity.symbol) # find parent classes by id and assign children ...
def load_stock_links(self)
Read stock links into the model
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info = StocksInfo(self.config) for stock in self.model.stocks: stock.quantity = info.load_stock_quantity(stock.symbol) info.gc_book.close()
def load_stock_quantity(self)
Loads quantities for all stocks
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from pricedb import SecuritySymbol info = StocksInfo(self.config) for item in self.model.stocks: symbol = SecuritySymbol("", "") symbol.parse(item.symbol) price: PriceModel = info.load_latest_price(symbol) if not price: #...
def load_stock_prices(self)
Load latest prices for securities
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from .currency import CurrencyConverter conv = CurrencyConverter() cash = self.model.get_cash_asset_class() for stock in self.model.stocks: if stock.currency != self.base_currency: # Recalculate into base currency conv.load_currency(...
def recalculate_stock_values_into_base(self)
Loads the exchange rates and recalculates stock holding values into base currency
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# load child classes for ac db = self.__get_session() entities = ( db.query(dal.AssetClass) .filter(dal.AssetClass.parentid == ac.id) .order_by(dal.AssetClass.sortorder) .all() ) # map for entity in entities: ...
def __load_child_classes(self, ac: AssetClass)
Loads child classes/stocks
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mapper = self.__get_mapper() ac = mapper.map_entity(entity) return ac
def __map_entity(self, entity: dal.AssetClass) -> AssetClass
maps the entity onto the model object
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db_path = self.__get_config().get(ConfigKeys.asset_allocation_database_path) self.session = dal.get_session(db_path) return self.session
def __get_session(self)
Opens a db session
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# open database db = self.__get_session() entity = db.query(dal.AssetClass).filter(dal.AssetClass.id == ac_id).first() return entity
def __load_asset_class(self, ac_id: int)
Loads Asset Class entity
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if asset_class.fullname == fullname: return asset_class if not hasattr(asset_class, "classes"): return None for child in asset_class.classes: found = self.__get_by_fullname(child, fullname) if found: return found ...
def __get_by_fullname(self, asset_class, fullname: str)
Recursive function
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# cfg = Config() # db_path = cfg.get(ConfigKeys.asset_allocation_database_path) # connection con_str = "sqlite:///" + db_path # Display all SQLite info with echo. engine = create_engine(con_str, echo=False) # create metadata (?) Base.metadata.create_all(engine) # create sessi...
def get_session(db_path: str)
Creates and opens a database session
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item = AssetClass() item.name = name app = AppAggregate() app.create_asset_class(item) print(f"Asset class {name} created.")
def add(name)
Add new Asset Class
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saved = False # load app = AppAggregate() item = app.get(id) if not item: raise KeyError("Asset Class with id %s not found.", id) if parent: assert parent != id, "Parent can not be set to self." # TODO check if parent exists? item.parentid = parent ...
def edit(id: int, parent: int, alloc: Decimal)
Edit asset class
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session = AppAggregate().open_session() classes = session.query(AssetClass).all() for item in classes: print(item)
def my_list()
Lists all asset classes
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# , help="The path to the CSV file to import. The first row must contain column names." lines = None with open(file) as csv_file: lines = csv_file.readlines() # Header, the first line. header = lines[0] lines.remove(header) header = header.rstrip() # Parse records from a c...
def my_import(file)
Import Asset Class(es) from a .csv file
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session = AppAggregate().open_session() classes = session.query(AssetClass).all() # Get the root classes root = [] for ac in classes: if ac.parentid is None: root.append(ac) # logger.debug(ac.parentid) # header print_row("id", "asset class", "allocation", "le...
def tree()
Display a tree of asset classes
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print_row(ac.id, ac.name, f"{ac.allocation:,.2f}", level) print_children_recursively(classes, ac, level + 1)
def print_item_with_children(ac, classes, level)
Print the given item and all children items
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children = [child for child in all_items if child.parentid == for_item.id] for child in children: #message = f"{for_item.name}({for_item.id}) is a parent to {child.name}({child.id})" indent = " " * level * 2 id_col = f"{indent} {child.id}" print_row(id_col, child.name, f"{ch...
def print_children_recursively(all_items, for_item, level)
Print asset classes recursively
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#for i in range(0, len(argv)): # row += f"{argv[i]}" # columns row = "" # id row += f"{argv[0]:<3}" # name row += f" {argv[1]:<13}" # allocation row += f" {argv[2]:>5}" # level #row += f"{argv[3]}" print(row)
def print_row(*argv)
Print one row of data
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global g_parser if g_parser is None: g_parser = Parser() return g_parser.format(input_text, **context)
def render_html(input_text, **context)
A module-level convenience method that creates a default bbcode parser, and renders the input string as HTML.
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options = TagOptions(tag_name.strip().lower(), **kwargs) self.recognized_tags[options.tag_name] = (render_func, options)
def add_formatter(self, tag_name, render_func, **kwargs)
Installs a render function for the specified tag name. The render function should have the following signature: def render(tag_name, value, options, parent, context) The arguments are as follows: tag_name The name of the tag being rendered. value ...
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def _render(name, value, options, parent, context): fmt = {} if options: fmt.update(options) fmt.update({'value': value}) return format_string % fmt self.add_formatter(tag_name, _render, **kwargs)
def add_simple_formatter(self, tag_name, format_string, **kwargs)
Installs a formatter that takes the tag options dictionary, puts a value key in it, and uses it as a format dictionary to the given format string.
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self.add_simple_formatter('b', '<strong>%(value)s</strong>') self.add_simple_formatter('i', '<em>%(value)s</em>') self.add_simple_formatter('u', '<u>%(value)s</u>') self.add_simple_formatter('s', '<strike>%(value)s</strike>') self.add_simple_formatter('hr', '<hr />', sta...
def install_default_formatters(self)
Installs default formatters for the following tags: b, i, u, s, list (and \*), quote, code, center, color, url
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for find, repl in replacements: data = data.replace(find, repl) return data
def _replace(self, data, replacements)
Given a list of 2-tuples (find, repl) this function performs all replacements on the input and returns the result.
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parts = data.split('\n') tokens = [] for num, part in enumerate(parts): if part: tokens.append((self.TOKEN_DATA, None, None, part)) if num < (len(parts) - 1): tokens.append((self.TOKEN_NEWLINE, None, None, '\n')) return tok...
def _newline_tokenize(self, data)
Given a string that does not contain any tags, this function will return a list of NEWLINE and DATA tokens such that if you concatenate their data, you will have the original string.
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name = None try: # OrderedDict is only available for 2.7+, so leave regular unsorted dicts as a fallback. from collections import OrderedDict opts = OrderedDict() except ImportError: opts = {} in_value = False in_quote = Fa...
def _parse_opts(self, data)
Given a tag string, this function will parse any options out of it and return a tuple of (tag_name, options_dict). Options may be quoted in order to preserve spaces, and free-standing options are allowed. The tag name itself may also serve as an option if it is immediately followed by an equal ...
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if not tag.startswith(self.tag_opener) or not tag.endswith(self.tag_closer) or ('\n' in tag) or ('\r' in tag): return (False, tag, False, None) tag_name = tag[len(self.tag_opener):-len(self.tag_closer)].strip() if not tag_name: return (False, tag, False, None) ...
def _parse_tag(self, tag)
Given a tag string (characters enclosed by []), this function will parse any options and return a tuple of the form: (valid, tag_name, closer, options)
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in_quote = False quotable = False lto = len(self.tag_opener) ltc = len(self.tag_closer) for i in xrange(start + 1, len(data)): ch = data[i] if ch == '=': quotable = True if ch in ('"', "'"): if quotable ...
def _tag_extent(self, data, start)
Finds the extent of a tag, accounting for option quoting and new tags starting before the current one closes. Returns (found_close, end_pos) where valid is False if another tag started before this one closed.
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data = data.replace('\r\n', '\n').replace('\r', '\n') pos = start = end = 0 ld = len(data) tokens = [] while pos < ld: start = data.find(self.tag_opener, pos) if start >= pos: # Check to see if there was data between this start and...
def tokenize(self, data)
Tokenizes the given string. A token is a 4-tuple of the form: (token_type, tag_name, tag_options, token_text) token_type One of: TOKEN_TAG_START, TOKEN_TAG_END, TOKEN_NEWLINE, TOKEN_DATA tag_name The name of the tag if token_type=TOKEN_TAG_*, otherwi...
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embed_count = 0 block_count = 0 lt = len(tokens) while pos < lt: token_type, tag_name, tag_opts, token_text = tokens[pos] if token_type == self.TOKEN_DATA: # Short-circuit for performance. pos += 1 continue ...
def _find_closing_token(self, tag, tokens, pos)
Given the current tag options, a list of tokens, and the current position in the token list, this function will find the position of the closing token associated with the specified tag. This may be a closing tag, a newline, or simply the end of the list (to ensure tags are closed). This function...
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url = match.group(0) if self.linker: if self.linker_takes_context: return self.linker(url, context) else: return self.linker(url) else: href = url if '://' not in href: href = 'http://' + hre...
def _link_replace(self, match, **context)
Callback for re.sub to replace link text with markup. Turns out using a callback function is actually faster than using backrefs, plus this lets us provide a hook for user customization. linker_takes_context=True means that the linker gets passed context like a standard format function.
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url_matches = {} if self.replace_links and replace_links: # If we're replacing links in the text (i.e. not those in [url] tags) then we need to be # careful to pull them out before doing any escaping or cosmetic replacement. pos = 0 while True: ...
def _transform(self, data, escape_html, replace_links, replace_cosmetic, transform_newlines, **context)
Transforms the input string based on the options specified, taking into account whether the option is enabled globally for this parser.
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tokens = self.tokenize(data) full_context = self.default_context.copy() full_context.update(context) return self._format_tokens(tokens, None, **full_context).replace('\r', self.newline)
def format(self, data, **context)
Formats the input text using any installed renderers. Any context keyword arguments given here will be passed along to the render functions as a context dictionary.
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text = [] for token_type, tag_name, tag_opts, token_text in self.tokenize(data): if token_type == self.TOKEN_DATA: text.append(token_text) elif token_type == self.TOKEN_NEWLINE and not strip_newlines: text.append(token_text) return...
def strip(self, data, strip_newlines=False)
Strips out any tags from the input text, using the same tokenization as the formatter.
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a_trunc = a // tol vals, counts = mode(a_trunc, axis) mask = (a_trunc == vals) # mean of each row return np.sum(a * mask, axis) / np.sum(mask, axis)
def mode_in_range(a, axis=0, tol=1E-3)
Find the mode of values to within a certain range
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return dict([(filt, model.score(periods)) for (filt, model) in self.models_.items()])
def scores(self, periods)
Compute the scores under the various models Parameters ---------- periods : array_like array of periods at which to compute scores Returns ------- scores : dict Dictionary of scores. Dictionary keys are the unique filter names passed ...
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for (key, model) in self.models_.items(): model.optimizer = self.optimizer return dict((filt, model.best_period) for (filt, model) in self.models_.items())
def best_periods(self)
Compute the scores under the various models Parameters ---------- periods : array_like array of periods at which to compute scores Returns ------- best_periods : dict Dictionary of best periods. Dictionary keys are the unique filter n...
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# For linear models, dy=1 is equivalent to no errors if dy is None: dy = 1 self.t, self.y, self.dy = np.broadcast_arrays(t, y, dy) self._fit(self.t, self.y, self.dy) self._best_period = None # reset best period in case of refitting if self.fit_per...
def fit(self, t, y, dy=None)
Fit the multiterm Periodogram model to the data. Parameters ---------- t : array_like, one-dimensional sequence of observation times y : array_like, one-dimensional sequence of observed values dy : float or array_like (optional) errors on obse...
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t = np.asarray(t) if period is None: period = self.best_period result = self._predict(t.ravel(), period=period) return result.reshape(t.shape)
def predict(self, t, period=None)
Compute the best-fit model at ``t`` for a given period Parameters ---------- t : float or array_like times at which to predict period : float (optional) The period at which to compute the model. If not specified, it will be computed via the optimizer ...
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return self._score_frequency_grid(f0, df, N)
def score_frequency_grid(self, f0, df, N)
Compute the score on a frequency grid. Some models can compute results faster if the inputs are passed in this manner. Parameters ---------- f0, df, N : (float, float, int) parameters describing the frequency grid freq = f0 + df * arange(N) Note that the...
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N = len(self.t) T = np.max(self.t) - np.min(self.t) df = 1. / T / oversampling f0 = df Nf = int(0.5 * oversampling * nyquist_factor * N) freq = f0 + df * np.arange(Nf) return 1. / freq, self._score_frequency_grid(f0, df, Nf)
def periodogram_auto(self, oversampling=5, nyquist_factor=3, return_periods=True)
Compute the periodogram on an automatically-determined grid This function uses heuristic arguments to choose a suitable frequency grid for the data. Note that depending on the data window function, the model may be sensitive to periodicity at higher frequencies than this function return...
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periods = np.asarray(periods) return self._score(periods.ravel()).reshape(periods.shape)
def score(self, periods=None)
Compute the periodogram for the given period or periods Parameters ---------- periods : float or array_like Array of periods at which to compute the periodogram. Returns ------- scores : np.ndarray Array of normalized powers (between 0 and 1) for...
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if self._best_period is None: self._best_period = self._calc_best_period() return self._best_period
def best_period(self)
Lazy evaluation of the best period given the model
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return self.optimizer.find_best_periods(self, n_periods, return_scores=return_scores)
def find_best_periods(self, n_periods=5, return_scores=False)
Find the top several best periods for the model
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self.unique_filts_ = np.unique(filts) # For linear models, dy=1 is equivalent to no errors if dy is None: dy = 1 all_data = np.broadcast_arrays(t, y, dy, filts) self.t, self.y, self.dy, self.filts = map(np.ravel, all_data) self._fit(self.t, self.y,...
def fit(self, t, y, dy=None, filts=0)
Fit the multiterm Periodogram model to the data. Parameters ---------- t : array_like, one-dimensional sequence of observation times y : array_like, one-dimensional sequence of observed values dy : float or array_like (optional) errors on obse...
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unique_filts = set(np.unique(filts)) if not unique_filts.issubset(self.unique_filts_): raise ValueError("filts does not match training data: " "input: {0} output: {1}" "".format(set(self.unique_filts_), ...
def predict(self, t, filts, period=None)
Compute the best-fit model at ``t`` for a given period Parameters ---------- t : float or array_like times at which to predict filts : array_like (optional) the array specifying the filter/bandpass for each observation. This is used only in multiband ...
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X = self._construct_X(omega, weighted=True, **kwargs) M = np.dot(X.T, X) if getattr(self, 'regularization', None) is not None: diag = M.ravel(order='K')[::M.shape[0] + 1] if self.regularize_by_trace: diag += diag.sum() * np.asarray(self.regulariz...
def _construct_X_M(self, omega, **kwargs)
Construct the weighted normal matrix of the problem
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y = np.asarray(kwargs.get('y', self.y)) dy = np.asarray(kwargs.get('dy', self.dy)) if dy.size == 1: return np.mean(y) else: return np.average(y, weights=1 / dy ** 2)
def _compute_ymean(self, **kwargs)
Compute the (weighted) mean of the y data
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t = kwargs.get('t', self.t) dy = kwargs.get('dy', self.dy) fit_offset = kwargs.get('fit_offset', self.fit_offset) if fit_offset: offsets = [np.ones(len(t))] else: offsets = [] cols = sum(([np.sin((i + 1) * omega * t), ...
def _construct_X(self, omega, weighted=True, **kwargs)
Construct the design matrix for the problem
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phase, y = self._get_template_by_id(templateid) # double-check that phase ranges from 0 to 1 assert phase.min() >= 0 assert phase.max() <= 1 # at the start and end points, we need to add ~5 points to make sure # the spline & derivatives wrap appropriately ...
def _interpolated_template(self, templateid)
Return an interpolator for the given template
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theta_best = [self._optimize(period, tmpid) for tmpid, _ in enumerate(self.templates)] chi2 = [self._chi2(theta, period, tmpid) for tmpid, theta in enumerate(theta_best)] return theta_best, chi2
def _eval_templates(self, period)
Evaluate the best template for the given period
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template = self.templates[tmpid] phase = (t / period - theta[2]) % 1 return theta[0] + theta[1] * template(phase)
def _model(self, t, theta, period, tmpid)
Compute model at t for the given parameters, period, & template
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template = self.templates[tmpid] phase = (self.t / period - theta[2]) % 1 model = theta[0] + theta[1] * template(phase) chi2 = (((model - self.y) / self.dy) ** 2).sum() if return_gradient: grad = 2 * (model - self.y) / self.dy ** 2 gradient = np....
def _chi2(self, theta, period, tmpid, return_gradient=False)
Compute the chi2 for the given parameters, period, & template Optionally return the gradient for faster optimization
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theta_0 = [self.y.min(), self.y.max() - self.y.min(), 0] result = minimize(self._chi2, theta_0, jac=bool(use_gradient), bounds=[(None, None), (0, None), (None, None)], args=(period, tmpid, use_gradient)) return result.x
def _optimize(self, period, tmpid, use_gradient=True)
Optimize the model for the given period & template
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# compute the estimated peak width from the data range tmin, tmax = np.min(model.t), np.max(model.t) width = 2 * np.pi / (tmax - tmin) # raise a ValueError if period limits are out of range if tmax - tmin < np.max(self.period_range): raise ValueError("The o...
def find_best_periods(self, model, n_periods=5, return_scores=False)
Find the `n_periods` best periods in the model
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if N < len(FACTORIALS): return FACTORIALS[N] else: from scipy import special return int(special.factorial(N))
def factorial(N)
Compute the factorial of N. If N <= 10, use a fast lookup table; otherwise use scipy.special.factorial
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# Note: for Python 2.7 and 3.x, this is faster: # return 1 << int(N - 1).bit_length() N = int(N) - 1 for i in [1, 2, 4, 8, 16, 32]: N |= N >> i return N + 1
def bitceil(N)
Find the bit (i.e. power of 2) immediately greater than or equal to N Note: this works for numbers up to 2 ** 64. Roughly equivalent to int(2 ** np.ceil(np.log2(N)))
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