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module Y2016.M10.D19.Solution where
import Data.Map (Map)
import qualified Data.Map as Map
import Analytics.Trading.Data.Row (Symbol) --
import Analytics.Trading.Scan.Top5s --
-- Below imports are available from 1HaskellADay git repository
import Data.Bag
-- import Data.MultiMap (MultiMap)
-- import qualified Data.MultiMap as MM
Let's continue our analyses that we started yesterday on the stock top5s,
recorded at:
One way to find patterns in data is to look for specific things in the data,
as we did yesterday, where we saw the patterns of losers-then-leaders and
leaders-then-losers in the Price category.
Another way to find patterns is by clustering. We've looked at K-means clustering
before, back in March of this year:
We're NOT going to be doing clustering today, because what we have is a 'morass'
of data, not a set of ScoreCards, or vectors of attributes.
So, today, let's turn the morass of data that we do have into a set of
ScoreCards, or a set of vectors of attributes.
Today is Step 1 of that.
Today. We won't look at adjacency at all. For each stock, count the number
of shows in each category: Price, Market Capitalization, and Volume, further
distinguishing the stock by losers and leaders in the appropriate categories.
So, a ScoreCard for AAPL might look like:
SC "AAPL" [(Price Leaders, ...
Well, what does it look like? That entails quite a bit of work, so let's break
it down even further.
Today's Haskell problem is even simpler than creating score cards.
Today: load in the top5s.csv from the URL above
Then, count all occurrences of all stocks for each category.
data LeadersLosers = Leader Top5Kind | Loser Top5Kind
deriving (Eq, Ord, Show)
type BS = Bag Symbol
type MBS = Maybe BS
type AccMap = Map LeadersLosers BS
countsInCategories :: FilePath -> IO AccMap
countsInCategories =
fmap (foldr processEachTop5s Map.empty . Map.elems) . top5sHistory
processEachTop5s :: Top5s -> AccMap -> AccMap
processEachTop5s tops = flip (foldr (uncurry addLine)) (Map.toList tops)
-- for each map, an entry is a category with leaders and losers, so we add
-- that line to accumulating multimap
addLine :: Top5Kind -> ([Symbol], [Symbol]) -> AccMap -> AccMap
addLine cat (leaders, losers) mm =
adding Leader cat leaders (adding Loser cat losers mm)
adding :: (Top5Kind -> LeadersLosers) -> Top5Kind -> [Symbol] -> AccMap -> AccMap
adding kind cat syms = Map.alter (nothingXOr (flip (foldr add) syms)) (kind cat)
nothingXOr :: (BS -> BS) -> MBS -> MBS
nothingXOr f Nothing = Just (f emptyBag)
nothingXOr f (Just bag) = Just (f bag)
*Y2016.M10.D19.Solution> countsInCategories "Y2016/M10/D17/top5s.csv" ~> ans
*Y2016.M10.D19.Solution> head (Map.toList ans) ~>
(Leader Mkt_Cap,fromList [("AA",Sum {getSum = 2}),("AAPL",Sum {getSum = 141}),...
*Y2016.M10.D19.Solution> length . Map.keys . snd $ head (Map.toList ans) ~> 232
Huh! There is a LOT of data here. Let's analyze it. Tomorrow.
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