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config.py
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config.py
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import os
# project_dir_name = os.path.dirname(os.path.abspath("config.py"))
# financial_statements_folder_path = os.path.join(os.path.abspath(os.getcwd()).rsplit('company_analysis\\', 1)[0],
# 'data_scraping',
# 'financial_statements').replace('\\', '/')
from enum import Enum
from functools import partial
yearly = 'Yearly'
quarterly = 'Quarterly'
six_months = '6 Months'
nine_months = '9 Months'
periods = [quarterly, six_months, nine_months, yearly]
ROOT_DIR = os.path.dirname(os.path.abspath(__file__))
DATA_DIR_PATH = os.path.join(ROOT_DIR, 'data')
MARKET_DATA_DIR_PATH = os.path.join(DATA_DIR_PATH, 'market_data')
MARKET_INDICES_DIR_PATH = os.path.join(MARKET_DATA_DIR_PATH, 'historical_indices_constituents')
TOTAL_MARKET_PATH = os.path.join(MARKET_DATA_DIR_PATH, 'US-Stock-Market.pkl')
MARKET_EXCHANGES_DIR_PATH = os.path.join(MARKET_DATA_DIR_PATH, 'historical_exchanges_constituents')
FACTORS_DIR_PATH = os.path.join(DATA_DIR_PATH, 'factors_data')
FINANCIAL_STATEMENTS_DIR_PATH = os.path.join(DATA_DIR_PATH, 'financial_statements')
FINANCIAL_STATEMENTS_DIR_PATH_EXCEL = os.path.join(FINANCIAL_STATEMENTS_DIR_PATH, 'excel')
FINANCIAL_STATEMENTS_DIR_PATH_PICKLE = os.path.join(FINANCIAL_STATEMENTS_DIR_PATH, 'pickle')
FINANCIAL_STATEMENTS_DIR_PATH_PICKLE_UNFLATTENED = os.path.join(FINANCIAL_STATEMENTS_DIR_PATH, 'unflattened_pickle')
FINANCIAL_STATEMENTS_DIR_PATH_PICKLE_QUARTERLY = os.path.join(FINANCIAL_STATEMENTS_DIR_PATH_PICKLE, quarterly)
FINANCIAL_STATEMENTS_DIR_PATH_PICKLE_YEARLY = os.path.join(FINANCIAL_STATEMENTS_DIR_PATH_PICKLE, yearly)
STOCK_PRICES_DIR_NAME = 'stock_prices'
STOCK_PRICES_DIR_PATH = os.path.join(DATA_DIR_PATH, STOCK_PRICES_DIR_NAME)
MACRO_DATA_FILE_NAME = 'Macro-Data.xlsx'
MACRO_DATA_FILE_PATH = os.path.join(DATA_DIR_PATH, MACRO_DATA_FILE_NAME)
stock_prices_sheet_name = 'Stock Prices'
balance_sheet_name = 'Balance Sheet'
income_statement_name = 'Income Statement'
cash_flow_statement_name = 'Cash Flow Statement'
technical_indicators_name = 'Technical Indicators'
balance_sheet_quarterly = '{} ({})'.format(balance_sheet_name, quarterly)
balance_sheet_yearly = '{} ({})'.format(balance_sheet_name, yearly)
income_statement_quarterly = '{} ({})'.format(income_statement_name, quarterly)
income_statement_yearly = '{} ({})'.format(income_statement_name, yearly)
income_statements = ['{} ({})'.format(income_statement_name, period) for period in periods]
cash_flow_statement_quarterly = '{} ({})'.format(cash_flow_statement_name, quarterly)
cash_flow_statement_yearly = '{} ({})'.format(cash_flow_statement_name, yearly)
cash_flow_statements = ['{} ({})'.format(cash_flow_statement_name, period) for period in periods]
yearly_statements = [balance_sheet_yearly, income_statement_yearly, cash_flow_statement_yearly]
quarterly_statements = [balance_sheet_quarterly, income_statement_quarterly, cash_flow_statement_quarterly]
all_financial_statements = yearly_statements + quarterly_statements
monthly_factors = 'Monthly'
yearly_factors = 'Yearly'
ROW_SPACE_BETWEEN_DFS = 3
# Some enumerations...
class Period(Enum):
YEARLY = 252
MONTHLY = 21
class Regions(Enum):
USA = 'United States'
class Exchanges(Enum):
NASDAQ = 'NASDAQ'
AMEX = 'AMEX'
NYSE = 'NYSE'
class MarketIndices(Enum):
DOW_JONES = 'Dow-Jones'
SP_500 = 'S&P-500'
RUSSELL_3000 = 'Russell-3000'
class SIC_Sectors(Enum):
AGRICULTURE_FORESTRY_FISHING = 'Agriculture, Forestry, and Fishing'
MINING = 'Mining'
CONSTRUCTION = 'Construction'
MANUFACTURING = 'Manufacturing'
TRANSPORTATION_COMMUNICATIONS_ELECTRIC_GAS_SANITARY_SERVICES = 'Transportation, Communications, Electric, Gas, And Sanitary Services'
WHOLESALE_TRADE = 'Wholesale Trade'
RETAIL_TRADE = 'Retail Trade'
FINANCE_INSURANCE_REAL_ESTATE = 'Finance, Insurance, and Real Estate'
SERVICES = 'Services'
PUBLIC_ADMINISTRATION = 'Public Administration'
class GICS_Sectors(Enum):
ENERGY = 'Energy'
MATERIALS = 'Materials'
INDUSTRIALS = 'Industrials'
CONSUMER_DISCRETIONARY = 'Consumer Discretionary'
CONSUMER_STAPLES = 'Consumer Staples'
HEALTHCARE = 'Health Care'
FINANCIALS = 'Financials'
INFORMATION_TECHNOLOGY = 'Information Technology'
TELECOMMUNICATION_SERVICES = 'Telecommunication Services'
UTILITIES = 'Utilities'
REAL_ESTATE = 'Real Estate'
class SIC_Industries(Enum):
pass
class GICS_Industries(Enum):
pass
class PriceAction(Enum):
OPEN = 'Open'
HIGH = 'High'
LOW = 'Low'
CLOSE = 'Close'
ADJ_CLOSE = 'Adj Close'
VOLUME = 'Volume'
class TimeFrame(Enum):
ONE_MINUTE = '1m'
FIVE_MINUTES = '5m'
FIFTEEN_MINUTES = '15m'
THIRTY_MINUTES = '30m'
ONE_HOUR = '1h'
FOUR_HOUR = '4h'
DAILY = '1D'
WEEKLY = 'W'
YEARLY = 'Y'
class RebalancingFrequency(Enum):
MONTHLY = 30.5
QUARTERLY = 3 * 30.5
SEMIANNUALLY = 6 * 30.5
ANNUALLY = 365.25