refactoring

.gitignore

@@ -5,8 +5,7 @@ _dep.py
 
 # IDE
 .idea
-.project
-.pydevproject
+.DS_Store
 
 .coverage
 .coveralls-repo-token

dynts/__init__.py

@@ -1,114 +1,6 @@
-'''Quantitative financial timeseries analysis'''
+"""Quantitative financial timeseries analysis"""
+from dynts.utils.version import get_version
 
 VERSION = (0, 5, 0, 'alpha', 1)
 
-from dynts.exceptions import *
-from dynts.utils.version import get_version
-
 __version__ = version = get_version(VERSION)
-__license__ = "BSD"
-__author__ = "Luca Sbardella"
-__contact__ = "luca@quantmind.com"
-__homepage__ = "http://github.com/quantmind/dynts/"
-CLASSIFIERS  = [
-                'Development Status :: 4 - Beta',
-                'Environment :: Plugins',
-                'Intended Audience :: Developers',
-                'Intended Audience :: Financial and Insurance Industry',
-                'Intended Audience :: Science/Research',
-                'License :: OSI Approved :: BSD License',
-                'Operating System :: OS Independent',
-                'Programming Language :: JavaScript',
-                'Programming Language :: Python :: 2.6',
-                'Programming Language :: Python :: 2.7',
-                'Programming Language :: Python :: 3.1',
-                'Programming Language :: Python :: 3.2',
-                'Topic :: Scientific/Engineering',
-                'Topic :: Scientific/Engineering :: Mathematics',
-                'Topic :: Office/Business :: Financial'
-                ]
-from functools import reduce
-
-from .backends import *
-from .dsl import parse, evaluate, merge, dslresult, function_registry, functions
-from .data import providers
-from . import formatters
-Formatters['flot'] = formatters.ToFlot()
-Formatters['jsonvba'] = formatters.ToJsonVba()
-Formatters['csv']  = formatters.ToCsv()
-Formatters['excel'] = formatters.ToExcel()
-Formatters['xls'] = formatters.ToXls()
-Formatters['plot'] = formatters.ToPlot()
-
-
-def statistics(expression,
-               start = None,
-               end = None,
-               functions = None,
-               multivariate = False, **kwargs):
-    tseries = evaluate(expression, start = start, end = end, **kwargs).ts()
-    if not multivariate:
-        return BasicStatistics(tseries, functions = functions)
-    else:
-        raise NotImplementedError
-
-
-def tsname(*names):
-    from dynts.conf import settings
-    sp = settings.splittingnames
-    return reduce(lambda x,y: '%s%s%s' % (x,sp,y), names)
-
-
-def composename(name, *names, **kwargs):
-    from dynts.conf import settings
-    sp = settings.splittingnames
-    kw = ','.join(('{0}={1}'.format(*v) for v in kwargs.items()))
-    if kw:
-        kw = ','+kw
-    return sp.join(('{0}({1}{2})'.format(name, x, kw) for x in names))
-
-
-def hasextensions():
-    '''True if cython extensions are available'''
-    from .lib import hasextensions
-    return hasextensions
-
-
-def function_title_and_body(name,with_body=True):
-    '''Given a function *name* return a tuple containing
-the function title and the restructured text used to
-create the function ducumentation.'''
-    link = '.. _functions-{0}:'.format(name)
-    func = function_registry[name]
-    if func.description:
-        title = '{0} - {1}'.format(name,func.description)
-    else:
-        title = name
-    if with_body:
-        under = (2+len(title))*'='
-        fdoc = func.__doc__
-        if not fdoc:
-            raise FunctionError('Function %s has no documentation.' % name)
-        body = '\n'.join((link, '', title, under, '', fdoc,'\n'))
-        return title, body
-    else:
-        return title
-
-
-def function_doc(name):
-    '''Given a function *name* return the restructured text used to
-create the function ducumentation.'''
-    return function_title_and_body(name)[1]
-
-
-def functions_docs():
-    names = sorted(function_registry)
-    return '\n'.join((function_doc(name) for name in names))
-
-
-def dump_docs(filename = 'dyntslist.rst'):
-    docs = functions_docs()
-    f = open(filename,'w')
-    f.write(docs)
-    f.close()
-    print(('Saved function documentations in {0}'.format(filename)))

dynts/conf.py

@@ -1,60 +1,62 @@
 from math import isnan
+
 toupper = lambda x : str(x).upper()
 
+
 class Settings(object):
     '''\
 The setting class contains configuration parameters used in dynts.
 
 .. attribute:: backend
 
     Default :class:`dynts.TimeSeries` backend class.
-    
+
     Default ``"numpy"``.
 
 .. attribute:: desc
 
-    Default sorting order for dates. If ``False`` timeseries are ordered in 
+    Default sorting order for dates. If ``False`` timeseries are ordered in
     ascending date order, if ``True`` in a descending order.
-    
+
     Default ``False``.
-    
+
 .. attribute:: concat_operator
 
     Operator for concatenating expressions.
-    
+
     Default ``,``.
 
 .. attribute:: default_loader
 
     Default :class:`dynts.data.TimeSerieLoader` class.
     If this is ``None`` the :class:`dynts.data.TimeSerieLoader` class will be used as loder.
-    
+
     Default ``None``.
-    
+
 .. attribute:: default_provider
 
     Default :class:`dynts.data.DataProvider` code. Default ``"YAHOO"``.
-    
+
 .. attribute:: field_separator
 
     Character used to separate tickers from fields and providers. Default ``:``.
-    
+
 .. attribute:: months_history
 
     the default number of months of history. Default: ``12``.
-    
+
 .. attribute:: proxies
 
     dictionary of proxy servers. Default ``{}``.
     If you need to use a proxy server to access the web::
-    
+
         from dynts.conf import settings
         settings.proxies['http'] = 'http://yourproxy.com:80'
-                
+
 To change settings::
-    
+
     from dynts.conf import settings
-    
+
     settings.default_provider = 'GOOGLE'
     '''
     def __init__(self):
@@ -72,18 +74,17 @@ def __init__(self):
         self.symboltransform = toupper
         self.default_daycounter = 'ACT/365'
         self.missing_value      = float('nan')
-        
+
     @property
     def special_operators(self):
         return [self.concat_operator,self.separator_operator]
-    
+
     def getdc(self):
         import ccy
         return ccy.getdc(self.default_daycounter)
-    
+
     def ismissing(self, value):
         return isnan(value)
-
-
-
+
+
 settings = Settings()

dynts/data/gy.py

@@ -1,9 +1,6 @@
-import os
 import csv
 from io import StringIO
 
-from dynts.utils.http import http_client
-
 from .base import DataProvider
 
 
@@ -14,34 +11,32 @@
 class WebCsv(DataProvider):
 
     def __init__(self, http=None):
-        self._http = http
-
-    def http(self):
-        if self._http == None:
-            self._http = http_client()
-        return self._http
-
+        if http is None:
+            import requests
+            http = requests.Session()
+        self.http = http
+
     def string_to_date(self, sdte):
         from ccy import dateFromString
         return dateFromString(sdte)
-    
+
     def request(self, url):
         response = self.http().get(url)
         if response.status_code == 200:
             return StringIO(response.content_string('ascii', 'ignore'))
-    
+
     def rowdata(self, ticker, startdate, enddate):
         url = self.hystory_url(str(ticker), startdate, enddate)
         res = self.request(url)
         if res:
             return csv.DictReader(res)
-        
+
     def hystory_url(self, ticker, startdate, enddate, field = None):
         raise NotImplementedError
-    
+
     def allfields(self, ticker = None):
         return ['Close','Open','Low','High','Volume']
-        
+
     def load(self, symbol, startdate, enddate, logger, backend, **kwargs):
         from ccy import dateFromString
         ticker = symbol.ticker
@@ -65,7 +60,7 @@ def load(self, symbol, startdate, enddate, logger, backend, **kwargs):
                                 datestr = k
                                 continue
                         fields[str(k).upper()] = []
-                
+
                 dt  = dateFromString(r[datestr])
                 dates.append(dt)
                 for k,v in r.items():
@@ -74,42 +69,42 @@ def load(self, symbol, startdate, enddate, logger, backend, **kwargs):
                         fields[k].append(float(v))
             except:
                 continue
-        
+
         field = field or 'CLOSE'
         return {'date': dates,
                 'value': fields.get(str(field).upper(),None)}
 
 
 class google(WebCsv):
     baseurl = 'http://finance.google.com/finance'
-        
+
     def getdate(self, st, dte):
         m = short_month[dte.month-1]
         return '%s=%s+%s,+%s' % (st,m,dte.day,dte.year)
-        
+
     def hystory_url(self, ticker, startdate, enddate, field = None):
         b = self.baseurl
         st = self.getdate('startdate', startdate)
         et = self.getdate('enddate', enddate)
         return '%s/historical?q=%s&%s&%s&output=csv' % (b,ticker,st,et)
-    
+
     def weblink(self, ticker):
         return '%s?q=%s' % (self.baseurl,ticker)
-    
+
 
 class yahoo(WebCsv):
     baseurl = 'http://ichart.yahoo.com'
-        
+
     def getdate(self, st, dte):
         return '%s=%s&%s=%s&%s=%s' % (st[0],dte.month-1,st[1],
                                       dte.day,st[2],dte.year)
-        
+
     def hystory_url(self, ticker, startdate, enddate):
         b = self.baseurl
         st = self.getdate(('a','b','c'), startdate)
         et = self.getdate(('d','e','f'), enddate)
         return '%s/table.csv?s=%s&%s&%s&g=d&ignore=.csv' % (b,ticker,st,et)
-    
+
     def weblink(self, ticker):
         return 'http://finance.yahoo.com/q?s=%s' % ticker