system.ai_modeling package¶

Submodules¶

system.ai_modeling.ga_portfolio module¶

class system.ai_modeling.ga_portfolio.Fundamental¶: Bases: object

class system.ai_modeling.ga_portfolio.GAPortfolio¶

Bases: object

add_beta(date, beta)¶

calculate_beta_and_trend() → None¶

calculate_daily_cumulative_return(start_date: str, end_date: str) → None¶

calculate_expected_beta(spy_df: pandas.core.frame.DataFrame) → None¶

calculate_jensen_measure(spy: system.ai_modeling.ga_portfolio.Stock, us10y: system.ai_modeling.ga_portfolio.Stock) → None¶

calculate_portfolio_return(price_df: pandas.core.frame.DataFrame) → None¶

calculate_score(spy: system.ai_modeling.ga_portfolio.Stock) → None¶

calculate_sharpe_ratio(us10y: system.ai_modeling.ga_portfolio.Stock) → None¶

calculate_treynor_measure(us10y: system.ai_modeling.ga_portfolio.Stock) → None¶

calculate_yield() → None¶

get_stock(index: int) → Tuple[str, str, float, str]¶

populate_portfolio(sp500_symbol_map: Dict[str, Tuple[str, str]], sp500_sector_map: Dict[str, float]) → None¶

populate_portfolio_by_symbols(symbols: List[str], price_df: pandas.core.frame.DataFrame) → None¶

populate_portfolio_fundamentals(fundamental_df: pandas.core.frame.DataFrame) → None¶

update_stock(index: int, stock: Tuple[str, str, float, str]) → None¶

class system.ai_modeling.ga_portfolio.ProbationTestTrade¶

Bases: object

calculate_profit_loss()¶

class system.ai_modeling.ga_portfolio.Stock¶

Bases: object

add_trade(trade)¶

calculate_daily_cumulative_return(start_date, end_date)¶

calculate_daily_return()¶

calculate_expected_return()¶

calculate_expected_risk_free_rate()¶

calculate_risk_free_rate()¶

calculate_volatility()¶

class system.ai_modeling.ga_portfolio.Trade¶: Bases: object

system.ai_modeling.ga_portfolio_back_test module¶

system.ai_modeling.ga_portfolio_back_test.ga_back_test(database) → Tuple[system.ai_modeling.ga_portfolio.GAPortfolio, system.ai_modeling.ga_portfolio.Stock]¶

system.ai_modeling.ga_portfolio_back_test.ga_back_test_plot(database) → None¶

system.ai_modeling.ga_portfolio_main module¶

system.ai_modeling.ga_portfolio_probation_test module¶

system.ai_modeling.ga_portfolio_probation_test.ga_probation_test(database) → Tuple[system.ai_modeling.ga_portfolio.GAPortfolio, float, int]¶

system.ai_modeling.ga_portfolio_probation_test.previous_working_day(check_day_, holidays={})¶

system.ai_modeling.ga_portfolio_select module¶

system.ai_modeling.ga_portfolio_select.build_ga_model(database) → system.ai_modeling.ga_portfolio.GAPortfolio ¶

system.ai_modeling.ga_portfolio_select.create_populate_tables(database, eod_market_data)¶

system.ai_modeling.ga_portfolio_select.crossover_and_mutate(num_of_parents: int, num_of_children: int, num_of_mutation: int, markedForParents: List[system.ai_modeling.ga_portfolio.GAPortfolio], population: Dict[float, system.ai_modeling.ga_portfolio.GAPortfolio]) → List[system.ai_modeling.ga_portfolio.GAPortfolio]¶

system.ai_modeling.ga_portfolio_select.extract_spy(database, start_date: str, end_date: str, include_fundamental: bool = True) → system.ai_modeling.ga_portfolio.Stock ¶

system.ai_modeling.ga_portfolio_select.extract_us10y(database, start_date: str, end_date: str) → system.ai_modeling.ga_portfolio.Stock ¶

Module contents¶