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updates for python3 #11

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updates for python3 #11

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51 changes: 26 additions & 25 deletions data_fetcher.py
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Original file line number Diff line number Diff line change
Expand Up @@ -7,9 +7,9 @@
import pandas as pd
import random
import time
import urllib2
import requests
from requests.utils import requote_uri

from BeautifulSoup import BeautifulSoup
from datetime import datetime

DATA_DIR = "data"
Expand All @@ -25,19 +25,19 @@ def _download_sp500_list():
if os.path.exists(SP500_LIST_PATH):
return

f = urllib2.urlopen(SP500_LIST_URL)
print "Downloading ...", SP500_LIST_URL
with open(SP500_LIST_PATH, 'w') as fin:
print >> fin, f.read()
r = requests.get(SP500_LIST_URL)
print("Downloading ...", SP500_LIST_URL)
with open(SP500_LIST_PATH, 'wb') as fin:
fin.write(r.content)
return


def _load_symbols():
_download_sp500_list()
df_sp500 = pd.read_csv(SP500_LIST_PATH)
df_sp500.sort('Market Cap', ascending=False, inplace=True)
df_sp500.sort_values('Market Cap', ascending=False, inplace=True)
stock_symbols = df_sp500['Symbol'].unique().tolist()
print "Loaded %d stock symbols" % len(stock_symbols)
print("Loaded %d stock symbols" % len(stock_symbols))
return stock_symbols


Expand All @@ -53,33 +53,34 @@ def fetch_prices(symbol, out_name):
# Format today's date to match Google's finance history api.
now_datetime = datetime.now().strftime("%b+%d,+%Y")

BASE_URL = "https://www.google.com/finance/historical?output=csv&q={0}&startdate=Jan+1%2C+1980&enddate={1}"
symbol_url = BASE_URL.format(
urllib2.quote(symbol),
urllib2.quote(now_datetime, '+')
)
print "Fetching {} ...".format(symbol)
print symbol_url
BASE_URL = "https://finance.google.com/finance/historical?output=csv&q={0}&startdate=Jan+1%2C+1980&enddate={1}"
symbol_url = requote_uri(BASE_URL.format(
symbol,
now_datetime
))
print("Fetching {} ...".format(symbol))
print(symbol_url)

try:
f = urllib2.urlopen(symbol_url)
with open(out_name, 'w') as fin:
print >> fin, f.read()
except urllib2.HTTPError:
print "Failed when fetching {}".format(symbol)
r = requests.get(symbol_url)
r.raise_for_status()
with open(out_name, 'wb') as fin:
fin.write(r.content)
except requests.exceptions.HTTPError as err:
print("Failed {} when fetching {}".format(err, symbol))
return False

data = pd.read_csv(out_name)
if data.empty:
print "Remove {} because the data set is empty.".format(out_name)
print("Remove {} because the data set is empty.".format(out_name))
os.remove(out_name)
else:
dates = data.iloc[:,0].tolist()
print "# Fetched rows: %d [%s to %s]" % (data.shape[0], dates[-1], dates[0])
print("# Fetched rows: %d [%s to %s]" % (data.shape[0], dates[-1], dates[0]))

# Take a rest
sleep_time = random.randint(*RANDOM_SLEEP_TIMES)
print "Sleeping ... %ds" % sleep_time
print("Sleeping ... %ds" % sleep_time)
time.sleep(sleep_time)
return True

Expand All @@ -97,14 +98,14 @@ def main(continued):
for idx, sym in enumerate(symbols):
out_name = os.path.join(DATA_DIR, sym + ".csv")
if continued and os.path.exists(out_name):
print "Fetched", sym
print("Fetched", sym)
continue

succeeded = fetch_prices(sym, out_name)
num_failure += int(not succeeded)

if idx % 10 == 0:
print "# Failures so far [%d/%d]: %d" % (idx + 1, len(symbols), num_failure)
print("# Failures so far [%d/%d]: %d" % (idx + 1, len(symbols), num_failure))


if __name__ == "__main__":
Expand Down
6 changes: 3 additions & 3 deletions main.py
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Original file line number Diff line number Diff line change
Expand Up @@ -52,15 +52,15 @@ def load_sp500(input_size, num_steps, k=None, target_symbol=None, test_ratio=0.0
info = pd.read_csv("data/constituents-financials.csv")
info = info.rename(columns={col: col.lower().replace(' ', '_') for col in info.columns})
info['file_exists'] = info['symbol'].map(lambda x: os.path.exists("data/{}.csv".format(x)))
print info['file_exists'].value_counts().to_dict()
print(info['file_exists'].value_counts().to_dict())

info = info[info['file_exists'] == True].reset_index(drop=True)
info = info.sort('market_cap', ascending=False).reset_index(drop=True)
info = info.sort_values('market_cap', ascending=False).reset_index(drop=True)

if k is not None:
info = info.head(k)

print "Head of S&P 500 info:\n", info.head()
print("Head of S&P 500 info:\n", info.head())

# Generate embedding meta file
info[['symbol', 'sector']].to_csv(os.path.join("logs/metadata.tsv"), sep='\t', index=False)
Expand Down
16 changes: 8 additions & 8 deletions model_rnn.py
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Original file line number Diff line number Diff line change
Expand Up @@ -171,9 +171,9 @@ def train(self, dataset_list, config):
merged_test_y = np.array(merged_test_y)
merged_test_labels = np.array(merged_test_labels)

print "len(merged_test_X) =", len(merged_test_X)
print "len(merged_test_y) =", len(merged_test_y)
print "len(merged_test_labels) =", len(merged_test_labels)
print("len(merged_test_X) =", len(merged_test_X))
print("len(merged_test_y) =", len(merged_test_y))
print("len(merged_test_labels) =", len(merged_test_labels))

test_data_feed = {
self.learning_rate: 0.0,
Expand All @@ -196,10 +196,10 @@ def train(self, dataset_list, config):
i for i, sym_label in enumerate(merged_test_labels)
if sym_label[0] == l])
sample_indices[sym] = target_indices
print sample_indices
print(sample_indices)

print "Start training for stocks:", [d.stock_sym for d in dataset_list]
for epoch in xrange(config.max_epoch):
print("Start training for stocks:", [d.stock_sym for d in dataset_list])
for epoch in range(config.max_epoch):
epoch_step = 0
learning_rate = config.init_learning_rate * (
config.learning_rate_decay ** max(float(epoch + 1 - config.init_epoch), 0.0)
Expand All @@ -223,8 +223,8 @@ def train(self, dataset_list, config):
if np.mod(global_step, len(dataset_list) * 100 / config.input_size) == 1:
test_loss, test_pred = self.sess.run([self.loss, self.pred], test_data_feed)

print "Step:%d [Epoch:%d] [Learning rate: %.6f] train_loss:%.6f test_loss:%.6f" % (
global_step, epoch, learning_rate, train_loss, test_loss)
print("Step:%d [Epoch:%d] [Learning rate: %.6f] train_loss:%.6f test_loss:%.6f" % (
global_step, epoch, learning_rate, train_loss, test_loss))

# Plot samples
for sample_sym, indices in sample_indices.iteritems():
Expand Down