mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-10-29 05:21:48 +00:00
faca7ab67d
* remove hcp * add prams dict to statics * little controller bug * fix view bug * avoid crash if one stock * check params on setup * create parameter class * check and convert parameters using class * change params name to avoid confusion * create a parameter statics dict * change some funcs names * remove unused imports * remove default dict * optional type * add multi choices * cast only int and float * fix completer * fix bugs with parameter validation * fix bugs with parameter validation * add excel formatting * sdk needs mapping as well, controller takes care of this in terminal * small formating * add some safe guard try except * controller bugs * oops * change export path of parameters to portfolio folder * add more commands to scripts * catch optimization exception * log errors * black and exceptions * add flag to test * black * flake8 * forgot this * pylint * change defaults * fix ef default * fix bl * sync sdk defaults * sync last defaults * fix plot heat and add more choices to controller autocomplete * patch weights * fix wrong bool parsing Co-authored-by: James Maslek <jmaslek11@gmail.com>
196 lines
4.4 KiB
Python
196 lines
4.4 KiB
Python
"""Optimization helpers"""
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__docformat__ = "numpy"
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import argparse
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from typing import Any
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import pandas as pd
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from openbb_terminal.portfolio.portfolio_optimization.statics import (
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RISK_CHOICES,
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OPTIMIZATION_PARAMETERS,
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TERMINAL_TEMPLATE_MAP,
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)
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from openbb_terminal.rich_config import console
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# These are all the possible yfinance properties
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valid_property_infos = [
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"previousClose",
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"regularMarketOpen",
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"twoHundredDayAverage",
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"trailingAnnualDividendYield",
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"payoutRatio",
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"volume24Hr",
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"regularMarketDayHigh",
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"navPrice",
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"averageDailyVolume10Day",
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"totalAssets",
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"regularMarketPreviousClose",
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"fiftyDayAverage",
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"trailingAnnualDividendRate",
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"open",
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"toCurrency",
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"averageVolume10days",
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"expireDate",
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"yield",
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"algorithm",
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"dividendRate",
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"exDividendDate",
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"beta",
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"circulatingSupply",
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"regularMarketDayLow",
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"priceHint",
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"currency",
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"trailingPE",
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"regularMarketVolume",
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"lastMarket",
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"maxSupply",
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"openInterest",
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"marketCap",
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"volumeAllCurrencies",
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"strikePrice",
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"averageVolume",
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"priceToSalesTrailing12Months",
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"dayLow",
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"ask",
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"ytdReturn",
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"askSize",
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"volume",
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"fiftyTwoWeekHigh",
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"forwardPE",
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"fromCurrency",
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"fiveYearAvgDividendYield",
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"fiftyTwoWeekLow",
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"bid",
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"dividendYield",
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"bidSize",
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"dayHigh",
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"annualHoldingsTurnover",
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"enterpriseToRevenue",
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"beta3Year",
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"profitMargins",
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"enterpriseToEbitda",
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"52WeekChange",
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"morningStarRiskRating",
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"forwardEps",
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"revenueQuarterlyGrowth",
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"sharesOutstanding",
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"fundInceptionDate",
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"annualReportExpenseRatio",
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"bookValue",
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"sharesShort",
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"sharesPercentSharesOut",
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"fundFamily",
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"lastFiscalYearEnd",
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"heldPercentInstitutions",
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"netIncomeToCommon",
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"trailingEps",
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"lastDividendValue",
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"SandP52WeekChange",
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"priceToBook",
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"heldPercentInsiders",
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"shortRatio",
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"sharesShortPreviousMonthDate",
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"floatShares",
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"enterpriseValue",
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"threeYearAverageReturn",
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"lastSplitFactor",
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"legalType",
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"lastDividendDate",
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"morningStarOverallRating",
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"earningsQuarterlyGrowth",
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"pegRatio",
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"lastCapGain",
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"shortPercentOfFloat",
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"sharesShortPriorMonth",
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"impliedSharesOutstanding",
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"fiveYearAverageReturn",
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"regularMarketPrice",
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]
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def check_valid_property_type(check_property: str) -> str:
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"""Check that the property selected is valid"""
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if check_property in valid_property_infos:
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return check_property
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raise argparse.ArgumentTypeError(f"{check_property} is not a valid info")
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def dict_to_df(d: dict) -> pd.DataFrame:
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"""Convert a dictionary to a DataFrame
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Parameters
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----------
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d : dict
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Dictionary to convert
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Returns
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-------
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pd.DataFrame
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DataFrame with dictionary
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"""
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if not d:
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return pd.DataFrame()
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df = pd.DataFrame.from_dict(data=d, orient="index", columns=["value"])
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return df
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def validate_risk_measure(risk_measure: str, warning: bool = True) -> str:
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"""Check that the risk measure selected is valid
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Parameters
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----------
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risk_measure : str
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Risk measure to check
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Returns
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-------
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str
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Validated risk measure
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"""
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if risk_measure.lower() in RISK_CHOICES:
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return RISK_CHOICES[risk_measure.lower()]
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if warning:
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console.print("[yellow]Risk measure not found. Using 'MV'.[/yellow]")
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return "MV"
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def get_kwarg(key: str, kwargs: dict, default: Any = None) -> Any:
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"""Get a key from kwargs
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If key is in kwargs, returns it.
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Otherwise, if default provided, returns it.
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Otherwise, if key is in OPTIMIZATION_PARAMETERS, returns it.
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Parameters
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----------
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key : str
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The key to be searched
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kwargs : dict
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The kwargs to be searched
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default : Any
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The default value to be returned if the key is not found
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Returns
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-------
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Any
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The value of the key if it exists, else None
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"""
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if key in kwargs:
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return kwargs[key]
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if default:
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return default
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# TODO: Remove this line when mapping between template and terminal is not needed
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template_key = TERMINAL_TEMPLATE_MAP.get(key, key)
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PARAMETER = OPTIMIZATION_PARAMETERS.get(template_key)
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if PARAMETER is None:
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return default
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return PARAMETER.default
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