move static settings to static.py and use settings.py for dynamic con…

…figuration

src/scrilla/analysis/optimizer.py

@@ -1,4 +1,5 @@
 import scipy.optimize as optimize
+from scrilla import static
 
 import settings
 import util.outputter as outputter
@@ -41,7 +42,7 @@ def optimize_portfolio_variance(portfolio, target_return=None):
         portfolio_constraints = equity_constraint
 
     allocation = optimize.minimize(fun = portfolio.volatility_function, x0 = init_guess, 
-                                    method=settings.OPTIMIZATION_METHOD, bounds=equity_bounds, 
+                                    method=static.constants['OPTIMIZATION_METHOD'], bounds=equity_bounds, 
                                     constraints=portfolio_constraints, options={'disp': False})
 
     return allocation.x
@@ -80,7 +81,7 @@ def optimize_conditional_value_at_risk(portfolio, prob, expiry, target_return=No
 
     allocation = optimize.minimize(fun = lambda x: portfolio.conditional_value_at_risk_function(x, expiry, prob), 
                                     x0 = init_guess, 
-                                    method=settings.OPTIMIZATION_METHOD, bounds=equity_bounds, 
+                                    method=static.constants['OPTIMIZATION_METHOD'], bounds=equity_bounds, 
                                     constraints=portfolio_constraints, options={'disp': False})
 
     return allocation.x
@@ -122,7 +123,7 @@ def maximize_sharpe_ratio(portfolio, target_return=None):
 
     allocation = optimize.minimize(fun = lambda x: (-1)*portfolio.sharpe_ratio_function(x), 
                                     x0 = init_guess, 
-                                    method=settings.OPTIMIZATION_METHOD, bounds=equity_bounds, 
+                                    method=static.constants['OPTIMIZATION_METHOD'], bounds=equity_bounds, 
                                     constraints=portfolio_constraints, options={'disp': False})
 
     return allocation.x
@@ -148,7 +149,7 @@ def maximize_portfolio_return(portfolio):
 
     logger.debug(f'Maximizing {tickers} Portfolio Return')
     allocation = optimize.minimize(fun = lambda x: (-1)*portfolio.return_function(x),
-                                    x0 = init_guess, method=settings.OPTIMIZATION_METHOD,
+                                    x0 = init_guess, method=static.constants['OPTIMIZATION_METHOD'],
                                     bounds=equity_bounds, constraints=equity_constraint, 
                                     options={'disp': False})
 

src/scrilla/files.py

@@ -187,7 +187,7 @@ def get_static_data(static_type):
         else:
             path = settings.STATIC_TICKERS_FILE
 
-    elif static_type == settings.STAT_ECON:
+    elif static_type == static.keys['ASSETS']['STAT']:
         if static_econ_blob:
             blob = static_econ_blob
         else:
@@ -214,7 +214,7 @@ def get_static_data(static_type):
             static_crypto_blob = symbols
         elif static_type == static.keys['ASSETS']['EQUITY']:
             static_tickers_blob = symbols
-        elif static_type == settings.STAT_ECON:
+        elif static_type == static.keys['ASSETS']['STAT']:
             static_econ_blob = symbols
         return symbols
 
@@ -341,11 +341,11 @@ def format_allocation(allocation, portfolio, investment=None):
     for j, item in enumerate(portfolio.tickers):
         holding = {}
         holding['ticker'] = item
-        holding['allocation'] = round(allocation[j], settings.ACCURACY)
+        holding['allocation'] = round(allocation[j], static.constants['ACCURACY'])
         if investment is not None:
             holding['shares'] = float(shares[j])
-        holding['annual_return'] = round(portfolio.mean_return[j], settings.ACCURACY) 
-        holding['annual_volatility'] = round(portfolio.sample_vol[j], settings.ACCURACY)
+        holding['annual_return'] = round(portfolio.mean_return[j], static.constants['ACCURACY']) 
+        holding['annual_volatility'] = round(portfolio.sample_vol[j], static.constants['ACCURACY'])
         allocation_format.append(holding)
 
     json_format = {}
@@ -450,7 +450,7 @@ def clear_directory(directory, retain=True):
 
     for f in filelist:
         filename = os.path.basename(f)
-        if retain and filename == settings.KEEP_EXT:
+        if retain and filename == static.constants['KEEP_FILE']:
             continue
         os.remove(os.path.join(directory, f))
 

src/scrilla/objects/cashflow.py

@@ -1,4 +1,5 @@
 import datetime
+from scrilla import static
 import util.helper as helper
 import util.outputter as outputter
 
@@ -216,7 +217,7 @@ def calculate_net_present_value(self):
 
             self.NPV += self.get_growth_function(current_time) / ((1 + self.discount_rate)**current_time)
 
-            if self.NPV - previous_value < settings.NPV_DELTA_TOLERANCE:
+            if self.NPV - previous_value < static.keys['NPV_DELTA_TOLERANCE']:
                 calculating = False
             i += 1
 

src/scrilla/services.py

@@ -16,7 +16,7 @@ def __init__(self, type):
         self.type = type
 
     def construct_url(self, symbol, start_date, end_date):
-        if self.type == static.keys['SERVICE']['STATISTICS']['QUANDL']:
+        if self.type == static.keys['SERVICES']['STATISTICS']['QUANDL']['MANAGER']:
             url = f'{settings.Q_URL}/'
             query = f'{settings.PATH_Q_FRED}/{symbol}?'
 
@@ -39,7 +39,7 @@ def get_stats(self, symbol, start_date, end_date):
         url = self.construct_url(symbol, start_date, end_date)
         response = requests.get(url).json()
 
-        if self.type == static.keys['SERVICE']['STATISTICS']['QUANDL']:
+        if self.type == static.keys['SERVICES']['STATISTICS']['QUANDL']['MANAGER']:
 
             raw_stat = response[settings.Q_FIRST_LAYER][settings.Q_SECOND_LAYER]
             formatted_stat = {}
@@ -154,13 +154,13 @@ def __init__(self, type):
         self.type = type
 
     def construct_url(self, ticker, asset_type):
-        if self.type == static.keys['SERVICE']['PRICES']['ALPHA_VANTAGE']:
+        if self.type == static.keys['SERVICES']['PRICES']['ALPHA_VANTAGE']['MANAGER']:
             query = f'{settings.PARAM_AV_TICKER}={ticker}'
 
             if asset_type == static.keys['ASSETS']['EQUITY']:
                 query += f'&{settings.PARAM_AV_FUNC}={settings.ARG_AV_FUNC_EQUITY_DAILY}'
             elif asset_type == static.keys['ASSETS']['CRYPTO']:
-                query += f'&{settings.PARAM_AV_FUNC}={settings.ARG_AV_FUNC_CRYPTO_DAILY}&{settings.PARAM_AV_DENOM}={settings.DENOMINATION}'
+                query += f'&{settings.PARAM_AV_FUNC}={settings.ARG_AV_FUNC_CRYPTO_DAILY}&{settings.PARAM_AV_DENOM}={static.constants["DENOMINATION"]}'
 
                     # NOTE: only need to modify EQUITY query, CRYPTO always returns full history
             if (asset_type == static.keys['ASSETS']['EQUITY']):
@@ -178,7 +178,7 @@ def get_prices(self, ticker, start_date, end_date, asset_type):
         url = self.construct_url(ticker, asset_type)
         response = requests.get(url).json()
 
-        if self.type == static.keys['SERVICE']['PRICES']['ALPHA_VANTAGE']:
+        if self.type == static.keys['SERVICES']['PRICES']['ALPHA_VANTAGE']['MANAGER']:
             first_element = helper.get_first_json_key(response)
             # end function is daily rate limit is reached 
             if first_element == settings.AV_RES_DAY_LIMIT:
@@ -197,7 +197,7 @@ def get_prices(self, ticker, start_date, end_date, asset_type):
                 else:
                     logger.debug('Waiting.')
 
-                time.sleep(settings.BACKOFF_PERIOD)
+                time.sleep(static.constants['BACKOFF_PERIOD'])
                 response = requests.get(url).json()
                 first_element = helper.get_first_json_key(response)
 
@@ -210,7 +210,7 @@ def get_prices(self, ticker, start_date, end_date, asset_type):
 
     def slice_prices(self, start_date, end_date, asset_type, prices):
         # NOTE: only really needed for `alpha_vantage` responses so far, due to the fact AlphaVantage either returns everything or 100 days or prices.
-        if self.type == static.keys['SERVICE']['PRICES']['ALPHA_VANTAGE']:
+        if self.type == static.keys['SERVICES']['PRICES']['ALPHA_VANTAGE']['MANAGER']:
             # NOTE: Remember AlphaVantage is ordered current to earliest. END_INDEX is 
             # actually the beginning of slice and START_INDEX is actually end of slice. 
             try:

src/scrilla/settings.py

@@ -1,4 +1,5 @@
 import os, sys, dotenv, json
+from scrilla import static
 
 APP_DIR = os.path.dirname(os.path.abspath(__file__))
 PROJECT_DIR = os.path.dirname(APP_DIR)
@@ -27,32 +28,21 @@ def __init__(self, message):
 3. APP_DIR: Folder containing this file. \n \n
 4. APP_ENV: Application environment. \n \n
 5. LOG_LEVEL: Debug output level. \n \n
-6. CONFIG_FILE: Location of secondary credentials file. \n \n
 7. CACHE_DIR: Folder where cached price histories reside. \n \n
-8. CACHE_PRO_KEY: File name where risk-profile calculations are saved. \n \n
 9. FILE_EXT: File extension used in CACHE_DIR. \n \n
 10. STATIC_DIR: Folder where static data reside. \n \n
 11. FILE_EXT: File extension used in STATIC_DIR. \n \n
 12. STATIC_TICKERS_FILE: File containing a list of all equity ticker symbols with price histories that can be retrieved from external services. \n \n
 13. STATIC_ECON_FILE: File containg a list of all economic statistics with sample histories that can be retrieved from external services. \n \n
 14. STATIC_CRYPTO_FILE: File containing a list of all crypto ticker symbols with price histories that can be retrieved from external services. \n \n
-15. ACCURACY: Number of decimals place saved in calculations. \n \n
 18. GUI_WIDTH: Width of root widget in GUI. \n \n
 19. GUI_HEIGHT: Height of root widget in GUI. \n \n
-20. OPTIMIZATION_METHOD: Scipy method used to optimize portfolios. \n \n
-21. INVESTMENT_MODE: Determines if output is percentage or absolute. \n \n
 22. FRONTIER_STEPS: Number of points in efficient frontier output. \n \n
 23. MA_1_PERIOD: Number of days in first moving average period. \n \n
 24. MA_2_PERIOD: Number of days in second moving average period. \n \n
 25. MA_3_PERIOD: Number of days in first moving average period. \n \n
-26. ONE_TRADING_DAY: Length of trading day in years. \n \n
-27. PRICE_YEAR_CUTOFF: Earliest year considered in price histories. \n \n
-28. DENOMINATION: Denomination in which prices are quoted. \n \n 
-29. NPV_DELTA_TOLERANCE: NPV calculations stop when the next value adds less than this amount. \n \n 
 29. RISK_FREE_RATE: Interest rate used for cashflow valuations. \n \n
 30. MARKET_PROXY: Ticker symbol used to calculate market rate of return
-30. STAT_ECON: Constant for economic statistics. \n \n
-31. INIT: Flag to initialize STATIC_DIR \n \n
 32. PRICE_MANAGER: Service in charge of price histories. \n \n
 33. STAT_MANAGER: Service in charge of statistic histories. \n \n
 34. DIVIDEND_MANAGER: Service in charge of dividend payment histories. \n \n
@@ -93,8 +83,6 @@ def __init__(self, message):
 
 APP_NAME="scrilla"
 
-VERSION="0.0.1"
-
 APP_ENV = os.environ.setdefault('APP_ENV', 'local')
 
 # NOTE: Load in local.env file if not running application container. Container should 
@@ -108,18 +96,10 @@ def __init__(self, message):
 
 # TODO: CACHE only supports JSON currently. Future file extensions: csv and txt.
 FILE_EXT = os.environ.setdefault("FILE_EXT", "json")
-KEEP_EXT = ".gitkeep"
 
 CACHE_DIR = os.path.join(APP_DIR, 'data', 'cache')
 CACHE_SQLITE_FILE = os.path.join(CACHE_DIR, 'scrilla.db')
 
-CACHE_PRO_KEY="profile"
-CACHE_PRICE_KEY="prices"
-CACHE_COR_KEY="correlation"
-CACHE_DIV_KEY="dividends"
-CACHE_STAT_KEY="statistic"
-CACHE_EQUITY_KEY="equity_statistic"
-
 STATIC_DIR = os.path.join(APP_DIR, 'data', 'static')
 
 STATIC_TICKERS_FILE = os.path.join(STATIC_DIR, f'tickers.{FILE_EXT}')
@@ -129,8 +109,6 @@ def __init__(self, message):
 COMMON_DIR=os.path.join(APP_DIR, 'data', 'common')
 COMMON_WATCHLIST_FILE=os.path.join(COMMON_DIR, f'watchlist.{FILE_EXT}')
 
-ACCURACY, BACKOFF_PERIOD=5, 30
-
 # See .sample.env for more information.
 LOCAL_CACHE = os.environ.setdefault('LOCAL_CACHE_ENABLED', 'true').strip().lower() == 'true'
 
@@ -150,9 +128,6 @@ def __init__(self, message):
     os.environ['GUI_HEIGHT'] = '800'
 
 ## FINANCIAL ALGORITHM CONFIGURATION
-
-OPTIMIZATION_METHOD="SLSQP"
-
 try:
     FRONTIER_STEPS = int(os.environ.setdefault('FRONTIER_STEPS', '5'))
 except (ValueError, TypeError) as ParseError:
@@ -195,15 +170,6 @@ def __init__(self, message):
     DEFAULT_ANALYSIS_PERIOD=100
     os.environ['DEFAULT_ANALYSIS_PERIOD']=100
 
-# Number of days
-
-# TODO: candidates for static.py
-PRICE_YEAR_CUTOFF=1950
-DENOMINATION = "USD"
-NPV_DELTA_TOLERANCE = 0.0000001
-STAT_ECON="statistic"
-
-
 # SEE: ARG_Q_YIELD_CURVE for allowabled values
 RISK_FREE_RATE=os.environ.setdefault("RISK_FREE", "10-Year").strip("\"")
 
@@ -240,8 +206,8 @@ def __init__(self, message):
     AV_RES_EQUITY_KEY="symbol"
     AV_RES_CRYPTO_FIRST_LAYER='Time Series (Digital Currency Daily)'
     AV_RES_CRYPTO_KEY="currency code"
-    AV_RES_CRYPTO_CLOSE_PRICE=f'4a. close ({DENOMINATION})'
-    AV_RES_CRYPTO_OPEN_PRICE=f'1a. open ({DENOMINATION})'
+    AV_RES_CRYPTO_CLOSE_PRICE=f'4a. close ({static.constants["DENOMINATION"]})'
+    AV_RES_CRYPTO_OPEN_PRICE=f'1a. open ({static.constants["DENOMINATION"]})'
     AV_RES_ERROR='Error Message'
     AV_RES_LIMIT='Note'
     AV_RES_DAY_LIMIT='Information'

src/scrilla/static.py

@@ -13,7 +13,8 @@
     },
     'ASSETS':{
         'EQUITY': 'equity',
-        'CRYPTO': 'crypto'
+        'CRYPTO': 'crypto',
+        'STAT': 'statistics'
     },
     'CACHE':{
         'PRICES': 'prices',
@@ -28,23 +29,37 @@
         'START':'start_date',
         'END':'end_date'
     },
-    'SERVICE':{
+    'SERVICES':{
         'PRICES':{
-            'ALPHA_VANTAGE': 'alpha_vantage',
+            'ALPHA_VANTAGE': {
+                'MANAGER': 'alpha_vantage'
+            }
         },
         'STATISTICS': {
-            'QUANDL': 'quandl'
+            'QUANDL': {
+                'MANAGER': 'quandl'
+            }
         },
         'DIVIDENDS': {
-            'IEX': 'iex'
+            'IEX': {
+                'MANAGER': 'iex'
+            }
         }
     }
 }
 constants = {
     'ONE_TRADING_DAY': {
         'EQUITY': (1/252),
         'CRYPTO': (1/365)
-    }
+    },
+    'ACCURACY': 5,
+    'BACKOFF_PERIOD': 30,
+    'KEEP_FILE': '.gitkeep',
+    'PRICE_YEAR_CUTOFF': 1950,
+    'DENOMINATION': 'USD',
+    'NPV_DELTA_TOLERANCE': 0.0000001,
+    'OPTIMIZATION_METHOD': "SLSQP"
+
 }
 
 def get_trading_period(asset_type):