'''
(c) 2011, 2012 Georgia Tech Research Corporation
This source code is released under the New BSD license.  Please see
http://wiki.quantsoftware.org/index.php?title=QSTK_License
for license details.

Created on June 1, 2011

@author: <NAME>
@contact: <EMAIL>
@summary: Demonstrates the retrieval and use of Compustat data from the DataAccess object.
'''

import qstkutil.qsdateutil as du
import qstkutil.tsutil as tsu
import qstkutil.DataAccess as da
import datetime as dt
import matplotlib.pyplot as plt
from pylab import *
from math import isnan
from copy import copy


symbols = ['GE','MSFT','XOM','PFE','C','WMT','INTC','AAPL','GOOG']

''' Create compustat object and query it for some information '''

compustatObj = da.DataAccess('Compustat')
compustatObj.get_info()


''' Get data items and create dictionary to translate between string and index '''
lsItems = compustatObj.get_data_labels()
dLabel = dict( zip(lsItems,range(len(lsItems))) )
print 'Valid data items (sorted):\n', sort(lsItems[:])

    

''' Create timestamps for 5 year period, must include all days, financial report may have been filed on non-NYSE day '''
''' get todays date, time = 16:00:00 '''
dtEnd = dt.datetime.combine( dt.datetime.now().date(), dt.time(16) )
dtStart = dtEnd.replace( year=dtEnd.year-5 )

tsAll = [ dtStart ]
while( tsAll[-1] != dtEnd ):
    tsAll.append( tsAll[-1] + dt.timedelta(days=1) )


''' Query data object '''
dmValues = compustatObj.get_data( tsAll, symbols, lsItems)


''' Keep track of non-nan data entries '''
llTotal = [0] * len(lsItems)
llValid = [0] * len(lsItems)
    
for lStock in range(len(symbols)):

    dmKeys = dmValues[ dLabel['gvkey'] ]
    
    ''' Loop through all time indexes '''
    for i, row in enumerate( dmKeys.values ):
        
        ''' Check nan gvkey value, indicating an invalid entry row skip '''
        if( isnan(row[lStock]) ):
            continue
            
        ''' check for other valid entries in the other data types '''
        for lInd in range( len(lsItems) ):
            llTotal[lInd] = llTotal[lInd] + 1
            if( not isnan(dmValues[lInd].values[i,lStock]) ):
                llValid[lInd] = llValid[lInd] + 1 
                
''' sort and print results by percentage valid data '''

ltBoth = []
lNonZero = 0
lHundred = 0
for i, sLabel in enumerate( lsItems ):
    ltBoth.append( ( (llValid[i] * 100.0 / llTotal[i]), sLabel ) )
    if not llValid[i] == 0:
        lNonZero = lNonZero + 1
    if llValid[i] == llTotal[i]:
        lHundred = lHundred + 1
    
ltBoth.sort()
ltBoth.reverse()

for tRes in ltBoth:
    print '%10s: %.02lf%%'%( tRes[1], tRes[0] )
    
print '\n%i out of %i elemenets non-zero.'%(lNonZero, len(lsItems))
print '%i out of %i elemenets have 100%% participation.'%(lHundred, len(lsItems))


''' Retrieve and plot quarterly earnings per share '''

dmEps = dmKeys = dmValues[ dLabel['EPSPIQ'] ]
naEps = dmEps.values
tsu.fillforward( naEps )

plt.clf()

for i, sStock in enumerate( symbols ):
    plt.plot( tsAll, naEps[:,i] )
    
plt.gcf().autofmt_xdate(rotation=45)
plt.legend( symbols, loc='upper left' )
plt.title('EPS of various stocks')

savefig('tutorial6.pdf',format='pdf')


'''
(c) 2011, 2012 Georgia Tech Research Corporation
This source code is released under the New BSD license.  Please see
http://wiki.quantsoftware.org/index.php?title=QSTK_License
for license details.

Created on June 1, 2011

@author: <NAME>
@contact: <EMAIL>
@summary: Demonstrates the retrieval and use of Compustat data from the DataAccess object.
'''

import qstkutil.qsdateutil as du
import qstkutil.tsutil as tsu
import qstkutil.DataAccess as da
import datetime as dt
import matplotlib.pyplot as plt
from pylab import *
from math import isnan
from copy import copy


symbols = ['GE','MSFT','XOM','PFE','C','WMT','INTC','AAPL','GOOG']

''' Create compustat object and query it for some information '''

compustatObj = da.DataAccess('Compustat')
compustatObj.get_info()


''' Get data items and create dictionary to translate between string and index '''
lsItems = compustatObj.get_data_labels()
dLabel = dict( zip(lsItems,range(len(lsItems))) )
print 'Valid data items (sorted):\n', sort(lsItems[:])

    

''' Create timestamps for 5 year period, must include all days, financial report may have been filed on non-NYSE day '''
''' get todays date, time = 16:00:00 '''
dtEnd = dt.datetime.combine( dt.datetime.now().date(), dt.time(16) )
dtStart = dtEnd.replace( year=dtEnd.year-5 )

tsAll = [ dtStart ]
while( tsAll[-1] != dtEnd ):
    tsAll.append( tsAll[-1] + dt.timedelta(days=1) )


''' Query data object '''
dmValues = compustatObj.get_data( tsAll, symbols, lsItems)


''' Keep track of non-nan data entries '''
llTotal = [0] * len(lsItems)
llValid = [0] * len(lsItems)
    
for lStock in range(len(symbols)):

    dmKeys = dmValues[ dLabel['gvkey'] ]
    
    ''' Loop through all time indexes '''
    for i, row in enumerate( dmKeys.values ):
        
        ''' Check nan gvkey value, indicating an invalid entry row skip '''
        if( isnan(row[lStock]) ):
            continue
            
        ''' check for other valid entries in the other data types '''
        for lInd in range( len(lsItems) ):
            llTotal[lInd] = llTotal[lInd] + 1
            if( not isnan(dmValues[lInd].values[i,lStock]) ):
                llValid[lInd] = llValid[lInd] + 1 
                
''' sort and print results by percentage valid data '''

ltBoth = []
lNonZero = 0
lHundred = 0
for i, sLabel in enumerate( lsItems ):
    ltBoth.append( ( (llValid[i] * 100.0 / llTotal[i]), sLabel ) )
    if not llValid[i] == 0:
        lNonZero = lNonZero + 1
    if llValid[i] == llTotal[i]:
        lHundred = lHundred + 1
    
ltBoth.sort()
ltBoth.reverse()

for tRes in ltBoth:
    print '%10s: %.02lf%%'%( tRes[1], tRes[0] )
    
print '\n%i out of %i elemenets non-zero.'%(lNonZero, len(lsItems))
print '%i out of %i elemenets have 100%% participation.'%(lHundred, len(lsItems))


''' Retrieve and plot quarterly earnings per share '''

dmEps = dmKeys = dmValues[ dLabel['EPSPIQ'] ]
naEps = dmEps.values
tsu.fillforward( naEps )

plt.clf()

for i, sStock in enumerate( symbols ):
    plt.plot( tsAll, naEps[:,i] )
    
plt.gcf().autofmt_xdate(rotation=45)
plt.legend( symbols, loc='upper left' )
plt.title('EPS of various stocks')

savefig('tutorial6.pdf',format='pdf')


(c) 2011, 2012 Georgia Tech Research Corporation This source code is released under the New BSD license.  Please see http://wiki.quantsoftware.org/index.php?title=QSTK_License for license details.  Created on June 1, 2011  @author: <NAME> @contact: <EMAIL> @summary: Demonstrates the retrieval and use of Compustat data from the DataAccess object. Create compustat object and query it for some information Get data items and create dictionary to translate between string and index Create timestamps for 5 year period, must include all days, financial report may have been filed on non-NYSE day get todays date, time = 16:00:00 Query data object Keep track of non-nan data entries Loop through all time indexes Check nan gvkey value, indicating an invalid entry row skip check for other valid entries in the other data types sort and print results by percentage valid data Retrieve and plot quarterly earnings per share