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Determine correlations between securities

License: Apache License 2.0

Python 12.13% JavaScript 86.13% Shell 1.19% Dockerfile 0.55%

nodejs numpy parser promise seaborn

portfolio's Introduction

Hi there 👋

portfolio's People

Contributors

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portfolio's Issues

percentageTop10 does not work

percentageTop10=NaN
issue with the parser

Improve correlations computation

Weight? Percentage over a long period is more important than over a short period

Performances should be labelled by date

It will make update/merge a lot easier

DeprecationWarning: csv.fromPath has been deprecated in favor of csv.parseFile

For instance in https://github.com/egenerat/portfolio/blob/master/scripts/csv-to-db.js

dateRefreshPage year is not correct

Make analyzer able to work with database

https://github.com/egenerat/portfolio/blob/master/scripts/analyzer.js

In case of error, readFromCsv should log the filename

portfolio/app/core/utils.js

Lines 55 to 70 in 2ffc366

 module.exports.readFromCsv = (filePath) => { 

 return new Promise((resolve) => { 

 let result = []; 

 let options = { 

 headers: true 

 }; 

 csv 

 .fromPath(filePath, options) 

 .on("data", (data) => { 

 result.push(data); 

 }) 

 .on("end", () => { 

 return resolve(result); 

 }); 

 }); 

 };

Correlations: Build server as a docker image

parser-utils openPage should handle page not found

Check status code
Reject promise, and do not try to process the server response

Deprecate the old parser

https://github.com/egenerat/portfolio/blob/master/scripts/parser.js

Pre-requisite: #52

This issue will also validate that parser-ng can work with several providers

Ability to save different dates in database

Make sure all the use cases are still working, for instance correlations

Missions were outdated but refresh was not triggered

Correlations: should include other parameters than performances

For instance:

Average market capitalisation
P/E
Earning growth
Exposition by country

Set up a test for asynchronous code

Will also test #36

PE is not extracted from the correct line in some cases

Possible solution: check field label contains PE

Correlations: Sort the securities by history length

It becomes possible to check if one is limiting the history by a big difference and should be removed.

I would like not to export all the constants from the correct module

portfolio/app/config/constants/constants.js

Lines 13 to 23 in 26da0d7

 module.exports.EXPORT_FILE = constants.EXPORT_FILE; 

 module.exports.EXPORT_FOLDER = constants.EXPORT_FOLDER; 

 module.exports.DB_FOLDER = constants.DB_FOLDER; 

 module.exports.HEADERS = constants.HEADERS; 

 module.exports.CORRELATION_BLACKLIST = constants.CORRELATION_BLACKLIST; 

 module.exports.PARSER_BLACKLIST = constants.PARSER_BLACKLIST; 

 // Email 

 module.exports.EMAIL_ACCOUNT_USERNAME = constants.EMAIL_ACCOUNT_USERNAME; 

 module.exports.EMAIL_ACCOUNT_PASSWORD = constants.EMAIL_ACCOUNT_PASSWORD; 

 module.exports.EMAIL_TO = constants.EMAIL_TO;

parser-ng: Add an option --save

Using cli

Check replacement for cli package

This issue is impacting us
node-js-libs/cli#79

The project does not seem to be maintained anymore.
May be worth looking for a replacement

Instead of inserting the items one by one, check if it improves the performances to wait for all of the objects to be ready, then insert them all.
https://docs.mongodb.com/manual/reference/method/db.collection.insertMany/

Request-promise error handling

Error handling

Investigate a simple example

Parser mapping is broken: "No parser found for this page"

Fix
Set up a test

Improve the display of the correlations

First it should work with JSON, and the display should be based on this JSON.
Instead of passing a threshold manually, we should display the 10 max/min

Compare 2+ funds

Historical comparison

Pre-requisite: #43

Ability to compare one or N securities between several dates, and compare the metrics

Comparison: include performance analysis

For instance

Last quarter
Best quarter
Worst quarter
Total performance

parser-ng displays error page in the console if page not found

For some reason, the full error page is included in err

portfolio/scripts/parser-ng.js

Line 41 in 1b78c85

.catch(err => logger.error(`${url}: ${err}`))

Ideally, we want to log only the status code

Comparison: Create a N-security view, where each field is coloured based on the relative values

Also we need a structure to store the parameters "the higher the better" and reciprocally

The parser mapping should not be based on the URL but on the content of the page

For instance the headers, or something else unique.
Be careful to the unicity if they are several pages for the same site

Be careful to the currencies

In the correlation computation

ESLint raises the issues locally, but not in CI

For instance a missing semicolon in scripts/parser-ng.js

Correlations: show only two decimals

Correlations: display relative to one security

Input: One security
Output: Does it bring diversification?

For one give security, return all the correlations
Extension:
Show the most correlated security

	module.exports.readFromCsv = (filePath) => {
	return new Promise((resolve) => {
	let result = [];
	let options = {
	headers: true
	};
	csv
	.fromPath(filePath, options)
	.on("data", (data) => {
	result.push(data);
	})
	.on("end", () => {
	return resolve(result);
	});
	});
	};

	module.exports.EXPORT_FILE = constants.EXPORT_FILE;
	module.exports.EXPORT_FOLDER = constants.EXPORT_FOLDER;
	module.exports.DB_FOLDER = constants.DB_FOLDER;
	module.exports.HEADERS = constants.HEADERS;
	module.exports.CORRELATION_BLACKLIST = constants.CORRELATION_BLACKLIST;
	module.exports.PARSER_BLACKLIST = constants.PARSER_BLACKLIST;

	// Email
	module.exports.EMAIL_ACCOUNT_USERNAME = constants.EMAIL_ACCOUNT_USERNAME;
	module.exports.EMAIL_ACCOUNT_PASSWORD = constants.EMAIL_ACCOUNT_PASSWORD;
	module.exports.EMAIL_TO = constants.EMAIL_TO;