Merge pull request #407 from VanekPetr/patch/data-loading-outside-models

patch: data path as an input into TradeBot class

funnel/app.py

@@ -1,3 +1,6 @@
+import os
+from pathlib import Path
+
 import dash
 import dash_bootstrap_components as dbc
 import numpy as np
@@ -10,7 +13,8 @@
 from .models.main import TradeBot
 
 logger.setup_logging()
-algo = TradeBot()
+ROOT_DIR = Path(__file__).parent
+algo = TradeBot(os.path.join(ROOT_DIR, "financial_data/all_etfs_rets.parquet.gzip"))
 
 
 def load_page():

funnel/dashboard/app_callbacks.py

@@ -1,3 +1,6 @@
+import os
+from pathlib import Path
+
 import flask
 from dash import dcc
 from dash.dependencies import Input, Output, State
@@ -11,7 +14,9 @@
     page_mobile_layout,
 )
 
-algo = TradeBot()
+ROOT_DIR = Path(__file__).parent.parent
+algo = TradeBot(os.path.join(ROOT_DIR, "financial_data/all_etfs_rets.parquet.gzip"))
+
 
 
 def get_callbacks(app):

funnel/dashboard/components_and_styles/ai_feature_selection_page.py

@@ -1,3 +1,6 @@
+import os
+from pathlib import Path
+
 import dash_bootstrap_components as dbc
 from dash import dash_table, dcc, html
 
@@ -13,7 +16,8 @@
     SUB_TITLE,
 )
 
-algo = TradeBot()
+ROOT_DIR = Path(__file__).parent.parent.parent
+algo = TradeBot(os.path.join(ROOT_DIR, "financial_data/all_etfs_rets.parquet.gzip"))
 
 
 optionML = html.Div(

funnel/dashboard/components_and_styles/backtest_page.py

@@ -1,3 +1,6 @@
+import os
+from pathlib import Path
+
 import cvxpy
 import dash_bootstrap_components as dbc
 from dash import dcc, html
@@ -14,7 +17,8 @@
     SUB_TITLE,
 )
 
-algo = TradeBot()
+ROOT_DIR = Path(__file__).parent.parent.parent
+algo = TradeBot(os.path.join(ROOT_DIR, "financial_data/all_etfs_rets.parquet.gzip"))
 
 
 optionBacktest = html.Div(

funnel/dashboard/components_and_styles/lifecycle_page.py

@@ -1,3 +1,6 @@
+import os
+from pathlib import Path
+
 import dash_bootstrap_components as dbc
 from dash import dcc, html
 
@@ -13,7 +16,8 @@
     SUB_TITLE,
 )
 
-algo = TradeBot()
+ROOT_DIR = Path(__file__).parent.parent.parent
+algo = TradeBot(os.path.join(ROOT_DIR, "financial_data/all_etfs_rets.parquet.gzip"))
 
 
 options_lifecycle = html.Div(

funnel/dashboard/components_and_styles/market_overview_page.py

@@ -1,3 +1,6 @@
+import os
+from pathlib import Path
+
 import dash_bootstrap_components as dbc
 from dash import dcc, html
 
@@ -12,7 +15,8 @@
     SUB_TITLE,
 )
 
-algo = TradeBot()
+ROOT_DIR = Path(__file__).parent.parent.parent
+algo = TradeBot(os.path.join(ROOT_DIR, "financial_data/all_etfs_rets.parquet.gzip"))
 
 
 optionGraph = html.Div(

funnel/models/main.py

@@ -29,14 +29,14 @@
 
 pio.renderers.default = "browser"
 
-# that's unfortunate but will be addressed later
-ROOT_DIR = Path(__file__).parent.parent
-# Load our data
-weekly_returns = pd.read_parquet(
-    os.path.join(ROOT_DIR, "financial_data/all_etfs_rets.parquet.gzip")
-)
-tickers = [pair[0] for pair in weekly_returns.columns.values]
-names = [pair[1] for pair in weekly_returns.columns.values]
+# # that's unfortunate but will be addressed later
+# ROOT_DIR = Path(__file__).parent.parent
+# # Load our data
+# weekly_returns = pd.read_parquet(
+#     os.path.join(ROOT_DIR, "financial_data/all_etfs_rets.parquet.gzip")
+# )
+# tickers = [pair[0] for pair in weekly_returns.columns.values]
+# names = [pair[1] for pair in weekly_returns.columns.values]
 
 
 class TradeBot:
@@ -45,14 +45,14 @@ class TradeBot:
     optimization suggesting optimal portfolio of assets.
     """
 
-    def __init__(self):
-        self.tickers = tickers
-        self.names = names
-        self.weeklyReturns = weekly_returns
-        self.min_date = str(weekly_returns.index[0])
-        self.max_date = str(weekly_returns.index[-1])
+    def __init__(self, data_path: str) -> None:
+        self.weeklyReturns = pd.read_parquet(data_path)
+        self.tickers = [pair[0] for pair in self.weeklyReturns.columns.values]
+        self.names = [pair[1] for pair in self.weeklyReturns.columns.values]
+        self.min_date = str(self.weeklyReturns.index[0])
+        self.max_date = str(self.weeklyReturns.index[-1])
 
-        weekly_returns.columns = tickers
+        self.weeklyReturns.columns = self.tickers
 
     @staticmethod
     def __plot_backtest(
@@ -881,7 +881,8 @@ def lifecycle_scenario_analysis(
 
 if __name__ == "__main__":
     # INITIALIZATION OF THE CLASS
-    algo = TradeBot()
+    ROOT_DIR = Path(__file__).parent.parent
+    algo = TradeBot(os.path.join(ROOT_DIR, "financial_data/all_etfs_rets.parquet.gzip"))
 
     # Get top performing assets for given periods and measure
     top_assets = algo.get_top_performing_assets(