D: [iurt_root_command] chroot
warning: Found bdb_ro Packages database while attempting sqlite backend: using bdb_ro backend.
warning: extra tokens at the end of %endif directive in line 19: %endif # if with_python3
warning: extra tokens at the end of %endif directive in line 30: %endif # with_python3
warning: extra tokens at the end of %endif directive in line 45: %endif # with_python3
warning: extra tokens at the end of %endif directive in line 51: %endif # with_python3
warning: extra tokens at the end of %endif directive in line 58: %endif # with_python3
warning: extra tokens at the end of %endif directive in line 66: %endif # with_python3
Installing /home/iurt/rpmbuild/SRPMS/python-qstk-0.2.8-11.mga9.src.rpm
Building target platforms: aarch64
Building for target aarch64
Executing(%prep): /bin/sh -e /home/iurt/rpmbuild/tmp/rpm-tmp.5LQf9A
+ umask 022
+ cd /home/iurt/rpmbuild/BUILD
+ '[' 1 -eq 1 ']'
+ '[' 1 -eq 1 ']'
+ '[' 1 -eq 1 ']'
+ cd /home/iurt/rpmbuild/BUILD
+ rm -rf QSTK-0.2.8
+ /usr/bin/gzip -dc /home/iurt/rpmbuild/SOURCES/QSTK-0.2.8.tar.gz
+ /usr/bin/tar -xof -
+ STATUS=0
+ '[' 0 -ne 0 ']'
+ cd QSTK-0.2.8
+ /usr/bin/chmod -Rf a+rX,u+w,g-w,o-w .
+ rm -rf QSTK.egg-info
+ sed -i -e 's!python-dateutil == 1.5!python-dateutil >= 1.5!' setup.py
+ rm -rf 'QSTK/QSData/Yahoo/$DJI.csv' 'QSTK/QSData/Yahoo/$SPX.csv' 'QSTK/QSData/Yahoo/$VIX.csv' QSTK/QSData/Yahoo/A.csv QSTK/QSData/Yahoo/AA.csv QSTK/QSData/Yahoo/AAPL.csv QSTK/QSData/Yahoo/ABC.csv QSTK/QSData/Yahoo/ABI.csv QSTK/QSData/Yahoo/ABKFQ.csv QSTK/QSData/Yahoo/ABT.csv QSTK/QSData/Yahoo/ACAS.csv QSTK/QSData/Yahoo/ACE.csv QSTK/QSData/Yahoo/ACN.csv QSTK/QSData/Yahoo/ACS.csv QSTK/QSData/Yahoo/ADBE.csv QSTK/QSData/Yahoo/ADI.csv QSTK/QSData/Yahoo/ADM.csv QSTK/QSData/Yahoo/ADP.csv QSTK/QSData/Yahoo/ADSK.csv QSTK/QSData/Yahoo/AEE.csv QSTK/QSData/Yahoo/AEP.csv QSTK/QSData/Yahoo/AES.csv QSTK/QSData/Yahoo/AET.csv QSTK/QSData/Yahoo/AFL.csv QSTK/QSData/Yahoo/AGN.csv QSTK/QSData/Yahoo/AIG.csv QSTK/QSData/Yahoo/AIV.csv QSTK/QSData/Yahoo/AIZ.csv QSTK/QSData/Yahoo/AKAM.csv QSTK/QSData/Yahoo/ALL.csv QSTK/QSData/Yahoo/ALTR.csv QSTK/QSData/Yahoo/ALXN.csv QSTK/QSData/Yahoo/AMAT.csv QSTK/QSData/Yahoo/AMD.csv QSTK/QSData/Yahoo/AMGN.csv QSTK/QSData/Yahoo/AMP.csv QSTK/QSData/Yahoo/AMT.csv QSTK/QSData/Yahoo/AMZN.csv QSTK/QSData/Yahoo/AN.csv QSTK/QSData/Yahoo/ANF.csv QSTK/QSData/Yahoo/ANR.csv QSTK/QSData/Yahoo/AON.csv QSTK/QSData/Yahoo/APA.csv QSTK/QSData/Yahoo/APC.csv QSTK/QSData/Yahoo/APD.csv QSTK/QSData/Yahoo/APH.csv QSTK/QSData/Yahoo/APOL.csv QSTK/QSData/Yahoo/ARG.csv QSTK/QSData/Yahoo/ASH.csv QSTK/QSData/Yahoo/ATI.csv QSTK/QSData/Yahoo/AVB.csv QSTK/QSData/Yahoo/AVP.csv QSTK/QSData/Yahoo/AVY.csv QSTK/QSData/Yahoo/AXP.csv QSTK/QSData/Yahoo/AYE.csv QSTK/QSData/Yahoo/AZO.csv QSTK/QSData/Yahoo/BA.csv QSTK/QSData/Yahoo/BAC.csv QSTK/QSData/Yahoo/BAX.csv QSTK/QSData/Yahoo/BBBY.csv QSTK/QSData/Yahoo/BBT.csv QSTK/QSData/Yahoo/BBY.csv QSTK/QSData/Yahoo/BC.csv QSTK/QSData/Yahoo/BCR.csv QSTK/QSData/Yahoo/BDK.csv QSTK/QSData/Yahoo/BDX.csv QSTK/QSData/Yahoo/BEAM.csv QSTK/QSData/Yahoo/BEN.csv QSTK/QSData/Yahoo/BF.B.csv QSTK/QSData/Yahoo/BHI.csv QSTK/QSData/Yahoo/BIG.csv QSTK/QSData/Yahoo/BIIB.csv QSTK/QSData/Yahoo/BJS.csv QSTK/QSData/Yahoo/BK.csv QSTK/QSData/Yahoo/BLK.csv QSTK/QSData/Yahoo/BLL.csv QSTK/QSData/Yahoo/BMC.csv QSTK/QSData/Yahoo/BMS.csv QSTK/QSData/Yahoo/BMY.csv QSTK/QSData/Yahoo/BRCM.csv QSTK/QSData/Yahoo/BRK.B.csv QSTK/QSData/Yahoo/BRLI.csv QSTK/QSData/Yahoo/BSC.csv QSTK/QSData/Yahoo/BSX.csv QSTK/QSData/Yahoo/BTU.csv QSTK/QSData/Yahoo/BUD.csv QSTK/QSData/Yahoo/BWA.csv QSTK/QSData/Yahoo/BXP.csv QSTK/QSData/Yahoo/C.csv QSTK/QSData/Yahoo/CA.csv QSTK/QSData/Yahoo/CAG.csv QSTK/QSData/Yahoo/CAH.csv QSTK/QSData/Yahoo/CAM.csv QSTK/QSData/Yahoo/CAT.csv QSTK/QSData/Yahoo/CB.csv QSTK/QSData/Yahoo/CBE.csv QSTK/QSData/Yahoo/CBG.csv QSTK/QSData/Yahoo/CBS.csv QSTK/QSData/Yahoo/CBSH.csv QSTK/QSData/Yahoo/CCE.csv QSTK/QSData/Yahoo/CCI.csv QSTK/QSData/Yahoo/CCL.csv QSTK/QSData/Yahoo/CCMO.csv QSTK/QSData/Yahoo/CCT.csv QSTK/QSData/Yahoo/CEG.csv QSTK/QSData/Yahoo/CELG.csv QSTK/QSData/Yahoo/CERN.csv QSTK/QSData/Yahoo/CF.csv QSTK/QSData/Yahoo/CFC+A.csv QSTK/QSData/Yahoo/CFN.csv QSTK/QSData/Yahoo/CHK.csv QSTK/QSData/Yahoo/CHRW.csv QSTK/QSData/Yahoo/CI.csv QSTK/QSData/Yahoo/CIEN.csv QSTK/QSData/Yahoo/CINF.csv QSTK/QSData/Yahoo/CIT.csv QSTK/QSData/Yahoo/CL.csv QSTK/QSData/Yahoo/CLF.csv QSTK/QSData/Yahoo/CLX.csv QSTK/QSData/Yahoo/CMA.csv QSTK/QSData/Yahoo/CMCSA.csv QSTK/QSData/Yahoo/CME.csv QSTK/QSData/Yahoo/CMG.csv QSTK/QSData/Yahoo/CMI.csv QSTK/QSData/Yahoo/CMS.csv QSTK/QSData/Yahoo/CNP.csv QSTK/QSData/Yahoo/CNX.csv QSTK/QSData/Yahoo/COF.csv QSTK/QSData/Yahoo/COG.csv QSTK/QSData/Yahoo/COH.csv QSTK/QSData/Yahoo/COL.csv QSTK/QSData/Yahoo/COP.csv QSTK/QSData/Yahoo/COST.csv QSTK/QSData/Yahoo/COV.csv QSTK/QSData/Yahoo/CPB.csv QSTK/QSData/Yahoo/CPWR.csv QSTK/QSData/Yahoo/CRM.csv QSTK/QSData/Yahoo/CSC.csv QSTK/QSData/Yahoo/CSCO.csv QSTK/QSData/Yahoo/CSX.csv QSTK/QSData/Yahoo/CTAS.csv QSTK/QSData/Yahoo/CTL.csv QSTK/QSData/Yahoo/CTSH.csv QSTK/QSData/Yahoo/CTX.csv QSTK/QSData/Yahoo/CTXS.csv QSTK/QSData/Yahoo/CVC.csv QSTK/QSData/Yahoo/CVG.csv QSTK/QSData/Yahoo/CVH.csv QSTK/QSData/Yahoo/CVS.csv QSTK/QSData/Yahoo/CVX.csv QSTK/QSData/Yahoo/D.csv QSTK/QSData/Yahoo/DD.csv QSTK/QSData/Yahoo/DDR.csv QSTK/QSData/Yahoo/DDS.csv QSTK/QSData/Yahoo/DE.csv QSTK/QSData/Yahoo/DELL.csv QSTK/QSData/Yahoo/DF.csv QSTK/QSData/Yahoo/DFS.csv QSTK/QSData/Yahoo/DGX.csv QSTK/QSData/Yahoo/DHI.csv QSTK/QSData/Yahoo/DHR.csv QSTK/QSData/Yahoo/DIS.csv QSTK/QSData/Yahoo/DISCA.csv QSTK/QSData/Yahoo/DLTR.csv QSTK/QSData/Yahoo/DNB.csv QSTK/QSData/Yahoo/DNR.csv QSTK/QSData/Yahoo/DO.csv QSTK/QSData/Yahoo/DOV.csv QSTK/QSData/Yahoo/DOW.csv QSTK/QSData/Yahoo/DPS.csv QSTK/QSData/Yahoo/DRI.csv QSTK/QSData/Yahoo/DTE.csv QSTK/QSData/Yahoo/DTV.csv QSTK/QSData/Yahoo/DUK.csv QSTK/QSData/Yahoo/DV.csv QSTK/QSData/Yahoo/DVA.csv QSTK/QSData/Yahoo/DVN.csv QSTK/QSData/Yahoo/DYN.csv QSTK/QSData/Yahoo/EA.csv QSTK/QSData/Yahoo/EBAY.csv QSTK/QSData/Yahoo/ECL.csv QSTK/QSData/Yahoo/ED.csv QSTK/QSData/Yahoo/EDS.csv QSTK/QSData/Yahoo/EFX.csv QSTK/QSData/Yahoo/EIX.csv QSTK/QSData/Yahoo/EK.csv QSTK/QSData/Yahoo/EL.csv QSTK/QSData/Yahoo/EMC.csv QSTK/QSData/Yahoo/EMN.csv QSTK/QSData/Yahoo/EMR.csv QSTK/QSData/Yahoo/EOG.csv QSTK/QSData/Yahoo/EP.csv QSTK/QSData/Yahoo/EQ.csv QSTK/QSData/Yahoo/EQR.csv QSTK/QSData/Yahoo/EQT.csv QSTK/QSData/Yahoo/ERTS.csv QSTK/QSData/Yahoo/ESRX.csv QSTK/QSData/Yahoo/ESV.csv QSTK/QSData/Yahoo/ETFC.csv QSTK/QSData/Yahoo/ETN.csv QSTK/QSData/Yahoo/ETR.csv QSTK/QSData/Yahoo/EW.csv QSTK/QSData/Yahoo/EXC.csv QSTK/QSData/Yahoo/EXPD.csv QSTK/QSData/Yahoo/EXPE.csv QSTK/QSData/Yahoo/F.csv QSTK/QSData/Yahoo/FAST.csv QSTK/QSData/Yahoo/FCX.csv QSTK/QSData/Yahoo/FDO.csv QSTK/QSData/Yahoo/FDX.csv QSTK/QSData/Yahoo/FE.csv QSTK/QSData/Yahoo/FFIV.csv QSTK/QSData/Yahoo/FHN.csv QSTK/QSData/Yahoo/FII.csv QSTK/QSData/Yahoo/FIS.csv QSTK/QSData/Yahoo/FISV.csv QSTK/QSData/Yahoo/FITB.csv QSTK/QSData/Yahoo/FLIR.csv QSTK/QSData/Yahoo/FLR.csv QSTK/QSData/Yahoo/FLS.csv QSTK/QSData/Yahoo/FMC.csv QSTK/QSData/Yahoo/FMCC.csv QSTK/QSData/Yahoo/FNMA.csv QSTK/QSData/Yahoo/FOSL.csv QSTK/QSData/Yahoo/FRX.csv QSTK/QSData/Yahoo/FSLR.csv QSTK/QSData/Yahoo/FTI.csv QSTK/QSData/Yahoo/FTR.csv QSTK/QSData/Yahoo/GAS.csv QSTK/QSData/Yahoo/GCI.csv QSTK/QSData/Yahoo/GD.csv QSTK/QSData/Yahoo/GE.csv QSTK/QSData/Yahoo/GENZ.csv QSTK/QSData/Yahoo/GGP.csv QSTK/QSData/Yahoo/GILD.csv QSTK/QSData/Yahoo/GIS.csv QSTK/QSData/Yahoo/GLD.csv QSTK/QSData/Yahoo/GLW.csv QSTK/QSData/Yahoo/GM.csv QSTK/QSData/Yahoo/GME.csv QSTK/QSData/Yahoo/GNW.csv QSTK/QSData/Yahoo/GOOG.csv QSTK/QSData/Yahoo/GPC.csv QSTK/QSData/Yahoo/GPS.csv QSTK/QSData/Yahoo/GR.csv QSTK/QSData/Yahoo/GS.csv QSTK/QSData/Yahoo/GT.csv QSTK/QSData/Yahoo/GWW.csv QSTK/QSData/Yahoo/HAL.csv QSTK/QSData/Yahoo/HAR.csv QSTK/QSData/Yahoo/HAS.csv QSTK/QSData/Yahoo/HBAN.csv QSTK/QSData/Yahoo/HCBK.csv QSTK/QSData/Yahoo/HCN.csv QSTK/QSData/Yahoo/HCP.csv QSTK/QSData/Yahoo/HD.csv QSTK/QSData/Yahoo/HES.csv QSTK/QSData/Yahoo/HIG.csv QSTK/QSData/Yahoo/HNZ.csv QSTK/QSData/Yahoo/HOG.csv QSTK/QSData/Yahoo/HON.csv QSTK/QSData/Yahoo/HOT.csv QSTK/QSData/Yahoo/HP.csv QSTK/QSData/Yahoo/HPCCP.csv QSTK/QSData/Yahoo/HPQ.csv QSTK/QSData/Yahoo/HRB.csv QSTK/QSData/Yahoo/HRL.csv QSTK/QSData/Yahoo/HRS.csv QSTK/QSData/Yahoo/HSP.csv QSTK/QSData/Yahoo/HST.csv QSTK/QSData/Yahoo/HSY.csv QSTK/QSData/Yahoo/HUM.csv QSTK/QSData/Yahoo/IACI.csv QSTK/QSData/Yahoo/IBM.csv QSTK/QSData/Yahoo/ICE.csv QSTK/QSData/Yahoo/IFF.csv QSTK/QSData/Yahoo/IGT.csv QSTK/QSData/Yahoo/INTC.csv QSTK/QSData/Yahoo/INTU.csv QSTK/QSData/Yahoo/IP.csv QSTK/QSData/Yahoo/IPG.csv QSTK/QSData/Yahoo/IR.csv QSTK/QSData/Yahoo/IRM.csv QSTK/QSData/Yahoo/ISRG.csv QSTK/QSData/Yahoo/ITT.csv QSTK/QSData/Yahoo/ITW.csv QSTK/QSData/Yahoo/IVZ.csv QSTK/QSData/Yahoo/IYR.csv QSTK/QSData/Yahoo/JAVA.csv QSTK/QSData/Yahoo/JBL.csv QSTK/QSData/Yahoo/JCI.csv QSTK/QSData/Yahoo/JCP.csv QSTK/QSData/Yahoo/JDSU.csv QSTK/QSData/Yahoo/JEC.csv QSTK/QSData/Yahoo/JNJ.csv QSTK/QSData/Yahoo/JNPR.csv QSTK/QSData/Yahoo/JNS.csv QSTK/QSData/Yahoo/JNY.csv QSTK/QSData/Yahoo/JOY.csv QSTK/QSData/Yahoo/JPM.csv QSTK/QSData/Yahoo/JWN.csv QSTK/QSData/Yahoo/K.csv QSTK/QSData/Yahoo/KBH.csv QSTK/QSData/Yahoo/KEY.csv QSTK/QSData/Yahoo/KFT.csv QSTK/QSData/Yahoo/KG.csv QSTK/QSData/Yahoo/KIM.csv QSTK/QSData/Yahoo/KLAC.csv QSTK/QSData/Yahoo/KMB.csv QSTK/QSData/Yahoo/KMI.csv QSTK/QSData/Yahoo/KMX.csv QSTK/QSData/Yahoo/KO.csv QSTK/QSData/Yahoo/KR.csv QSTK/QSData/Yahoo/KSS.csv QSTK/QSData/Yahoo/L.csv QSTK/QSData/Yahoo/LEG.csv QSTK/QSData/Yahoo/LEHMQ.csv QSTK/QSData/Yahoo/LEN.csv QSTK/QSData/Yahoo/LH.csv QSTK/QSData/Yahoo/LIFE.csv QSTK/QSData/Yahoo/LIZ.csv QSTK/QSData/Yahoo/LLL.csv QSTK/QSData/Yahoo/LLTC.csv QSTK/QSData/Yahoo/LLY.csv QSTK/QSData/Yahoo/LM.csv QSTK/QSData/Yahoo/LMT.csv QSTK/QSData/Yahoo/LNC.csv QSTK/QSData/Yahoo/LO.csv QSTK/QSData/Yahoo/LOW.csv QSTK/QSData/Yahoo/LRCX.csv QSTK/QSData/Yahoo/LSI.csv QSTK/QSData/Yahoo/LTD.csv QSTK/QSData/Yahoo/LUK.csv QSTK/QSData/Yahoo/LUV.csv QSTK/QSData/Yahoo/LXK.csv QSTK/QSData/Yahoo/LYB.csv QSTK/QSData/Yahoo/M.csv QSTK/QSData/Yahoo/MA.csv QSTK/QSData/Yahoo/MAR.csv QSTK/QSData/Yahoo/MAS.csv QSTK/QSData/Yahoo/MAT.csv QSTK/QSData/Yahoo/MBI.csv QSTK/QSData/Yahoo/MCD.csv QSTK/QSData/Yahoo/MCHP.csv QSTK/QSData/Yahoo/MCK.csv QSTK/QSData/Yahoo/MCO.csv QSTK/QSData/Yahoo/MDP.csv QSTK/QSData/Yahoo/MDT.csv QSTK/QSData/Yahoo/MET.csv QSTK/QSData/Yahoo/MHP.csv QSTK/QSData/Yahoo/MHS.csv QSTK/QSData/Yahoo/MI.csv QSTK/QSData/Yahoo/MIL.csv QSTK/QSData/Yahoo/MJN.csv QSTK/QSData/Yahoo/MKC.csv QSTK/QSData/Yahoo/ML4T-000.csv QSTK/QSData/Yahoo/ML4T-001.csv QSTK/QSData/Yahoo/ML4T-002.csv QSTK/QSData/Yahoo/ML4T-003.csv QSTK/QSData/Yahoo/ML4T-004.csv QSTK/QSData/Yahoo/ML4T-005.csv QSTK/QSData/Yahoo/ML4T-006.csv QSTK/QSData/Yahoo/ML4T-007.csv QSTK/QSData/Yahoo/ML4T-008.csv QSTK/QSData/Yahoo/ML4T-009.csv QSTK/QSData/Yahoo/ML4T-010.csv QSTK/QSData/Yahoo/ML4T-011.csv QSTK/QSData/Yahoo/ML4T-012.csv QSTK/QSData/Yahoo/ML4T-013.csv QSTK/QSData/Yahoo/ML4T-014.csv QSTK/QSData/Yahoo/ML4T-015.csv QSTK/QSData/Yahoo/ML4T-016.csv QSTK/QSData/Yahoo/ML4T-017.csv QSTK/QSData/Yahoo/ML4T-018.csv QSTK/QSData/Yahoo/ML4T-019.csv QSTK/QSData/Yahoo/ML4T-020.csv QSTK/QSData/Yahoo/ML4T-021.csv QSTK/QSData/Yahoo/ML4T-022.csv QSTK/QSData/Yahoo/ML4T-023.csv QSTK/QSData/Yahoo/ML4T-024.csv QSTK/QSData/Yahoo/ML4T-025.csv QSTK/QSData/Yahoo/ML4T-026.csv QSTK/QSData/Yahoo/ML4T-027.csv QSTK/QSData/Yahoo/ML4T-028.csv QSTK/QSData/Yahoo/ML4T-029.csv QSTK/QSData/Yahoo/ML4T-030.csv QSTK/QSData/Yahoo/ML4T-031.csv QSTK/QSData/Yahoo/ML4T-032.csv QSTK/QSData/Yahoo/ML4T-033.csv QSTK/QSData/Yahoo/ML4T-034.csv QSTK/QSData/Yahoo/ML4T-035.csv QSTK/QSData/Yahoo/ML4T-036.csv QSTK/QSData/Yahoo/ML4T-037.csv QSTK/QSData/Yahoo/ML4T-038.csv QSTK/QSData/Yahoo/ML4T-039.csv QSTK/QSData/Yahoo/ML4T-040.csv QSTK/QSData/Yahoo/ML4T-041.csv QSTK/QSData/Yahoo/ML4T-042.csv QSTK/QSData/Yahoo/ML4T-043.csv QSTK/QSData/Yahoo/ML4T-044.csv QSTK/QSData/Yahoo/ML4T-045.csv QSTK/QSData/Yahoo/ML4T-046.csv QSTK/QSData/Yahoo/ML4T-047.csv QSTK/QSData/Yahoo/ML4T-048.csv QSTK/QSData/Yahoo/ML4T-049.csv QSTK/QSData/Yahoo/ML4T-050.csv QSTK/QSData/Yahoo/ML4T-051.csv QSTK/QSData/Yahoo/ML4T-052.csv QSTK/QSData/Yahoo/ML4T-053.csv QSTK/QSData/Yahoo/ML4T-054.csv QSTK/QSData/Yahoo/ML4T-055.csv QSTK/QSData/Yahoo/ML4T-056.csv QSTK/QSData/Yahoo/ML4T-057.csv QSTK/QSData/Yahoo/ML4T-058.csv QSTK/QSData/Yahoo/ML4T-059.csv QSTK/QSData/Yahoo/ML4T-060.csv QSTK/QSData/Yahoo/ML4T-061.csv QSTK/QSData/Yahoo/ML4T-062.csv QSTK/QSData/Yahoo/ML4T-063.csv QSTK/QSData/Yahoo/ML4T-064.csv QSTK/QSData/Yahoo/ML4T-065.csv QSTK/QSData/Yahoo/ML4T-066.csv QSTK/QSData/Yahoo/ML4T-067.csv QSTK/QSData/Yahoo/ML4T-068.csv QSTK/QSData/Yahoo/ML4T-069.csv QSTK/QSData/Yahoo/ML4T-070.csv QSTK/QSData/Yahoo/ML4T-071.csv QSTK/QSData/Yahoo/ML4T-072.csv QSTK/QSData/Yahoo/ML4T-073.csv QSTK/QSData/Yahoo/ML4T-074.csv QSTK/QSData/Yahoo/ML4T-075.csv QSTK/QSData/Yahoo/ML4T-076.csv QSTK/QSData/Yahoo/ML4T-077.csv QSTK/QSData/Yahoo/ML4T-078.csv QSTK/QSData/Yahoo/ML4T-079.csv QSTK/QSData/Yahoo/ML4T-080.csv QSTK/QSData/Yahoo/ML4T-081.csv QSTK/QSData/Yahoo/ML4T-082.csv QSTK/QSData/Yahoo/ML4T-083.csv QSTK/QSData/Yahoo/ML4T-084.csv QSTK/QSData/Yahoo/ML4T-085.csv QSTK/QSData/Yahoo/ML4T-086.csv QSTK/QSData/Yahoo/ML4T-087.csv QSTK/QSData/Yahoo/ML4T-088.csv QSTK/QSData/Yahoo/ML4T-089.csv QSTK/QSData/Yahoo/ML4T-090.csv QSTK/QSData/Yahoo/ML4T-091.csv QSTK/QSData/Yahoo/ML4T-092.csv QSTK/QSData/Yahoo/ML4T-093.csv QSTK/QSData/Yahoo/ML4T-094.csv QSTK/QSData/Yahoo/ML4T-095.csv QSTK/QSData/Yahoo/ML4T-096.csv QSTK/QSData/Yahoo/ML4T-097.csv QSTK/QSData/Yahoo/ML4T-098.csv QSTK/QSData/Yahoo/ML4T-099.csv QSTK/QSData/Yahoo/ML4T-100.csv QSTK/QSData/Yahoo/ML4T-101.csv QSTK/QSData/Yahoo/ML4T-102.csv QSTK/QSData/Yahoo/ML4T-103.csv QSTK/QSData/Yahoo/ML4T-104.csv QSTK/QSData/Yahoo/ML4T-105.csv QSTK/QSData/Yahoo/ML4T-106.csv QSTK/QSData/Yahoo/ML4T-107.csv QSTK/QSData/Yahoo/ML4T-108.csv QSTK/QSData/Yahoo/ML4T-109.csv QSTK/QSData/Yahoo/ML4T-110.csv QSTK/QSData/Yahoo/ML4T-111.csv QSTK/QSData/Yahoo/ML4T-112.csv QSTK/QSData/Yahoo/ML4T-113.csv QSTK/QSData/Yahoo/ML4T-114.csv QSTK/QSData/Yahoo/ML4T-115.csv QSTK/QSData/Yahoo/ML4T-116.csv QSTK/QSData/Yahoo/ML4T-117.csv QSTK/QSData/Yahoo/ML4T-118.csv QSTK/QSData/Yahoo/ML4T-119.csv QSTK/QSData/Yahoo/ML4T-120.csv QSTK/QSData/Yahoo/ML4T-121.csv QSTK/QSData/Yahoo/ML4T-122.csv QSTK/QSData/Yahoo/ML4T-123.csv QSTK/QSData/Yahoo/ML4T-124.csv QSTK/QSData/Yahoo/ML4T-125.csv QSTK/QSData/Yahoo/ML4T-126.csv QSTK/QSData/Yahoo/ML4T-127.csv QSTK/QSData/Yahoo/ML4T-128.csv QSTK/QSData/Yahoo/ML4T-129.csv QSTK/QSData/Yahoo/ML4T-130.csv QSTK/QSData/Yahoo/ML4T-131.csv QSTK/QSData/Yahoo/ML4T-132.csv QSTK/QSData/Yahoo/ML4T-133.csv QSTK/QSData/Yahoo/ML4T-134.csv QSTK/QSData/Yahoo/ML4T-135.csv QSTK/QSData/Yahoo/ML4T-136.csv QSTK/QSData/Yahoo/ML4T-137.csv QSTK/QSData/Yahoo/ML4T-138.csv QSTK/QSData/Yahoo/ML4T-139.csv QSTK/QSData/Yahoo/ML4T-140.csv QSTK/QSData/Yahoo/ML4T-141.csv QSTK/QSData/Yahoo/ML4T-142.csv QSTK/QSData/Yahoo/ML4T-143.csv QSTK/QSData/Yahoo/ML4T-144.csv QSTK/QSData/Yahoo/ML4T-145.csv QSTK/QSData/Yahoo/ML4T-146.csv QSTK/QSData/Yahoo/ML4T-147.csv QSTK/QSData/Yahoo/ML4T-148.csv QSTK/QSData/Yahoo/ML4T-149.csv QSTK/QSData/Yahoo/ML4T-150.csv QSTK/QSData/Yahoo/ML4T-151.csv QSTK/QSData/Yahoo/ML4T-152.csv QSTK/QSData/Yahoo/ML4T-153.csv QSTK/QSData/Yahoo/ML4T-154.csv QSTK/QSData/Yahoo/ML4T-155.csv QSTK/QSData/Yahoo/ML4T-156.csv QSTK/QSData/Yahoo/ML4T-157.csv QSTK/QSData/Yahoo/ML4T-158.csv QSTK/QSData/Yahoo/ML4T-159.csv QSTK/QSData/Yahoo/ML4T-160.csv QSTK/QSData/Yahoo/ML4T-161.csv QSTK/QSData/Yahoo/ML4T-162.csv QSTK/QSData/Yahoo/ML4T-163.csv QSTK/QSData/Yahoo/ML4T-164.csv QSTK/QSData/Yahoo/ML4T-165.csv QSTK/QSData/Yahoo/ML4T-166.csv QSTK/QSData/Yahoo/ML4T-167.csv QSTK/QSData/Yahoo/ML4T-168.csv QSTK/QSData/Yahoo/ML4T-169.csv QSTK/QSData/Yahoo/ML4T-170.csv QSTK/QSData/Yahoo/ML4T-171.csv QSTK/QSData/Yahoo/ML4T-172.csv QSTK/QSData/Yahoo/ML4T-173.csv QSTK/QSData/Yahoo/ML4T-174.csv QSTK/QSData/Yahoo/ML4T-175.csv QSTK/QSData/Yahoo/ML4T-176.csv QSTK/QSData/Yahoo/ML4T-177.csv QSTK/QSData/Yahoo/ML4T-178.csv QSTK/QSData/Yahoo/ML4T-179.csv QSTK/QSData/Yahoo/ML4T-180.csv QSTK/QSData/Yahoo/ML4T-181.csv QSTK/QSData/Yahoo/ML4T-182.csv QSTK/QSData/Yahoo/ML4T-183.csv QSTK/QSData/Yahoo/ML4T-184.csv QSTK/QSData/Yahoo/ML4T-185.csv QSTK/QSData/Yahoo/ML4T-186.csv QSTK/QSData/Yahoo/ML4T-187.csv QSTK/QSData/Yahoo/ML4T-188.csv QSTK/QSData/Yahoo/ML4T-189.csv QSTK/QSData/Yahoo/ML4T-190.csv QSTK/QSData/Yahoo/ML4T-191.csv QSTK/QSData/Yahoo/ML4T-192.csv QSTK/QSData/Yahoo/ML4T-193.csv QSTK/QSData/Yahoo/ML4T-194.csv QSTK/QSData/Yahoo/ML4T-195.csv QSTK/QSData/Yahoo/ML4T-196.csv QSTK/QSData/Yahoo/ML4T-197.csv QSTK/QSData/Yahoo/ML4T-198.csv QSTK/QSData/Yahoo/ML4T-199.csv QSTK/QSData/Yahoo/ML4T-200.csv QSTK/QSData/Yahoo/ML4T-201.csv QSTK/QSData/Yahoo/ML4T-202.csv QSTK/QSData/Yahoo/ML4T-203.csv QSTK/QSData/Yahoo/ML4T-204.csv QSTK/QSData/Yahoo/ML4T-205.csv QSTK/QSData/Yahoo/ML4T-206.csv QSTK/QSData/Yahoo/ML4T-207.csv QSTK/QSData/Yahoo/ML4T-208.csv QSTK/QSData/Yahoo/ML4T-209.csv QSTK/QSData/Yahoo/ML4T-210.csv QSTK/QSData/Yahoo/ML4T-211.csv QSTK/QSData/Yahoo/ML4T-212.csv QSTK/QSData/Yahoo/ML4T-213.csv QSTK/QSData/Yahoo/ML4T-214.csv QSTK/QSData/Yahoo/ML4T-215.csv QSTK/QSData/Yahoo/ML4T-216.csv QSTK/QSData/Yahoo/ML4T-217.csv QSTK/QSData/Yahoo/ML4T-218.csv QSTK/QSData/Yahoo/ML4T-219.csv QSTK/QSData/Yahoo/ML4T-220.csv QSTK/QSData/Yahoo/ML4T-221.csv QSTK/QSData/Yahoo/ML4T-222.csv QSTK/QSData/Yahoo/ML4T-223.csv QSTK/QSData/Yahoo/ML4T-224.csv QSTK/QSData/Yahoo/ML4T-225.csv QSTK/QSData/Yahoo/ML4T-226.csv QSTK/QSData/Yahoo/ML4T-227.csv QSTK/QSData/Yahoo/ML4T-228.csv QSTK/QSData/Yahoo/ML4T-229.csv QSTK/QSData/Yahoo/ML4T-230.csv QSTK/QSData/Yahoo/ML4T-231.csv QSTK/QSData/Yahoo/ML4T-232.csv QSTK/QSData/Yahoo/ML4T-233.csv QSTK/QSData/Yahoo/ML4T-234.csv QSTK/QSData/Yahoo/ML4T-235.csv QSTK/QSData/Yahoo/ML4T-236.csv QSTK/QSData/Yahoo/ML4T-237.csv QSTK/QSData/Yahoo/ML4T-238.csv QSTK/QSData/Yahoo/ML4T-239.csv QSTK/QSData/Yahoo/ML4T-240.csv QSTK/QSData/Yahoo/ML4T-241.csv QSTK/QSData/Yahoo/ML4T-242.csv QSTK/QSData/Yahoo/ML4T-243.csv QSTK/QSData/Yahoo/ML4T-244.csv QSTK/QSData/Yahoo/ML4T-245.csv QSTK/QSData/Yahoo/ML4T-246.csv QSTK/QSData/Yahoo/ML4T-247.csv QSTK/QSData/Yahoo/ML4T-248.csv QSTK/QSData/Yahoo/ML4T-249.csv QSTK/QSData/Yahoo/ML4T-250.csv QSTK/QSData/Yahoo/ML4T-251.csv QSTK/QSData/Yahoo/ML4T-252.csv QSTK/QSData/Yahoo/ML4T-253.csv QSTK/QSData/Yahoo/ML4T-254.csv QSTK/QSData/Yahoo/ML4T-255.csv QSTK/QSData/Yahoo/ML4T-256.csv QSTK/QSData/Yahoo/ML4T-257.csv QSTK/QSData/Yahoo/ML4T-258.csv QSTK/QSData/Yahoo/ML4T-259.csv QSTK/QSData/Yahoo/ML4T-260.csv QSTK/QSData/Yahoo/ML4T-261.csv QSTK/QSData/Yahoo/ML4T-262.csv QSTK/QSData/Yahoo/ML4T-263.csv QSTK/QSData/Yahoo/ML4T-264.csv QSTK/QSData/Yahoo/ML4T-265.csv QSTK/QSData/Yahoo/ML4T-266.csv QSTK/QSData/Yahoo/ML4T-267.csv QSTK/QSData/Yahoo/ML4T-268.csv QSTK/QSData/Yahoo/ML4T-269.csv QSTK/QSData/Yahoo/ML4T-270.csv QSTK/QSData/Yahoo/ML4T-271.csv QSTK/QSData/Yahoo/ML4T-272.csv QSTK/QSData/Yahoo/ML4T-273.csv QSTK/QSData/Yahoo/ML4T-274.csv QSTK/QSData/Yahoo/ML4T-275.csv QSTK/QSData/Yahoo/ML4T-276.csv QSTK/QSData/Yahoo/ML4T-277.csv QSTK/QSData/Yahoo/ML4T-278.csv QSTK/QSData/Yahoo/ML4T-279.csv QSTK/QSData/Yahoo/ML4T-280.csv QSTK/QSData/Yahoo/ML4T-281.csv QSTK/QSData/Yahoo/ML4T-282.csv QSTK/QSData/Yahoo/ML4T-283.csv QSTK/QSData/Yahoo/ML4T-284.csv QSTK/QSData/Yahoo/ML4T-285.csv QSTK/QSData/Yahoo/ML4T-286.csv QSTK/QSData/Yahoo/ML4T-287.csv QSTK/QSData/Yahoo/ML4T-288.csv QSTK/QSData/Yahoo/ML4T-289.csv QSTK/QSData/Yahoo/ML4T-290.csv QSTK/QSData/Yahoo/ML4T-291.csv QSTK/QSData/Yahoo/ML4T-292.csv QSTK/QSData/Yahoo/ML4T-293.csv QSTK/QSData/Yahoo/ML4T-294.csv QSTK/QSData/Yahoo/ML4T-295.csv QSTK/QSData/Yahoo/ML4T-296.csv QSTK/QSData/Yahoo/ML4T-297.csv QSTK/QSData/Yahoo/ML4T-298.csv QSTK/QSData/Yahoo/ML4T-299.csv QSTK/QSData/Yahoo/ML4T-300.csv QSTK/QSData/Yahoo/ML4T-301.csv QSTK/QSData/Yahoo/ML4T-302.csv QSTK/QSData/Yahoo/ML4T-303.csv QSTK/QSData/Yahoo/ML4T-304.csv QSTK/QSData/Yahoo/ML4T-305.csv QSTK/QSData/Yahoo/ML4T-306.csv QSTK/QSData/Yahoo/ML4T-307.csv QSTK/QSData/Yahoo/ML4T-308.csv QSTK/QSData/Yahoo/ML4T-309.csv QSTK/QSData/Yahoo/ML4T-310.csv QSTK/QSData/Yahoo/ML4T-311.csv QSTK/QSData/Yahoo/ML4T-312.csv QSTK/QSData/Yahoo/ML4T-313.csv QSTK/QSData/Yahoo/ML4T-314.csv QSTK/QSData/Yahoo/ML4T-315.csv QSTK/QSData/Yahoo/ML4T-316.csv QSTK/QSData/Yahoo/ML4T-317.csv QSTK/QSData/Yahoo/ML4T-318.csv QSTK/QSData/Yahoo/ML4T-319.csv QSTK/QSData/Yahoo/ML4T-320.csv QSTK/QSData/Yahoo/ML4T-321.csv QSTK/QSData/Yahoo/ML4T-322.csv QSTK/QSData/Yahoo/ML4T-323.csv QSTK/QSData/Yahoo/ML4T-324.csv QSTK/QSData/Yahoo/ML4T-325.csv QSTK/QSData/Yahoo/ML4T-326.csv QSTK/QSData/Yahoo/ML4T-327.csv QSTK/QSData/Yahoo/ML4T-328.csv QSTK/QSData/Yahoo/ML4T-329.csv QSTK/QSData/Yahoo/ML4T-330.csv QSTK/QSData/Yahoo/ML4T-331.csv QSTK/QSData/Yahoo/ML4T-332.csv QSTK/QSData/Yahoo/ML4T-333.csv QSTK/QSData/Yahoo/ML4T-334.csv QSTK/QSData/Yahoo/ML4T-335.csv QSTK/QSData/Yahoo/ML4T-336.csv QSTK/QSData/Yahoo/ML4T-337.csv QSTK/QSData/Yahoo/ML4T-338.csv QSTK/QSData/Yahoo/ML4T-339.csv QSTK/QSData/Yahoo/ML4T-340.csv QSTK/QSData/Yahoo/ML4T-341.csv QSTK/QSData/Yahoo/ML4T-342.csv QSTK/QSData/Yahoo/ML4T-343.csv QSTK/QSData/Yahoo/ML4T-344.csv QSTK/QSData/Yahoo/ML4T-345.csv QSTK/QSData/Yahoo/ML4T-346.csv QSTK/QSData/Yahoo/ML4T-347.csv QSTK/QSData/Yahoo/ML4T-348.csv QSTK/QSData/Yahoo/ML4T-349.csv QSTK/QSData/Yahoo/ML4T-350.csv QSTK/QSData/Yahoo/ML4T-351.csv QSTK/QSData/Yahoo/ML4T-352.csv QSTK/QSData/Yahoo/ML4T-353.csv QSTK/QSData/Yahoo/ML4T-354.csv QSTK/QSData/Yahoo/ML4T-355.csv QSTK/QSData/Yahoo/ML4T-356.csv QSTK/QSData/Yahoo/ML4T-357.csv QSTK/QSData/Yahoo/ML4T-358.csv QSTK/QSData/Yahoo/ML4T-359.csv QSTK/QSData/Yahoo/ML4T-360.csv QSTK/QSData/Yahoo/ML4T-361.csv QSTK/QSData/Yahoo/ML4T-362.csv QSTK/QSData/Yahoo/ML4T-363.csv QSTK/QSData/Yahoo/ML4T-364.csv QSTK/QSData/Yahoo/ML4T-365.csv QSTK/QSData/Yahoo/ML4T-366.csv QSTK/QSData/Yahoo/ML4T-367.csv QSTK/QSData/Yahoo/ML4T-368.csv QSTK/QSData/Yahoo/ML4T-369.csv QSTK/QSData/Yahoo/ML4T-370.csv QSTK/QSData/Yahoo/ML4T-371.csv QSTK/QSData/Yahoo/ML4T-372.csv QSTK/QSData/Yahoo/ML4T-373.csv QSTK/QSData/Yahoo/ML4T-374.csv QSTK/QSData/Yahoo/ML4T-375.csv QSTK/QSData/Yahoo/ML4T-376.csv QSTK/QSData/Yahoo/ML4T-377.csv QSTK/QSData/Yahoo/ML4T-378.csv QSTK/QSData/Yahoo/ML4T-379.csv QSTK/QSData/Yahoo/ML4T-380.csv QSTK/QSData/Yahoo/ML4T-381.csv QSTK/QSData/Yahoo/ML4T-382.csv QSTK/QSData/Yahoo/ML4T-383.csv QSTK/QSData/Yahoo/ML4T-384.csv QSTK/QSData/Yahoo/ML4T-385.csv QSTK/QSData/Yahoo/ML4T-386.csv QSTK/QSData/Yahoo/ML4T-387.csv QSTK/QSData/Yahoo/ML4T-388.csv QSTK/QSData/Yahoo/ML4T-389.csv QSTK/QSData/Yahoo/ML4T-390.csv QSTK/QSData/Yahoo/ML4T-391.csv QSTK/QSData/Yahoo/ML4T-392.csv QSTK/QSData/Yahoo/ML4T-393.csv QSTK/QSData/Yahoo/ML4T-394.csv QSTK/QSData/Yahoo/ML4T-395.csv QSTK/QSData/Yahoo/ML4T-396.csv QSTK/QSData/Yahoo/ML4T-397.csv QSTK/QSData/Yahoo/ML4T-398.csv QSTK/QSData/Yahoo/ML4T-399.csv QSTK/QSData/Yahoo/MMC.csv QSTK/QSData/Yahoo/MMM.csv QSTK/QSData/Yahoo/MNST.csv QSTK/QSData/Yahoo/MO.csv QSTK/QSData/Yahoo/MOLX.csv QSTK/QSData/Yahoo/MON.csv QSTK/QSData/Yahoo/MOS.csv QSTK/QSData/Yahoo/MPC.csv QSTK/QSData/Yahoo/MRK.csv QSTK/QSData/Yahoo/MRO.csv QSTK/QSData/Yahoo/MS.csv QSTK/QSData/Yahoo/MSFT.csv QSTK/QSData/Yahoo/MSI.csv QSTK/QSData/Yahoo/MTB.csv QSTK/QSData/Yahoo/MTG.csv QSTK/QSData/Yahoo/MTW.csv QSTK/QSData/Yahoo/MU.csv QSTK/QSData/Yahoo/MUR.csv QSTK/QSData/Yahoo/MWV.csv QSTK/QSData/Yahoo/MWW.csv QSTK/QSData/Yahoo/MYL.csv QSTK/QSData/Yahoo/NBL.csv QSTK/QSData/Yahoo/NBR.csv QSTK/QSData/Yahoo/NCC.csv QSTK/QSData/Yahoo/NDAQ.csv QSTK/QSData/Yahoo/NE.csv QSTK/QSData/Yahoo/NEE.csv QSTK/QSData/Yahoo/NEM.csv QSTK/QSData/Yahoo/NFLX.csv QSTK/QSData/Yahoo/NFX.csv QSTK/QSData/Yahoo/NI.csv QSTK/QSData/Yahoo/NKE.csv QSTK/QSData/Yahoo/NOC.csv QSTK/QSData/Yahoo/NOV.csv QSTK/QSData/Yahoo/NOVL.csv QSTK/QSData/Yahoo/NRG.csv QSTK/QSData/Yahoo/NSC.csv QSTK/QSData/Yahoo/NSM.csv QSTK/QSData/Yahoo/NTAP.csv QSTK/QSData/Yahoo/NTRS.csv QSTK/QSData/Yahoo/NU.csv QSTK/QSData/Yahoo/NUE.csv QSTK/QSData/Yahoo/NVDA.csv QSTK/QSData/Yahoo/NVLS.csv QSTK/QSData/Yahoo/NWL.csv QSTK/QSData/Yahoo/NWSA.csv QSTK/QSData/Yahoo/NYT.csv QSTK/QSData/Yahoo/NYX.csv QSTK/QSData/Yahoo/ODP.csv QSTK/QSData/Yahoo/OI.csv QSTK/QSData/Yahoo/OKE.csv QSTK/QSData/Yahoo/OMC.csv QSTK/QSData/Yahoo/OMX.csv QSTK/QSData/Yahoo/ORCL.csv QSTK/QSData/Yahoo/ORLY.csv QSTK/QSData/Yahoo/OXY.csv QSTK/QSData/Yahoo/PAYX.csv QSTK/QSData/Yahoo/PBCT.csv QSTK/QSData/Yahoo/PBG.csv QSTK/QSData/Yahoo/PBI.csv QSTK/QSData/Yahoo/PCAR.csv QSTK/QSData/Yahoo/PCG.csv QSTK/QSData/Yahoo/PCL.csv QSTK/QSData/Yahoo/PCLN.csv QSTK/QSData/Yahoo/PCP.csv QSTK/QSData/Yahoo/PCS.csv QSTK/QSData/Yahoo/PDCO.csv QSTK/QSData/Yahoo/PEG.csv QSTK/QSData/Yahoo/PEP.csv QSTK/QSData/Yahoo/PFE.csv QSTK/QSData/Yahoo/PFG.csv QSTK/QSData/Yahoo/PG.csv QSTK/QSData/Yahoo/PGN.csv QSTK/QSData/Yahoo/PGR.csv QSTK/QSData/Yahoo/PH.csv QSTK/QSData/Yahoo/PHM.csv QSTK/QSData/Yahoo/PKI.csv QSTK/QSData/Yahoo/PLD.csv QSTK/QSData/Yahoo/PLL.csv QSTK/QSData/Yahoo/PM.csv QSTK/QSData/Yahoo/PNC.csv QSTK/QSData/Yahoo/PNW.csv QSTK/QSData/Yahoo/POM.csv QSTK/QSData/Yahoo/PPG.csv QSTK/QSData/Yahoo/PPL.csv QSTK/QSData/Yahoo/PRGO.csv QSTK/QSData/Yahoo/PRU.csv QSTK/QSData/Yahoo/PSA.csv QSTK/QSData/Yahoo/PSX.csv QSTK/QSData/Yahoo/PTV.csv QSTK/QSData/Yahoo/PWR.csv QSTK/QSData/Yahoo/PX.csv QSTK/QSData/Yahoo/PXD.csv QSTK/QSData/Yahoo/Q.csv QSTK/QSData/Yahoo/QCOM.csv QSTK/QSData/Yahoo/QEP.csv QSTK/QSData/Yahoo/QLGC.csv QSTK/QSData/Yahoo/R.csv QSTK/QSData/Yahoo/RAI.csv QSTK/QSData/Yahoo/RDC.csv QSTK/QSData/Yahoo/RF.csv QSTK/QSData/Yahoo/RHI.csv QSTK/QSData/Yahoo/RHT.csv QSTK/QSData/Yahoo/RIG.csv QSTK/QSData/Yahoo/RL.csv QSTK/QSData/Yahoo/ROH.csv QSTK/QSData/Yahoo/ROK.csv QSTK/QSData/Yahoo/ROP.csv QSTK/QSData/Yahoo/ROST.csv QSTK/QSData/Yahoo/RRC.csv QSTK/QSData/Yahoo/RRD.csv QSTK/QSData/Yahoo/RSG.csv QSTK/QSData/Yahoo/RSH.csv QSTK/QSData/Yahoo/RTN.csv QSTK/QSData/Yahoo/S.csv QSTK/QSData/Yahoo/SAF.csv QSTK/QSData/Yahoo/SAI.csv QSTK/QSData/Yahoo/SBUX.csv QSTK/QSData/Yahoo/SCG.csv QSTK/QSData/Yahoo/SCHW.csv QSTK/QSData/Yahoo/SDS.csv QSTK/QSData/Yahoo/SE.csv QSTK/QSData/Yahoo/SEE.csv QSTK/QSData/Yahoo/SGP.csv QSTK/QSData/Yahoo/SH.csv QSTK/QSData/Yahoo/SHLD.csv QSTK/QSData/Yahoo/SHW.csv QSTK/QSData/Yahoo/SIAL.csv QSTK/QSData/Yahoo/SII.csv QSTK/QSData/Yahoo/SINE_FAST.csv QSTK/QSData/Yahoo/SINE_FAST_NOISE.csv QSTK/QSData/Yahoo/SINE_SLOW.csv QSTK/QSData/Yahoo/SINE_SLOW_NOISE.csv QSTK/QSData/Yahoo/SJM.csv QSTK/QSData/Yahoo/SLB.csv QSTK/QSData/Yahoo/SLE.csv QSTK/QSData/Yahoo/SLM.csv QSTK/QSData/Yahoo/SNA.csv QSTK/QSData/Yahoo/SNDK.csv QSTK/QSData/Yahoo/SNI.csv QSTK/QSData/Yahoo/SNV.csv QSTK/QSData/Yahoo/SO.csv QSTK/QSData/Yahoo/SPG.csv QSTK/QSData/Yahoo/SPLS.csv QSTK/QSData/Yahoo/SPY.csv QSTK/QSData/Yahoo/SRCL.csv QSTK/QSData/Yahoo/SRE.csv QSTK/QSData/Yahoo/SSP.csv QSTK/QSData/Yahoo/STI.csv QSTK/QSData/Yahoo/STJ.csv QSTK/QSData/Yahoo/STR.csv QSTK/QSData/Yahoo/STT.csv QSTK/QSData/Yahoo/STX.csv QSTK/QSData/Yahoo/STZ.csv QSTK/QSData/Yahoo/SUN.csv QSTK/QSData/Yahoo/SVU.csv QSTK/QSData/Yahoo/SWK.csv QSTK/QSData/Yahoo/SWN.csv QSTK/QSData/Yahoo/SWY.csv QSTK/QSData/Yahoo/SYK.csv QSTK/QSData/Yahoo/SYMC.csv QSTK/QSData/Yahoo/SYY.csv QSTK/QSData/Yahoo/T.csv QSTK/QSData/Yahoo/TAP.csv QSTK/QSData/Yahoo/TDC.csv QSTK/QSData/Yahoo/TE.csv QSTK/QSData/Yahoo/TEG.csv QSTK/QSData/Yahoo/TEL.csv QSTK/QSData/Yahoo/TER.csv QSTK/QSData/Yahoo/TEX.csv QSTK/QSData/Yahoo/TGT.csv QSTK/QSData/Yahoo/THC.csv QSTK/QSData/Yahoo/TIE.csv QSTK/QSData/Yahoo/TIF.csv QSTK/QSData/Yahoo/TJX.csv QSTK/QSData/Yahoo/TLAB.csv QSTK/QSData/Yahoo/TMK.csv QSTK/QSData/Yahoo/TMO.csv QSTK/QSData/Yahoo/TRIP.csv QSTK/QSData/Yahoo/TROW.csv QSTK/QSData/Yahoo/TRV.csv QSTK/QSData/Yahoo/TSN.csv QSTK/QSData/Yahoo/TSO.csv QSTK/QSData/Yahoo/TSS.csv QSTK/QSData/Yahoo/TWC.csv QSTK/QSData/Yahoo/TWX.csv QSTK/QSData/Yahoo/TXN.csv QSTK/QSData/Yahoo/TXT.csv QSTK/QSData/Yahoo/TYC.csv QSTK/QSData/Yahoo/UIS.csv QSTK/QSData/Yahoo/UNH.csv QSTK/QSData/Yahoo/UNM.csv QSTK/QSData/Yahoo/UNP.csv QSTK/QSData/Yahoo/UPS.csv QSTK/QSData/Yahoo/URBN.csv QSTK/QSData/Yahoo/USB.csv QSTK/QSData/Yahoo/UST.csv QSTK/QSData/Yahoo/UTX.csv QSTK/QSData/Yahoo/V.csv QSTK/QSData/Yahoo/VAR.csv QSTK/QSData/Yahoo/VFC.csv QSTK/QSData/Yahoo/VIA.B.csv QSTK/QSData/Yahoo/VIAB.csv QSTK/QSData/Yahoo/VLO.csv QSTK/QSData/Yahoo/VMC.csv QSTK/QSData/Yahoo/VNO.csv QSTK/QSData/Yahoo/VRSN.csv QSTK/QSData/Yahoo/VTR.csv QSTK/QSData/Yahoo/VZ.csv QSTK/QSData/Yahoo/WAG.csv QSTK/QSData/Yahoo/WAMUQ.csv QSTK/QSData/Yahoo/WAT.csv QSTK/QSData/Yahoo/WB.csv QSTK/QSData/Yahoo/WDC.csv QSTK/QSData/Yahoo/WEC.csv QSTK/QSData/Yahoo/WEN.csv QSTK/QSData/Yahoo/WFC.csv QSTK/QSData/Yahoo/WFM.csv QSTK/QSData/Yahoo/WFR.csv QSTK/QSData/Yahoo/WFT.csv QSTK/QSData/Yahoo/WHR.csv QSTK/QSData/Yahoo/WIN.csv QSTK/QSData/Yahoo/WLP.csv QSTK/QSData/Yahoo/WM.csv QSTK/QSData/Yahoo/WMB.csv QSTK/QSData/Yahoo/WMT.csv QSTK/QSData/Yahoo/WPI.csv QSTK/QSData/Yahoo/WPO.csv QSTK/QSData/Yahoo/WPX.csv QSTK/QSData/Yahoo/WU.csv QSTK/QSData/Yahoo/WWY.csv QSTK/QSData/Yahoo/WY.csv QSTK/QSData/Yahoo/WYE.csv QSTK/QSData/Yahoo/WYN.csv QSTK/QSData/Yahoo/WYNN.csv QSTK/QSData/Yahoo/X.csv QSTK/QSData/Yahoo/XEL.csv QSTK/QSData/Yahoo/XL.csv QSTK/QSData/Yahoo/XLNX.csv QSTK/QSData/Yahoo/XOM.csv QSTK/QSData/Yahoo/XRAY.csv QSTK/QSData/Yahoo/XRX.csv QSTK/QSData/Yahoo/XTO.csv QSTK/QSData/Yahoo/XYL.csv QSTK/QSData/Yahoo/YHOO.csv QSTK/QSData/Yahoo/YUM.csv QSTK/QSData/Yahoo/ZION.csv QSTK/QSData/Yahoo/ZMH.csv
+ find -name '*.py'
+ xargs sed -i '1s|^#!python|#!/usr/bin/python3|'
+ 2to3 -w .
RefactoringTool: Skipping optional fixer: buffer
RefactoringTool: Skipping optional fixer: idioms
RefactoringTool: Skipping optional fixer: set_literal
RefactoringTool: Skipping optional fixer: ws_comma
RefactoringTool: Refactored ./ez_setup.py
RefactoringTool: No changes to ./setup.py
RefactoringTool: Refactored ./Bin/DataGenerate_SineWave.py
RefactoringTool: Refactored ./Bin/Data_CSV.py
RefactoringTool: Refactored ./Bin/converter.py
RefactoringTool: Refactored ./Bin/csvformatter.py
RefactoringTool: Refactored ./Bin/gen_nyse_dates.py
RefactoringTool: Refactored ./Bin/investors_report.py
--- ./ez_setup.py (original)
+++ ./ez_setup.py (refactored)
@@ -70,10 +70,10 @@
if egg_name in md5_data:
digest = md5(data).hexdigest()
if digest != md5_data[egg_name]:
- print >>sys.stderr, (
+ print((
"md5 validation of %s failed! (Possible download problem?)"
% egg_name
- )
+ ), file=sys.stderr)
sys.exit(2)
return data
@@ -103,14 +103,14 @@
return do_download()
try:
pkg_resources.require("setuptools>="+version); return
- except pkg_resources.VersionConflict, e:
+ except pkg_resources.VersionConflict as e:
if was_imported:
- print >>sys.stderr, (
+ print((
"The required version of setuptools (>=%s) is not available, and\n"
"can't be installed while this script is running. Please install\n"
" a more recent version first, using 'easy_install -U setuptools'."
"\n\n(Currently using %r)"
- ) % (version, e.args[0])
+ ) % (version, e.args[0]), file=sys.stderr)
sys.exit(2)
except pkg_resources.DistributionNotFound:
pass
@@ -129,7 +129,7 @@
with a '/'). `to_dir` is the directory where the egg will be downloaded.
`delay` is the number of seconds to pause before an actual download attempt.
"""
- import urllib2, shutil
+ import urllib.request, urllib.error, urllib.parse, shutil
egg_name = "setuptools-%s-py%s.egg" % (version,sys.version[:3])
url = download_base + egg_name
saveto = os.path.join(to_dir, egg_name)
@@ -155,7 +155,7 @@
version, download_base, delay, url
); from time import sleep; sleep(delay)
log.warn("Downloading %s", url)
- src = urllib2.urlopen(url)
+ src = urllib.request.urlopen(url)
# Read/write all in one block, so we don't create a corrupt file
# if the download is interrupted.
data = _validate_md5(egg_name, src.read())
@@ -216,10 +216,10 @@
os.unlink(egg)
else:
if setuptools.__version__ == '0.0.1':
- print >>sys.stderr, (
+ print((
"You have an obsolete version of setuptools installed. Please\n"
"remove it from your system entirely before rerunning this script."
- )
+ ), file=sys.stderr)
sys.exit(2)
req = "setuptools>="+version
@@ -238,8 +238,8 @@
from setuptools.command.easy_install import main
main(argv)
else:
- print "Setuptools version",version,"or greater has been installed."
- print '(Run "ez_setup.py -U setuptools" to reinstall or upgrade.)'
+ print("Setuptools version",version,"or greater has been installed.")
+ print('(Run "ez_setup.py -U setuptools" to reinstall or upgrade.)')
def update_md5(filenames):
"""Update our built-in md5 registry"""
@@ -252,7 +252,7 @@
md5_data[base] = md5(f.read()).hexdigest()
f.close()
- data = [" %r: %r,\n" % it for it in md5_data.items()]
+ data = [" %r: %r,\n" % it for it in list(md5_data.items())]
data.sort()
repl = "".join(data)
@@ -262,7 +262,7 @@
match = re.search("\nmd5_data = {\n([^}]+)}", src)
if not match:
- print >>sys.stderr, "Internal error!"
+ print("Internal error!", file=sys.stderr)
sys.exit(2)
src = src[:match.start(1)] + repl + src[match.end(1):]
--- ./Bin/DataGenerate_SineWave.py (original)
+++ ./Bin/DataGenerate_SineWave.py (refactored)
@@ -38,12 +38,12 @@
def main():
- print "Creating Stock data from Sine Waves"
+ print("Creating Stock data from Sine Waves")
dt_start = dt.datetime(2000, 1, 1)
dt_end = dt.datetime(2012, 10, 31)
ldt_timestamps = du.getNYSEdays(dt_start, dt_end, dt.timedelta(hours=16))
- x = np.array(range(len(ldt_timestamps)))
+ x = np.array(list(range(len(ldt_timestamps))))
ls_symbols = ['SINE_FAST', 'SINE_SLOW', 'SINE_FAST_NOISE', 'SINE_SLOW_NOISE']
sine_fast = 10*np.sin(x/10.) + 100
@@ -52,7 +52,7 @@
sine_fast_noise = 10*(np.sin(x/10.) + np.random.randn(x.size)) + 100
sine_slow_noise = 10*(np.sin(x/30.) + np.random.randn(x.size)) + 100
- d_data = dict(zip(ls_symbols, [sine_fast, sine_slow, sine_fast_noise, sine_slow_noise]))
+ d_data = dict(list(zip(ls_symbols, [sine_fast, sine_slow, sine_fast_noise, sine_slow_noise])))
write(ls_symbols, d_data, ldt_timestamps)
--- ./Bin/Data_CSV.py (original)
+++ ./Bin/Data_CSV.py (refactored)
@@ -26,7 +26,7 @@
valid data on the start/enddates which requires lookback/forward
@return: data dictionry
'''
- print "Getting Data from MySQL"
+ print("Getting Data from MySQL")
# Modify dates to ensure enough data for all features
dt_start = dt.datetime(2005,1,1)
dt_end = dt.datetime(2012, 8, 31)
@@ -36,7 +36,7 @@
ldf_data = c_da.get_data(ldt_timestamps, ls_symbols, ls_keys)
- d_data = dict(zip(ls_keys, ldf_data))
+ d_data = dict(list(zip(ls_keys, ldf_data)))
return d_data
@@ -89,13 +89,13 @@
ls_keys = ['actual_open', 'actual_high', 'actual_low', 'actual_close', 'volume', 'close']
d_data = get_data(ls_symbols, ls_keys)
# print d_data
- print "Creating CSV files now"
+ print("Creating CSV files now")
for sym in ls_symbols:
- print sym
+ print(sym)
csv_sym(sym,d_data, ls_keys, s_directory)
- print "Created all CSV files"
+ print("Created all CSV files")
if __name__ == '__main__' :
--- ./Bin/converter.py (original)
+++ ./Bin/converter.py (refactored)
@@ -29,7 +29,7 @@
import math
from pandas import *
import matplotlib.pyplot as plt
-import cPickle
+import pickle
def fundsToPNG(funds,output_file):
plt.clf()
@@ -47,7 +47,7 @@
def fundsAnalysisToPNG(funds,output_file):
plt.clf()
if(type(funds)!=type(list())):
- print 'fundsmatrix only contains one timeseries, not able to analyze.'
+ print('fundsmatrix only contains one timeseries, not able to analyze.')
#convert to daily returns
count=list()
dates=list()
--- ./Bin/csvformatter.py (original)
+++ ./Bin/csvformatter.py (refactored)
@@ -7,8 +7,8 @@
actualheader = ['Symbol', 'Name', 'Type', 'Date', 'Shares', 'Price', 'Cash value', 'Commission', 'Notes']
reader = csv.reader(open(inputfile, 'r'), delimiter=',')
- header = reader.next()
- print "Header : ", header
+ header = next(reader)
+ print("Header : ", header)
input_str = []
for row in reader:
input_str.append(row)
@@ -101,4 +101,4 @@
inputfile = "./Settled.csv"
outputfile = 'trans.csv'
csv_converter(inputfile, outputfile)
- print "Done"
+ print("Done")
--- ./Bin/gen_nyse_dates.py (original)
+++ ./Bin/gen_nyse_dates.py (refactored)
@@ -267,7 +267,7 @@
log = []
# print it out
for i in newdays:
- print i.strftime("%m/%d/%Y")
+ print(i.strftime("%m/%d/%Y"))
log.append(i.strftime("%m/%d/%Y"))
np.savetxt('NYSE_dates.csv', log, fmt='%s', delimiter=',')
--- ./Bin/investors_report.py (original)
+++ ./Bin/investors_report.py (refactored)
@@ -13,11 +13,11 @@
from QSTK.qstkutil import qsdateutil as du
from QSTK.qstkutil import tsutil as tsu
from QSTK.quicksim import quickSim as qs
-import converter
+from . import converter
import datetime as dt
from pandas import *
import matplotlib.pyplot as plt
-import cPickle
+import pickle
def readableDate(date):
return str(date.month)+"/"+str(date.day)+"/"+str(date.year)
@@ -133,7 +133,7 @@
for year in years:
retur=getYearReturn(funds,year)
html_file.write("<TD>\n")
- print >>html_file, "%.2f\n" % (retur*100)
+ print("%.2f\n" % (retur*100), file=html_file)
html_file.write("%</TD>\n")
html_file.write("</TR>\n")
@@ -145,7 +145,7 @@
if(arg2!=0):
win=getWinningDays(funds,funds2,year)
html_file.write("<TD>\n")
- print >>html_file, "%.2f\n" % (win*100)
+ print("%.2f\n" % (win*100), file=html_file)
html_file.write("%</TD>\n")
else:
RefactoringTool: Refactored ./Bin/sinewave_data_generator.py
RefactoringTool: Refactored ./Examples/Validation.py
html_file.write("<TD>No comparison.</TD>\n")
@@ -157,7 +157,7 @@
for year in years:
drop=getYearMaxDrop(funds,year)
html_file.write("<TD>\n")
- print >>html_file, "%.2f" % (drop*100)
+ print("%.2f" % (drop*100), file=html_file)
html_file.write("%</TD>\n")
html_file.write("</TR>\n")
@@ -167,7 +167,7 @@
for year in years:
ratio=tsu.getYearRatio(funds,year)
html_file.write("<TD>\n")
- print >>html_file, "%.2f\n" % ratio
+ print("%.2f\n" % ratio, file=html_file)
html_file.write("</TD>\n")
html_file.write("</TR>\n")
@@ -178,7 +178,7 @@
for year in years:
ratio=getYearRatioUsingMonth(funds,year)
html_file.write("<TD>\n")
- print >>html_file, "%.2f\n" % ratio
+ print("%.2f\n" % ratio, file=html_file)
html_file.write("</TD>\n")
html_file.write("</TR>\n")
@@ -195,7 +195,7 @@
corrcoef=numpy.corrcoef(funds.values[0:-1],funds2.values)
html_file.write("<H3>Correlation=")
- print >>html_file, "%.2f\n" % corrcoef[0][1]
+ print("%.2f\n" % corrcoef[0][1], file=html_file)
html_file.write("<H3>\n")
html_file.write("<BR/>\n\n")
@@ -218,7 +218,7 @@
months=du.getMonths(funds,year)
for month in months:
html_file.write("<TD>\n")
- print >>html_file, "%.2f\n" % (mrets[i]*100)
+ print("%.2f\n" % (mrets[i]*100), file=html_file)
html_file.write("%</TD>\n")
i+=1
html_file.write("</TR>\n")
@@ -241,7 +241,7 @@
if __name__ == '__main__':
input=open(sys.argv[1],"r")
- funds=cPickle.load(input)
+ funds=pickle.load(input)
if(len(sys.argv)>2):
input2=sys.argv[2]
--- ./Bin/sinewave_data_generator.py (original)
+++ ./Bin/sinewave_data_generator.py (refactored)
@@ -1,6 +1,6 @@
import datetime
import QSTK.qstkutil.qsdateutil
-import StringIO
+import io
import math
import random
@@ -17,12 +17,12 @@
amp = 20.0*random.random()
period = 10.0+(random.random()*100.0)
sin_gen = lambda x: (mean+(amp*math.sin(((math.pi*2)/period)*x)))
- print fname,"parameters"
- print "Mean:",mean
- print "Amplitude:",amp
- print "Period:", period
+ print(fname,"parameters")
+ print("Mean:",mean)
+ print("Amplitude:",amp)
+ print("Period:", period)
dllen = len(datelist)
- for t in xrange(dllen):
+ for t in range(dllen):
date = datelist[(dllen-1)-t]
val = sin_gen(t)
line = (date.date().isoformat(),)+((val,)*5)
@@ -30,6 +30,6 @@
#print write_to.getvalue()
write_to.close()
-for i in xrange(NUMFILES):
+for i in range(NUMFILES):
genfile("ML4T-%03d.csv"%i,START,END)
#genfile("foo.txt",datetime.datetime(2011,9,13),datetime.datetime(2012,9,13))
--- ./Examples/Validation.py (original)
+++ ./Examples/Validation.py (refactored)
@@ -14,80 +14,80 @@
# Printing what Python Version is installed : QSTK uses 2.7
import sys
import platform
-print "Python Details : "
-print sys.version
-print "Your Python Version is : ", platform.python_version()
-print "QSTK uses Python 2.7.X (2.7.3 recommended and supported)"
-print "Please make sure you're using the correct python version."
-print
+print("Python Details : ")
+print(sys.version)
+print("Your Python Version is : ", platform.python_version())
+print("QSTK uses Python 2.7.X (2.7.3 recommended and supported)")
+print("Please make sure you're using the correct python version.")
+print()
# Printing the directory you are in
import os
-print "Current Directory : ", os.path.abspath('.')
-print
+print("Current Directory : ", os.path.abspath('.'))
+print()
# Printing files in the current directory.
-print "Files in the current directory"
+print("Files in the current directory")
ls_files = os.listdir('.')
for s_file in ls_files:
- print s_file
-print
+ print(s_file)
+print()
# Testing the dependencies
# Testing numpy
try:
import numpy
- print "Numpy is installed and the version used is : ", numpy.__version__
- print "Please make sure you're using version >= 1.6.1"
+ print("Numpy is installed and the version used is : ", numpy.__version__)
+ print("Please make sure you're using version >= 1.6.1")
except ImportError:
sys.exit("Error : Numpy can not be imported or not installed.")
-print
+print()
# Testing matplotlib
try:
import matplotlib
- print "Matplotlib is installed and version is : ", matplotlib.__version__
- print "Please make sure you're using version >= 1.1.0"
+ print("Matplotlib is installed and version is : ", matplotlib.__version__)
+ print("Please make sure you're using version >= 1.1.0")
except ImportError:
sys.exit("Error : Matplotlib can not be imported or not installed.")
-print
+print()
# Testing Pandas
try:
import pandas
- print "Pandas is installed and the version used is : ", pandas.__version__
- print "Please make sure you're using version >= 0.7.3"
+ print("Pandas is installed and the version used is : ", pandas.__version__)
+ print("Please make sure you're using version >= 0.7.3")
except ImportError:
sys.exit("Error : Pandas can not be imported or not installed.")
-print
+print()
# Testing Scipy
try:
import scipy
- print "Scipy is installed and the version used is : ", scipy.__version__
- print "Please make sure you're using version >= 0.9.0"
+ print("Scipy is installed and the version used is : ", scipy.__version__)
+ print("Please make sure you're using version >= 0.9.0")
except ImportError:
sys.exit("Error : Scipy can not be imported or not installed.")
-print
+print()
# Testing Dateutil
try:
import dateutil
- print "Dateutil is installed and the version used is : ", dateutil.__version__
- print "Please make sure you're using version == 1.5"
+ print("Dateutil is installed and the version used is : ", dateutil.__version__)
+ print("Please make sure you're using version == 1.5")
except ImportError:
sys.exit("Error : Dateutil can not be imported or not installed.")
-print
+print()
# Testing Setuptools
try:
import setuptools
- print "Setuptools is installed and the version used is : ", setuptools.__version__
- print "Please make sure you're using version >= 0.6"
+ print("Setuptools is installed and the version used is : ", setuptools.__version__)
+ print("Please make sure you're using version >= 0.6")
except ImportError:
sys.exit("Error : Setuptools can not be imported or not installed.")
-print
+print()
# # Testing CVXOPT
# try:
@@ -100,40 +100,40 @@
# Testing datetime
try:
import datetime as dt
- print "datetime is installed and can be imported"
+ print("datetime is installed and can be imported")
except ImportError:
sys.exit("Error : datetime can not be imported or not installed.")
-print
+print()
# All dependencies are installed and working
-print "All dependencies are installed and working\n"
+print("All dependencies are installed and working\n")
# Testing import of QSTK
# Testing QSTK
try:
import QSTK
- print "QSTK is installed and can be imported"
+ print("QSTK is installed and can be imported")
except ImportError:
sys.exit("Error : QSTK can not be imported or not installed.")
-print
+print()
# Testing QSTK.qstkutil
try:
import QSTK.qstkutil.tsutil as tsu
import QSTK.qstkutil.qsdateutil as du
import QSTK.qstkutil.DataAccess as da
- print "QSTK.qstkutil is installed and can be imported"
+ print("QSTK.qstkutil is installed and can be imported")
except ImportError:
exit("Error : QSTK.qstkutil can not be imported.")
-print
+print()
# Testing QSTK.qstkstudy
try:
import QSTK.qstkstudy.EventProfiler
- print "QSTK.qstkstudy is installed and can be imported"
+ print("QSTK.qstkstudy is installed and can be imported")
except ImportError:
exit("Error : QSTK.qstkstudy can not be imported.")
-print
+print()
# Checking that the data installed is correct.
# Start and End date of the charts
@@ -149,29 +149,29 @@
c_dataobj = da.DataAccess('Yahoo', verbose=True)
# Reading adjusted_close prices
df_close = c_dataobj.get_data(ldt_timestamps, ls_symbols, "close")
-print df_close
-print
-print "\nCorrect Output using the Default Data should be : "
-print "Assignments use this data for grading"
-print " MSFT GOOG"
RefactoringTool: Refactored ./Examples/Basic/numpy-tutorial.py
-print "2012-02-10 16:00:00 29.90 605.91"
-print "2012-02-13 16:00:00 29.98 612.20"
-print "2012-02-14 16:00:00 29.86 609.76"
-print "2012-02-15 16:00:00 29.66 605.56"
-print "2012-02-16 16:00:00 30.88 606.52"
-print "2012-02-17 16:00:00 30.84 604.64"
-print "2012-02-21 16:00:00 31.03 614.00"
-print "2012-02-22 16:00:00 30.86 607.94"
-print "2012-02-23 16:00:00 30.96 606.11"
-print
+print(df_close)
+print()
+print("\nCorrect Output using the Default Data should be : ")
+print("Assignments use this data for grading")
+print(" MSFT GOOG")
+print("2012-02-10 16:00:00 29.90 605.91")
+print("2012-02-13 16:00:00 29.98 612.20")
+print("2012-02-14 16:00:00 29.86 609.76")
+print("2012-02-15 16:00:00 29.66 605.56")
+print("2012-02-16 16:00:00 30.88 606.52")
+print("2012-02-17 16:00:00 30.84 604.64")
+print("2012-02-21 16:00:00 31.03 614.00")
+print("2012-02-22 16:00:00 30.86 607.94")
+print("2012-02-23 16:00:00 30.96 606.11")
+print()
dt_test = dt.datetime(2012, 2, 15, 16)
-print "Close price of MSFT on 2012/2/15 is : ", df_close['MSFT'].ix[dt_test]
+print("Close price of MSFT on 2012/2/15 is : ", df_close['MSFT'].ix[dt_test])
if df_close['MSFT'].ix[dt_test] == 29.66:
- print "Data looks correct as the close price in default data is 29.66"
+ print("Data looks correct as the close price in default data is 29.66")
else:
- print "Default data used in the assisgnments has close price as 29.66"
+ print("Default data used in the assisgnments has close price as 29.66")
sys.exit("Error : Data has changed so does not match data used in Assignments")
-print
+print()
-print "Everything works fine: You're all set."
+print("Everything works fine: You're all set.")
--- ./Examples/Basic/numpy-tutorial.py (original)
+++ ./Examples/Basic/numpy-tutorial.py (refactored)
@@ -35,33 +35,33 @@
#
#
## Lets get started!
-print "Importing numpy"
+print("Importing numpy")
import numpy as np
## This loads the numpy library and lets us refer to it by the shorthand "np",
## which is the convention used in the numpy documentation and in many
## online tutorials/examples
-print "Creating arrays"
+print("Creating arrays")
## Now lets make an array to play around with. You can make numpy arrays in
## a number of ways,
## Filled with zeros:
zeroArray = np.zeros( (2,3) ) # [[ 0. 0. 0.]
-print zeroArray # [ 0. 0. 0.]]
+print(zeroArray) # [ 0. 0. 0.]]
## Or ones:
oneArray = np.ones( (2,3) ) # [[ 1. 1. 1.]
-print oneArray # [ 1. 1. 1.]]
+print(oneArray) # [ 1. 1. 1.]]
## Or filled with junk:
emptyArray = np.empty( (2,3) )
-print emptyArray
+print(emptyArray)
## Note, emptyArray might look random, but it's just uninitialized which means
## you shouldn't count on it having any particular data in it, even random
## data! If you do want random data you can use random():
randomArray = np.random.random( (2,3) )
-print randomArray
+print(randomArray)
## If you're following along and trying these commands out, you should have
## noticed that making randomArray took a lot longer than emptyArray. That's
@@ -74,29 +74,29 @@
[4,5,6]]
myArray = np.array(foo) # [[1 2 3]
-print myArray # [4 5 6]]
-
-
-print "Reshaping arrays"
+print(myArray) # [4 5 6]]
+
+
+print("Reshaping arrays")
## Of course, if you're typing out a range for a larger matrix, it's easier to
## use arange(...):
rangeArray = np.arange(6,12).reshape( (2,3) ) # [[ 6 7 8]
-print rangeArray # [ 9 10 11]]
+print(rangeArray) # [ 9 10 11]]
## there's two things going on here. First, the arange(...) function returns a
## 1D array similar to what you'd get from using the built-in python function
## range(...) with the same arguments, except it returns a numpy array
## instead of a list.
-print np.arange(6,12) # [ 6 7 8 9 10 11 12]
+print(np.arange(6,12)) # [ 6 7 8 9 10 11 12]
## the reshape method takes the data in an existing array, and stuffs it into
## an array with the given shape and returns it.
-print rangeArray.reshape( (3,2) ) # [[ 6 7]
+print(rangeArray.reshape( (3,2) )) # [[ 6 7]
# [ 8 9]
# [10 11]]
#The original array doesn't change though.
-print rangeArray # [[ 6 7 8]
+print(rangeArray) # [[ 6 7 8]
# [ 9 10 11]
## When you use reshape(...) the total number of things in the array must stay
@@ -106,69 +106,69 @@
squareArray = np.arange(1,10).reshape( (3,3) ) #this is fine, 9 elements
-print "Accessing array elements"
+print("Accessing array elements")
## Accessing an array is also pretty straight forward. You access a specific
## spot in the table by referring to its row and column inside square braces
## after the array:
-print rangeArray[0,1] #7
+print(rangeArray[0,1]) #7
## Note that row and column numbers start from 0, not 1! Numpy also lets you
## refer to ranges inside an array:
-print rangeArray[0,0:2] #[6 7]
-print squareArray[0:2,0:2] #[[1 2] # the top left corner of squareArray
+print(rangeArray[0,0:2]) #[6 7]
+print(squareArray[0:2,0:2]) #[[1 2] # the top left corner of squareArray
# [4 5]]
## These ranges work just like slices and python lists. n:m:t specifies a range
## that starts at n, and stops before m, in steps of size t. If any of these
## are left off, they're assumed to be the start, the end+1, and 1 respectively
-print squareArray[:,0:3:2] #[[1 3] #skip the middle column
+print(squareArray[:,0:3:2]) #[[1 3] #skip the middle column
# [4 6]
# [7 9]]
## Also like python lists, you can assign values to specific positions, or
## ranges of values to slices
-squareArray[0,:] = np.array(range(1,4)) #set the first row to 1,2,3
+squareArray[0,:] = np.array(list(range(1,4))) #set the first row to 1,2,3
squareArray[1,1] = 0 # set the middle spot to zero
squareArray[2,:] = 1 # set the last row to ones
-print squareArray # [[1 2 3]
+print(squareArray) # [[1 2 3]
# [4 0 6]
# [1 1 1]]
## Something new to numpy arrays is indexing using an array of indices:
fibIndices = np.array( [1, 1, 2, 3] )
randomRow = np.random.random( (10,1) ) # an array of 10 random numbers
-print randomRow
-print randomRow[fibIndices] # the first, first, second and third element of
+print(randomRow)
+print(randomRow[fibIndices]) # the first, first, second and third element of
# randomRow
## You can also use an array of true/false values to index:
boolIndices = np.array( [[ True, False, True],
[False, True, False],
[ True, False, True]] )
-print squareArray[boolIndices] # a 1D array with the selected values
+print(squareArray[boolIndices]) # a 1D array with the selected values
# [1 3 0 1 1]
## It gets a little more complicated with 2D (and higher) arrays. You need
## two index arrays for a 2D array:
rows = np.array( [[0,0],[2,2]] ) #get the corners of our square array
cols = np.array( [[0,2],[0,2]] )
-print squareArray[rows,cols] #[[1 3]
+print(squareArray[rows,cols]) #[[1 3]
# [1 1]]
boolRows = np.array( [False, True, False] ) # just the middle row
boolCols = np.array( [True, False, True] ) # Not the middle column
-print squareArray[boolRows,boolCols] # [4 6]
-
-print "Operations on arrays"
+print(squareArray[boolRows,boolCols]) # [4 6]
+
+print("Operations on arrays")
## One useful trick is to create a boolean matrix based on some test and use
## that as an index in order to get the elements of a matrix that pass the
## test:
sqAverage = np.average(squareArray) # average(...) returns the average of all
RefactoringTool: Refactored ./Examples/Basic/pandas-tutorial.py
RefactoringTool: Refactored ./Examples/Basic/tutorial1.py
RefactoringTool: Refactored ./Examples/Basic/tutorial2.py
RefactoringTool: Refactored ./Examples/Basic/tutorial3.py
# the elements in the given array
betterThanAverage = squareArray > sqAverage
-print betterThanAverage #[[False False True]
+print(betterThanAverage) #[[False False True]
# [ True False True]
# [False False False]]
-print squareArray[betterThanAverage] #[3 4 6]
+print(squareArray[betterThanAverage]) #[3 4 6]
## Indexing like this can also be used to assign values to elements of the
## array. This is particularly useful if you want to filter an array, say by
@@ -188,24 +188,24 @@
# truncate them down to integers.
clampedSqArray[ (squareArray-sqAverage) > sqStdDev ] = sqAverage+sqStdDev
clampedSqArray[ (squareArray-sqAverage) < -sqStdDev ] = sqAverage-sqStdDev
-print clampedSqArray # [[ 1. 2. 3. ]
+print(clampedSqArray) # [[ 1. 2. 3. ]
# [ 3.90272394 0.31949828 3.90272394]
# [ 1. 1. 1. ]]
## Multiplying and dividing arrays by numbers does what you'd expect. It
## multiples/divides element-wise
-print squareArray * 2 # [[ 2 4 6]
+print(squareArray * 2) # [[ 2 4 6]
# [ 8 0 12]
# [ 2 2 2]]
## Addition works similarly:
-print squareArray + np.ones( (3,3) ) #[[2 3 4]
+print(squareArray + np.ones( (3,3) )) #[[2 3 4]
# [5 1 7]
# [2 2 2]]
## Multiplying two arrays together (of the same size) is also element wise
-print squareArray * np.arange(1,10).reshape( (3,3) ) #[[ 1 4 9]
+print(squareArray * np.arange(1,10).reshape( (3,3) )) #[[ 1 4 9]
# [16 0 36]
# [ 7 8 9]]
@@ -213,7 +213,7 @@
## from linear algebra:
matA = np.array( [[1,2],[3,4]] )
matB = np.array( [[5,6],[7,8]] )
-print np.dot(matA,matB) #[[19 22]
+print(np.dot(matA,matB)) #[[19 22]
# [43 50]]
## And thats it! There's a lot more to the numpy library, and there are a few
--- ./Examples/Basic/pandas-tutorial.py (original)
+++ ./Examples/Basic/pandas-tutorial.py (refactored)
@@ -20,67 +20,67 @@
for i in range(1, 6):
ldt_timestamps.append(dt.datetime(2011, 1, i, 16))
-print "The index we created has the following dates : "
-print ldt_timestamps
-print
+print("The index we created has the following dates : ")
+print(ldt_timestamps)
+print()
## TimeSeries
ts_single_value = pd.TimeSeries(0.0, index=ldt_timestamps)
-print "A timeseries initialized to one single value : "
+print("A timeseries initialized to one single value : ")
na_vals = np.arange(len(ldt_timestamps))
-print "Dummy initialized array : "
-print na_vals
-print
+print("Dummy initialized array : ")
+print(na_vals)
+print()
ts_array = pd.TimeSeries(na_vals, index=ldt_timestamps)
-print "A timeseries initialized using a numpy array : "
-print ts_array
-print
+print("A timeseries initialized using a numpy array : ")
+print(ts_array)
+print()
-print "Reading the timeseries for a particular date"
-print "Date : ", ldt_timestamps[1]
-print "Value : ", ts_array[ldt_timestamps[1]]
-print
+print("Reading the timeseries for a particular date")
+print("Date : ", ldt_timestamps[1])
+print("Value : ", ts_array[ldt_timestamps[1]])
+print()
-print "Initializing a list of symbols : "
+print("Initializing a list of symbols : ")
ls_symbols = ['AAPL', 'GOOG', 'MSFT', 'IBM']
-print ls_symbols
-print
+print(ls_symbols)
+print()
-print "Initializing a dataframe with one value : "
+print("Initializing a dataframe with one value : ")
df_single = pd.DataFrame(index=ldt_timestamps, columns=ls_symbols)
df_single = df_single.fillna(0.0)
-print df_single
-print
+print(df_single)
+print()
-print "Initializing a dataframe with a numpy array : "
+print("Initializing a dataframe with a numpy array : ")
na_vals_2 = np.random.randn(len(ldt_timestamps), len(ls_symbols))
df_vals = pd.DataFrame(na_vals_2, index=ldt_timestamps, columns=ls_symbols)
-print df_vals
-print
+print(df_vals)
+print()
-print "Access the timeseries of a particular symbol : "
-print df_vals[ls_symbols[1]]
-print
+print("Access the timeseries of a particular symbol : ")
+print(df_vals[ls_symbols[1]])
+print()
-print "Access the timeseries of a particular date : "
-print df_vals.ix[ldt_timestamps[1]]
-print
+print("Access the timeseries of a particular date : ")
+print(df_vals.ix[ldt_timestamps[1]])
+print()
-print "Access the value for a specific symbol on a specific date: "
-print df_vals[ls_symbols[1]].ix[ldt_timestamps[1]]
-print
+print("Access the value for a specific symbol on a specific date: ")
+print(df_vals[ls_symbols[1]].ix[ldt_timestamps[1]])
+print()
-print "Reindexing the dataframe"
+print("Reindexing the dataframe")
ldt_new_dates = [dt.datetime(2011, 1, 3, 16),
dt.datetime(2011, 1, 5, 16),
dt.datetime(2011, 1, 7, 16)]
ls_new_symbols = ['AAPL', 'IBM', 'XOM']
df_new = df_vals.reindex(index=ldt_new_dates, columns=ls_new_symbols)
-print df_new
-print "Observe that reindex carried over whatever values it could find and set the rest to NAN"
-print
+print(df_new)
+print("Observe that reindex carried over whatever values it could find and set the rest to NAN")
+print()
-print "For pandas rolling statistics please refer : http://pandas.pydata.org/pandas-docs/dev/computation.html#moving-rolling-statistics-moments"
+print("For pandas rolling statistics please refer : http://pandas.pydata.org/pandas-docs/dev/computation.html#moving-rolling-statistics-moments")
--- ./Examples/Basic/tutorial1.py (original)
+++ ./Examples/Basic/tutorial1.py (refactored)
@@ -21,7 +21,7 @@
import matplotlib.pyplot as plt
import pandas as pd
-print "Pandas Version", pd.__version__
+print("Pandas Version", pd.__version__)
def main():
@@ -49,7 +49,7 @@
# Reading the data, now d_data is a dictionary with the keys above.
# Timestamps and symbols are the ones that were specified before.
ldf_data = c_dataobj.get_data(ldt_timestamps, ls_symbols, ls_keys)
- d_data = dict(zip(ls_keys, ldf_data))
+ d_data = dict(list(zip(ls_keys, ldf_data)))
# Filling the data for NAN
for s_key in ls_keys:
--- ./Examples/Basic/tutorial2.py (original)
+++ ./Examples/Basic/tutorial2.py (refactored)
@@ -33,11 +33,11 @@
ls_symbols = ['$SPX', 'XOM', 'GOOG', 'GLD']
# Printing the first 5 rows
- print "First 5 rows of Price Data:"
- print na_price[:5, :]
- print
- print "First 5 rows of Dates:"
- print na_dates[:5, :]
+ print("First 5 rows of Price Data:")
+ print(na_price[:5, :])
+ print()
+ print("First 5 rows of Dates:")
+ print(na_dates[:5, :])
# Creating the timestamps from dates read
ldt_timestamps = []
--- ./Examples/Basic/tutorial3.py (original)
+++ ./Examples/Basic/tutorial3.py (refactored)
@@ -28,11 +28,11 @@
# Reading the portfolio
na_portfolio = np.loadtxt('tutorial3portfolio.csv', dtype='S5,f4',
delimiter=',', comments="#", skiprows=1)
- print na_portfolio
+ print(na_portfolio)
# Sorting the portfolio by symbol name
na_portfolio = sorted(na_portfolio, key=lambda x: x[0])
- print na_portfolio
+ print(na_portfolio)
# Create two list for symbol names and allocation
ls_port_syms = []
@@ -48,7 +48,7 @@
ls_bad_syms = list(set(ls_port_syms) - set(ls_all_syms))
if len(ls_bad_syms) != 0:
- print "Portfolio contains bad symbols : ", ls_bad_syms
+ print("Portfolio contains bad symbols : ", ls_bad_syms)
for s_sym in ls_bad_syms:
i_index = ls_port_syms.index(s_sym)
@@ -70,7 +70,7 @@
# Reading the data, now d_data is a dictionary with the keys above.
# Timestamps and symbols are the ones that were specified before.
ldf_data = c_dataobj.get_data(ldt_timestamps, ls_port_syms, ls_keys)
- d_data = dict(zip(ls_keys, ldf_data))
RefactoringTool: Refactored ./Examples/Basic/tutorial4.py
RefactoringTool: Refactored ./Examples/Basic/tutorial5.py
RefactoringTool: No changes to ./Examples/Basic/tutorial8.py
RefactoringTool: Refactored ./Examples/DataAccess/setexample.py
RefactoringTool: Refactored ./Examples/EventProfiler/tutorial.py
RefactoringTool: Refactored ./Examples/FeatureSearch/code.py
RefactoringTool: No changes to ./Examples/FeatureSearch/functions.py
RefactoringTool: Refactored ./Examples/Features/featuretest.py
RefactoringTool: No changes to ./QSTK/__init__.py
RefactoringTool: Refactored ./QSTK/qstkfeat/__init__.py
RefactoringTool: No changes to ./QSTK/qstkfeat/classes.py
RefactoringTool: No changes to ./QSTK/qstkfeat/features.py
RefactoringTool: Refactored ./QSTK/qstkfeat/featutil.py
+ d_data = dict(list(zip(ls_keys, ldf_data)))
# Copying close price into separate dataframe to find rets
df_rets = d_data['close'].copy()
--- ./Examples/Basic/tutorial4.py (original)
+++ ./Examples/Basic/tutorial4.py (refactored)
@@ -21,7 +21,7 @@
import matplotlib.pyplot as plt
import pandas as pd
import numpy as np
-import cPickle
+import pickle
def main():
@@ -72,7 +72,7 @@
# Create the outpul pickle file for the dataframe.
output = open('allocation.pkl', 'wb')
- cPickle.dump(df_alloc, output)
+ pickle.dump(df_alloc, output)
if __name__ == '__main__':
main()
--- ./Examples/Basic/tutorial5.py (original)
+++ ./Examples/Basic/tutorial5.py (refactored)
@@ -80,12 +80,12 @@
f_slippage=0.0005, f_minimumcommision=5.0, f_commision_share=0.0035,
i_target_leverage=1, f_rate_borrow=3.5, log="transaction.csv")
- print "Simulated Fund Time Series : "
- print ts_funds
- print "Transaction Costs : "
- print "Commissions : ", f_commission
- print "Slippage : ", f_slippage
- print "Borrowing Cost : ", f_borrow_cost
+ print("Simulated Fund Time Series : ")
+ print(ts_funds)
+ print("Transaction Costs : ")
+ print("Commissions : ", f_commission)
+ print("Slippage : ", f_slippage)
+ print("Borrowing Cost : ", f_borrow_cost)
if __name__ == '__main__':
main()
--- ./Examples/DataAccess/setexample.py (original)
+++ ./Examples/DataAccess/setexample.py (refactored)
@@ -30,11 +30,11 @@
# Getting a list of symbols from Lists
# Lists : S&P5002012, S&P5002008, Index
ls_symbols = c_dataobj.get_symbols_from_list('sp5002012')
- print "Symbols from the list : ", ls_symbols
+ print("Symbols from the list : ", ls_symbols)
# All symbols possible
ls_all_syms = c_dataobj.get_all_symbols()
- print "All symbols : ", ls_all_syms
+ print("All symbols : ", ls_all_syms)
ls_syms_toread = ['AAPL', 'GOOG']
@@ -58,7 +58,7 @@
# But a path can be provided using either an environment variable or
# as a prarameter.
df_close = c_dataobj.get_data(ldt_timestamps, ls_syms_toread, "close")
- print df_close
+ print(df_close)
if __name__ == '__main__':
--- ./Examples/EventProfiler/tutorial.py (original)
+++ ./Examples/EventProfiler/tutorial.py (refactored)
@@ -44,7 +44,7 @@
df_close = d_data['close']
ts_market = df_close['SPY']
- print "Finding Events"
+ print("Finding Events")
# Creating an empty dataframe
df_events = copy.deepcopy(df_close)
@@ -82,7 +82,7 @@
ls_keys = ['open', 'high', 'low', 'close', 'volume', 'actual_close']
ldf_data = dataobj.get_data(ldt_timestamps, ls_symbols, ls_keys)
- d_data = dict(zip(ls_keys, ldf_data))
+ d_data = dict(list(zip(ls_keys, ldf_data)))
for s_key in ls_keys:
d_data[s_key] = d_data[s_key].fillna(method='ffill')
@@ -90,7 +90,7 @@
d_data[s_key] = d_data[s_key].fillna(1.0)
df_events = find_events(ls_symbols, d_data)
- print "Creating Study"
+ print("Creating Study")
ep.eventprofiler(df_events, d_data, i_lookback=20, i_lookforward=20,
s_filename='MyEventStudy.pdf', b_market_neutral=True, b_errorbars=True,
s_market_sym='SPY')
--- ./Examples/FeatureSearch/code.py (original)
+++ ./Examples/FeatureSearch/code.py (refactored)
@@ -37,7 +37,7 @@
lsSym = list(set(lsSymTrain).union(set(lsSymTest)))
- dtStart = dt.datetime(2008,01,01)
+ dtStart = dt.datetime(2008,0o1,0o1)
dtEnd = dt.datetime(2010,12,31)
norObj = da.DataAccess('Norgate')
@@ -59,8 +59,8 @@
for temp in ldfDataTest:
temp.fillna(method="ffill").fillna(method="bfill")
- dDataTrain = dict(zip(lsKeys, ldfDataTrain))
- dDataTest = dict(zip(lsKeys, ldfDataTest))
+ dDataTrain = dict(list(zip(lsKeys, ldfDataTrain)))
+ dDataTest = dict(list(zip(lsKeys, ldfDataTest)))
''' Imported functions from qstkfeat.features, NOTE: last function is classification '''
lfcFeatures = [ featMA, featMA, featMA, featMA, featMA, featMA, \
@@ -98,9 +98,9 @@
ldfFeaturesTest = ftu.applyFeatures( dDataTest, lfcFeatures, ldArgs, '$SPX')
''' Pick Test and Training Points '''
- dtStartTrain = dt.datetime(2008,01,01)
+ dtStartTrain = dt.datetime(2008,0o1,0o1)
dtEndTrain = dt.datetime(2009,12,31)
- dtStartTest = dt.datetime(2010,01,01)
+ dtStartTest = dt.datetime(2010,0o1,0o1)
dtEndTest = dt.datetime(2010,12,31)
''' Stack all information into one Numpy array '''
@@ -113,7 +113,7 @@
ftu.normQuery( naFeatTest[:,:-1], ltWeights )
- lFeatures = range(0,len(lfcFeatures)-1)
+ lFeatures = list(range(0,len(lfcFeatures)-1))
classLabelIndex = len(lfcFeatures) - 1
funccall = sys.argv[1] + '(naFeatTrain,naFeatTest,lFeatures,classLabelIndex)'
--- ./Examples/Features/featuretest.py (original)
+++ ./Examples/Features/featuretest.py (refactored)
@@ -33,7 +33,7 @@
@summary: Takes testing and training data and computes average error over the test set
This is compared to a baseline guess which is just the average of the training set
'''
- llRange = range(5,51,5)
+ llRange = list(range(5,51,5))
lfRes = []
for lK in llRange:
@@ -70,7 +70,7 @@
#lsSym = ['XOM']
''' Get data for 2009-2010 '''
- dtStart = dt.datetime(2010,8,01)
+ dtStart = dt.datetime(2010,8,0o1)
dtEnd = dt.datetime(2010,12,31)
norObj = da.DataAccess('Yahoo')
@@ -78,7 +78,7 @@
lsKeys = ['open', 'high', 'low', 'close', 'volume']
ldfData = norObj.get_data( ldtTimestamps, lsSym, lsKeys )
- dData = dict(zip(lsKeys, ldfData))
+ dData = dict(list(zip(lsKeys, ldfData)))
''' Imported functions from qstkfeat.features, NOTE: last function is classification '''
lfcFeatures = [ featMA, featRSI, class_fut_ret ]
--- ./QSTK/qstkfeat/__init__.py (original)
+++ ./QSTK/qstkfeat/__init__.py (refactored)
@@ -1,3 +1,3 @@
-from classes import *
-from featutil import *
-from features import *
+from .classes import *
+from .featutil import *
+from .features import *
--- ./QSTK/qstkfeat/featutil.py (original)
+++ ./QSTK/qstkfeat/featutil.py (refactored)
@@ -60,7 +60,7 @@
#print dfCloseMark
#Make all data market relative, except for volume
- for sKey in dData.keys():
+ for sKey in list(dData.keys()):
# Don't calculate market relative volume, but still copy it over
if sKey == 'volume':
@@ -114,8 +114,8 @@
if 'MR' in ldArgs[i]:
if ldArgs[i]['MR'] == False:
- print 'Warning, setting MR to false will still be Market Relative',\
- 'simply do not include MR key in args'
+ print('Warning, setting MR to false will still be Market Relative',\
+ 'simply do not include MR key in args')
if sMarketRel == None:
raise AssertionError('Functions require market relative stock but sMarketRel=None')
@@ -244,7 +244,7 @@
'FEAT' == sDelNan and not math.isnan( np.sum(naStkData[i,:-1]) ):
llValidRows.append(i)
elif bShowRemoved:
- print 'Removed', sStock, naStkData[i,:]
+ print('Removed', sStock, naStkData[i,:])
naStkData = naStkData[llValidRows,:]
@@ -295,7 +295,7 @@
fRange = fFeatMax - fFeatMin
if fRange == 0:
- print 'Warning, bad query data range'
+ print('Warning, bad query data range')
fMult = 1.
fShigt = 0.
else:
@@ -430,7 +430,7 @@
lsKeys = ['open', 'high', 'low', 'close', 'volume', 'actual_close']
ldfData = norObj.get_data( ldtTimestamps, lsSym, lsKeys )
- dData = dict(zip(lsKeys, ldfData))
+ dData = dict(list(zip(lsKeys, ldfData)))
dfPrice = dData['close']
@@ -439,13 +439,13 @@
''' Generate a list of DataFrames, one for each feature, with the same index/column structure as price data '''
dtStart = dt.datetime.now()
RefactoringTool: Refactored ./QSTK/qstklearn/1knn.py
RefactoringTool: Refactored ./QSTK/qstklearn/fastknn.py
RefactoringTool: Refactored ./QSTK/qstklearn/gendata.py
RefactoringTool: Refactored ./QSTK/qstklearn/hmm.py
ldfFeatures = applyFeatures( dData, [fcFeature], [dArgs], sMarketRel='$SPX' )
- print 'Runtime:', dt.datetime.now() - dtStart
+ print('Runtime:', dt.datetime.now() - dtStart)
''' Use last 3 months of index, to avoid lookback nans '''
dfPrint = ldfFeatures[0]['GOOG']
- print 'GOOG values:', dfPrint.values
- print 'GOOG Sum:', dfPrint.ix[dfPrint.notnull()].sum()
+ print('GOOG values:', dfPrint.values)
+ print('GOOG Sum:', dfPrint.ix[dfPrint.notnull()].sum())
for sSym in lsSym:
plt.subplot( 211 )
@@ -483,7 +483,7 @@
lsKeys = ['open', 'high', 'low', 'close', 'volume', 'actual_close']
ldtTimestamps = du.getNYSEdays( dtStart, dtEnd, dtTimeofday)
ldfData = daData.get_data( ldtTimestamps, lsSym, lsKeys)
- dData = dict(zip(lsKeys, ldfData))
+ dData = dict(list(zip(lsKeys, ldfData)))
'''loop through features'''
ltResults = []
@@ -497,7 +497,7 @@
'''print out result'''
for tResult in ltResults:
- print tResult[1], ':', tResult[0]
+ print(tResult[1], ':', tResult[0])
return ltResults
--- ./QSTK/qstklearn/1knn.py (original)
+++ ./QSTK/qstklearn/1knn.py (refactored)
@@ -91,7 +91,7 @@
plt.subplot(312)
- plt.plot( range( len(lfOneKnn) ), lfOneKnn )
+ plt.plot( list(range( len(lfOneKnn))), lfOneKnn )
plt.ylabel( '1-KNN Value' )
#plt.xlabel( 'Distribution Merge' )
@@ -100,7 +100,7 @@
plt.subplot(313)
- plt.plot( range( len(lf5Knn) ), lf5Knn )
+ plt.plot( list(range( len(lf5Knn))), lf5Knn )
plt.ylabel( '% Correct Classification' )
#plt.xlabel( 'Distribution Merge' )
@@ -201,8 +201,8 @@
naBoth[500:,0] = naBoth[500:,0] - .1
- print 'Runtime OneKnn:', cOneRuntime
- print 'Runtime 5-KNN:', cKnnRuntime
+ print('Runtime OneKnn:', cOneRuntime)
+ print('Runtime 5-KNN:', cKnnRuntime)
_plotResults( naTest1, naTest2, lfResults, lfKnnResults )
''' Tests performance of 1-KNN '''
--- ./QSTK/qstklearn/fastknn.py (original)
+++ ./QSTK/qstklearn/fastknn.py (refactored)
@@ -64,7 +64,7 @@
picks the first 'num_anchors' as new anchors.
"""
if selection_type == 'random':
- self.anchors = range(len(self.training_data))
+ self.anchors = list(range(len(self.training_data)))
random.shuffle(self.anchors)
self.anchors = self.anchors[0:self.num_anchors]
self.kdt = scipy.spatial.kdtree.KDTree(numpy.array(self.training_data)[self.anchors,:])
@@ -92,7 +92,7 @@
dist = self.distfun(data,self.training_data[a])
bisect.insort(self.data_by_anchors[a],(dist,new_idx))
elif len(data.shape)>1:
- for i in xrange(len(data)):
+ for i in range(len(data)):
thing = data[i]
new_idx = len(self.training_data)
self.training_data.append(thing)
@@ -138,7 +138,7 @@
neighbors = list()
maxd = None
maxd_idx = 0
- for i in xrange(0,len(anchor_list)):
+ for i in range(0,len(anchor_list)):
nextpnt_dist = self.distfun(point,self.training_data[anchor_list[i][1]])
self.num_checks += 1
nextthing = (nextpnt_dist,anchor_list[i][1])
@@ -177,10 +177,10 @@
else:
tmp = 0
class_count[clss] = tmp+1
- bleh = max(class_count.iteritems(),key=lambda item:item[1])
+ bleh = max(iter(class_count.items()),key=lambda item:item[1])
if dumdumcheck and bleh[1] == 1:
- print "aHAH!"
- print point
+ print("aHAH!")
+ print(point)
rv = bleh[0]
elif method == 'mean':
return sum([self.data_classes[n[1]] for n in neighbors])/float(k)
@@ -195,7 +195,7 @@
#first line is the name of the attributes, strip it off
bar = bar[1:]
#trim, split, and cast the data. seperator is ';'
- return [map(float,thing.strip().split(';')) for thing in bar]
+ return [list(map(float,thing.strip().split(';'))) for thing in bar]
def testwine():
wqred = dataifywine('wine/winequality-red.csv') + dataifywine('wine/winequality-white.csv')
@@ -203,14 +203,14 @@
leftout = int(len(wqred)*leftoutperc)
testing = wqred[:leftout]
training = wqred[leftout:]
- print "Training:",len(training)
- print "Testing:",len(testing)
+ print("Training:",len(training))
+ print("Testing:",len(testing))
foo = FastKNN(10)
foo.addEvidence(numpy.array([thing[:-1] for thing in training]), [thing[-1] for thing in training])
knn.addEvidence(numpy.array(training))
total = 0
correct = 0
- for x in xrange(len(testing)):
+ for x in range(len(testing)):
thing = testing[x]
guess = foo.query(numpy.array(thing[:-1]),3)
#realknn = knn.query(numpy.array([thing[:-1],]),3,method='mean')
@@ -221,15 +221,15 @@
correct += 1
total += 1
if total % 50 == 0:
- print total,'/',len(testing)
- print correct,"/",total,":",float(correct)/float(total)
- print "Average checks per query:", float(foo.num_checks)/float(total)
+ print(total,'/',len(testing))
+ print(correct,"/",total,":",float(correct)/float(total))
+ print("Average checks per query:", float(foo.num_checks)/float(total))
def testspiral():
- for leftout in xrange(1,11):
- print "Fold",leftout
+ for leftout in range(1,11):
+ print("Fold",leftout)
foo = FastKNN(10)
- for x in xrange(1,11):
+ for x in range(1,11):
if x != leftout:
somedata = open("spiral/spiralfold%d.txt" % x)
pnts = list()
@@ -256,13 +256,13 @@
if guess == pbbbt:
correct += 1
total += 1
- print correct,"/",total,":",float(correct)/float(total)
- print "Average number of checks per query:",
- print float(foo.num_checks)/float(total)
+ print(correct,"/",total,":",float(correct)/float(total))
+ print("Average number of checks per query:", end=' ')
+ print(float(foo.num_checks)/float(total))
def getflatcsv(fname):
inf = open(fname)
- return numpy.array([map(float,s.strip().split(',')) for s in inf.readlines()])
+ return numpy.array([list(map(float,s.strip().split(','))) for s in inf.readlines()])
def testgendata():
anchors = 200
@@ -276,13 +276,13 @@
data = getflatcsv(fname)
foo.addEvidence(data[:,:-1],data[:,-1])
foo.num_checks = 0
- for x in xrange(querys):
+ for x in range(querys):
pnt = numpy.array(gendata.gensingle(d,bnds,clsses))
foo.query(pnt[:-1])
if x % 50 == 0:
- print float(foo.num_checks)/float(x+1),
- print x,"/",querys
- print "Average # queries:", float(foo.num_checks)/float(querys)
+ print(float(foo.num_checks)/float(x+1), end=' ')
+ print(x,"/",querys)
+ print("Average # queries:", float(foo.num_checks)/float(querys))
--- ./QSTK/qstklearn/gendata.py (original)
+++ ./QSTK/qstklearn/gendata.py (refactored)
@@ -1,16 +1,16 @@
import random
def gendata(N,d,bounds,clsses,fname):
outf = open(fname,'w')
- for i in xrange(N):
+ for i in range(N):
pnt = [None,]*(d+1)
- for x in xrange(d):
+ for x in range(d):
pnt[x] = random.uniform(bounds[x][0],bounds[x][1])
pnt[d] = random.choice(clsses)
outf.write(", ".join(map(str,pnt))+"\n")
outf.close()
def gensingle(d,bounds,clsses):
pnt = [None,]*(d+1)
- for x in xrange(d):
+ for x in range(d):
pnt[x] = random.uniform(bounds[x][0],bounds[x][1])
pnt[d] = random.choice(clsses)
return pnt
--- ./QSTK/qstklearn/hmm.py (original)
+++ ./QSTK/qstklearn/hmm.py (refactored)
@@ -26,11 +26,11 @@
first t symbols.
"""
alpha = numpy.zeros((len(observations),numstates),dtype=elem_size)
- for x in xrange(numstates):
+ for x in range(numstates):
alpha[0][x] = stateprior[x]*emission[x][observations[0]]
- for t in xrange(1,len(observations)):
- for j in xrange(numstates):
- for i in xrange(numstates):
+ for t in range(1,len(observations)):
+ for j in range(numstates):
+ for i in range(numstates):
alpha[t][j] += alpha[t-1][i]*transition[i][j]
alpha[t][j] *= emission[j][observations[t]]
return alpha
@@ -51,11 +51,11 @@
symbols from t+1 to the end (T).
"""
beta = numpy.zeros((len(observations),numstates),dtype=elem_size)
- for s in xrange(numstates):
+ for s in range(numstates):
beta[len(observations)-1][s] = 1.
- for t in xrange(len(observations)-2,-1,-1):
- for i in xrange(numstates):
- for j in xrange(numstates):
+ for t in range(len(observations)-2,-1,-1):
RefactoringTool: Refactored ./QSTK/qstklearn/kdtknn.py
RefactoringTool: Refactored ./QSTK/qstklearn/mldiagnostics.py
RefactoringTool: Refactored ./QSTK/qstklearn/parallelknn.py
RefactoringTool: Refactored ./QSTK/qstksim/__init__.py
RefactoringTool: Refactored ./QSTK/qstksim/tradesim.py
RefactoringTool: Refactored ./QSTK/qstksim/tests/test_tradesim.py
+ for i in range(numstates):
+ for j in range(numstates):
beta[t][i] += transition[i][j]*emission[j][observations[t+1]]*beta[t+1][j]
return beta
@@ -72,18 +72,18 @@
if beta is None:
beta = calcbeta(transition,emission,observations,numstates,elem_size)
xi = numpy.zeros((len(observations),numstates,numstates),dtype=elem_size)
- for t in xrange(len(observations)-1):
+ for t in range(len(observations)-1):
denom = 0.0
- for i in xrange(numstates):
- for j in xrange(numstates):
+ for i in range(numstates):
+ for j in range(numstates):
thing = 1.0
thing *= alpha[t][i]
thing *= transition[i][j]
thing *= emission[j][observations[t+1]]
thing *= beta[t+1][j]
denom += thing
- for i in xrange(numstates):
- for j in xrange(numstates):
+ for i in range(numstates):
+ for j in range(numstates):
numer = 1.0
numer *= alpha[t][i]
numer *= transition[i][j]
@@ -100,8 +100,8 @@
in state 'i' at time 't' given the full observation sequence.
"""
gamma = numpy.zeros((seqlen,numstates),dtype=elem_size)
- for t in xrange(seqlen):
- for i in xrange(numstates):
+ for t in range(seqlen):
+ for i in range(numstates):
gamma[t][i] = sum(xi[t][i])
return gamma
@@ -114,20 +114,20 @@
gamma = calcgamma(xi,len(observations),numstates,elem_size)
newprior = gamma[0]
newtrans = numpy.zeros((numstates,numstates),dtype=elem_size)
- for i in xrange(numstates):
- for j in xrange(numstates):
+ for i in range(numstates):
+ for j in range(numstates):
numer = 0.0
denom = 0.0
- for t in xrange(len(observations)-1):
+ for t in range(len(observations)-1):
numer += xi[t][i][j]
denom += gamma[t][i]
newtrans[i][j] = numer/denom
newemiss = numpy.zeros( (numstates,numsym) ,dtype=elem_size)
- for j in xrange(numstates):
- for k in xrange(numsym):
+ for j in range(numstates):
+ for k in range(numsym):
numer = 0.0
denom = 0.0
- for t in xrange(len(observations)):
+ for t in range(len(observations)):
if observations[t] == k:
numer += gamma[t][j]
denom += gamma[t][j]
@@ -219,7 +219,7 @@
processed.
"""
if len(newData.shape) == 1:
- for i in xrange(iterations):
+ for i in range(iterations):
newp,newt,newe = baumwelchstep( self.prior, \
self.transition_matrix, \
self.emission_matrix, \
@@ -236,7 +236,7 @@
self.transition_matrix = newt
self.emission_matrix = newe
else:
- for i in xrange(iterations):
+ for i in range(iterations):
for sequence in newData:
newp,newt,newe = baumwelchstep( self.prior, \
self.transition_matrix, \
--- ./QSTK/qstklearn/kdtknn.py (original)
+++ ./QSTK/qstklearn/kdtknn.py (refactored)
@@ -96,15 +96,15 @@
na_dist, na_neighbors = self.kdt.query(points,k)
- n_clsses = map(lambda rslt: map(lambda p: p[-1], self.data[rslt]), na_neighbors)
+ n_clsses = [[p[-1] for p in self.data[rslt]] for rslt in na_neighbors]
#print n_clsses
if method=='mode':
- return map(lambda x: scipy.stats.stats.mode(x)[0],n_clsses)[0]
+ return [scipy.stats.stats.mode(x)[0] for x in n_clsses][0]
elif method=='mean':
- return numpy.array(map(lambda x: numpy.mean(x),n_clsses))
+ return numpy.array([numpy.mean(x) for x in n_clsses])
elif method=='median':
- return numpy.array(map(lambda x: numpy.median(x),n_clsses))
+ return numpy.array([numpy.median(x) for x in n_clsses])
elif method=='raw':
return numpy.array(n_clsses)
elif method=='all':
@@ -112,7 +112,7 @@
def getflatcsv(fname):
inf = open(fname)
- return numpy.array([map(float,s.strip().split(',')) for s in inf.readlines()])
+ return numpy.array([list(map(float,s.strip().split(','))) for s in inf.readlines()])
def testgendata():
fname = 'test2.dat'
@@ -126,12 +126,12 @@
kdt.addEvidence(data)
kdt.rebuildKDT()
stime = time.time()
- for x in xrange(querys):
+ for x in range(querys):
pnt = numpy.array(gendata.gensingle(d,bnds,clsses))
reslt = kdt.query(numpy.array([pnt[:-1]]))
- print pnt,"->",reslt
+ print(pnt,"->",reslt)
etime = time.time()
- print etime-stime,'/',querys,'=',(etime-stime)/float(querys),'avg wallclock time per query'
+ print(etime-stime,'/',querys,'=',(etime-stime)/float(querys),'avg wallclock time per query')
#foo.addEvidence(data[:,:-1],data[:,-1])
#foo.num_checks = 0
#for x in xrange(querys):
--- ./QSTK/qstklearn/mldiagnostics.py (original)
+++ ./QSTK/qstklearn/mldiagnostics.py (refactored)
@@ -50,7 +50,7 @@
savefig(filename,format='pdf')
def runDiagnostics(self,filename):
- for i,lambdaVal in zip(range(len(self.lambdaArray)),self.lambdaArray):
+ for i,lambdaVal in zip(list(range(len(self.lambdaArray))),self.lambdaArray):
learner = copy.copy(self.learner())# is deep copy required
# setLambda needs to be a supported function for all ML strategies.
learner.setLambda(lambdaVal)
--- ./QSTK/qstklearn/parallelknn.py (original)
+++ ./QSTK/qstklearn/parallelknn.py (refactored)
@@ -90,15 +90,15 @@
temp2= np.zeros (data.shape[0])
if (allQueries.shape[1] != (data.shape[1] -1) ):
- print "ERROR: Data and query points are not of the same dimension"
+ print("ERROR: Data and query points are not of the same dimension")
raise ValueError
#if ends
if (k < 1):
- print "ERROR: K should be >= 1"
+ print("ERROR: K should be >= 1")
raise ValueError
#if ends
if (k > data.shape[0]):
- print "ERROR: K is greater than the total number of data points."
+ print("ERROR: K is greater than the total number of data points.")
raise ValueError
#if ends
@@ -151,8 +151,8 @@
try:
data= np.vstack ((data, newData))
except Exception as ex:
- print "Type of exception: "+ str(type (ex))
- print "args: " + str(ex.args)
+ print("Type of exception: "+ str(type (ex)))
+ print("args: " + str(ex.args))
#except ends
#addEvidence ends
@@ -171,11 +171,11 @@
#answer = query(a, 5, 'mean')
for i in range (0, answer.shape[0]):
- print answer[i]
+ print(answer[i])
#end for
- print "The answer is: "
+ print("The answer is: ")
if __name__ == '__main__':
main (sys.argv)
--- ./QSTK/qstksim/__init__.py (original)
+++ ./QSTK/qstksim/__init__.py (refactored)
@@ -11,4 +11,4 @@
@summary: Init for simulator code
'''
-from tradesim import _calculate_leverage, tradesim, tradesim_comb
+from .tradesim import _calculate_leverage, tradesim, tradesim_comb
--- ./QSTK/qstksim/tradesim.py (original)
+++ ./QSTK/qstksim/tradesim.py (refactored)
@@ -161,12 +161,12 @@
"""
if alloc.index[-1] > df_historic.index[-1]:
- print "Historical Data not sufficient"
+ print("Historical Data not sufficient")
indices, = np.where(alloc.index <= df_historic.index[-1])
alloc = alloc.reindex(index = alloc.index[indices])
if alloc.index[0] < df_historic.index[0]:
- print "Historical Data not sufficient"
+ print("Historical Data not sufficient")
indices, = np.where(alloc.index >= df_historic.index[0])
alloc = alloc.reindex(index = alloc.index[indices])
@@ -176,7 +176,7 @@
#write column headings
if log!="false":
- print "writing transaction log to "+log
+ print("writing transaction log to "+log)
log_file.write("Symbol,Company Name,Txn Type,Txn Date/Time, Gross Leverage, Net Leverage,# Shares,Price,Txn Value,Portfolio # Shares,Portfolio Value,Commission,Slippage(10BPS),Comments\n")
#a dollar is always worth a dollar
@@ -474,4 +474,4 @@
f_commision_share, i_target_leverage, f_rate_borrow, log, b_exposure)
if __name__ == '__main__':
- print "Done"
+ print("Done")
--- ./QSTK/qstksim/tests/test_tradesim.py (original)
RefactoringTool: Refactored ./QSTK/qstksim/tests/test_tradesim_SPY.py
RefactoringTool: Refactored ./QSTK/qstksim/tests/test_tradesim_SPY_Short.py
RefactoringTool: Refactored ./QSTK/qstkstrat/strategies.py
RefactoringTool: Refactored ./QSTK/qstkstudy/EventProfiler.py
RefactoringTool: Refactored ./QSTK/qstkstudy/Events.py
RefactoringTool: Refactored ./QSTK/qstkstudy/study.py
RefactoringTool: Refactored ./QSTK/qstktest/testDataAccess.py
+++ ./QSTK/qstksim/tests/test_tradesim.py (refactored)
@@ -81,11 +81,11 @@
qstksim.tradesim( self.df_alloc, self.df_close, 10000, 1, True, 0.02,
5, 0.02 )
- print 'Commision Costs : ' + str(f_commision)
- print 'Slippage : ' + str(f_slippage)
- print 'Short Borrowing Cost : ' + str(f_borrow)
- print 'Leverage : '
- print ts_leverage
+ print('Commision Costs : ' + str(f_commision))
+ print('Slippage : ' + str(f_slippage))
+ print('Short Borrowing Cost : ' + str(f_borrow))
+ print('Leverage : ')
+ print(ts_leverage)
np.testing.assert_approx_equal(df_funds[-1], \
10000 * self.i_open_result, significant = 3)
self.assertTrue(True)
--- ./QSTK/qstksim/tests/test_tradesim_SPY.py (original)
+++ ./QSTK/qstksim/tests/test_tradesim_SPY.py (refactored)
@@ -71,11 +71,11 @@
qstksim.tradesim( self.df_alloc, self.df_close, 10000, 1, True, 0.02,
5, 0.02)
- print 'Commision Costs : ' + str(f_commision)
- print 'Slippage : ' + str(f_slippage)
- print 'Short Borrowing Cost : ' + str(f_borrow)
- print 'Leverage : '
- print ts_leverage
+ print('Commision Costs : ' + str(f_commision))
+ print('Slippage : ' + str(f_slippage))
+ print('Short Borrowing Cost : ' + str(f_borrow))
+ print('Leverage : ')
+ print(ts_leverage)
np.testing.assert_approx_equal(df_funds[-1], \
10000 * self.i_open_result, significant = 3)
self.assertTrue(True)
--- ./QSTK/qstksim/tests/test_tradesim_SPY_Short.py (original)
+++ ./QSTK/qstksim/tests/test_tradesim_SPY_Short.py (refactored)
@@ -71,11 +71,11 @@
qstksim.tradesim( self.df_alloc, self.df_close, 10000, 1, True,
0.02, 5, 0.02)
- print 'Commision Costs : ' + str(f_commision)
- print 'Slippage : ' + str(f_slippage)
- print 'Short Borrowing Cost : ' + str(f_borrow)
- print 'Leverage : '
- print ts_leverage
+ print('Commision Costs : ' + str(f_commision))
+ print('Slippage : ' + str(f_slippage))
+ print('Short Borrowing Cost : ' + str(f_borrow))
+ print('Leverage : ')
+ print(ts_leverage)
np.testing.assert_approx_equal(df_funds[-1], \
10000 * self.i_open_result, significant = 3)
self.assertTrue(True)
--- ./QSTK/qstkstrat/strategies.py (original)
+++ ./QSTK/qstkstrat/strategies.py (refactored)
@@ -32,12 +32,12 @@
@param dFuncArgs: Dict of function args passed to the function
@return DataFrame corresponding to the portfolio allocations
"""
- if not dFuncArgs.has_key('dmPrice'):
- print 'Error: Strategy requires dmPrice information'
- return
-
- if not dFuncArgs.has_key('lfWeights'):
- print 'Error: Strategy requires weight information'
+ if 'dmPrice' not in dFuncArgs:
+ print('Error: Strategy requires dmPrice information')
+ return
+
+ if 'lfWeights' not in dFuncArgs:
+ print('Error: Strategy requires weight information')
return
dmPrice = dFuncArgs['dmPrice']
@@ -60,8 +60,8 @@
@param dFuncArgs: Dict of function args passed to the function
@return DataFrame corresponding to the portfolio allocations
"""
- if not dFuncArgs.has_key('dmPrice'):
- print 'Error: Strategy requires dmPrice information'
+ if 'dmPrice' not in dFuncArgs:
+ print('Error: Strategy requires dmPrice information')
return
dmPrice = dFuncArgs['dmPrice']
@@ -85,24 +85,24 @@
@param dFuncArgs: Dict of function args passed to the function
@return DataFrame corresponding to the portfolio allocations
"""
- if not dFuncArgs.has_key('dmPrice'):
- print 'Error:', stratMark.__name__, 'requires dmPrice information'
- return
-
- if not dFuncArgs.has_key('sPeriod'):
- print 'Error:', stratMark.__name__, 'requires rebalancing period'
- return
-
- if not dFuncArgs.has_key('lLookback'):
- print 'Error:', stratMark.__name__, 'requires lookback'
- return
-
- if not dFuncArgs.has_key('sMarkPoint'):
- print 'Error:', stratMark.__name__, 'requires markowitz point to choose'
+ if 'dmPrice' not in dFuncArgs:
+ print('Error:', stratMark.__name__, 'requires dmPrice information')
+ return
+
+ if 'sPeriod' not in dFuncArgs:
+ print('Error:', stratMark.__name__, 'requires rebalancing period')
+ return
+
+ if 'lLookback' not in dFuncArgs:
+ print('Error:', stratMark.__name__, 'requires lookback')
+ return
+
+ if 'sMarkPoint' not in dFuncArgs:
+ print('Error:', stratMark.__name__, 'requires markowitz point to choose')
return
''' Optional variables '''
- if not dFuncArgs.has_key('bAddAlpha'):
+ if 'bAddAlpha' not in dFuncArgs:
bAddAlpha = False
else:
bAddAlpha = dFuncArgs['bAddAlpha']
@@ -121,7 +121,7 @@
dtStart = dtDate - pand.DateOffset(days=lLookback)
if( dtStart < dmPrice.index[0] ):
- print 'Error, not enough data to rebalance'
+ print('Error, not enough data to rebalance')
continue
naRets = dmPrice.ix[ dtStart:dtDate ].values.copy()
@@ -184,7 +184,7 @@
lInd = 0
else:
- print 'Warning: invalid sMarkPoint'''
+ print('Warning: invalid sMarkPoint''')
return
--- ./QSTK/qstkstudy/EventProfiler.py (original)
+++ ./QSTK/qstkstudy/EventProfiler.py (refactored)
@@ -67,7 +67,7 @@
# Study Params
na_mean = np.mean(na_event_rets, axis=0)
na_std = np.std(na_event_rets, axis=0)
- li_time = range(-i_lookback, i_lookforward + 1)
+ li_time = list(range(-i_lookback, i_lookforward + 1))
# Plotting the chart
plt.clf()
--- ./QSTK/qstkstudy/Events.py (original)
+++ ./QSTK/qstkstudy/Events.py (refactored)
@@ -43,10 +43,10 @@
window = 10
if verbose:
- print __name__ + " reading data"
+ print(__name__ + " reading data")
close = d_data[closefield]
if verbose:
- print __name__ + " finding events"
+ print(__name__ + " finding events")
for symbol in symbols:
close[symbol][close[symbol]>= 1.0] = np.NAN
for i in range(1,len(close[symbol])):
--- ./QSTK/qstkstudy/study.py (original)
+++ ./QSTK/qstkstudy/study.py (refactored)
@@ -16,7 +16,7 @@
dataobj = da.DataAccess('Yahoo')
ls_keys = ['open', 'high', 'low', 'close', 'volume', 'actual_close']
ldf_data = dataobj.get_data(ldt_timestamps, ls_symbols, ls_keys)
- d_data = dict(zip(ls_keys, ldf_data))
+ d_data = dict(list(zip(ls_keys, ldf_data)))
eventMatrix = ev.find_events(ls_symbols,d_data,verbose=True)
ep.eventprofiler(eventMatrix, d_data,
--- ./QSTK/qstktest/testDataAccess.py (original)
+++ ./QSTK/qstktest/testDataAccess.py (refactored)
@@ -14,7 +14,7 @@
import QSTK.qstkutil.DataAccess as da
import tables as pt
import numpy as np
-from itertools import izip
+
import time
import dircache
@@ -22,7 +22,7 @@
listOfStocks=list()
#Path does not exist
- print "Reading in all stock names..."
+ print("Reading in all stock names...")
fileExtensionToRemove=".h5"
for path in listOfPaths:
@@ -30,9 +30,9 @@
stocksAtThisPath= dircache.listdir(str(path))
#Next, throw away everything that is not a .h5 And these are our stocks!
- stocksAtThisPath = filter (lambda x:(str(x).find(str(fileExtensionToRemove)) > -1), stocksAtThisPath)
+ stocksAtThisPath = [x for x in stocksAtThisPath if (str(x).find(str(fileExtensionToRemove)) > -1)]
#Now, we remove the .h5 to get the name of the stock
- stocksAtThisPath = map(lambda x:(x.partition(str(fileExtensionToRemove))[0]),stocksAtThisPath)
RefactoringTool: Refactored ./QSTK/qstktest/testLearner.py
RefactoringTool: Refactored ./QSTK/qstktools/YahooDataPull.py
RefactoringTool: Refactored ./QSTK/qstktools/csv2fund.py
RefactoringTool: Refactored ./QSTK/qstktools/report.py
RefactoringTool: Refactored ./QSTK/qstkutil/DataAccess.py
+ stocksAtThisPath = [(x.partition(str(fileExtensionToRemove))[0]) for x in stocksAtThisPath]
for stock in stocksAtThisPath:
listOfStocks.append(stock)
@@ -44,7 +44,7 @@
if __name__ == '__main__':
- print "Starting..."
+ print("Starting...")
dataItemsList=[]
dataItemsList.append('alphaValue')
@@ -100,7 +100,7 @@
alphaList= alpha.getStockDataList(stock, 'volume')
ctr=0
for val in alphaList:
- print "stock: " + str(stock) + ", val: "+str(val) + ", ts: " + str(listOfTS[ctr])
+ print("stock: " + str(stock) + ", val: "+str(val) + ", ts: " + str(listOfTS[ctr]))
ctr+=1
- print "DONE!"
+ print("DONE!")
--- ./QSTK/qstktest/testLearner.py (original)
+++ ./QSTK/qstktest/testLearner.py (refactored)
@@ -132,13 +132,13 @@
#
# Compare to ground truth
#
- print 'trainsize ' + str(trainsize)
+ print('trainsize ' + str(trainsize))
Ytruth = Y[-trainsize:]
- print 'Ytruth.shape ' + str(Ytruth.shape)
+ print('Ytruth.shape ' + str(Ytruth.shape))
Xtest = dataX[-trainsize:,:]
- print 'Xtest.shape ' + str(Xtest.shape)
+ print('Xtest.shape ' + str(Xtest.shape))
Ytest = learner.query(Xtest) # to check every point
- print 'Ytest.shape ' + str(Ytest.shape)
+ print('Ytest.shape ' + str(Ytest.shape))
plt.clf()
plt.scatter(Ytruth,Ytest,edgecolors='none')
@@ -148,7 +148,7 @@
plt.ylabel('Estimated')
savefig("scatterdata.png", format='png')
- print corrcoef(Ytruth,Ytest)
+ print(corrcoef(Ytruth,Ytest))
if __name__ == '__main__':
main()
--- ./QSTK/qstktools/YahooDataPull.py (original)
+++ ./QSTK/qstktools/YahooDataPull.py (refactored)
@@ -2,8 +2,8 @@
Pulling Yahoo CSV Data
'''
-import urllib2
-import urllib
+import urllib.request, urllib.error, urllib.parse
+import urllib.request, urllib.parse, urllib.error
import datetime
import os
import QSTK.qstkutil.DataAccess as da
@@ -35,9 +35,9 @@
# print "Getting {0}".format(symbol)
try:
- params = urllib.urlencode ({'a':0, 'b':1, 'c':2000, 'd':_now.month-1, 'e':_now.day, 'f':_now.year, 's': symbol})
+ params = urllib.parse.urlencode ({'a':0, 'b':1, 'c':2000, 'd':_now.month-1, 'e':_now.day, 'f':_now.year, 's': symbol})
url = "http://ichart.finance.yahoo.com/table.csv?%s" % params
- url_get = urllib2.urlopen(url)
+ url_get = urllib.request.urlopen(url)
header = url_get.readline()
symbol_data.append (url_get.readline())
@@ -58,16 +58,16 @@
f.close()
- except urllib2.HTTPError:
+ except urllib.error.HTTPError:
miss_ctr += 1
ls_missed_syms.append(symbol_name)
- print "Unable to fetch data for stock: {0} at {1}".format(symbol_name, url)
- except urllib2.URLError:
+ print("Unable to fetch data for stock: {0} at {1}".format(symbol_name, url))
+ except urllib.error.URLError:
miss_ctr += 1
ls_missed_syms.append(symbol_name)
- print "URL Error for stock: {0} at {1}".format(symbol_name, url)
+ print("URL Error for stock: {0} at {1}".format(symbol_name, url))
- print "All done. Got {0} stocks. Could not get {1}".format(len(ls_symbols) - miss_ctr, miss_ctr)
+ print("All done. Got {0} stocks. Could not get {1}".format(len(ls_symbols) - miss_ctr, miss_ctr))
return ls_missed_syms
--- ./QSTK/qstktools/csv2fund.py (original)
+++ ./QSTK/qstktools/csv2fund.py (refactored)
@@ -78,7 +78,7 @@
#first pass
reader=csv.reader(open(filename,'rU'), delimiter=',')
- reader.next()
+ next(reader)
prev=0
first=1
diffs=[]
@@ -256,7 +256,7 @@
@return commissions : value of slippage over the csv time
"""
reader=csv.reader(open(filename,'rU'), delimiter=',')
- reader.next()
+ next(reader)
symbols=[]
dates=[]
for row in reader:
@@ -265,9 +265,9 @@
symbols.append(row[0])
if not(dp.parse(row[3]) in dates):
dates.append(dp.parse(row[3]))
- print symbols
+ print(symbols)
reader=csv.reader(open(filename,'rU'), delimiter=',')
- reader.next()
+ next(reader)
if not("_CASH" in symbols):
symbols.append("_CASH")
vals=numpy.zeros([len(dates),len(symbols)])
@@ -309,7 +309,7 @@
column_index = sorted(share_table.columns)
share_table = share_table.reindex(index=time_index, columns=column_index)
i_start_cash = share_table["_CASH"].ix[0]
- print i_start_cash
+ print(i_start_cash)
return [share_table, commissions, i_start_cash]
# def ofx2fund(filename, start_val):
@@ -408,14 +408,14 @@
if __name__ == "__main__":
filename = "Strat.csv"
plot_name = "Strategy"
- print "load csv"
+ print("load csv")
[share_table, commissions, i_start_cash] = csv2fund(filename)
- print share_table
+ print(share_table)
[fund_ts, ts_leverage] = share_table2fund(share_table)
- print "print report"
- print fund_ts
+ print("print report")
+ print(fund_ts)
report.print_stats(fund_ts, ["SPY"], plot_name, directory="./" + plot_name, commissions=commissions, i_start_cash=i_start_cash)
- print "analyze transactions"
+ print("analyze transactions")
#Generate new plot based off transactions alone
analyze_transactions(filename, plot_name, share_table, True)
- print "done"
+ print("done")
--- ./QSTK/qstktools/report.py (original)
+++ ./QSTK/qstktools/report.py (refactored)
@@ -26,7 +26,7 @@
from matplotlib import pyplot
from matplotlib import gridspec
import matplotlib.dates as mdates
-import cPickle
+import pickle
import datetime as dt
import pandas
import numpy as np
@@ -433,7 +433,7 @@
splot_dir = path.join(directory, splot)
ostream = open(sfile, "wb")
ostream.write("<pre>")
- print "writing to ", sfile
+ print("writing to ", sfile)
if type(original)==type("str"):
if type(leverage)!=type(False):
@@ -706,7 +706,7 @@
splot = "plot-%s.png" % name
splot_dir = path.join(directory, splot)
ostream = open(sfile, "wb")
- print "writing to ", sfile
+ print("writing to ", sfile)
if type(original)==type("str"):
if type(leverage)!=type(False):
@@ -842,8 +842,8 @@
lf_vals.append(get_annual_return(benchmark_close[bench_sym], years))
ls_labels.append(bench_sym)
- print lf_vals
- print ls_labels
+ print(lf_vals)
+ print(ls_labels)
ls_year_labels=[]
for i in range(0,len(years)):
ls_year_labels.append(str(years[i]))
@@ -915,7 +915,7 @@
def print_bar_chart(llf_vals, ls_fund_labels, ls_year_labels, s_filename):
llf_vals=((1,2,3),(3,2,1),(2,2,2))
amin=min(min(llf_vals))
- print amin
+ print(amin)
min_lim=0
if amin<0:
min_lim = amin
@@ -1167,7 +1167,7 @@
if(ROBUST == 1):
ANINPUT = open(sys.argv[2],"r")
- FUNDS = cPickle.load(ANINPUT)
+ FUNDS = pickle.load(ANINPUT)
generate_robust_report(FUNDS, FILENAME)
else:
FILES = sys.argv
@@ -1175,7 +1175,7 @@
FUNDS = []
for AFILE in FILES:
ANINPUT = open(AFILE,"r")
- FUND = cPickle.load(ANINPUT)
+ FUND = pickle.load(ANINPUT)
FUNDS.append(FUND)
generate_report(FUNDS, FILES, FILENAME)
--- ./QSTK/qstkutil/DataAccess.py (original)
+++ ./QSTK/qstkutil/DataAccess.py (refactored)
@@ -93,11 +93,11 @@
self.scratchdir = os.path.join(tempfile.gettempdir(), 'QSScratch')
if verbose:
- print "Scratch Directory: ", self.scratchdir
- print "Data Directory: ", self.rootdir
+ print("Scratch Directory: ", self.scratchdir)
+ print("Data Directory: ", self.rootdir)
if not os.path.isdir(self.rootdir):
- print "Data path provided is invalid"
+ print("Data path provided is invalid")
raise
if not os.path.exists(self.scratchdir):
@@ -245,7 +245,7 @@
if bIncDelist:
lsDelPaths = self.getPathOfFile( symbol, True )
if file_path == None and len(lsDelPaths) > 0:
- print 'Found delisted paths:', lsDelPaths
+ print('Found delisted paths:', lsDelPaths)
''' If we don't have a file path continue... unless we have delisted paths '''
if (type (file_path) != type ("random string")):
@@ -256,7 +256,7 @@
_file = open(file_path, "rb")
except IOError:
# If unable to read then continue. The value for this stock will be nan
- print _file
+ print(_file)
continue;
assert( not _file == None or bIncDelist == True )
@@ -264,8 +264,8 @@
if _file != None:
if (self.source==DataSource.CUSTOM) or (self.source==DataSource.YAHOO)or (self.source==DataSource.MLT):
creader = csv.reader(_file)
- row=creader.next()
- row=creader.next()
+ row=next(creader)
+ row=next(creader)
#row.pop(0)
for i, item in enumerate(row):
if i==0:
@@ -315,7 +315,7 @@
#now remove all the columns except the timestamps and one data column
if verbose:
- print self.getPathOfFile(symbol)
+ print(self.getPathOfFile(symbol))
''' Fix 1 row case by reshaping '''
if( naData.ndim == 1 ):
@@ -337,7 +337,7 @@
num_rows= temp_np.shape[0]
- symbol_ts_list = range(num_rows) # preallocate
+ symbol_ts_list = list(range(num_rows)) # preallocate
for i in range (0, num_rows):
timebase = temp_np[i][0]
@@ -460,7 +460,7 @@
# final complete filename
cachefilename = self.scratchdir + '/' + hashstr + '.pkl'
if verbose:
- print "cachefilename is: " + cachefilename
+ print("cachefilename is: " + cachefilename)
# now eather read the pkl file, or do a hardread
readfile = False # indicate that we have not yet read the file
@@ -476,7 +476,7 @@
if os.path.exists(cachefilename):
if ((dt.datetime.now() - dt.datetime.fromtimestamp(os.path.getmtime(cachefilename))) < cachestall):
if verbose:
- print "cache hit"
+ print("cache hit")
try:
cachefile = open(cachefilename, "rb")
start = time.time() # start timer
@@ -486,36 +486,36 @@
cachefile.close()
except IOError:
if verbose:
- print "error reading cache: " + cachefilename
- print "recovering..."
+ print("error reading cache: " + cachefilename)
+ print("recovering...")
except EOFError:
if verbose:
- print "error reading cache: " + cachefilename
- print "recovering..."
+ print("error reading cache: " + cachefilename)
+ print("recovering...")
if (readfile!=True):
if verbose:
- print "cache miss"
- print "beginning hardread"
+ print("cache miss")
+ print("beginning hardread")
start = time.time() # start timer
if verbose:
- print "data_item(s): " + str(data_item)
- print "symbols to read: " + str(symbol_list)
+ print("data_item(s): " + str(data_item))
+ print("symbols to read: " + str(symbol_list))
retval = self.get_data_hardread(ts_list,
symbol_list, data_item, verbose, bIncDelist)
elapsed = time.time() - start # end timer
if verbose:
- print "end hardread"
- print "saving to cache"
+ print("end hardread")
+ print("saving to cache")
try:
cachefile = open(cachefilename,"wb")
pkl.dump(retval, cachefile, -1)
- os.chmod(cachefilename,0666)
+ os.chmod(cachefilename,0o666)
except IOError:
- print "error writing cache: " + cachefilename
+ print("error writing cache: " + cachefilename)
if verbose:
- print "end saving to cache"
+ print("end saving to cache")
if verbose:
- print "reading took " + str(elapsed) + " seconds"
+ print("reading took " + str(elapsed) + " seconds")
if type(retval) == type([]):
for i, df_single in enumerate(retval):
@@ -555,7 +555,7 @@
lsPaths.sort()
return lsPaths
- print "Did not find path to " + str(symbol_name) + ". Looks like this file is missing"
+ print("Did not find path to " + str(symbol_name) + ". Looks like this file is missing")
def getPathOfCSVFile(self, symbol_name):
@@ -565,7 +565,7 @@
return (str(str(path1)+str(symbol_name)+".csv"))
#if ends
#for ends
- print "Did not find path to " + str (symbol_name)+". Looks like this file is missing"
+ print("Did not find path to " + str (symbol_name)+". Looks like this file is missing")
def get_all_symbols (self):
'''
@@ -584,9 +584,9 @@
#print str(path)
stocksAtThisPath = dircache.listdir(str(path))
#Next, throw away everything that is not a .pkl And these are our stocks!
- stocksAtThisPath = filter (lambda x:(str(x).find(str(self.fileExtensionToRemove)) > -1), stocksAtThisPath)
+ stocksAtThisPath = [x for x in stocksAtThisPath if (str(x).find(str(self.fileExtensionToRemove)) > -1)]
#Now, we remove the .pkl to get the name of the stock
- stocksAtThisPath = map(lambda x:(x.partition(str(self.fileExtensionToRemove))[0]),stocksAtThisPath)
+ stocksAtThisPath = [(x.partition(str(self.fileExtensionToRemove))[0]) for x in stocksAtThisPath]
listOfStocks.extend(stocksAtThisPath)
#for stock in stocksAtThisPath:
@@ -645,11 +645,11 @@
#Next, throw away everything that is not a .pkl And these are our stocks!
try:
- stocksAtThisPath = filter (lambda x:(str(x).find(str(self.fileExtensionToRemove)) > -1), stocksAtThisPath)
+ stocksAtThisPath = [x for x in stocksAtThisPath if (str(x).find(str(self.fileExtensionToRemove)) > -1)]
#Now, we remove the .pkl to get the name of the stock
- stocksAtThisPath = map(lambda x:(x.partition(str(self.fileExtensionToRemove))[0]),stocksAtThisPath)
+ stocksAtThisPath = [(x.partition(str(self.fileExtensionToRemove))[0]) for x in stocksAtThisPath]
except:
- print "error: no path to " + subdir
+ print("error: no path to " + subdir)
stocksAtThisPath = list()
return stocksAtThisPath
@@ -671,7 +671,7 @@
'''
if (self.source != DataSource.COMPUSTAT):
- print 'Function only valid for Compustat objects!'
+ print('Function only valid for Compustat objects!')
return []
return DataItem.COMPUSTAT
@@ -725,7 +725,7 @@
else:
retstr = "DataAccess internal error\n"
- print retstr
+ print(retstr)
return retstr
#get_sublists
@@ -737,18 +737,18 @@
# Check if GOOG is a valid symbol.
val = c_dataobj.check_symbol('GOOG')
- print "Is GOOG a valid symbol? :" , val
RefactoringTool: No changes to ./QSTK/qstkutil/fundutil.py
RefactoringTool: Refactored ./QSTK/qstkutil/qsdateutil.py
RefactoringTool: Refactored ./QSTK/qstkutil/tsutil.py
RefactoringTool: No changes to ./QSTK/qstkutil/utils.py
RefactoringTool: No changes to ./QSTK/qstkutil/tests/test_utils.py
RefactoringTool: Files that were modified:
RefactoringTool: ./ez_setup.py
RefactoringTool: ./setup.py
RefactoringTool: ./Bin/DataGenerate_SineWave.py
RefactoringTool: ./Bin/Data_CSV.py
RefactoringTool: ./Bin/converter.py
RefactoringTool: ./Bin/csvformatter.py
RefactoringTool: ./Bin/gen_nyse_dates.py
RefactoringTool: ./Bin/investors_report.py
RefactoringTool: ./Bin/sinewave_data_generator.py
RefactoringTool: ./Examples/Validation.py
RefactoringTool: ./Examples/Basic/numpy-tutorial.py
RefactoringTool: ./Examples/Basic/pandas-tutorial.py
RefactoringTool: ./Examples/Basic/tutorial1.py
RefactoringTool: ./Examples/Basic/tutorial2.py
RefactoringTool: ./Examples/Basic/tutorial3.py
RefactoringTool: ./Examples/Basic/tutorial4.py
RefactoringTool: ./Examples/Basic/tutorial5.py
RefactoringTool: ./Examples/Basic/tutorial8.py
RefactoringTool: ./Examples/DataAccess/setexample.py
RefactoringTool: ./Examples/EventProfiler/tutorial.py
RefactoringTool: ./Examples/FeatureSearch/code.py
RefactoringTool: ./Examples/FeatureSearch/functions.py
RefactoringTool: ./Examples/Features/featuretest.py
RefactoringTool: ./QSTK/__init__.py
RefactoringTool: ./QSTK/qstkfeat/__init__.py
RefactoringTool: ./QSTK/qstkfeat/classes.py
RefactoringTool: ./QSTK/qstkfeat/features.py
RefactoringTool: ./QSTK/qstkfeat/featutil.py
RefactoringTool: ./QSTK/qstklearn/1knn.py
RefactoringTool: ./QSTK/qstklearn/fastknn.py
RefactoringTool: ./QSTK/qstklearn/gendata.py
RefactoringTool: ./QSTK/qstklearn/hmm.py
RefactoringTool: ./QSTK/qstklearn/kdtknn.py
RefactoringTool: ./QSTK/qstklearn/mldiagnostics.py
RefactoringTool: ./QSTK/qstklearn/parallelknn.py
RefactoringTool: ./QSTK/qstksim/__init__.py
RefactoringTool: ./QSTK/qstksim/tradesim.py
RefactoringTool: ./QSTK/qstksim/tests/test_tradesim.py
RefactoringTool: ./QSTK/qstksim/tests/test_tradesim_SPY.py
RefactoringTool: ./QSTK/qstksim/tests/test_tradesim_SPY_Short.py
RefactoringTool: ./QSTK/qstkstrat/strategies.py
RefactoringTool: ./QSTK/qstkstudy/EventProfiler.py
RefactoringTool: ./QSTK/qstkstudy/Events.py
RefactoringTool: ./QSTK/qstkstudy/study.py
RefactoringTool: ./QSTK/qstktest/testDataAccess.py
RefactoringTool: ./QSTK/qstktest/testLearner.py
RefactoringTool: ./QSTK/qstktools/YahooDataPull.py
RefactoringTool: ./QSTK/qstktools/csv2fund.py
RefactoringTool: ./QSTK/qstktools/report.py
RefactoringTool: ./QSTK/qstkutil/DataAccess.py
RefactoringTool: ./QSTK/qstkutil/fundutil.py
RefactoringTool: ./QSTK/qstkutil/qsdateutil.py
RefactoringTool: ./QSTK/qstkutil/tsutil.py
RefactoringTool: ./QSTK/qstkutil/utils.py
RefactoringTool: ./QSTK/qstkutil/tests/test_utils.py
RefactoringTool: Warnings/messages while refactoring:
RefactoringTool: ### In file ./QSTK/qstklearn/fastknn.py ###
RefactoringTool: Line 12: absolute and local imports together
RefactoringTool: ### In file ./QSTK/qstklearn/kdtknn.py ###
RefactoringTool: Line 12: absolute and local imports together
+ print("Is GOOG a valid symbol? :" , val)
# Check if QWERTY is a valid symbol.
val = c_dataobj.check_symbol('QWERTY')
- print "Is QWERTY a valid symbol? :" , val
+ print("Is QWERTY a valid symbol? :" , val)
# Check if EBAY is part of SP5002012 list.
val = c_dataobj.check_symbol('EBAY', s_list='sp5002012')
- print "Is EBAY a valid symbol in SP5002012 list? :", val
+ print("Is EBAY a valid symbol in SP5002012 list? :", val)
# Check if GLD is part of SP5002012 after checking if GLD is a valid symbol.
val = c_dataobj.check_symbol('GLD')
- print "Is GLD a valid symbol? : ", val
+ print("Is GLD a valid symbol? : ", val)
val = c_dataobj.check_symbol('GLD', 'sp5002012')
- print "Is GLD a valid symbol in sp5002012 list? :", val
+ print("Is GLD a valid symbol in sp5002012 list? :", val)
--- ./QSTK/qstkutil/qsdateutil.py (original)
+++ ./QSTK/qstkutil/qsdateutil.py (refactored)
@@ -27,7 +27,7 @@
# filename = os.environ['QS'] + "/qstkutil/NYSE_dates.txt"
filename = os.path.join(os.path.dirname(__file__), 'NYSE_dates.txt')
except KeyError:
- print "Please be sure you have NYSE_dates.txt in the qstkutil directory"
+ print("Please be sure you have NYSE_dates.txt in the qstkutil directory")
datestxt = np.loadtxt(filename, dtype=str)
dates = []
@@ -172,8 +172,8 @@
# filename = os.environ['QS'] + "/qstkutil/NYSE_dates.txt"
filename = os.path.join(os.path.dirname(__file__), 'NYSE_dates.txt')
except KeyError:
- print "Please be sure to set the value for QS in config.sh or\n"
- print "in local.sh and then \'source local.sh\'.\n"
+ print("Please be sure to set the value for QS in config.sh or\n")
+ print("in local.sh and then \'source local.sh\'.\n")
datestxt = np.loadtxt(filename,dtype=str)
dates=[]
@@ -198,8 +198,8 @@
# filename = os.environ['QS'] + "/qstkutil/NYSE_dates.txt"
filename = os.path.join(os.path.dirname(__file__), 'NYSE_dates.txt')
except KeyError:
- print "Please be sure to set the value for QS in config.sh or\n"
- print "in local.sh and then \'source local.sh\'.\n"
+ print("Please be sure to set the value for QS in config.sh or\n")
+ print("in local.sh and then \'source local.sh\'.\n")
datestxt = np.loadtxt(filename,dtype=str)
@@ -263,7 +263,7 @@
dr_range = pd.DateRange(dt_start, dt_end,
timeRule=s_period[1:])
dr_range = np.asarray(dr_range)
- li_even = np.array(range(len(dr_range)))
+ li_even = np.array(list(range(len(dr_range))))
dr_range = dr_range[li_even[li_even % 2 == 0]]
else:
dr_range = pd.DateRange(dt_start, dt_end,
--- ./QSTK/qstkutil/tsutil.py (original)
+++ ./QSTK/qstkutil/tsutil.py (refactored)
@@ -324,8 +324,8 @@
pass
import nagint as nag
except ImportError:
- print 'Could not import NAG library'
- print 'make sure nagint.so is in your python path'
+ print('Could not import NAG library')
+ print('make sure nagint.so is in your python path')
return ([], 0, 0)
# Get number of stocks """
@@ -367,7 +367,7 @@
naReturn = nag.optPort( naConstraints, naLower, naUpper, \
naCov, naInitial, lNagDebug )
except RuntimeError:
- print 'NAG Runtime error with target: %.02lf'%(f_target)
+ print('NAG Runtime error with target: %.02lf'%(f_target))
return ( naInitial, sqrt( naCov[0][0] ) )
#return semi-junk to not mess up the rest of the plot
@@ -402,7 +402,7 @@
from cvxopt.solvers import qp, options
except ImportError:
- print 'Could not import CVX library'
+ print('Could not import CVX library')
raise
''' Get number of stocks '''
@@ -481,7 +481,7 @@
(fMin, fMax) = getRetRange(False, naLower, naUpper, naExpected, "long")
#print (fTarget, fMin, fMax)
if fTarget<fMin or fTarget>fMax:
- print "Target not possible", fTarget, fMin, fMax
+ print("Target not possible", fTarget, fMin, fMax)
b_error = True
naLower = naLower*(-1)
@@ -519,7 +519,7 @@
b_error = True
if b_error == True:
- print "Optimization not Possible"
+ print("Optimization not Possible")
na_port = naLower*-1
if sum(na_port) < 1:
if sum(naUpper) == 1:
@@ -765,7 +765,7 @@
for sStock in dmPrice.columns:
fValid = 0.0
- print sStock
+ print(sStock)
# loop through all dates """
for dtDate in dmPrice.index:
# Count null (nan/inf/etc) values """
@@ -830,7 +830,7 @@
lsRetStocks = []
# Loop until we have enough randomly selected stocks """
- llRemainingIndexes = range(0,len(lsStocks))
+ llRemainingIndexes = list(range(0,len(lsStocks)))
lsValid = None
while( len(lsRetStocks) != lNum ):
@@ -838,7 +838,7 @@
for i in range( lNum - len(lsRetStocks) ):
lRemaining = len(llRemainingIndexes)
if( lRemaining == 0 ):
- print 'Error in getRandPort: ran out of stocks'
+ print('Error in getRandPort: ran out of stocks')
return lsRetStocks
# Pick a stock and remove it from the list of remaining stocks """
+ RPM_EC=0
++ jobs -p
+ exit 0
Executing(%build): /bin/sh -e /home/iurt/rpmbuild/tmp/rpm-tmp.iLWaE7
+ umask 022
+ cd /home/iurt/rpmbuild/BUILD
+ cd QSTK-0.2.8
+ '[' 1 -eq 1 ']'
+ '[' 1 -eq 1 ']'
+ CFLAGS='-O2 -g -pipe -Wformat -Werror=format-security -Wp,-D_FORTIFY_SOURCE=2 -fstack-protector --param=ssp-buffer-size=4 -fasynchronous-unwind-tables'
+ LDFLAGS=' -Wl,--as-needed -Wl,--no-undefined -Wl,-z,relro -Wl,-O1 -Wl,--build-id -Wl,--enable-new-dtags'
+ /usr/bin/python3 setup.py build '--executable=/usr/bin/python3 -s'
running build
running build_py
creating build
creating build/lib
creating build/lib/QSTK
copying QSTK/__init__.py -> build/lib/QSTK
creating build/lib/Bin
copying Bin/sinewave_data_generator.py -> build/lib/Bin
copying Bin/investors_report.py -> build/lib/Bin
copying Bin/gen_nyse_dates.py -> build/lib/Bin
copying Bin/csvformatter.py -> build/lib/Bin
copying Bin/converter.py -> build/lib/Bin
copying Bin/Data_CSV.py -> build/lib/Bin
copying Bin/DataGenerate_SineWave.py -> build/lib/Bin
copying Bin/__init__.py -> build/lib/Bin
creating build/lib/QSTK/qstkutil
copying QSTK/qstkutil/tsutil.py -> build/lib/QSTK/qstkutil
copying QSTK/qstkutil/qsdateutil.py -> build/lib/QSTK/qstkutil
copying QSTK/qstkutil/DataAccess.py -> build/lib/QSTK/qstkutil
copying QSTK/qstkutil/__init__.py -> build/lib/QSTK/qstkutil
copying QSTK/qstkutil/fundutil.py -> build/lib/QSTK/qstkutil
copying QSTK/qstkutil/utils.py -> build/lib/QSTK/qstkutil
creating build/lib/QSTK/qstktools
copying QSTK/qstktools/report.py -> build/lib/QSTK/qstktools
copying QSTK/qstktools/csv2fund.py -> build/lib/QSTK/qstktools
copying QSTK/qstktools/YahooDataPull.py -> build/lib/QSTK/qstktools
copying QSTK/qstktools/__init__.py -> build/lib/QSTK/qstktools
creating build/lib/QSTK/qstktest
copying QSTK/qstktest/testLearner.py -> build/lib/QSTK/qstktest
copying QSTK/qstktest/testDataAccess.py -> build/lib/QSTK/qstktest
copying QSTK/qstktest/__init__.py -> build/lib/QSTK/qstktest
creating build/lib/QSTK/qstkstudy
copying QSTK/qstkstudy/study.py -> build/lib/QSTK/qstkstudy
copying QSTK/qstkstudy/Events.py -> build/lib/QSTK/qstkstudy
copying QSTK/qstkstudy/EventProfiler.py -> build/lib/QSTK/qstkstudy
copying QSTK/qstkstudy/__init__.py -> build/lib/QSTK/qstkstudy
creating build/lib/QSTK/qstkstrat
copying QSTK/qstkstrat/strategies.py -> build/lib/QSTK/qstkstrat
copying QSTK/qstkstrat/__init__.py -> build/lib/QSTK/qstkstrat
creating build/lib/QSTK/qstksim
copying QSTK/qstksim/tradesim.py -> build/lib/QSTK/qstksim
copying QSTK/qstksim/__init__.py -> build/lib/QSTK/qstksim
creating build/lib/QSTK/qstklearn
copying QSTK/qstklearn/parallelknn.py -> build/lib/QSTK/qstklearn
copying QSTK/qstklearn/mldiagnostics.py -> build/lib/QSTK/qstklearn
copying QSTK/qstklearn/kdtknn.py -> build/lib/QSTK/qstklearn
copying QSTK/qstklearn/hmm.py -> build/lib/QSTK/qstklearn
copying QSTK/qstklearn/gendata.py -> build/lib/QSTK/qstklearn
copying QSTK/qstklearn/fastknn.py -> build/lib/QSTK/qstklearn
copying QSTK/qstklearn/1knn.py -> build/lib/QSTK/qstklearn
copying QSTK/qstklearn/__init__.py -> build/lib/QSTK/qstklearn
creating build/lib/QSTK/qstkfeat
copying QSTK/qstkfeat/featutil.py -> build/lib/QSTK/qstkfeat
copying QSTK/qstkfeat/__init__.py -> build/lib/QSTK/qstkfeat
copying QSTK/qstkfeat/classes.py -> build/lib/QSTK/qstkfeat
copying QSTK/qstkfeat/features.py -> build/lib/QSTK/qstkfeat
creating build/lib/QSTK/qstkutil/tests
copying QSTK/qstkutil/tests/__init__.py -> build/lib/QSTK/qstkutil/tests
copying QSTK/qstkutil/tests/test_utils.py -> build/lib/QSTK/qstkutil/tests
creating build/lib/QSTK/qstksim/tests
copying QSTK/qstksim/tests/test_tradesim_SPY_Short.py -> build/lib/QSTK/qstksim/tests
copying QSTK/qstksim/tests/test_tradesim_SPY.py -> build/lib/QSTK/qstksim/tests
copying QSTK/qstksim/tests/test_tradesim.py -> build/lib/QSTK/qstksim/tests
copying QSTK/qstksim/tests/__init__.py -> build/lib/QSTK/qstksim/tests
running egg_info
creating QSTK.egg-info
writing QSTK.egg-info/PKG-INFO
writing dependency_links to QSTK.egg-info/dependency_links.txt
writing namespace_packages to QSTK.egg-info/namespace_packages.txt
writing requirements to QSTK.egg-info/requires.txt
writing top-level names to QSTK.egg-info/top_level.txt
writing manifest file 'QSTK.egg-info/SOURCES.txt'
reading manifest file 'QSTK.egg-info/SOURCES.txt'
reading manifest template 'MANIFEST.in'
warning: no files found matching '*' under directory 'bin'
warning: manifest_maker: MANIFEST.in, line 8: 'recursive-include' expects <dir> <pattern1> <pattern2> ...
warning: manifest_maker: MANIFEST.in, line 9: 'recursive-include' expects <dir> <pattern1> <pattern2> ...
warning: no files found matching '*' under directory 'QSData'
warning: no files found matching 'QSTK/QSData/Yahoo/*.csv''
adding license file 'LICENSE.txt'
writing manifest file 'QSTK.egg-info/SOURCES.txt'
copying QSTK/__init__.pyc -> build/lib/QSTK
creating build/lib/QSTK/QSData
creating build/lib/QSTK/QSData/Yahoo
creating build/lib/QSTK/QSData/Yahoo/Lists
copying QSTK/QSData/Yahoo/Lists/index.txt -> build/lib/QSTK/QSData/Yahoo/Lists
copying QSTK/QSData/Yahoo/Lists/sp5002008.txt -> build/lib/QSTK/QSData/Yahoo/Lists
copying QSTK/QSData/Yahoo/Lists/sp5002012.txt -> build/lib/QSTK/QSData/Yahoo/Lists
copying QSTK/qstkutil/DataAccess.py.bak -> build/lib/QSTK/qstkutil
copying QSTK/qstkutil/NYSE_dates.txt -> build/lib/QSTK/qstkutil
copying QSTK/qstkutil/graph.png -> build/lib/QSTK/qstkutil
copying QSTK/qstkutil/qsdateutil.py.bak -> build/lib/QSTK/qstkutil
copying QSTK/qstkutil/report.html -> build/lib/QSTK/qstkutil
copying QSTK/qstkutil/tsutil.py.bak -> build/lib/QSTK/qstkutil
copying QSTK/qstktools/YahooDataPull.py.bak -> build/lib/QSTK/qstktools
copying QSTK/qstktools/csv2fund.py.bak -> build/lib/QSTK/qstktools
copying QSTK/qstktools/report.py.bak -> build/lib/QSTK/qstktools
copying QSTK/qstktest/data-classification-prob.csv -> build/lib/QSTK/qstktest
copying QSTK/qstktest/data-ripple-prob.csv -> build/lib/QSTK/qstktest
copying QSTK/qstktest/testDataAccess.py.bak -> build/lib/QSTK/qstktest
copying QSTK/qstktest/testLearner.py.bak -> build/lib/QSTK/qstktest
copying QSTK/qstkstudy/EventProfiler.py.bak -> build/lib/QSTK/qstkstudy
copying QSTK/qstkstudy/Events.py.bak -> build/lib/QSTK/qstkstudy
copying QSTK/qstkstudy/sp500.txt -> build/lib/QSTK/qstkstudy
copying QSTK/qstkstudy/study.py.bak -> build/lib/QSTK/qstkstudy
copying QSTK/qstkstudy/symbol-set1.txt -> build/lib/QSTK/qstkstudy
copying QSTK/qstkstudy/symbol-set2.txt -> build/lib/QSTK/qstkstudy
copying QSTK/qstkstrat/strategies.py.bak -> build/lib/QSTK/qstkstrat
copying QSTK/qstksim/__init__.py.bak -> build/lib/QSTK/qstksim
copying QSTK/qstksim/tradesim.py.bak -> build/lib/QSTK/qstksim
copying QSTK/qstklearn/1knn.py.bak -> build/lib/QSTK/qstklearn
copying QSTK/qstklearn/fastknn.py.bak -> build/lib/QSTK/qstklearn
copying QSTK/qstklearn/gendata.py.bak -> build/lib/QSTK/qstklearn
copying QSTK/qstklearn/hmm.py.bak -> build/lib/QSTK/qstklearn
copying QSTK/qstklearn/kdtknn.py.bak -> build/lib/QSTK/qstklearn
copying QSTK/qstklearn/mldiagnostics.py.bak -> build/lib/QSTK/qstklearn
copying QSTK/qstklearn/parallelknn.py.bak -> build/lib/QSTK/qstklearn
copying QSTK/qstkfeat/__init__.py.bak -> build/lib/QSTK/qstkfeat
copying QSTK/qstkfeat/featutil.py.bak -> build/lib/QSTK/qstkfeat
copying QSTK/qstksim/tests/test_tradesim.py.bak -> build/lib/QSTK/qstksim/tests
copying QSTK/qstksim/tests/test_tradesim_SPY.py.bak -> build/lib/QSTK/qstksim/tests
copying QSTK/qstksim/tests/test_tradesim_SPY_Short.py.bak -> build/lib/QSTK/qstksim/tests
+ RPM_EC=0
++ jobs -p
+ exit 0
Executing(%install): /bin/sh -e /home/iurt/rpmbuild/tmp/rpm-tmp.Pze8px
+ umask 022
+ cd /home/iurt/rpmbuild/BUILD
+ '[' 1 -eq 1 ']'
+ '[' /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64 '!=' / ']'
+ rm -rf /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64
++ dirname /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64
+ mkdir -p /home/iurt/rpmbuild/BUILDROOT
+ mkdir /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64
+ cd QSTK-0.2.8
+ '[' 1 -eq 1 ']'
+ /usr/bin/python3 setup.py install --skip-build --root /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64
running install
/usr/lib/python3.9/site-packages/setuptools/command/install.py:34: SetuptoolsDeprecationWarning: setup.py install is deprecated. Use build and pip and other standards-based tools.
warnings.warn(
running install_lib
copying Bin/__init__.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/Bin
copying Bin/DataGenerate_SineWave.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/Bin
copying Bin/Data_CSV.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/Bin
copying Bin/converter.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/Bin
copying Bin/csvformatter.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/Bin
copying Bin/gen_nyse_dates.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/Bin
copying Bin/investors_report.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/Bin
copying Bin/sinewave_data_generator.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/Bin
Skipping installation of /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/__init__.pyc (namespace package)
Skipping installation of /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/__init__.py (namespace package)
copying QSTK/QSData/Yahoo/Lists/sp5002012.txt -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/QSData/Yahoo/Lists
copying QSTK/QSData/Yahoo/Lists/sp5002008.txt -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/QSData/Yahoo/Lists
copying QSTK/QSData/Yahoo/Lists/index.txt -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/QSData/Yahoo/Lists
copying QSTK/qstkfeat/featutil.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkfeat
copying QSTK/qstkfeat/__init__.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkfeat
copying QSTK/qstkfeat/features.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkfeat
copying QSTK/qstkfeat/classes.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkfeat
copying QSTK/qstkfeat/__init__.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkfeat
copying QSTK/qstkfeat/featutil.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkfeat
copying QSTK/qstklearn/parallelknn.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn
copying QSTK/qstklearn/mldiagnostics.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn
copying QSTK/qstklearn/kdtknn.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn
copying QSTK/qstklearn/hmm.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn
copying QSTK/qstklearn/gendata.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn
copying QSTK/qstklearn/fastknn.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn
copying QSTK/qstklearn/1knn.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn
copying QSTK/qstklearn/__init__.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn
copying QSTK/qstklearn/1knn.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn
copying QSTK/qstklearn/fastknn.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn
copying QSTK/qstklearn/gendata.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn
copying QSTK/qstklearn/hmm.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn
copying QSTK/qstklearn/kdtknn.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn
copying QSTK/qstklearn/mldiagnostics.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn
copying QSTK/qstklearn/parallelknn.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn
copying QSTK/qstksim/tradesim.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstksim
copying QSTK/qstksim/__init__.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstksim
copying QSTK/qstksim/__init__.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstksim
copying QSTK/qstksim/tradesim.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstksim
copying QSTK/qstksim/tests/test_tradesim_SPY_Short.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstksim/tests
copying QSTK/qstksim/tests/test_tradesim_SPY.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstksim/tests
copying QSTK/qstksim/tests/test_tradesim.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstksim/tests
copying QSTK/qstksim/tests/__init__.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstksim/tests
copying QSTK/qstksim/tests/test_tradesim.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstksim/tests
copying QSTK/qstksim/tests/test_tradesim_SPY.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstksim/tests
copying QSTK/qstksim/tests/test_tradesim_SPY_Short.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstksim/tests
copying QSTK/qstkstrat/strategies.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkstrat
copying QSTK/qstkstrat/__init__.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkstrat
copying QSTK/qstkstrat/strategies.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkstrat
copying QSTK/qstkstudy/symbol-set2.txt -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkstudy
copying QSTK/qstkstudy/symbol-set1.txt -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkstudy
copying QSTK/qstkstudy/study.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkstudy
copying QSTK/qstkstudy/sp500.txt -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkstudy
copying QSTK/qstkstudy/Events.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkstudy
copying QSTK/qstkstudy/EventProfiler.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkstudy
copying QSTK/qstkstudy/__init__.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkstudy
copying QSTK/qstkstudy/EventProfiler.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkstudy
copying QSTK/qstkstudy/Events.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkstudy
copying QSTK/qstkstudy/study.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkstudy
copying QSTK/qstktest/testLearner.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktest
copying QSTK/qstktest/testDataAccess.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktest
copying QSTK/qstktest/data-ripple-prob.csv -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktest
copying QSTK/qstktest/data-classification-prob.csv -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktest
copying QSTK/qstktest/__init__.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktest
copying QSTK/qstktest/testDataAccess.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktest
copying QSTK/qstktest/testLearner.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktest
copying QSTK/qstktools/report.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktools
copying QSTK/qstktools/csv2fund.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktools
copying QSTK/qstktools/YahooDataPull.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktools
copying QSTK/qstktools/__init__.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktools
copying QSTK/qstktools/YahooDataPull.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktools
copying QSTK/qstktools/csv2fund.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktools
copying QSTK/qstktools/report.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktools
copying QSTK/qstkutil/tsutil.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil
copying QSTK/qstkutil/report.html -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil
copying QSTK/qstkutil/qsdateutil.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil
copying QSTK/qstkutil/graph.png -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil
copying QSTK/qstkutil/NYSE_dates.txt -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil
copying QSTK/qstkutil/DataAccess.py.bak -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil
copying QSTK/qstkutil/utils.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil
copying QSTK/qstkutil/fundutil.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil
copying QSTK/qstkutil/__init__.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil
copying QSTK/qstkutil/DataAccess.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil
copying QSTK/qstkutil/qsdateutil.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil
copying QSTK/qstkutil/tsutil.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil
copying QSTK/qstkutil/tests/test_utils.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil/tests
copying QSTK/qstkutil/tests/__init__.py -> /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil/tests
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/Bin/__init__.py to __init__.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/Bin/DataGenerate_SineWave.py to DataGenerate_SineWave.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/Bin/Data_CSV.py to Data_CSV.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/Bin/converter.py to converter.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/Bin/csvformatter.py to csvformatter.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/Bin/gen_nyse_dates.py to gen_nyse_dates.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/Bin/investors_report.py to investors_report.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/Bin/sinewave_data_generator.py to sinewave_data_generator.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkfeat/features.py to features.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkfeat/classes.py to classes.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkfeat/__init__.py to __init__.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkfeat/featutil.py to featutil.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn/__init__.py to __init__.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn/1knn.py to 1knn.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn/fastknn.py to fastknn.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn/gendata.py to gendata.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn/hmm.py to hmm.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn/kdtknn.py to kdtknn.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn/mldiagnostics.py to mldiagnostics.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstklearn/parallelknn.py to parallelknn.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstksim/__init__.py to __init__.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstksim/tradesim.py to tradesim.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstksim/tests/__init__.py to __init__.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstksim/tests/test_tradesim.py to test_tradesim.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstksim/tests/test_tradesim_SPY.py to test_tradesim_SPY.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstksim/tests/test_tradesim_SPY_Short.py to test_tradesim_SPY_Short.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkstrat/__init__.py to __init__.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkstrat/strategies.py to strategies.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkstudy/__init__.py to __init__.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkstudy/EventProfiler.py to EventProfiler.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkstudy/Events.py to Events.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkstudy/study.py to study.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktest/__init__.py to __init__.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktest/testDataAccess.py to testDataAccess.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktest/testLearner.py to testLearner.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktools/__init__.py to __init__.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktools/YahooDataPull.py to YahooDataPull.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktools/csv2fund.py to csv2fund.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstktools/report.py to report.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil/utils.py to utils.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil/fundutil.py to fundutil.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil/__init__.py to __init__.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil/DataAccess.py to DataAccess.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil/qsdateutil.py to qsdateutil.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil/tsutil.py to tsutil.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil/tests/test_utils.py to test_utils.cpython-39.pyc
byte-compiling /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK/qstkutil/tests/__init__.py to __init__.cpython-39.pyc
running install_egg_info
running egg_info
writing QSTK.egg-info/PKG-INFO
writing dependency_links to QSTK.egg-info/dependency_links.txt
writing namespace_packages to QSTK.egg-info/namespace_packages.txt
writing requirements to QSTK.egg-info/requires.txt
writing top-level names to QSTK.egg-info/top_level.txt
reading manifest file 'QSTK.egg-info/SOURCES.txt'
reading manifest template 'MANIFEST.in'
warning: no files found matching '*' under directory 'bin'
warning: manifest_maker: MANIFEST.in, line 8: 'recursive-include' expects <dir> <pattern1> <pattern2> ...
warning: manifest_maker: MANIFEST.in, line 9: 'recursive-include' expects <dir> <pattern1> <pattern2> ...
warning: no files found matching '*' under directory 'QSData'
warning: no files found matching 'QSTK/QSData/Yahoo/*.csv''
adding license file 'LICENSE.txt'
writing manifest file 'QSTK.egg-info/SOURCES.txt'
Copying QSTK.egg-info to /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK-0.2.8-py3.9.egg-info
Installing /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9/site-packages/QSTK-0.2.8-py3.9-nspkg.pth
running install_scripts
+ mv /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64//usr/lib/python3.9/site-packages/Bin /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64//usr/lib/python3.9/site-packages/QSTK
+ /usr/bin/find-debuginfo -j8 --strict-build-id -m -i --build-id-seed 0.2.8-11.mga9 --unique-debug-suffix -0.2.8-11.mga9.aarch64 --unique-debug-src-base python-qstk-0.2.8-11.mga9.aarch64 --run-dwz --dwz-low-mem-die-limit 10000000 --dwz-max-die-limit 50000000 -S debugsourcefiles.list /home/iurt/rpmbuild/BUILD/QSTK-0.2.8
+ /usr/lib/rpm/check-buildroot
+ '[' -n '' ']'
+ /usr/share/spec-helper/clean_files
+ '[' -n '' ']'
+ /usr/share/spec-helper/compress_files .xz
+ '[' -n '' ']'
+ /usr/share/spec-helper/relink_symlinks
+ '[' -n '' ']'
+ /usr/share/spec-helper/clean_perl
+ '[' -n '' ']'
+ /usr/share/spec-helper/lib_symlinks
+ '[' -n '' ']'
+ /usr/share/spec-helper/gprintify
+ '[' -n '' ']'
+ /usr/share/spec-helper/fix_mo
+ '[' -n '' ']'
+ /usr/share/spec-helper/fix_pamd
+ '[' -n '' ']'
+ /usr/share/spec-helper/remove_info_dir
+ '[' -n '' ']'
+ /usr/share/spec-helper/fix_eol
+ '[' -n '' ']'
+ /usr/share/spec-helper/check_desktop_files
+ '[' -n '' ']'
+ /usr/share/spec-helper/check_elf_files
+ /usr/lib/rpm/brp-python-bytecompile /usr/bin/python3 1 0
Bytecompiling .py files below /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/lib/python3.9 using python3.9
+ /usr/lib/rpm/check-rpaths
+ /usr/lib/rpm/brp-remove-la-files
+ /usr/lib/rpm/redhat/brp-mangle-shebangs
Processing files: python3-qstk-0.2.8-11.mga9.noarch
Executing(%doc): /bin/sh -e /home/iurt/rpmbuild/tmp/rpm-tmp.Ly3gQb
+ umask 022
+ cd /home/iurt/rpmbuild/BUILD
+ cd QSTK-0.2.8
+ DOCDIR=/home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/share/doc/python3-qstk
+ export LC_ALL=C
+ LC_ALL=C
+ export DOCDIR
+ /usr/bin/mkdir -p /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/share/doc/python3-qstk
+ cp -pr docs/README.md /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/share/doc/python3-qstk
+ cp -pr README.md /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/share/doc/python3-qstk
+ cp -pr LICENSE.txt /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64/usr/share/doc/python3-qstk
+ RPM_EC=0
++ jobs -p
+ exit 0
warning: File listed twice: /usr/share/doc/python3-qstk/README.md
Provides: python-qstk = 0.2.8-11.mga9 python3-qstk = 0.2.8-11.mga9 python3.9-qstk = 0.2.8-11.mga9 python3.9dist(qstk) = 0.2.8 python3dist(qstk) = 0.2.8
Requires(rpmlib): rpmlib(CompressedFileNames) <= 3.0.4-1 rpmlib(FileDigests) <= 4.6.0-1 rpmlib(PayloadFilesHavePrefix) <= 4.0-1
Requires: python(abi) = 3.9 python3.9dist(matplotlib) >= 1.1 python3.9dist(numpy) >= 1.6.1 python3.9dist(pandas) >= 0.7.3 python3.9dist(python-dateutil) >= 1.5 python3.9dist(scikit-learn) >= 0.11 python3.9dist(scipy) >= 0.9
Checking for unpackaged file(s): /usr/lib/rpm/check-files /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64
Wrote: /home/iurt/rpmbuild/RPMS/noarch/python3-qstk-0.2.8-11.mga9.noarch.rpm
Executing(%clean): /bin/sh -e /home/iurt/rpmbuild/tmp/rpm-tmp.KFmbuE
+ umask 022
+ cd /home/iurt/rpmbuild/BUILD
+ cd QSTK-0.2.8
+ /usr/bin/rm -rf /home/iurt/rpmbuild/BUILDROOT/python-qstk-0.2.8-11.mga9.aarch64
+ RPM_EC=0
++ jobs -p
+ exit 0
Executing(--clean): /bin/sh -e /home/iurt/rpmbuild/tmp/rpm-tmp.CVkJzk
+ umask 022
+ cd /home/iurt/rpmbuild/BUILD
+ rm -rf QSTK-0.2.8
+ RPM_EC=0
++ jobs -p
+ exit 0
D: [iurt_root_command] Success!