Greg Pomerantz
81ef602d52
- Fund Lab tab: CEF tax-arb shortlist table (char actual-vs-model, discount, 5y return/vol, scenario hits, tenders, score) built from cef_character.json + cef_annual.json. - fundlab/server_watchdog.sh: relaunches Streamlit on :8599 if the health endpoint stops answering (the old watchdog only covered the overnight screen and had exited). - fundlab/cef_universe_run.py: resumable batch extending per-share verification to all 295 CEFs -> cef_annual_all.json.
76 lines
2.6 KiB
Python
76 lines
2.6 KiB
Python
"""Extend per-share verification to the FULL CEF universe (295 tickers).
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The 50-fund shortlist run (fundlab.cef_annual) wrote fundlab/cef_annual.json.
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This batch runs the same analyze() over every ticker in
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fundlab/cef_universe.json and writes fundlab/cef_annual_all.json —
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incrementally, so a killed run resumes by re-running this script (cached
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funds are skipped, as are those already in the output file).
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Usage:
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.venv/bin/python -m fundlab.cef_universe_run # all, resumable
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.venv/bin/python -m fundlab.cef_universe_run --retry-err # redo failed ones
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"""
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from __future__ import annotations
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import json
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import sys
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import time
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from pathlib import Path
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from fundlab.cef_annual import (CACHE, analyze, character_score,
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current_nav_discount)
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HERE = Path(__file__).parent
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UNIVERSE = HERE / "cef_universe.json"
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OUT = HERE / "cef_annual_all.json"
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LOG = HERE / "cef_universe_run.log"
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def log(msg: str) -> None:
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line = f"[{time.strftime('%Y-%m-%d %H:%M:%S')}] {msg}"
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print(line, flush=True)
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with LOG.open("a") as f:
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f.write(line + "\n")
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def run(retry_err: bool = False) -> dict:
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uni = json.loads(UNIVERSE.read_text())
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prev: dict = {}
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if OUT.exists():
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prev = json.loads(OUT.read_text())
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todo = []
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for s in sorted(uni):
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p = prev.get(s)
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if p is None or (retry_err and "error" in p):
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todo.append(s)
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log(f"universe={len(uni)} done={len(uni) - len(todo)} todo={len(todo)}"
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+ (" [retry-err]" if retry_err else ""))
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res = dict(prev)
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for i, s in enumerate(todo, 1):
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u = uni[s]
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cik = int(u.get("cik", 0))
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try:
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a = analyze(s, cik)
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except Exception as e: # noqa: BLE001 - batch must not die
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a = {"sym": s, "error": f"analyze exception: {e}"}
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a["char_actual"] = (round(character_score(a, u.get("name", "")), 2)
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if "share_div" in a else None)
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if "nav_end" in a:
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d = current_nav_discount(a)
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a["disc_now_approx"] = round(d, 4) if d is not None else None
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res[s] = a
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if "share_div" in a:
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log(f"{i:3}/{len(todo)} {s:7} div {a['share_div']:.0%} "
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f"gain {a['share_gains']:.0%} roc {a['share_roc']:.0%} "
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f"char={a['char_actual']}")
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else:
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log(f"{i:3}/{len(todo)} {s:7} -- {a.get('error', 'no data')}")
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OUT.write_text(json.dumps(res, indent=1, default=str))
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log(f"done: parsed={sum(1 for v in res.values() if 'share_div' in v)} "
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f"of {len(res)}")
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return res
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if __name__ == "__main__":
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run(retry_err="--retry-err" in sys.argv)
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