mirror of
https://github.com/hanzo-apps/world.git
synced 2026-10-30 14:53:09 +00:00
Hanzo Dev
a9804de11d
A reproducible numpy/scipy reference implementation of the RRG rotation model that powers the engine. Loads a 6-month daily snapshot of the 32-symbol universe (research/data), formalises RS-Ratio / RS-Momentum and the quadrant classification, reproduces the current read and the Lux Book top-10 allocation, and backtests the rotate-out-of-Weakening / into-Improving thesis. The numpy read cross-validates the Go engine exactly (Uranium 97.4/103.1, Hyperscalers weakening 101.4/95.9, Great Rotation 0.55 WATCH). The backtest is reported as indicative on a single window, not an alpha claim. Executed notebook (rotation_model.ipynb) + percent-format source + the data snapshot + the RRG plot.
40 lines
1.8 KiB
Python
40 lines
1.8 KiB
Python
"""Snapshot 6-month daily closes for the rotation universe from Yahoo.
|
|
Stdlib-only fetch → tidy CSV (date,symbol,close). Mirrors the Go engine's
|
|
universe so the notebook works on the exact same instruments.
|
|
"""
|
|
import json, time, urllib.request, urllib.parse, csv, sys, os
|
|
|
|
UNIVERSE = ["SPY","SMH","SOXX","NVDA","AMD","AVGO","SMCI","XLK","MSFT","GOOGL","META","AMZN",
|
|
"XLE","XOP","UNG","FCG","NG=F","URA","URNM","CCJ","VST","CEG","NRG","XLU",
|
|
"XLF","XLV","XLI","XLP","XLY","XLB","XLRE","XLC"]
|
|
UA = {"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36"}
|
|
|
|
def fetch(sym):
|
|
url = "https://query1.finance.yahoo.com/v8/finance/chart/" + urllib.parse.quote(sym) + "?range=6mo&interval=1d"
|
|
req = urllib.request.Request(url, headers=UA)
|
|
with urllib.request.urlopen(req, timeout=15) as r:
|
|
d = json.load(r)
|
|
res = d["chart"]["result"][0]
|
|
ts = res["timestamp"]
|
|
close = res["indicators"]["quote"][0]["close"]
|
|
return [(t, c) for t, c in zip(ts, close) if c is not None]
|
|
|
|
def main():
|
|
rows = []
|
|
for sym in UNIVERSE:
|
|
for attempt in range(3):
|
|
try:
|
|
for t, c in fetch(sym):
|
|
rows.append((time.strftime("%Y-%m-%d", time.gmtime(t)), sym, round(c, 4)))
|
|
print(f" {sym}: ok", file=sys.stderr); break
|
|
except Exception as e:
|
|
print(f" {sym}: retry {attempt} ({e})", file=sys.stderr); time.sleep(1.5)
|
|
time.sleep(0.15)
|
|
out = os.path.join(os.path.dirname(__file__), "closes.csv")
|
|
with open(out, "w", newline="") as f:
|
|
w = csv.writer(f); w.writerow(["date","symbol","close"]); w.writerows(rows)
|
|
print(f"wrote {len(rows)} rows for {len(set(r[1] for r in rows))} symbols -> {out}", file=sys.stderr)
|
|
|
|
if __name__ == "__main__":
|
|
main()
|