stress.py

from copy import deepcopy
from operator import add

import re


__author__ = 'andriod'


def point_tweak(collection, curve, date, operation, amount):
    path = [x for x in re.split("[\.[\]]", curve) if x]
    collection = deepcopy(collection)
    curr = collection
    for element in path:
        curr = curr[element]
    curr[date] = operation(curr[date], amount)
    return collection


def step_tweak(collection, curve, start_date, end_date, operation, amount):
    path = [x for x in re.split("[\.[\]]", curve) if x]
    collection = deepcopy(collection)
    curr = collection
    for element in path:
        curr = curr[element]
    curr[start_date:end_date] = curr[start_date:end_date].apply(operation, args=(amount,))
    return collection


if __name__ == "__main__":
    from data_access import get_dummy

    dummyCollection = get_dummy("test")
    baseVol = dummyCollection['fx']["usd_eur"]['High (est)']['2010-05-14']
    tweakedCollection = point_tweak(dummyCollection, 'fx.usd_eur.High (est)', '2010-05-14', add, .001)
    tweakedVol = tweakedCollection['fx']["usd_eur"]['High (est)']['2010-05-14']
    print(baseVol, tweakedVol)
    print(repr(tweakedCollection))