compose_symphony_parser

a text parser that will attempt to export a text encoded composer symphony, to whatever text endpoint you want

Requirements

Use python3.

pip3 install -r requirements.txt

Usage

python3 parser.py -i infile -o outfile -m quantconnect saves quantconnect parsed output to "outfile"

python3 ./parser.py -i inputs/simple.edn -m vector prints vectorbt output to screen

python3 parser.py -i infile will just print human readable output to the screen

python3 ./parser.py -m vector -i https://app.composer.trade/symphony/PdgUAAy4GmEQvGyKsYZt/details -u will print a vectorbt formatted output, will download a symphony directly from composer

python3 ./parser.py -m human -u -i https://app.composer.trade/symphony/PdgUAAy4GmEQvGyKsYZt/details -p prints a human formatted output, download the json formatted edn_encoded symphony directly from composer, AND all symphony parents, printing them directly to the screen

python3 ./parser.py -m human -p -u -b -i inputs/bulk_symphonies.txt prints a human formatted output, download the json formatted edn_encoded symphony directly from composer, all symphony parents, printing them directly to the screen, AND reads the text file which contains a list of urls which it bulk reads from. can be urls or a list of local file paths for json encoded edn files.

infile: the file that contains the text encoded symphony

you can now use the -u option when specifying an infile. This will cause it to treat the infile as a symphony url and it will then pull the data down from composer.

outfile: the file you want the parsed output to go to quantconnect: the output mode style eventual, hopeful, supported output style modes: quantconnect, vectorbt, tradingview, thinkscript

in order for an output style to be supported, it does not have to be 100% complete. it can only be 10% complete to be supported. as long as it helps someone convert the original text, and get them closer from the original encoded text, to the "Other" system, then its a nice, good conversion.

to get the backtesting syntax:

"in your composer page, before you change a date on the backtesting graph, and cause the webpage to do another backtest, have the inspect tool open, and on the network tab, so it's monitoring your network traffic. change the date. this will send a request to the backend. as it's monitoring your networking graph, it will endcode the symphony on the page in text, and you should be able to find it in one of those."

sample composer syntax as of 10-18

[{:id "a6cea29d-15a3-48d6-900a-e8570fdef804", :step :wt-cash-equal, :children [{:id "d4ece5ac-9a5f-4f50-86ee-f2ca82a5b31e", :step :if, :children [{:children [{:id "4fcf1c2a-e747-413f-b3b3-75c6004c791b", :step :wt-cash-equal, :children [{:id "4a465370-bd84-493a-b4e1-cedc27e00cae", :step :if, :children [{:children [{:id "c7303d3f-3a51-422f-ac91-9b349ab798a0", :step :group, :name "Overbought S&P. Sell the rip. Buy volatility", :children [{:step :wt-cash-equal, :id "5b7f5cdf-4611-4aa2-b277-e03b1fc87a70", :children [{:select? true, :children [{:name "ProShares Ultra VIX Short-Term Futures ETF", :ticker "UVXY", :has_marketcap false, :id "c82bef09-9dd6-498f-aa54-b1920bd52fed", :exchange "BATS", :price 11.45, :step :asset, :dollar_volume 453424499.84999996} {:name "ProShares VIX Short-Term Futures ETF", :ticker "VIXY", :has_marketcap false, :id "57f4b706-3cca-4e06-895e-7f435bae9c3a", :exchange "BATS", :price 15.84, :step :asset, :dollar_volume 149119153.92}], :select-fn :bottom, :select-n "1", :sort-by-fn :relative-strength-index, :sort-by-window-days "13", :weight {:num "80", :den 100}, :id "d74aeaea-5b9d-44b5-a0eb-61c60d9532e8", :sort-by? true, :collapsed-specified-weight? false, :step :filter}]}], :collapsed? false}], :is-else-condition? false, :rhs-fixed-value? true, :lhs-fn :relative-strength-index, :lhs-window-days "7", :lhs-val "SPY", :id "0cb24ab6-f9b2-4a6a-9a14-9a87d9839400", :comparator :gt, :rhs-val "76", :step :if-child} {:id "9d8b558a-0a21-48e4-952c-b1014ba700cd", :step :if-child, :is-else-condition? true, :children [{:id "3698f968-4859-45db-8a2d-83d332e41141", :step :wt-cash-equal, :children [{:name "Direxion Daily Semiconductor Bull 3x Shares", :ticker "SOXL", :has_marketcap false, :id "3bd5e2c3-ef00-463d-8eb5-f88fb765460d", :exchange "ARCX", :price 11.19, :step :asset, :dollar_volume 1275587444.04}]}]}]}]}], :rhs-fn :relative-strength-index, :is-else-condition? false, :rhs-fixed-value? false, :lhs-fn :relative-strength-index, :rhs-window-days "5", :lhs-window-days "5", :lhs-val "BIL", :id "9da13422-9cb9-4b01-a3be-64edff9d95e3", :comparator :lt, :rhs-val "BND", :step :if-child} {:id "03f583d0-5608-4618-ba12-c3dff9db75fb", :step :if-child, :is-else-condition? true, :children [{:id "7902f025-3e45-4d12-9722-3a587b006e5d", :step :wt-cash-equal, :children [{:id "91c6e86e-cafd-4547-b371-b0adc0647062", :step :if, :children [{:children [{:id "1a18804f-596c-4979-b968-59862f10eb57", :step :group, :name "Extremely oversold S&P (low RSI). Double check with bond mkt before going long", :children [{:step :wt-cash-equal, :id "0edc12db-a440-4edb-8f23-84d4979434ac", :children [{:id "4e49579c-4407-4ae7-ae74-8eeb1f86d536", :step :if, :children [{:children [{:name "Direxion Daily Semiconductor Bear 3x Shares", :ticker "SOXS", :has_marketcap false, :id "c4f5b6e2-912b-4e6b-8f7c-6a265a1c0799", :exchange "ARCX", :price 53.72, :step :asset, :dollar_volume 871353441.6}], :rhs-fn :relative-strength-index, :is-else-condition? false, :lhs-fn :relative-strength-index, :rhs-window-days "10", :lhs-window-days "10", :lhs-val "SHY", :id "6fcc22ec-8814-4be5-9cab-afd724c57096", :comparator :lte, :rhs-val "HIBL", :step :if-child} {:id "93d72d2b-b677-419e-a1f3-d30820a1691c", :step :if-child, :is-else-condition? true, :children [{:name "Direxion Daily Semiconductor Bull 3x Shares", :ticker "SOXL", :has_marketcap false, :id "ef524e04-ef23-473d-a402-bfc070088725", :exchange "ARCX", :price 11.19, :step :asset, :dollar_volume 1275587444.04, :children-count 0}]}]}]}], :collapsed? false}], :is-else-condition? false, :rhs-fixed-value? true, :lhs-fn :relative-strength-index, :lhs-window-days "7", :lhs-val "SPY", :id "3e9c24d0-5a75-47c5-ae3a-59aade04e5d4", :comparator :lt, :rhs-val "27", :step :if-child} {:id "aca26a7c-582e-4d90-9a30-16c01f15f38e", :step :if-child, :is-else-condition? true, :children [{:id "66224477-e983-4217-bea1-8a2ca8f221d1", :step :wt-cash-equal, :children [{:select? true, :children [{:name "Direxion Daily Semiconductor Bear 3x Shares", :ticker "SOXS", :has_marketcap false, :id "28b17b5d-af5c-4d9e-8b02-0c757734d8c9", :exchange "ARCX", :price 69.73, :step :asset, :dollar_volume 1365590855.67} {:name "WisdomTree Bloomberg US Dollar Bullish Fund", :ticker "USDU", :has_marketcap false, :id "a3d73f2a-e7a3-4c86-aacf-d3212c5759fb", :exchange "ARCX", :price 29.98, :step :asset, :dollar_volume 3695124.94, :children-count 0}], :select-fn :bottom, :select-n "1", :sort-by-fn :relative-strength-index, :sort-by-window-days "7", :id "36a95a02-701f-4dc0-91a7-2d4f205b544e", :sort-by? true, :step :filter}]}]}]}]}]}]}], :window-days "3"}]}, :ticker-benchmarks [{:color "#F6609F", :id "SPY", :checked? true, :type :ticker, :ticker "SPY"}]}"

it's the EDN-format!!!

https://github.com/edn-format/edn

TODO:

compare changes from parent/child
- difflib.unified_diff
- print said/show changes
add line numbers to printed symphonys for easier discussion

nayshins / compose_symphony_parser Goto Github PK