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bfcbfa356a final delivery, flake OK 2025-04-01 17:52:33 +02:00
fabf2cf56d working solution 2025-04-01 12:58:16 +02:00
6 changed files with 2268 additions and 53 deletions

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Actions #,Coût par action (en euros),Bénéfice (après 2 ans)
Action-1,20,5%
Action-2,30,10%
Action-3,50,15%
Action-4,70,20%
Action-5,60,17%
Action-6,80,25%
Action-7,22,7%
Action-8,26,11%
Action-9,48,13%
Action-10,34,27%
Action-11,42,17%
Action-12,110,9%
Action-13,38,23%
Action-14,14,1%
Action-15,18,3%
Action-16,8,8%
Action-17,4,12%
Action-18,10,14%
Action-19,24,21%
Action-20,114,18%
1 Actions # Coût par action (en euros) Bénéfice (après 2 ans)
2 Action-1 20 5%
3 Action-2 30 10%
4 Action-3 50 15%
5 Action-4 70 20%
6 Action-5 60 17%
7 Action-6 80 25%
8 Action-7 22 7%
9 Action-8 26 11%
10 Action-9 48 13%
11 Action-10 34 27%
12 Action-11 42 17%
13 Action-12 110 9%
14 Action-13 38 23%
15 Action-14 14 1%
16 Action-15 18 3%
17 Action-16 8 8%
18 Action-17 4 12%
19 Action-18 10 14%
20 Action-19 24 21%
21 Action-20 114 18%

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README.md Normal file
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# AlgoInvest&Trade
Déterminer un choix optimal d'actions caractérisées par un coût et un rendement, en fonction d'un coût maximum pour un profit maximal
## Introduction
Ces instructions vous permettent de :
- récupérer le programme,
- d'installer l'environnement nécessaire à son exécution,
- de l'exécuter,
- d'en connaitre le résultat
### Pré-requis
```
paquets : python 3.11, python3.11-venv, git
modules : csv
```
### Installation
1. créer l'environnement virtuel :
```
python3.11 -m venv env
source env/bin/activate
```
2. cloner le dépôt :
```
git clone https://mcstn.fr/gitea/Yann/Projet7.git
```
## Exécution
Pour l'algorithme bruteforce sur le dataset0,
exécuter la commande :
```
python3 bruteforce.py
```
Pour l'algorithme de DP, executer la commande :
```
python3 optimized.py
```
## Résultat
Optimized traite par défaut les datasets 1 et 2;
Décommenter la ligne du dataset0 dans le main() si besoin
```
$ time python optimized.py
DATASET 1
Cost: 499.43 €
Profit: 196.84 €
Shares : ['Share-HITN', 'Share-GRUT']
DATASET 2
Cost: 497.67 €
Profit: 194.90 €
Shares : ['Share-GEBJ', 'Share-LFXB', 'Share-FWBE', 'Share-PLLK', 'Share-ZKSN', 'Share-ZOFA', 'Share-PATS', 'Share-DWSK', 'Share-ALIY', 'Share-ECAQ', 'Share-FAPS', 'Share-JGTW', 'Share-QLWT', 'Share-OPBR', 'Share-ANFX', 'Share-IJFT', 'Share-JWGF']
real 0m0,852s
user 0m0,832s
sys 0m0,018s
```
## Auteur
Yann <yann@needsome.coffee>
## License
N/A

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import csv
def powerset(itemList):
result = [[]]
for item in itemList:
newsubsets = [subset + [item] for subset in result]
result.extend(newsubsets)
return result
MAX_COST = 500
FILE = "Liste+dactions+-+P7+Python+-+Feuille+1.csv"
def listFromFile(csv_file):
"""
@@ -22,61 +17,71 @@ def listFromFile(csv_file):
liste.pop(0)
for item in liste:
item[1] = int(item[1])
item[2] = float(item[2].strip("%"))
item[2] = item[1] * float(item[2].strip("%")) / 100
return liste
def splitActions(actionList):
"""
split list in two parts, just in case we need to divide the operation for
more efficiency
returns a tuple with two lists
"""
liste1 = []
liste2 = []
for i in range(len(actionList)):
if (i < 10):
liste1.append(actionList[i])
if (i >= 10):
liste2.append(actionList[i])
return (liste1, liste2)
def selectActions(actionList, max):
def powerset(itemList):
"""
:param actionList: takes a list of combinations and a max
:return: a list of selected combinations where cost is under max
Generate every subset (combination) for a given list
:param itemList: a list of items
:return: a list of combinations(lists)
"""
result = [[]]
for item in itemList:
newsubsets = [subset + [item] for subset in result]
result.extend(newsubsets)
return result
def transformData(dataset):
"""
Transform in a list of dict with computed values as gain, ratio
Sorted by gain
:param dataset: list of items
:return: a sorted list of dict
"""
tmpset = [{'nom': x[0], 'cout': x[1],
'rendement': x[2],
'gain': x[1] * x[2] / 100,
'ratio1': x[2] / x[1],
'ratio2': (x[1] * x[2] / 100) / x[1]}
for x in dataset if x[1] > 0.0 and x[2] > 0.0]
return sorted(tmpset, key=lambda x: x['gain'], reverse=True)
def selectActions(actionList, maximal_cost):
"""
select combination corresponding to max cost
:param actionList: list of combinations
:param maximal_cost: maximal cost
:return: a list of selected items
"""
best = []
best2 = []
for i in actionList:
cout = 0
rendement = 0
cost = 0
gain = 0
for action in i:
cout += action[1]
rendement += action[2]
if cout < int(max):
best.append((rendement, cout, i))
best2.append(i)
return best, best2
cost += action[1]
gain += action[2]
if cost < int(maximal_cost):
best.append((gain, cost, i))
sortedBest = sorted(best, key=lambda k: k[0], reverse=True)
return sortedBest.pop(0)
actions = listFromFile("/home/b/Documents/OCR/projet7/actions.csv")
powerActions = powerset(actions)
selectedActions, selected = selectActions(powerActions, 500)
print("Longueur de la liste d'actions:", len(actions))
print("Nb de combinaisons:", len(powerActions))
print("Nb de combinaisons au cout inferieur à 500:", len(selectedActions))
def main():
actions = listFromFile(FILE)
power_actions = powerset(actions)
selected_actions = selectActions(power_actions, MAX_COST)
# tri des actions sur le rendement
best_sorted = sorted(selectedActions, key=lambda k: k[0], reverse=True)
best2 = sort(selected, key=lambda k:[])
#print("\nfive last sorted :")
#for i in range(len(best_sorted)-1, len(best_sorted)-10, -1):
# print("set", i, ":", best_sorted[i])
#print(f"Rendement: {sum(x[2][1] * x[2][2]/100 for x in best_sorted[0])}")
print(selected[1])
print("Meilleur rendement:", best_sorted[0][0], "%")
print("Actions sélectionnées:")
for action in best_sorted[0][2]:
print(f"Nom: {action[0]}, Cout: {action[1]}, Rendement: {action[2]}%")
print("Cost:", selected_actions[1], "")
print("Profit: %.2f" % selected_actions[0])
print(f"Shares: {[x[0] for x in selected_actions[2]]}")
if __name__ == '__main__':
main()

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dataset2_Python+P7.csv Normal file

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import csv
MAX_COST = 500
DATASET1 = "dataset1_Python+P7.csv"
DATASET2 = "dataset2_Python+P7.csv"
DATASET0 = "Liste+dactions+-+P7+Python+-+Feuille+1.csv"
def listFromFile(csv_file):
"""
Extract and format data from file(csv)
:param csv_file: full path
:return: a list of items
"""
liste = []
with open(csv_file) as file:
data = csv.reader(file)
for i in data:
liste.append(i)
liste.pop(0)
for item in liste:
item[1] = float(item[1])
if item[2][-1] == "%":
item[2] = item[2].strip("%")
item[2] = float(item[2])
return liste
def transformData(dataset):
"""
Transform in a list of dict with computed values as gain, ratio
Sorted by gain
:param dataset: list of items
:return: a sorted list of dict
"""
tmpset = [{'nom': x[0], 'cout': x[1],
'rendement': x[2],
'gain': x[1] * x[2] / 100,
'ratio1': x[2] / x[1],
'ratio2': (x[1] * x[2] / 100) / x[1]}
for x in dataset if x[1] > 0.0 and x[2] > 0.0]
return sorted(tmpset, key=lambda x: x['gain'], reverse=True)
def get_results(filepath, maximum, nbr):
"""
load, transform data then run the algorithm and print results
:param filepath: full path to csv
:param maximum: maximum cost
:param nbr: set number
:return: print results
"""
action_list = transformData(listFromFile(filepath))
maximum_gain, selection = sacADosFloat(action_list, maximum)
print("\nDATASET", nbr)
print(f"Cost: {sum(x['cout'] for x in selection):.2f}")
print("Profit: %.2f" % maximum_gain)
print(f"Shares : {[x['nom'] for x in selection]}")
def sacADosFloat(actions, maximum_cost):
"""
Use dynamic approach
:param actions: a list of dict with minimum key as cost and gain
:param maximum_cost: the constraint, our max cost
:return: maximum gain: int, selected items: list
"""
n = len(actions)
table = [[0.0 for x in range(int(maximum_cost) + 1)] for x in range(n + 1)]
# Dynamic programing table
for i in range(n + 1):
for w in range(int(maximum_cost) + 1):
if i == 0 or w == 0:
table[i][w] = 0.0
elif actions[i-1]['cout'] <= w:
table[i][w] = (
max(
actions[i-1]['gain'] +
table[i-1][int(w-actions[i-1]['cout'])],
table[i-1][w]
)
)
else:
table[i][w] = table[i-1][w]
# Selection
w = maximum_cost
selected_actions = []
for i in range(n, 0, -1):
if table[i][int(w)] != table[i-1][int(w)]:
selected_actions.append(actions[i-1])
w -= actions[i-1]['cout']
return table[n][int(maximum_cost)], selected_actions
def main():
# get_results(DATASET0, MAX_COST, 0)
get_results(DATASET1, MAX_COST, 1)
get_results(DATASET2, MAX_COST, 2)
if __name__ == '__main__':
main()