Minggu, 24 November 2013

[smf_addin] Digest Number 2871

10 New Messages

Digest #2871

Messages

Sat Nov 23, 2013 7:58 am (PST) . Posted by:

dcharlotte99


Gurufocus does not seem to list Capital Expenditures on its 10-Yr Financial pages. CapEx should be on the Cash Flow statement under Investing activities.


Their definitions have a 'Cash Flow for Capital Expenditures' but this value is not on the Cash Flow statement. All they have is Purchase/Sale of Equipment and Purchase/Sale of Business along with a few other investing items, but these are not CapEx.


What am I missing here?


Sat Nov 23, 2013 8:05 am (PST) . Posted by:

"Randy Harmelink" rharmelink

Isn't that the "CPEX" row?

On Sat, Nov 23, 2013 at 8:58 AM, <dcharlotte99@yahoo.com> wrote:

> Gurufocus does not seem to list Capital Expenditures on its 10-Yr
> Financial pages. CapEx should be on the Cash Flow statement under
> Investing activities.
>
> Their definitions have a 'Cash Flow for Capital Expenditures&#39; but this
> value is not on the Cash Flow statement. All they have is Purchase/Sale of
> Equipment and Purchase/Sale of Business along with a few other investing
> items, but these are not CapEx.
>
> What am I missing here?
>

Sat Nov 23, 2013 8:10 am (PST) . Posted by:

hamishthedenizen

Purchase of Property Plant and Equipment (PP&E) is Capex. To be more accurate, you should probably net it against Sales of PP&E. There's an argument for including Intangibles purchase and sales to capture software investment too, though it could also be an acquisition.


---In smf_addin@yahoogroups.com, <dcharlotte99@...> wrote:

Gurufocus does not seem to list Capital Expenditures on its 10-Yr Financial pages. CapEx should be on the Cash Flow statement under Investing activities.


Their definitions have a 'Cash Flow for Capital Expenditures&#39; but this value is not on the Cash Flow statement. All they have is Purchase/Sale of Equipment and Purchase/Sale of Business along with a few other investing items, but these are not CapEx.


What am I missing here?




Sat Nov 23, 2013 8:14 am (PST) . Posted by:

hamishthedenizen

I updated the GuruFocus 10 Year model to fix some bugs that had been raised. It is now labelled "Non-Financials"

I also uploaded a second version "All Types" to allow work on Banks and Insurance companies. Since financials report different data, this required the row titles to be dynamically read as well as the data (row titles were fixed on the old version). It should also help with the issue of GuruFocus occasionally renaming the rows and screwing up the old model. It makes it a little harder to do calculations that reference the data, but nothing that VLOOKUP can't handle for us.


As usual, I've probably missed a few bugs and errors, so please check it and let me know if there are fixes/formatting/new data required.

Sat Nov 23, 2013 8:38 am (PST) . Posted by:

udelfb92

I do not have a baby version of the SMF in PHP but I do use Python to create some of the same functionality.


Pandas is an add-on library to the basic python structure and was developed by a quant finance guy. Pandas has a structure called a dataframe (which acts like a table or spreadsheet) and quickly allows you to manipulate data including creating pivot tables with one line of code. Also, Pandas includes an API to download historical Yahoo quotes. The following module imports the stock prices for Coca-Cola for the past few years and prints the last 100 days of the adjusted close.


import pandas.io.data as web
import pandas as datetime



start = datetime.datetime(2010,1,1)
end = datetime.datetime(2013,11,22)


histquote = web.DataReader("KO", 'yahoo&#39;, start,end)


print histquote["Adj Close"][-100:]


I hope this helps.


Danny


---In smf_addin@yahoogroups.com, <rex@...> wrote:

PeteA <optionzz@... mailto:optionzz@...> [2013-11-22 15:44]:
> Good question (why php instead of R).
>
> Well, I spent a LOT of hours on R I find it very awkward to build any
> sort of system that is accessed by lots of folks.

Building a system that is accessed by large numbers of people doesn't
sound like the Pete I know. Have you changed your spots? ;)

> Mostly, I can't see how to run it on a commercial server to do what I
> need.

http://www.louisaslett.com/RStudio_AMI/ http://www.louisaslett.com/RStudio_AMI/

http://blog.yhathq.com/posts/r-in-the-cloud-part-1.html http://blog.yhathq.com/posts/r-in-the-cloud-part-1.html

So it's certainly possible, but it's not clear to me that it's
necessary. What _do_ you need, exactly?

> Php is easy for that, and free from my provider.

I don't know of any webhosts that provide free R, but it's not clear
to me that you need one. Do you have some new project in mind?

> I've already built two
> working versions of TtP-S Alert service components. The second in
> response to a request from a TtP-S partner. (php is piece of cake easy
> (except for the dumb line terminator a ";" which I constantly forget J.)
>
>
> Part 1 is completely autonomous (sample:
> [2]http://www.ttp-s.com/php/ttpBuyDayR.php) http://www.ttp-s.com/php/ttpBuyDayR.php). It runs on the server and is
> accessed by a url, getting its own data from YAHOO as needed; and
> refreshing every nMinutes, changing to green when conditions for a buy are
> met.

But that's just a dynamic page that can be updated remotely w/o
running R on the server that serves the page. If you run a local box
during market hours it could update the page.

> Part 2 r is a hybrid (sample: [3]http://www.ttp-s.com/php/RSI.php) http://www.ttp-s.com/php/RSI.php), where
> an automated process runs on my local machine, extracts a bunch of data I
> already collect for my investment system operations, and ftp's it as a
> .csv on the server, which is accessed by a php module when requested by
> the investor.

Of course this hybrid approach could be done via R on the local box as
well. If the hybrid is not enough, a pure R approach would be to use
Shiny on the server.

http://www.rstudio.com/shiny/ http://www.rstudio.com/shiny/

Since I run my own server, Shiny is easy to use. If you don't want
to run a server, RStudio will be offering commercial hosting and has
an open (free) beta now.

http://www.rstudio.com/shiny/ http://www.rstudio.com/shiny/

The support list is very active.

> I'd be curious as to how you might approach either one in R and make it
> available to up to several thousand folks at any given time. (NOT quite
> the problem of the ACA's web site J )

I've never run anything that is popular enough for bandwidth to be a
concern, plus I've run my own server since (at least) 2004, so I have
very limited experience installing stuff on commercial web hosts (I
installed MediaWiki on a web host that didn't offer it, and that's it).

But I still don't know what your needs are. Your TtP-S is, IMO, more
suited to alerts pushed to clients than it is to a web page that
people need to monitor. Do you foresee thousands of people frequently
visiting your web site to see if the indicator has turned green? Who
is likely to do that? Thousands of people? Or are you thinking of
offering some new service?

As we've discussed via email, your TtP-S is almost ideally suited to
an ATS because it enters GTC limit orders at the time of a buy and
your philosophy is to (almost) never sell at anything below that
price. This means the situation is "forgiving&quot; compared to an ATS
that constantly makes buy and sell decisions that are subject to
potentially devastating losses due to bugs or unanticipated
situations. OTOH, if a TtP-S ATS has a bug and buys by mistake,
you're long a high-quality stock that you can sell when you notice the
error and about half the time you'll have a profit. NBD. Buy quantity bugs
are easy to code against with independent code that checks for
excessive dollar amounts.

> I do not use the php code to do computational finance things on the
> server. The results of the Hoadley calcs and such are still done locally
> on my slave PC server. php only facilitates sharing, and tidbits of
> automation with periodic updates to the commercial server from my slave
> PC.
>
> Thanks for the ideas & questions. I "FEEL" you pain at my choosing a weak
> language to do complex things…but it is partly because php has been on my
> plate for a couple of years.

IMO, both Python and Ruby on Rails beat PHP for most things.

-rex
--
Computers run on smoke. If it leaks out, they stop running.

Sat Nov 23, 2013 11:21 pm (PST) . Posted by:

"PeteA" option2z

Hi Rex,
I think after this round, we should take this off line.to not "off topic"
Randy's SMF forum. Thanks to those of you who responded.

But see my comments (in bold) interspersed with yours, below. Pete

1b

RE:
<http://groups.yahoo.com/group/smf_addin/message/24605;_ylc=X3oDMTJzMTRzcG5y
BF9TAzk3MzU5NzE1BGdycElkAzE4MDk0NjIwBGdycHNwSWQDMTcwNTYzMjE5OARtc2dJZAMyNDYw
NQRzZWMDZG1zZwRzbGsDdm1zZwRzdGltZQMxMzg1MTk2MTY3>; Re: Working on php version
of SMF

Fri Nov 22, 2013 9:31 pm (PST) . Posted by:

<mailto:rex@nosyntax.net?subject=Re%3A%20Working%20on%20php%20version%20of%2
0SMF> "rex" bios007a

PeteA <optionzz@gmail.com <mailto:optionzz@gmail.com> > [2013-11-22 15:44]:
> Good question (why php instead of R).
>
> Well, I spent a LOT of hours on R I find it very awkward to build any
> sort of system that is accessed by lots of folks.

Building a system that is accessed by large numbers of people doesn't
sound like the Pete I know. Have you changed your spots? ;)
PeteA: Kind of. "large is relative, but when it approaches several hundred,
I no longer want to make it email based. Besides, everyone has different
schedules, and I'd like to make the tools available on a schedule determined
by the investor; not mine.

> Mostly, I can't see how to run it on a commercial server to do what I
> need.

http://www.louisaslett.com/RStudio_AMI/
PeteA: If I understand the above link, it requires one to run a local copy
of RStudio which links to R on the cloud. In any case, it seems to NOT make
it possible for any user to access an app "in the cloud" that is
preprogrammed (by me).

http://blog.yhathq.com/posts/r-in-the-cloud-part-1.html

So it's certainly possible, but it's not clear to me that it's necessary.
What _do_ you need, exactly?
Pete A: In a nutshell, a preprogrammed application that provides near
realtime data, initiated by an investor on their schedule, with no knowledge
at all about how to make it happen (beyond a simple link/URL.) To be hosted
on a commercial server (not on my machines) with no need for me to be
involved except to program it. It isn't a need, actually, just a want.
> Php is easy for that, and free from my provider.

I don't know of any webhosts that provide free R, but it's not clear to me
that you need one. Do you have some new project in mind?
Pete A: See the links below for examples of two php based "TtP-S Utilities".
> I've already built two
> working versions of TtP-S Alert service components. The second in
> response to a request from a TtP-S partner. (php is piece of cake easy
> (except for the dumb line terminator a ";" which I constantly forget J.)
>
>
> Part 1 is completely autonomous (sample:
> [2]http://www.ttp-s.com/php/ttpBuyDayR.php). It runs on the server and is
> accessed by a url, getting its own data from YAHOO as needed; and
> refreshing every nMinutes, changing to green when conditions for a buy are
> met.

But that's just a dynamic page that can be updated remotely w/o
running R on the server that serves the page. If you run a local box
during market hours it could update the page
Pete A: But again, I do NOT want it to depend on my local running machines.
I've been able to do that sort of thing for years, but don't want to run my
own server farm (or even a client computer that does the updating). The
second example (below), the big table, actually works that way for now, but
I'll slowly replace the FTP'd csv that drives it with server side updating
that makes it near realtime too.

> Part 2 r is a hybrid (sample: [3]http://www.ttp-s.com/php/RSI.php), where
> an automated process runs on my local machine, extracts a bunch of data I
> already collect for my investment system operations, and ftp's it as a
> .csv on the server, which is accessed by a php module when requested by
> the investor.

Of course this hybrid approach could be done via R on the local box as
well. If the hybrid is not enough, a pure R approach would be to use
Shiny on the server.
Pete A: Agreed, but again, I find R to be not very good at producing
systems. Great for doing research, and prototyping, but at least *I* can't
figure out how to make systems that run on a server; I learned more php in
a day than R in a month. R is just awkward (IMHO) for building things.
Maybe it's just me.

http://www.rstudio.com/shiny/
PeteA: Cool sample (geyser eruptions). Has promise. When this gets
reasonably mature, worth a second look. BTW, I used (and use) RStudio all
during the UW financial econ class we took. Good product!.

Since I run my own server, Shiny is easy to use. If you don't want
to run a server, RStudio will be offering commercial hosting and has
an open (free) beta now.
Pete A: I'm uncomfortable doing a bunch of work that will only run on one
commercial service. But will look again when they are in production with a
bunch of examples. Thanks for pointing it out!

http://www.rstudio.com/shiny/

The support list is very active.

> I'd be curious as to how you might approach either one in R and make it
> available to up to several thousand folks at any given time. (NOT quite
> the problem of the ACA's web site J )

I've never run anything that is popular enough for bandwidth to be a
concern, plus I've run my own server since (at least) 2004, so I have
very limited experience installing stuff on commercial web hosts (I
installed MediaWiki on a web host that didn't offer it, and that's it).

But I still don't know what your needs are. Your TtP-S is, IMO, more
suited to alerts pushed to clients than it is to a web page that
people need to monitor. Do you foresee thousands of people frequently
visiting your web site to see if the indicator has turned green? Who
is likely to do that? Thousands of people? Or are you thinking of
offering some new service?
Pete A: Actually, I'm guessing that some folks will just leave it running
in a corner of their screen.it updates automatically every 2 minutes. I've
had MANY requests to be notified when it "goes green" but I don't sit and
watch it either. I DO have a process that runs locally to alert me.but no
longer need to have that running either.

As we've discussed via email, your TtP-S is almost ideally suited to
an ATS because it enters GTC limit orders at the time of a buy and
your philosophy is to (almost) never sell at anything below that
price. This means the situation is "forgiving&quot; compared to an ATS
that constantly makes buy and sell decisions that are subject to
potentially devastating losses due to bugs or unanticipated
situations. OTOH, if a TtP-S ATS has a bug and buys by mistake,
you're long a high-quality stock that you can sell when you notice the
error and about half the time you'll have a profit. NBD. Buy quantity bugs
are easy to code against with independent code that checks for
excessive dollar amounts.
Pete A: Agreed. Just haven't gotten to that point yet. Need a reliable
interface to the broker (playing with the IB libraries but find them PITA
and somewhat unreliable). Eventually, it will be totally automated, except
maybe parts of the buy side, where I still don't have good rules for which
of the available targets to buy.

> I do not use the php code to do computational finance things on the
> server. The results of the Hoadley calcs and such are still done locally
> on my slave PC server. php only facilitates sharing, and tidbits of
> automation with periodic updates to the commercial server from my slave
> PC.
>
> Thanks for the ideas & questions. I "FEEL" you pain at my choosing a weak
> language to do complex things.but it is partly because php has been on my
> plate for a couple of years.

IMO, both Python and Ruby on Rails beat PHP for most things.
Pete A: Don't know either. I did study Ruby a few years ago, and it SUCKED
at that time. Python gets good marks, and I may try it soon. Php is so
easy that it is a couple of weeks work to be quite good at it, max. I'm
having to relearn a bunch of web stuff too, like html. I'll re-write my
samples to see how hard it is. Both Ruby and Python are available on my
commercial server. Thanks for the guidance. I'll try each one to see how
hard they are to learn and how flexible. Php suffers from flexibility and
power.

-rex
--
Computers run on smoke. If it leaks out, they stop running.

Sat Nov 23, 2013 1:38 pm (PST) . Posted by:

jegorah


Hello,

I have a spreadsheet with about 300 ticker symbols and 50 or so columns along the top pulling a LOT of data via RCH.

It does fine if I limit the file to 50 or so rows, but when I open a file with 300 rows it gets to a certain point after 15 minutes and then just dumps the word 'Error&#39; in all the cells. The only workaround I have is to split the file into multiples, download all the data in the 3 files, then merge the files together into a new one that only pastes in the values instead of all the RCH formulas.

This is a huge pain whenever I want to update all my tickers and do comparisons.
Anyone else have this issue?

Thanks,
Brian

Sat Nov 23, 2013 1:43 pm (PST) . Posted by:

"Randy Harmelink" rharmelink

The add-in is meant for ad hoc data retrieval. It has a built-in limit of
accessing only 1000 web pages per "session". That was more than enough for
99.9% of my uses of the add-in.

I would suggest using an online screening product to get down to a more
manageable list of stocks BEFORE you start gathering the more detailed data.

On Sat, Nov 23, 2013 at 9:28 AM, <jegorah@yahoo.com> wrote:

> I have a spreadsheet with about 300 ticker symbols and 50 or so columns
> along the top pulling a LOT of data via RCH.
>
> It does fine if I limit the file to 50 or so rows, but when I open a file
> with 300 rows it gets to a certain point after 15 minutes and then just
> dumps the word 'Error&#39; in all the cells. The only workaround I have is to
> split the file into multiples, download all the data in the 3 files, then
> merge the files together into a new one that only pastes in the values
> instead of all the RCH formulas.
>
> This is a huge pain whenever I want to update all my tickers and do
> comparisons.
>
> Anyone else have this issue?
>

Sat Nov 23, 2013 9:05 pm (PST) . Posted by:

drahmir


Hello,


I'm using RCHGetYahooHistory on a large number of tickers to retrieve a few months of data. Each of these retrievals individually takes about 5 seconds for me, so retrieving around 1,000 tickers takes over an hour. Currently I populate one ticker at a time with the RCHGetYahooHistory request. I was wondering if anyone had discovered a way with the add-in to have simultaneous Yahoo history requests running concurrently so that a person can pull, say, 10 or more histories at once rather than just 1 at a time?

Sat Nov 23, 2013 9:30 pm (PST) . Posted by:

"Randy Harmelink" rharmelink

Sound to me like you're using the wrong tool.

What are you doing with the data?

On Sat, Nov 23, 2013 at 10:05 PM, <missouri24@mail.com> wrote:

> I'm using RCHGetYahooHistory on a large number of tickers to retrieve a
> few months of data. Each of these retrievals individually takes about 5
> seconds for me, so retrieving around 1,000 tickers takes over an hour.
> Currently I populate one ticker at a time with the RCHGetYahooHistory
> request. I was wondering if anyone had discovered a way with the add-in to
> have simultaneous Yahoo history requests running concurrently so that a
> person can pull, say, 10 or more histories at once rather than just 1 at a
> time?
>

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