105 experiment with python fire (#107)

* fire in pyproject

* weather example with fire

* wrote test for the fire application

* wrote test for the fire application

* remove the click based weather cli

* move pyyaml out of 1st class dependencies

* serialize into problem class

* remove smallest eigenvalue cli

* remove smallest eigenvalue cli

* move from fff to main

* switch minvariance.py to fire

Makefile

@@ -44,6 +44,9 @@ coverage: ## test and coverage
 		xdg-open htmlcov/index.html 2> /dev/null; \
 	fi
 
+.PHONY: tree
+tree: install ## make a tree
+	@poetry show --tree
 
 .PHONY: help
 help:  ## Display this help screen

cvx/cli/minvariance.py

@@ -1,34 +1,15 @@
 # -*- coding: utf-8 -*-
 import traceback
 
-import click
+import fire
 
 from cvx.cli.aux.io import exists
 from cvx.cli.aux.json import read_json
-from cvx.cli.aux.problem import deserialize_problem, serialize_problem
+from cvx.markowitz.builder import deserialize
 from cvx.markowitz.portfolios.min_var import MinVar, estimate_dimensions
 
 
-@click.command()
-@click.argument("json_file", type=click.Path(exists=True, dir_okay=False))
-@click.argument("problem_file", type=click.Path(dir_okay=False), required=False)
-@click.option(
-    "--assets",
-    "-a",
-    default=None,
-    type=int,
-    required=False,
-    help="Number of assets",
-)
-@click.option(
-    "--factors",
-    "-f ",
-    default=None,
-    type=int,
-    required=False,
-    help="Number of factors",
-)
-def minvariance(json_file, problem_file=None, assets=None, factors=None) -> None:
+def cli(json_file, problem_file=None, assets=None, factors=None) -> None:
     # parse the json file with input data for the problem
     try:
         input_data = dict(read_json(json_file))
@@ -37,7 +18,7 @@ def minvariance(json_file, problem_file=None, assets=None, factors=None) -> None
 
         if does_exist:
             # the problem has been serialized before and we can reuse it
-            problem = deserialize_problem(problem_file)
+            problem = deserialize(problem_file)
 
         else:
             # build the problem from scratch
@@ -47,20 +28,27 @@ def minvariance(json_file, problem_file=None, assets=None, factors=None) -> None
                 problem = MinVar(assets=assets, factors=factors).build()
             else:
                 assets, factors = estimate_dimensions(**input_data)
-                click.echo(
+                print(
                     f"Estimated the numbers of assets as {assets} and factors as {factors}"
                 )
                 problem = MinVar(assets=assets, factors=factors).build()
 
             # We have constructed the problem, write it to file if the file has been specified
             if problem_file is not None:
-                click.echo(f"Serializing problem in {problem_file}")
-                serialize_problem(problem, problem_file)
+                print(f"Serializing problem in {problem_file}")
+                problem.serialize(problem_file)
 
         problem.update(**input_data)
         problem.solve()
-        click.echo(f"Solution: {problem.weights}")
+        return problem.weights
 
     except Exception as e:
-        click.echo(traceback.print_exception(type(e), e, e.__traceback__))
+        print(traceback.print_exception(type(e), e, e.__traceback__))
         raise e
+
+
+def main():  # pragma: no cover
+    """
+    Run the CLI using Fire
+    """
+    fire.Fire(cli)

cvx/cli/weather_fire.py

@@ -0,0 +1,37 @@
+# -*- coding: utf-8 -*-
+import fire
+import requests
+
+
+def cli(metric: str, latitude: float = 37.4419, longitude: float = -122.143) -> None:
+    """
+    Get the current weather for a given metric
+
+    Parameters
+    ----------
+    metric : str
+        The metric to get the current weather for
+    latitude : float, optional
+        The latitude to get the current weather for, by default 37.4419
+    longitude : float, optional
+        The longitude to get the current weather for, by default -122.143
+    """
+    url = "https://api.open-meteo.com/v1/forecast"
+    url = f"{url}?latitude={str(latitude)}&longitude={str(longitude)}&current_weather=true"
+    r = requests.get(url)
+
+    if r.status_code == 200:
+        if metric in r.json()["current_weather"]:
+            x = r.json()["current_weather"][metric]
+            return x
+        else:
+            raise ValueError("Metric not supported!")
+    else:
+        raise ConnectionError("Open-Meteo is down!")
+
+
+def main():  # pragma: no cover
+    """
+    Run the CLI using Fire
+    """
+    fire.Fire(cli)

cvx/markowitz/builder.py

@@ -1,6 +1,7 @@
 # -*- coding: utf-8 -*-
 from __future__ import annotations
 
+import pickle
 from abc import abstractmethod
 from dataclasses import dataclass, field
 from typing import Dict
@@ -15,6 +16,11 @@
 from cvx.markowitz.risk import FactorModel, SampleCovariance
 
 
+def deserialize(problem_file):
+    with open(problem_file, "rb") as infile:
+        return pickle.load(infile)
+
+
 @dataclass(frozen=True)
 class _Problem:
     problem: cp.Problem
@@ -77,6 +83,10 @@ def weights(self):
     def factor_weights(self):
         return self.variables[D.FACTOR_WEIGHTS].value
 
+    def serialize(self, problem_file):
+        with open(problem_file, "wb") as outfile:
+            pickle.dump(self, outfile)
+
 
 @dataclass(frozen=True)
 class Builder: