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Numerical and logical expression wrapper

Wrapper for logical expressions that can be debugged, printed, enabled and disabled.

Here is a practical example:

from Trading.utils.criterion.expression import Numerical, and_
import operator

payout_criterion = Numerical(
    "Payout ratio", operator.lt, payout_ratio, max_payout_ratio
)
yield_criterion = Numerical(
    "Dividend yield", operator.ge, dividend_yield, min_yield
)
debt_criterion = Numerical(
    "Debt-to-equity ratio", operator.le, debt_equity, max_debt_equity
)
roe_criterion = Numerical("Return on equity", operator.ge, roe, min_roe)
free_cashflow_criterion = Numerical(
    "Free cash flow", operator.ge, free_cashflow, min_free_cashflow
)
criteria = and_(
    payout_criterion,
    yield_criterion,
    debt_criterion,
    roe_criterion,
    free_cashflow_criterion,
)
print(criteria.formatted())

Console output:

( (Payout ratio 250.0 < 80 False) & 
( (Dividend yield 12.93 >= 2.0 True) & 
( (Debt-to-equity ratio 1.16 <= 0.5 False) & 
( (Return on equity 4.45 >= 10.0 False) & 
(Free cash flow 200260256 >= 10000000.0 True) False) False) False) False)

Whenever you have complex criteria in your program, you should really use this framework.

Calling .debug on a criterion will list the conditions that make it evaluate to False.

By inspecting this output, you can painlessly debug why your criteria doesn't evaluate to True when expected.

import operator
roe = Threshold("Return on Equity: ", operator.ge, 10.0)
# (Return on Equity: X >= 10.0 False)
div_yield = Threshold("Dividend yield: ", operator.ge, 5.0)
print(roe)
# (Dividend yield: X >= 5.0 False)
combined = roe & div_yield
print(combined)
# ((Return on Equity: X >= 10.0 False) & (Dividend yield: X >= 5.0 False) False)
roe.value = 15.0
div_yield.value = 7.0
print(combined)
# ((Return on Equity: 15.0 >= 10.0 True) & (Dividend yield: 7.0 >= 5.0 True) True)

roe.value = 3.0
print(combined.debug())
# (Return on Equity: 3.0 >= 10.0 False)
roe.disable()
print(combined)
# (Dividend yield: 7.0 >= 5.0 True)