# Benny G has 7 rules:
# 1) Fin_health>B+ 
# 2)Total_Debt/ Current_Assets<1.1 
# 3)current_ratio=current_assets/current_liabilities >1.5
# 4) positive eps
# 5) PE<9 
# 6) Price to Book Value <1.2
# 7) Pays a Dividend

# These are the 7 rules this algorithm willl classify stocks on
# Once these rules are done for the pipeline, then I will try to modify to analyze by sector
# https://cabotwealth.com/daily/value-investing/benjamin-grahams-value-stock-criteria/

# Class factor for #2
class Debt(CustomFactor):
    inputs =[morningstar.balance_sheet.total_debt, morningstar.balance_sheet.current_assets]    
    def compute(self, today, assets, out, debt, curr):
        out[:]=debt[0]/curr[0]

# http://www.investopedia.com/terms/p/price-to-bookratio.asp
# Class for #6
class BV(CustomFactor):
    inputs= [USEquityPricing.close, morningstar.valuation.market_cap, morningstar.balance_sheet.tangible_book_value,
            morningstar.balance_sheet.goodwill_and_other_intangible_assets]
    def compute(self, today, assets, out, close, market_cap, bv, other):
         out[:]=market_cap[0]/bv[0]

pipe=Pipeline()
# 1
fin_health=morningstar.asset_classification.financial_health_grade.latest
#2
debt_assets=Debt(window_length=1)
#3
current_ratio=morningstar.operation_ratios.current_ratio.latest
# 4
epshare=morningstar.valuation_ratios.earning_yield.latest
#5
pe_ratio=morningstar.valuation_ratios.pe_ratio.latest
#6
book_value=BV(window_length=1)
# 7 
dividend = morningstar.valuation_ratios.dividend_yield.latest

#1 where fin_health is greater then B+
#2, #6 will not be done until working
#3
curr=current_ratio.rank(ascending=True)
current=curr.percentile_between(70,100)
#4
eps=(epshare>0)
#5
pe_rank=pe_ratio.rank(ascending=False)
pe=pe_rank.percentile_between(70,100)
#7
div=(dividend>0)
    

pipe=Pipeline(
        columns={"fin_health": fin_health ,
                  "debt_assets": debt_assets,
                  "current_ratio": current,
                  "pe_ratio" :pe_ratio,
                  'pe' : pe,
                  "dividend" : dividend,
                  "book_value": USEquityPricing.close.latest/book_value,
                  "book_value2": USEquityPricing.close.latest/morningstar.valuation_ratios.pb_ratio.latest,
                  "book_value1" : morningstar.valuation_ratios.book_value_per_share.latest,
                 },
            screen=current & eps & pe & div 
           )

myPipe=run_pipeline(pipe, start_date='2015-04-19', end_date='2015-05-25')

myPipe.xs('2015-04-20')

#myPipe['fin_health']= myPipe['fin_health'].str.strip("D")
#myPipe['fin_health']= myPipe['fin_health'].str.strip("C")

healthy_companies = myPipe.query('fin_health == "A" or fin_health == "B"')
healthy_companies

myPipe['fin_health'].replace(['C', 'D'], '', inplace=True)
myPipe

myPipe.xs('2015-04-20')