def euronextDate(self, date):
sp = string.split(date, ' ')
#print 'euronextDate:',sp
# Date part is easy
sdate = jjmmaa2yyyymmdd(sp[0])
if len(sp) == 1:
return sdate, "00:00"
return sdate, sp[1]
def euronextDate(self,date):
sp = string.split(date,' ')
#print 'euronextDate:',sp
# Date part is easy
sdate = jjmmaa2yyyymmdd(sp[0])
if len(sp)==1:
return sdate,"00:00"
return sdate,sp[1]
def getdata(self, quote, datedebut=None, datefin=None):
# get historic data itself !
if not datefin:
datefin = date.today()
if not datedebut:
datedebut = date.today()
if isinstance(datedebut, Datation):
datedebut = datedebut.date()
if isinstance(datefin, Datation):
datefin = datefin.date()
d1 = self.parseDate(datedebut)
d2 = self.parseDate(datefin)
mic = euronextmic(quote.market(), quote.place())
format = '%Y-%m-%d %H:%M:%S'
#origin = "1970-01-01 00:00:00"
datefrom = str(datedebut) + " 02:00:00"
dateto = str(datefin) + " 23:00:00"
datefrom = time.mktime(time.strptime(datefrom, format))
datefromurl = str(int(datefrom / 100)) + '00000'
dateto = time.mktime(time.strptime(dateto, format))
datefinurl = str(int(dateto) / 100) + '00000'
endurl = 'typefile=csv&layout=vertical&typedate=dmy&separator=comma&mic=%s&isin=%s&name=&namefile=Price_Data_Historical&from=%s&to=%s&adjusted=1&base=0' % (
mic, quote.isin(), datefromurl, datefinurl)
debug("Import_euronext:getdata quote:%s begin:%s end:%s" %
(quote, d1, d2))
query = (
('typefile', 'csv'),
('layout', 'vertical'),
('typedate', 'dmy'),
('separator', 'comma'),
('mic', mic),
('isin', quote.isin()),
('name', ''),
('namefile', 'Price_Data_Historical'),
('from', datefromurl),
('to', datefinurl),
('adjusted', '1'),
('base', '0'),
)
query = map(lambda (var, val): '%s=%s' % (var, str(val)), query)
query = string.join(query, '&')
url = self.m_url + '?' + query
#print url
debug("Import_euronext:getdata: url=%s ", url)
try:
req = urllib2.Request(url)
req.add_header(
'User-Agent',
'Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:1.7.5) Gecko/20041202 Firefox/1.0'
)
f = urllib2.urlopen(req)
buf = f.read()
f.close()
#buf=self.m_connection.getDataFromUrl(url)
except:
debug('Import_euronext:unable to connect :-(')
return None
# pull data
lines = self.splitLines(buf)
data = ''
#print lines
for eachLine in lines[4:]:
eachLine = eachLine.replace('","', ';')
eachLine = eachLine.replace('"', '')
sdata = string.split(eachLine, ';')
if len(sdata) == 11:
#print sdata
#if (sdata[0] != "Date") and (quote.list() == QLIST_INDICES):
sdate = jjmmaa2yyyymmdd(sdata[2])
open = self.parseFValue(sdata[3].replace(',', '.'))
high = self.parseFValue(sdata[4].replace(',', '.'))
low = self.parseFValue(sdata[5].replace(',', '.'))
value = self.parseFValue(sdata[6].replace(',', '.'))
volume = self.parseLValue(sdata[7])
#print quote.key(),sdate,open,high,low,value,volume
# encode in EBP format
# ISIN;DATE;OPEN;HIGH;LOW;CLOSE;VOLUME
line = (quote.key(), sdate, open, high, low, value, volume)
line = map(lambda (val): '%s' % str(val), line)
line = string.join(line, ';')
#print line
# append
data = data + line + '\r\n'
return data
def getdata(self,quote,datedebut=None,datefin=None):
# get historic data itself !
if not datefin:
datefin = date.today()
if not datedebut:
datedebut = date.today()
if isinstance(datedebut,Datation):
datedebut = datedebut.date()
if isinstance(datefin,Datation):
datefin = datefin.date()
d1 = self.parseDate(datedebut)
d2 = self.parseDate(datefin)
mic = euronextmic(quote.market(),quote.place())
format = '%Y-%m-%d %H:%M:%S'
#origin = "1970-01-01 00:00:00"
datefrom = str(datedebut) + " 02:00:00"
dateto = str(datefin) + " 23:00:00"
datefrom = time.mktime(time.strptime(datefrom, format))
datefromurl =str(int(datefrom/100))+'00000'
dateto = time.mktime(time.strptime(dateto, format))
datefinurl =str(int(dateto)/100)+'00000'
endurl = 'typefile=csv&layout=vertical&typedate=dmy&separator=comma&mic=%s&isin=%s&name=&namefile=Price_Data_Historical&from=%s&to=%s&adjusted=1&base=0' % (mic,quote.isin(),datefromurl,datefinurl)
debug("Import_euronext:getdata quote:%s begin:%s end:%s" % (quote,d1,d2))
query = (
('typefile', 'csv'),
('layout', 'vertical'),
('typedate', 'dmy'),
('separator', 'comma'),
('mic', mic),
('isin', quote.isin()),
('name', ''),
('namefile', 'Price_Data_Historical'),
('from', datefromurl),
('to', datefinurl),
('adjusted', '1'),
('base', '0'),
)
query = map(lambda (var, val): '%s=%s' % (var, str(val)), query)
query = string.join(query, '&')
url = self.m_url + '?' + query
#print url
debug("Import_euronext:getdata: url=%s ",url)
try:
req = urllib2.Request(url)
req.add_header('User-Agent', 'Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:1.7.5) Gecko/20041202 Firefox/1.0')
f = urllib2.urlopen(req)
buf = f.read()
f.close()
#buf=self.m_connection.getDataFromUrl(url)
except:
debug('Import_euronext:unable to connect :-(')
return None
# pull data
lines = self.splitLines(buf)
data = ''
#print lines
for eachLine in lines[4:]:
eachLine = eachLine.replace('","',';')
eachLine = eachLine.replace('"','')
sdata = string.split(eachLine,';')
if len(sdata)== 11:
#print sdata
#if (sdata[0] != "Date") and (quote.list() == QLIST_INDICES):
sdate = jjmmaa2yyyymmdd(sdata[2])
open = self.parseFValue(sdata[3].replace(',','.'))
high = self.parseFValue(sdata[4].replace(',','.'))
low = self.parseFValue(sdata[5].replace(',','.'))
value = self.parseFValue(sdata[6].replace(',','.'))
volume = self.parseLValue(sdata[7])
#print quote.key(),sdate,open,high,low,value,volume
# encode in EBP format
# ISIN;DATE;OPEN;HIGH;LOW;CLOSE;VOLUME
line = (
quote.key(),
sdate,
open,
high,
low,
value,
volume
)
line = map(lambda (val): '%s' % str(val), line)
line = string.join(line, ';')
#print line
# append
data = data + line + '\r\n'
return data
def getdata(self,quote,datedebut=None,datefin=None):
#IdInstrument = euronext_InstrumentId(quote)
#if IdInstrument == None: return None
# get historic data itself !
if not datefin:
datefin = date.today()
if not datedebut:
datedebut = date.today()
if isinstance(datedebut,Datation):
datedebut = datedebut.date()
if isinstance(datefin,Datation):
datefin = datefin.date()
d1 = self.parseDate(datedebut)
d2 = self.parseDate(datefin)
debug("Import_euronext:getdata quote:%s begin:%s end:%s" % (quote,d1,d2))
query = (
('cha', '2593'),
('lan', 'EN'),
#('idInstrument', IdInstrument),
('isinCode', quote.isin()),
('selectedMep', euronext_place2mep(quote.place())),
('indexCompo', ''),
('opening', 'on'),
('high', 'on'),
('low', 'on'),
('closing', 'on'),
('volume', 'on'),
('dateFrom', '%02d/%02d/%04d' % (d1[2],d1[1],d1[0])),
('dateTo', '%02d/%02d/%04d' % (d2[2],d2[1],d2[0])),
('typeDownload', '2'),
)
query = map(lambda (var, val): '%s=%s' % (var, str(val)), query)
query = string.join(query, '&')
url = self.m_url + '?' + query
debug("Import_euronext:getdata: url=%s ",url)
try:
buf=self.m_connection.getDataFromUrl(url)
except:
debug('Import_euronext:unable to connect :-(')
return None
# pull data
lines = self.splitLines(buf)
data = ''
#print lines
for eachLine in lines:
sdata = string.split (eachLine, '\t')
if len(sdata)==6:
#print sdata
if (sdata[0]<>"Date") and (quote.list() == QLIST_INDICES or sdata[5]<>'-'):
sdate = jjmmaa2yyyymmdd(sdata[0])
open = self.parseFValue(sdata[1])
high = self.parseFValue(sdata[2])
low = self.parseFValue(sdata[3])
value = self.parseFValue(sdata[4])
volume = self.parseLValue(sdata[5])
# encode in EBP format
# ISIN;DATE;OPEN;HIGH;LOW;CLOSE;VOLUME
line = (
quote.key(),
sdate,
open,
high,
low,
value,
volume
)
line = map(lambda (val): '%s' % str(val), line)
line = string.join(line, ';')
#print line
# append
data = data + line + '\r\n'
return data
def getdata(self, quote, datedebut=None, datefin=None):
#IdInstrument = euronext_InstrumentId(quote)
#if IdInstrument == None: return None
# get historic data itself !
if not datefin:
datefin = date.today()
if not datedebut:
datedebut = date.today()
if isinstance(datedebut, Datation):
datedebut = datedebut.date()
if isinstance(datefin, Datation):
datefin = datefin.date()
d1 = self.parseDate(datedebut)
d2 = self.parseDate(datefin)
debug("Import_euronext:getdata quote:%s begin:%s end:%s" %
(quote, d1, d2))
query = (
('cha', '2593'),
('lan', 'EN'),
#('idInstrument', IdInstrument),
('isinCode', quote.isin()),
('selectedMep', euronext_place2mep(quote.place())),
('indexCompo', ''),
('opening', 'on'),
('high', 'on'),
('low', 'on'),
('closing', 'on'),
('volume', 'on'),
('dateFrom', '%02d/%02d/%04d' % (d1[2], d1[1], d1[0])),
('dateTo', '%02d/%02d/%04d' % (d2[2], d2[1], d2[0])),
('typeDownload', '2'),
)
query = map(lambda (var, val): '%s=%s' % (var, str(val)), query)
query = string.join(query, '&')
url = self.m_url + '?' + query
debug("Import_euronext:getdata: url=%s ", url)
try:
buf = self.m_connection.getDataFromUrl(url)
except:
debug('Import_euronext:unable to connect :-(')
return None
# pull data
lines = self.splitLines(buf)
data = ''
#print lines
for eachLine in lines:
sdata = string.split(eachLine, '\t')
if len(sdata) == 6:
#print sdata
if (sdata[0] <> "Date") and (quote.list() == QLIST_INDICES
or sdata[5] <> '-'):
sdate = jjmmaa2yyyymmdd(sdata[0])
open = self.parseFValue(sdata[1])
high = self.parseFValue(sdata[2])
low = self.parseFValue(sdata[3])
value = self.parseFValue(sdata[4])
volume = self.parseLValue(sdata[5])
# encode in EBP format
# ISIN;DATE;OPEN;HIGH;LOW;CLOSE;VOLUME
line = (quote.key(), sdate, open, high, low, value, volume)
line = map(lambda (val): '%s' % str(val), line)
line = string.join(line, ';')
#print line
# append
data = data + line + '\r\n'
return data