def get_pe_history(index, start, end, proxies={}):
if (end - start) > datetime.timedelta(100 + 19 * 2):
end_1 = start + datetime.timedelta(100 + 19 * 2)
start_2 = end_1 + datetime.timedelta(1)
arg1 = {
'index': index,
'start': start,
'end': end_1,
'proxies': proxies
}
arg2 = {
'index': index,
'start': start_2,
'end': end,
'proxies': proxies
}
t1 = ThreadReturns(target=get_pe_history, kwargs=arg1)
t2 = ThreadReturns(target=get_pe_history, kwargs=arg2)
t1.start()
t2.start()
t1.join()
t2.join()
return pd.concat([t1.result, t2.result])
else:
return _get_pe_history_small(index=index,
start=start,
end=end,
proxies=proxies)
def get_pe_history(index, start, end, proxies = {}):
if (end - start) > datetime.timedelta(100 + 19*2):
end_1 = start + datetime.timedelta(100 + 19*2)
start_2 = end_1 + datetime.timedelta(1)
arg1 = {'index':index, 'start': start, 'end': end_1,
'proxies': proxies}
arg2 = {'index':index, 'start': start_2, 'end': end,
'proxies': proxies}
t1 = ThreadReturns(target = get_pe_history,
kwargs = arg1)
t2 = ThreadReturns(target = get_pe_history,
kwargs = arg2)
t1.start()
t2.start()
t1.join()
t2.join()
return pd.concat([t1.result, t2.result])
else:
return _get_pe_history_small(index = index, start = start,
end = end, proxies = proxies)
'index': 'CNX Nifty',
'start': date(2015, 9, 1),
'end': date(2015, 9, 24),
'proxies': proxies
}
kwarg2 = {
'stock': 'WIPRO',
'start': date(2015, 9, 1),
'end': date(2015, 9, 24),
'proxies': proxies
}
t1 = ThreadReturns(target=indices.archives.get_price_history,
kwargs=kwarg1)
t2 = ThreadReturns(target=get_price_history, kwargs=kwarg2)
t3 = ThreadReturns(target=indices.archives.get_pe_history, kwargs=kwarg1)
t1.start()
t2.start()
t3.start()
t1.join()
t2.join()
t3.join()
e = time.clock()
print(e - s)
ind = indices.archives.get_price_history(**kwarg1)
#lt = get_price_history(**kwarg2)
ind = t1.result
lt = t2.result
pe = t3.result
'''
lt['index'] = ltni.index
from matplotlib.pyplot import subplots, draw
from matplotlib.finance import candlestick
if __name__ == "__main__":
proxies = {"http": "proxy1.wipro.com:8080"}
s = time.clock()
kwarg1 = {"index": "CNX Nifty", "start": date(2015, 9, 1), "end": date(2015, 9, 24), "proxies": proxies}
kwarg2 = {"stock": "WIPRO", "start": date(2015, 9, 1), "end": date(2015, 9, 24), "proxies": proxies}
t1 = ThreadReturns(target=indices.archives.get_price_history, kwargs=kwarg1)
t2 = ThreadReturns(target=get_price_history, kwargs=kwarg2)
t3 = ThreadReturns(target=indices.archives.get_pe_history, kwargs=kwarg1)
t1.start()
t2.start()
t3.start()
t1.join()
t2.join()
t3.join()
e = time.clock()
print(e - s)
# ind = indices.archives.get_price_history(**kwarg1)
# lt = get_price_history(**kwarg2)
ind = t1.result
lt = t2.result
pe = t3.result
"""
lt['index'] = ltni.index