def __init__(self, addr, auth, outdir, pidfile, errorfile, interval, itype,
symbols):
_Daemon.__init__(self, pidfile, stderr=errorfile)
self._addr = addr
self._auth = auth
self._outdir = _path(outdir)
self._interval = interval
self._has_vol = 'V' in itype
self._is_ohlc = 'OHLC' in itype
self._symbols = symbols
self._iobj = None
# date prefix for filename
dprfx = _strftime("%Y%m%d", _localtime())
# generate paths from filenames
self._paths = {s.upper() : (_path(self._outdir) + '/' + dprfx + '_' \
+ s.replace('/','-S-').replace('$','-D-').replace('.','-P-') \
+ '_' + itype + '_' + str(self._interval) + 'sec.tosdb') \
for s in self._symbols}
# create callback object
if self._has_vol:
self._callback = _ohlcv_callbacks._Matcher(
'ohlc' if self._is_ohlc else 'c', self._write)
else:
l = (lambda o: str((o.o, o.h, o.l, o.c))) if self._is_ohlc else (
lambda o: str(o.c))
self._callback = _ohlcv_callbacks._Basic(l, self._write)
def spawn(dllroot,outdir,intrvl,val_type,*symbols):
if val_type not in ['OHLCV','OHLC','CV','C']:
raise ValueError("invalid val_type (OHLCV,OHLC,CV or C)")
exc_cmd = "from tosdb.intervalize import " + CLS_BASE + val_type + " as _Goti"
exec(exc_cmd, globals())
tosdb.init(root=dllroot)
# create block
blk = tosdb.TOSDB_DataBlock(BLOCK_SIZE, date_time=True)
blk.add_items(*(symbols))
blk.add_topics('last')
if 'V' in val_type:
blk.add_topics('volume')
# generate filename
dprfx = _strftime("%Y%m%d", _localtime())
isec = int(intrvl * 60)
iobjs = list()
for s in symbols:
#
# create GetOnTimeInterval object for each symbol
#
p = _path(outdir) + '/' + dprfx + '_' \
+ s.replace('/','-S-').replace('$','-D-').replace('.','-P-') \
+ '_' + val_type + '_' + str(intrvl) + 'min.tosdb'
iobj = _Goti.send_to_file(blk, s, p, getattr(_TI,_TI.val_dict[isec]), isec/10)
print( repr(iobj) )
iobjs.append( iobj )
return iobjs
def spawn(dllroot,outdir,intrvl,val_type,*symbols):
if val_type not in ['OHLCV','OHLC','CV','C']:
raise ValueError("invalid val_type (OHLCV,OHLC,CV or C)")
exec( "from tosdb.intervalize import " + CLS_BASE + val_type + " as _Goti",
globals() )
tosdb.init( root=dllroot )
# create block
blk = tosdb.TOSDB_DataBlock( BLOCK_SIZE, date_time=True)
blk.add_items( *(symbols) )
blk.add_topics( 'last' )
if 'V' in val_type:
blk.add_topics( 'volume' )
# generate filename
dprfx = _strftime("%Y%m%d", _localtime())
isec = int(intrvl * 60)
iobjs = list()
for s in symbols:
#
# create GetOnTimeInterval object for each symbol
#
p = _path(outdir) + '/' + dprfx + '_' + \
s.replace('/','-S-').replace('$','-D-').replace('.','-P-') + \
'_' + val_type + '_' + str(intrvl) + 'min.tosdb'
iobj = _Goti.send_to_file( blk, s, p, getattr(_TI,_TI.val_dict[ isec ]),
isec/10)
print( repr(iobj) )
iobjs.append( iobj )
return iobjs
def __init__(self, addr, dll_root, out_dir, pid_file, error_file,
intrvl, symbols):
_Daemon.__init__(self, pid_file, stderr = error_file)
self._addr = addr
self._dll_root = dll_root
self._out_dir = _path(out_dir)
self._intrvl = intrvl
self._symbols = symbols
self._iobjs = list()
def __init__(self, addr, dll_root, out_dir, pid_file, error_file, intrvl,
symbols):
_Daemon.__init__(self, pid_file, stderr=error_file)
self._addr = addr
self._dll_root = dll_root
self._out_dir = _path(out_dir)
self._intrvl = intrvl
self._symbols = symbols
self._iobjs = list()
def __init__(self, addr, auth, outdir, pidfile, errorfile, interval, itype, symbols):
_Daemon.__init__(self, pidfile, stderr = errorfile)
self._addr = addr
self._auth = auth
self._outdir = _path(outdir)
self._interval = interval
self._has_vol = 'V' in itype
self._is_ohlc = 'OHLC' in itype
self._symbols = symbols
self._iobj = None
# date prefix for filename
dprfx = _strftime("%Y%m%d", _localtime())
# generate paths from filenames
self._paths = {s.upper() : (_path(self._outdir) + '/' + dprfx + '_' \
+ s.replace('/','-S-').replace('$','-D-').replace('.','-P-') \
+ '_' + itype + '_' + str(self._interval) + 'sec.tosdb') \
for s in self._symbols}
# create callback object
if self._has_vol:
self._callback = _ohlcv_callbacks._Matcher('ohlc' if self._is_ohlc else 'c', self._write)
else:
l = (lambda o: str((o.o, o.h, o.l, o.c))) if self._is_ohlc else (lambda o: str(o.c))
self._callback = _ohlcv_callbacks._Basic(l, self._write)
def spawn(outdir, interval, is_ohlc, has_vol, *symbols):
global _paths
itype = ("OHLC" if is_ohlc else "C") + ("V" if has_vol else "")
# date prefix for filename
dprfx = _strftime("%Y%m%d", _localtime())
# generate paths from filenames
_paths = {s.upper() : (_path(outdir) + '/' + dprfx + '_' \
+ s.replace('/','-S-').replace('$','-D-').replace('.','-P-') \
+ '_' + itype + '_' + str(interval) + 'sec.tosdb')
for s in symbols}
# create callback object
if has_vol:
callback = _ohlcv_callbacks._Matcher('ohlc' if is_ohlc else 'c', _write)
else:
l = (lambda o: str((o.o, o.h, o.l, o.c))) if is_ohlc else (lambda o: str(o.c))
callback = _ohlcv_callbacks._Basic(l, _write)
# create block
blk = tosdb.TOSDB_ThreadSafeDataBlock(BLOCK_SIZE, date_time=True)
blk.add_items(*(symbols))
blk.add_topics('last')
if has_vol:
blk.add_topics('volume')
# create interval object
IObj = OHLCIntervals if is_ohlc else CIntervals
iobj = IObj(blk, interval, interval_cb=callback.callback)
try:
while iobj.running():
_sleep(1)
except:
iobj.stop()
finally:
blk.close()
