class MoexUpdatable(Updatable):
def __init__(self, model_launcher, flavor):
self.model_launcher = model_launcher
self.session = CachedSession()
def download_date(self, date):
request = Request(
method='GET',
url='https://www.moex.com/ru/derivatives/open-positions-csv.aspx',
params={
'd':
dt.datetime(date.year, date.month, date.day).strftime("%Y%m%d")
},
headers={'User-Agent': 'Mozilla/5.0'})
request = self.session.prepare_request(request)
response = self.session.send(request)
df = pd.read_csv(StringIO(response.text), parse_dates=['moment'])
if df.empty:
remove_from_cache(self.session, request)
return pd.DataFrame()
df = df.rename(columns={'moment': 'Date', 'isin': 'code'})
df.name = df.apply(lambda row: '{} ({})'.format(
row['name'], MOEX['ct_mapping'][row['contract_type']]),
axis=1)
df.iz_fiz.fillna(0, inplace=True)
keys = ('Date', 'name')
groups = df.groupby(keys)
df = pd.DataFrame([{
**{
'{}{}'.format(MOEX['phys_mapping'][row['iz_fiz']], value): row[key]
for i, row in content.iterrows() for key, value in MOEX['csv_mapping'].items(
)
},
**dict(zip(keys, group))
} for group, content in groups])
return df
def initial_fill(self):
return self.fill(MOEX['first_date'], dt.date.today())
def fill(self, first, last):
return concat(
[self.download_date(date) for date in pd.date_range(first, last)])
def range(self):
return reduce_ranges([
active.range()
for active in active_iterator(MOEX, self.model_launcher)
])
def write_update(self, data):
if not data.empty:
Platforms(self.model_launcher,
MOEX['name']).write_single(MOEX['platform_code'],
'Moscow exchange')
actives_table = WeeklyActives(self.model_launcher, MOEX['name'])
groups = data.groupby('name')
actives_table.write_df(
pd.DataFrame([(MOEX['platform_code'], active)
for active in groups.groups.keys()],
columns=("PlatformCode", "ActiveName")))
for group, content in groups:
Active(self.model_launcher, MOEX, MOEX['platform_code'], group,
content.drop('name', axis=1)).update()
class Cache:
""" Cache class for operating on the local SQLite cache """
def __init__(self):
self.session = CachedSession('games/db/cache', allowable_codes=(200, 302, 304))
self.solvers = [
GoogleAnswerWordsSolver(),
GoogleResultsCountSolver()
]
def prune(self):
""" Prune stale entries from the local cache """
urls = []
for solver in self.solvers:
for filename in sorted(glob('games/json/*.json')):
game = load(open(filename))
for turn in game.get('questions'):
urls.extend(solver.build_urls(turn.get('question'), turn.get('answers')).values())
stale_entries = []
for key, (resp, _) in self.session.cache.responses.items():
if resp.url not in urls and not any(step.url in urls for step in resp.history):
stale_entries.append((key, resp))
print('Found %s/%s stale entries' % (len(stale_entries), len(self.session.cache.responses.keys())))
for key, resp in stale_entries:
print('Deleting stale entry: %s' % resp.url)
self.session.cache.delete(key)
def refresh(self):
""" Refresh the local cache with unsaved questions """
urls = []
for solver in self.solvers:
for filename in sorted(glob('games/json/*.json')):
game = load(open(filename))
for turn in game.get('questions'):
urls.extend(solver.build_urls(turn.get('question'), turn.get('answers')).values())
cache_misses = [
url for url in urls if not self.session.cache.create_key(
self.session.prepare_request(Request('GET', url))
) in self.session.cache.responses
]
print('Found %s/%s URLs not in cache' % (len(cache_misses), len(urls)))
for idx, url in enumerate(cache_misses):
print('Adding cached entry: %s' % url)
response = self.session.get(url)
if '/sorry/index?continue=' in response.url:
exit('ERROR: Google rate limiting detected. Cached %s pages.' % idx)
@staticmethod
def vacuum():
""" Perform an SQL vacuum on the local cache to save space """
conn = connect("games/db/cache.sqlite")
conn.execute("VACUUM")
conn.close()
@staticmethod
def import_sql():
""" Import saved SQL dumps into a local SQLite cache """
conn = connect("games/db/cache.sqlite")
for filename in sorted(glob('games/db/*.sql')):
print('Importing SQL %s' % filename)
sql = open(filename, 'r').read()
cur = conn.cursor()
cur.executescript(sql)
conn.close()
def export(self):
""" Export the local cache to SQL dump files """
for filename in sorted(glob('games/json/*.json')):
game = load(open(filename))
show_id = path.basename(filename).split('.')[0]
if not path.isfile('./games/db/%s.sql' % show_id):
print('Exporting SQL %s' % show_id)
urls = []
for solver in self.solvers:
for turn in game.get('questions'):
urls.extend(solver.build_urls(turn.get('question'), turn.get('answers')).values())
url_keys = [self.session.cache.create_key(
self.session.prepare_request(Request('GET', url))
) for url in urls]
conn = connect(':memory:')
cur = conn.cursor()
cur.execute("attach database 'games/db/cache.sqlite' as cache")
cur.execute("select sql from cache.sqlite_master where type='table' and name='urls'")
cur.execute(cur.fetchone()[0])
cur.execute("select sql from cache.sqlite_master where type='table' and name='responses'")
cur.execute(cur.fetchone()[0])
for key in list(set(url_keys)):
cur.execute("insert into urls select * from cache.urls where key = '%s'" % key)
cur.execute("insert into responses select * from cache.responses where key = '%s'" % key)
conn.commit()
cur.execute("detach database cache")
with open('games/db/%s.sql' % show_id, 'w') as file:
for line in conn.iterdump():
file.write('%s\n' % line.replace(
'TABLE', 'TABLE IF NOT EXISTS'
).replace(
'INSERT', 'INSERT OR IGNORE'
))
conn.close()
