def import_external_tracks(data_source):
nav_value = Attributes.objects.get(identifier='NUM_TYPE_NAV', active=True)
final_status = Attributes.objects.get(identifier='NUM_STATUS_FINAL', active=True)
official_type = Attributes.objects.get(identifier='PRICE_TYPE_OFFICIAL', active=True)
daily = Attributes.objects.get(identifier='FREQ_DAILY', active=True)
data_provider = Attributes.objects.get(identifier='SCR_DP', active=True)
provider = CompanyContainer.objects.get(short_name__icontains=data_source)
external_provider = RelatedCompany.objects.get(company=provider, role=data_provider)
query = QUERIES[data_source]['tracks']['query']
securities = SecurityContainer.objects.filter(aliases__alias_type__short_name=data_source.upper()).distinct()
for security in securities:
LOGGER.info("Working on " + security.name)
if not TrackContainer.objects.filter(effective_container_id = security.id).exists():
# Switch to new data provider
if security.associated_companies.filter(role=data_provider).exists():
security.associated_companies.remove(security.associated_companies.get(role=data_provider))
security.save()
security.associated_companies.add(external_provider)
security.save()
try:
track = TrackContainer.objects.get(
effective_container_id=security.id,
type__id=nav_value.id,
quality__id=official_type.id,
source__id=provider.id,
frequency__id=daily.id,
status__id=final_status.id)
LOGGER.info("\tTrack already exists")
except:
track = TrackContainer()
track.effective_container = security
track.type = nav_value
track.quality = official_type
track.source = provider
track.status = final_status
track.frequency = daily
track.frequency_reference = None
track.save()
all_values = []
# TODO: Change while import of universe is correct
alias = security.aliases.filter(alias_type__short_name=data_source.upper())
alias = alias[0]
results = dbutils.query_to_dicts(query%alias.alias_value, data_source)
for result in results:
if result['prezzo']!='' and result['prezzo']!=None:
all_values.append({'date': dt.combine(result['data_ins'], dt.min.time()), 'value': float(result['prezzo'])})
else:
LOGGER.warning("\tInvalid price value " + unicode(result))
set_track_content(track, all_values, True)
if len(all_values)>0 and security.associated_companies.filter(company=provider, role=data_provider).exists():
populate_perf(track.effective_container, track)
populate_monthly_track_from_track(track.effective_container, track)
populate_weekly_track_from_track(track.effective_container, track)
LOGGER.info("\tFound " + str(len(all_values)) + " tokens in external track [" + str(alias.alias_value) + "]")
def import_prices(container):
guardian_alias = Attributes.objects.get(type='alias_type', short_name='GUARDIAN')
nav_value = Attributes.objects.get(identifier='NUM_TYPE_NAV', active=True)
final_status = Attributes.objects.get(identifier='NUM_STATUS_FINAL', active=True)
official_type = Attributes.objects.get(identifier='PRICE_TYPE_OFFICIAL', active=True)
daily = Attributes.objects.get(identifier='FREQ_DAILY', active=True)
data_provider = Attributes.objects.get(identifier='SCR_DP', active=True)
guardian = CompanyContainer.objects.get(short_name__icontains='GUARDIAN')
guardian_provider = RelatedCompany.objects.filter(company=guardian, role=data_provider)
if guardian_provider.exists():
guardian_provider = guardian_provider[0]
else:
guardian_provider = RelatedCompany()
guardian_provider.role = data_provider
guardian_provider.company = guardian
guardian_provider.save()
if container.aliases.filter(alias_type=guardian_alias).exists():
old_provider = container.associated_companies.filter(role=data_provider)
if old_provider.exists():
old_provider = old_provider[0]
container.associated_companies.remove(old_provider)
container.save()
container.associated_companies.add(guardian_provider)
container.save()
try:
track = TrackContainer.objects.get(
effective_container_id=container.id,
type__id=nav_value.id,
quality__id=official_type.id,
source__id=guardian.id,
frequency__id=daily.id,
status__id=final_status.id)
LOGGER.info("\tTrack already exists")
except:
track = TrackContainer()
track.effective_container = container
track.type = nav_value
track.quality = official_type
track.source = guardian
track.status = final_status
track.frequency = daily
track.frequency_reference = None
track.save()
all_prices = get_prices('guardian', container.aliases.get(alias_type=guardian_alias).alias_value)
all_tokens = []
for price in all_prices:
if price['prezzo']!=None:
all_tokens.append({'date': datetime.datetime.strptime(price['data_ins'], '%Y-%m-%d'), 'value': price['prezzo']})
set_track_content(track, all_tokens, True)
print all_tokens
def generate_tracks(self, container, frequency, valuation):
LOGGER.info("Computing tracks of " + container.name + " with frequency " + frequency.name)
perf_type = Attributes.objects.get(identifier='NUM_TYPE_PERF', active=True)
nav_type = Attributes.objects.get(identifier='NUM_TYPE_NAV', active=True)
final_status = Attributes.objects.get(identifier='NUM_STATUS_FINAL', active=True)
official_type = Attributes.objects.get(identifier='PRICE_TYPE_OFFICIAL', active=True)
finale_company = CompanyContainer.objects.get(name='FinaLE Engine')
nav_track = get_track(container, {'track_type': 'NUM_TYPE_NAV', 'track_frequency':frequency.identifier, 'track_default': False, 'track_datasource': 'DATASOURCE_FINALE'})
perf_track = get_track(container, {'track_type': 'NUM_TYPE_PERF', 'track_frequency':frequency.identifier, 'track_default': False, 'track_datasource': 'DATASOURCE_FINALE'})
nav_content = []
perf_content = []
if nav_track==None:
nav_track = TrackContainer()
nav_track.effective_container = container
nav_track.type = nav_type
nav_track.quality = official_type
nav_track.source = finale_company
nav_track.status = final_status
nav_track.frequency = frequency
nav_track.frequency_reference = None
nav_track.save()
if perf_track==None:
perf_track = TrackContainer()
perf_track.effective_container = container
perf_track.type = perf_type
perf_track.quality = official_type
perf_track.source = finale_company
perf_track.status = final_status
perf_track.frequency = frequency
perf_track.frequency_reference = None
perf_track.save()
perf_key = PERF_MAPPING[frequency.identifier][0]
if container.inception_date==None:
nav_content.append({'date': datetime.datetime(2013,12,31), 'value': 100.0})
else:
nav_content.append({'date': dt.combine(dates.AddDay(container.inception_date, -1), dt.min.time()), 'value': 100.0})
previous = 100.0
for key_date in sorted(valuation.keys()):
working_date = dt.combine(from_epoch(long(key_date)), dt.min.time())
if get_work_date(working_date, frequency)==working_date:
perf_content.append({'date': working_date, 'value': valuation[key_date]['performances']['mdietz'][perf_key]/100.0})
previous = previous * (1.0 + valuation[key_date]['performances']['mdietz'][perf_key]/100.0)
nav_content.append({'date': working_date, 'value':previous})
set_track_content(perf_track, perf_content, True)
set_track_content(nav_track, nav_content, True)