def getIBTradeFiles(mode):
"""
[String] mode => [Iterable] IB trade files
"""
def tradeFile(file):
"""
[String] file => [Bool] does the file name contains 'trade'
"""
return 'trade_steven' in file.split('.')
if mode == 'production':
return filter(
newerThanDB,
filter(tradeFile, filter(csvFile, getFiles(getTradeFileDir()))))
else:
return filter(tradeFile, filter(csvFile, getFiles(getTradeFileDir())))
def mostRecentSqlBackup():
"""
return: [String] the file name of the most recent database backup
"""
return sorted(filter(sqlBackup, getFiles(get_backup_directory())),
key=dateFromFilename,
reverse=True)[0]
def getHGNHTradeFiles(mode):
"""
[String] mode => [Iterable] HGNH trade files
"""
def tradeFile(file):
"""
[String] file => [Bool] does the file name contains 'trade'
"""
return file.lower().startswith('trade file')
if mode == 'production':
return filter(
newerThanDB,
filter(tradeFile, filter(excelFile, getFiles(getTradeFileDir()))))
else:
return filter(tradeFile, filter(excelFile,
getFiles(getTradeFileDir())))
def _get_with_prefix(self):
files=getFiles(self.path, isPath=True)
if self.prefix:
try:
files = filter(lambda x:self.prefix in x , files)
except:
raise Exception("i don't know ")
return files
def getInputFile():
logger.debug('getInputFile(): searching for files in {0}'.format(
getInputDirectory()))
files = list(
filter(lambda f: f.startswith('TD') and f.endswith('.xlsx'),
getFiles(getInputDirectory())))
if len(files) == 0:
raise ValueError('No input file found')
elif len(files) > 1:
raise ValueError('Too many input files: {0}'.format(files))
else:
return files[0]
def getNearestAccumulateFile(outputDir, portfolio, date):
"""
[String] outputDir,
[String] portfolio,
[String] date (yyyy-mm-dd)
=> [String] file
Search for all files in the output dir, then:
1) Find all the accumulate trade files for the portfolio;
2) Find those whose date is less than the date;
3) Find the file with the latest date.
4) Return the file name with full path.
"""
logger.debug('getNearestAccumulateFile(): start')
# [String] fn => [String] date (yyyy-mm-dd)
getDateFromFilename = compose(
lambda s: datetime.strftime(datetime.strptime(s, '%d%m%Y'), '%Y-%m-%d'
), lambda s: s.split('_')[-1].strip(),
lambda fn: fn.split('.')[0])
isAccumulateTradeFile = lambda fn: \
fn.startswith('Equities_BOC_') if portfolio == '11500' \
else fn.startswith('Equities_') and not fn.startswith('Equities_BOC_') if portfolio == '11490' \
else fn.startswith('Equities_A-MC-P_') # 13006
fileOfLatestDate = lambda filesWithDate: max(filesWithDate,
key=lambda t: t[0])[1]
return compose(
lambda fn: join(outputDir, fn), lambda fn: lognContinue(
'getNearestAccumulateFile(): {0}'.format(fn), fn),
fileOfLatestDate, partial(filter, lambda t: t[0] < date),
partial(map, lambda fn: (getDateFromFilename(fn), fn)),
partial(filter, isAccumulateTradeFile),
lambda outputDir, _: getFiles(outputDir))(outputDir, date)
def get_files(self):
self.files = getFiles(self.path, isPath=True)
pass
"""
return join(get_backup_directory(), fn)
if __name__ == '__main__':
import logging.config, os
logging.config.fileConfig('logging.config',
disable_existing_loggers=False)
logger.info('Start clearing')
"""
for fn in filter(olderThanNdays,
map(toFullPath, getFiles(get_backup_directory()))):
try:
os.remove(fn)
logger.debug('removed {0}'.format(fn))
except:
logger.exception()
"""
for fn in map(toFullPath
, filter(olderThanNdays
, getFiles(get_backup_directory()))):
try:
print('deleting {0}'.format(fn))
os.remove(fn)
except:
logger.exception()
return True
else:
return False
def toList(tradeTable):
"""
[Dict] tradeTable => [List] tuple (month, # trades, # trades portfolio)
Where tradeTable is a dictonary like:
'2018-01': (5588, 123)
'2018-02': (6789, 456)
"""
return [(key, value[0], value[1]) for key, value in tradeTable.items()]
if __name__ == '__main__':
import logging.config
logging.config.fileConfig('logging.config', disable_existing_loggers=False)
"""
To use the program, put Bloomberg XML trade files into a folder (specified
in the config file), then run:
$python trade.py
"""
writeCsv('result.csv'
, sorted(toList(tradeTable(getFiles(getInputDirectory(), True) \
, '40006'))))