def __init__(self, symbol, outfile, input_files):
self.pending = []
self.totalTicks = 0
self.outfile = open(outfile, 'w+')
for filename in input_files:
logging.info("Processing '%s'" % (filename,))
data = CSVProvider(Symbol.get(symbol), filename)
data.start_publishing(self.tick_handler)
self.outfile.close()
def __init__(self, symbol, user, database, host, input_files):
self.pending = []
self.totalTicks = 0
self._db_connection = connector.connect(user=user, database=database, host=host)
self.cursor = self._db_connection.cursor(buffered=True)
self.cursor.execute("SET unique_checks=0;")
self.cursor.execute("SET autocommit=0;")
for filename in input_files:
logging.info("Processing '%s'" % (filename,))
data = CSVProvider(Symbol.get(symbol), filename)
data.start_publishing(self.tick_handler)
self._db_connection.commit()
self.cursor.execute("SET unique_checks=1;")
self.cursor.close()
self._db_connection.close()
def __init__(self, symbol, user, database, host, input_files):
self.pending = []
self.totalTicks = 0
self._db_connection = connector.connect(user=user,
database=database,
host=host)
self.cursor = self._db_connection.cursor(buffered=True)
self.cursor.execute("SET unique_checks=0;")
self.cursor.execute("SET autocommit=0;")
for filename in input_files:
logging.info("Processing '%s'" % (filename, ))
data = CSVProvider(Symbol.get(symbol), filename)
data.start_publishing(self.tick_handler)
self._db_connection.commit()
self.cursor.execute("SET unique_checks=1;")
self.cursor.close()
self._db_connection.close()
def __init__(self, symbol, out_file, input_files):
self.pending = []
self.totalTicks = 0
self.conn = sqlite3.connect(out_file)
self.cursor = self.conn.cursor()
self.cursor.execute("PRAGMA synchronous = OFF")
self.cursor.execute("PRAGMA journal_mode = OFF")
self.cursor.execute("CREATE TABLE IF NOT EXISTS tick_data("
"symbol varchar(64) NOT NULL,"
"timestamp timestamp NOT NULL,"
"bid NUMBER NOT NULL,"
"offer NUMBER NOT NULL)")
self.cursor.execute("CREATE INDEX tick_data_timestamp_idx ON tick_data(timestamp)")
for filename in input_files:
logging.info("Processing '%s'" % (filename,))
data = CSVProvider(Symbol.get(symbol), filename)
data.start_publishing(self.tickHandler)
