def named_entities_in_time_range(currency_pair, start_time, epsilon):
articles = DBSession.query(NamedEntity).join(NamedEntityFrequency).join(
Article).filter((Article.effective_date >= start_time)
& (Article.effective_date <= start_time + epsilon)
& (Article.currency_pair == currency_pair)
& (NamedEntityFrequency.frequency > 1))
return articles
def named_entities_in_time_range(currency_pair, start_time, epsilon):
articles = DBSession.query(NamedEntity).join(NamedEntityFrequency).join(Article).filter(
(Article.effective_date >= start_time) &
(Article.effective_date <= start_time + epsilon) &
(Article.currency_pair == currency_pair) &
(NamedEntityFrequency.frequency > 1))
return articles
def main():
with environment(sys.argv) as env:
for currency_pair in DBSession.query(CurrencyPair):
print currency_pair.source, currency_pair.target
with open(
"%s-%s.txt" % (currency_pair.source, currency_pair.target),
"w") as outfile:
currency_pair_stats(outfile, currency_pair)
def currency_price_at_time(currency_pair, time):
rates = DBSession.query(TradeRate).filter(
(TradeRate.effective_date >= time - dt.timedelta(seconds=60)) &
(TradeRate.effective_date <= time + dt.timedelta(seconds=60)) &
(TradeRate.currency_pair == currency_pair))
n = rates.count()
if n == 0: raise KeyError("No trade information available for that time.")
rate = sum(r.rate for r in rates)/n
return rate
def currency_price_at_time(currency_pair, time):
rates = DBSession.query(TradeRate).filter(
(TradeRate.effective_date >= time - dt.timedelta(seconds=60))
& (TradeRate.effective_date <= time + dt.timedelta(seconds=60))
& (TradeRate.currency_pair == currency_pair))
n = rates.count()
if n == 0: raise KeyError("No trade information available for that time.")
rate = sum(r.rate for r in rates) / n
return rate
def FetchArticles(currency_pair):
url = currency_pair.article_feed
articles = feedparser.parse(url)
for entry in articles['entries']:
link = entry['link']
try:
article = DBSession.query(Article).filter(
(Article.url==link)).one()
continue
except NoResultFound:
pass
body = requests.get(link).content.decode("utf-8", "replace")
effective_date = datetime(*entry.updated_parsed[:6])
yield Article(currency_pair, entry['link'], effective_date, body)
def FetchArticles(currency_pair):
url = currency_pair.article_feed
articles = feedparser.parse(url)
for entry in articles['entries']:
link = entry['link']
try:
article = DBSession.query(Article).filter(
(Article.url == link)).one()
continue
except NoResultFound:
pass
body = requests.get(link).content.decode("utf-8", "replace")
effective_date = datetime(*entry.updated_parsed[:6])
yield Article(currency_pair, entry['link'], effective_date, body)
def currency_pair_stats(outfile, currency_pair):
old_nes = set()
for article in DBSession.query(Article).filter(Article.currency_pair == currency_pair):
try:
ne, dp = data_point_for_article(article, dt.timedelta(minutes=5))
ne = tuple(sorted(id for id, name in ne))
if ne in old_nes:
continue
old_nes.add(ne)
outfile.write("%s %s\n" % (dp, " ".join(("%d:1" % id for id in ne))))
except KeyError:
pass
def currency_pair_stats(outfile, currency_pair):
old_nes = set()
for article in DBSession.query(Article).filter(
Article.currency_pair == currency_pair):
try:
ne, dp = data_point_for_article(article, dt.timedelta(minutes=5))
ne = tuple(sorted(id for id, name in ne))
if ne in old_nes:
continue
old_nes.add(ne)
outfile.write("%s %s\n" % (dp, " ".join(
("%d:1" % id for id in ne))))
except KeyError:
pass
def main():
with environment(sys.argv) as env:
for currency_pair in DBSession.query(CurrencyPair):
print currency_pair.source, currency_pair.target
with open("%s-%s.txt" % (currency_pair.source, currency_pair.target), "w") as outfile:
currency_pair_stats(outfile, currency_pair)
