def init_table(ticker, table, timespan):
    print "--"
    funcname = sys._getframe().f_code.co_name
    print ",".join(["--", funcname, ticker, table.name, timespan])

    # timespan = '1y' #'6m' #'1d', '1y'
    if table.name != "daily":
        columns, data = quotes.get_quote_intraday(ticker, timespan)
        table.fill(data)
    else:
        # data = quotes.get_quote_daily_matplotlib(ticker)
        data = quotes.get_quote_daily_pandas(ticker)

        #
        # data from matplotlib: a numpy record array with fields: date, open, high, low, close, volume, adj_close
        # schema = 'Timestamp FLOAT PRIMARY KEY,close FLOAT,high FLOAT,low FLOAT,open FLOAT,volume FLOAT'
        # DCHLOV = zip(mdates.date2num(data.date),
        #        data.close, data.high, data.low, data.open, data.volume)

        # print DCHLOV[:5]

        # data from pandas: index:pandas.DatetimeIndex,
        # columns: "Open", "High", "Low", "Close", "Volume", "Adj Close"
        # convert from pandas.DatetimeIndex to numpy.datetime64, to datetime
        # http://stackoverflow.com/questions/13703720/converting-between-datetime-timestamp-and-datetime64
        DCHLOV = zip(
            mdates.date2num(data.index.to_pydatetime()), data.Close, data.High, data.Low, data.Open, data.Volume
        )
        table.fill(DCHLOV)

    print "first and last timestamp of table:"
    print table.get_first_ts()
    print table.get_last_ts()
Ejemplo n.º 2
0
def init_table(ticker, table, timespan):
    print '--'
    funcname = sys._getframe().f_code.co_name
    print ','.join(['--', funcname, ticker, table.name, timespan])

    #timespan = '1y' #'6m' #'1d', '1y'
    if table.name != 'daily':
        columns, data = quotes.get_quote_intraday(ticker, timespan)
        table.fill(data)
    else:
        #data = quotes.get_quote_daily_matplotlib(ticker)
        data = quotes.get_quote_daily_pandas(ticker)

        #
        # data from matplotlib: a numpy record array with fields: date, open, high, low, close, volume, adj_close
        # schema = 'Timestamp FLOAT PRIMARY KEY,close FLOAT,high FLOAT,low FLOAT,open FLOAT,volume FLOAT'
        #DCHLOV = zip(mdates.date2num(data.date), 
        #        data.close, data.high, data.low, data.open, data.volume)

        #print DCHLOV[:5]


        # data from pandas: index:pandas.DatetimeIndex, 
        # columns: "Open", "High", "Low", "Close", "Volume", "Adj Close"
        # convert from pandas.DatetimeIndex to numpy.datetime64, to datetime
        # http://stackoverflow.com/questions/13703720/converting-between-datetime-timestamp-and-datetime64
        DCHLOV = zip(mdates.date2num(data.index.to_pydatetime()), 
               data.Close, data.High, data.Low, data.Open, data.Volume)
        table.fill(DCHLOV)
    
    print 'first and last timestamp of table:'
    print table.get_first_ts()
    print table.get_last_ts()
Ejemplo n.º 3
0
    def init_data(self):
        print '--'
        print 'graph.init_data()'

        self.alldata = quotes.get_quote_daily_pandas(self.info['symbol'], self.info['timerange'])

        #for local testing
        #self.alldata = quotes.get_quote_csv(self.info['symbol'], self.info['timerange'])

        stock_graph.pre_compute_indicators(self.alldata)