def main(args):
import argparse
parser = argparse.ArgumentParser()
# --dbpath option
parser.add_argument("--dbpath",
help="Database URL to be used.",
dest="dbpath")
args = parser.parse_args()
# Make sure we can access the DB path if specified or else exit right here.
db_metadata = None
if args.dbpath:
try:
db_metadata = get_metadata(args.dbpath)
except Exception as e:
print("Not a valid DB URL: {} (Exception: {})".format(
args.dbpath, e))
return -1
insert_statements = populate_all_scrips_table(db_metadata)
results = execute_many_insert(insert_statements, engine=db_metadata.bind)
_ = [r.close() for r in results]
return 0
def main(args):
import argparse
parser = argparse.ArgumentParser()
# --dbpath option
parser.add_argument("--dbpath",
help="Database URL to be used.",
dest="dbpath")
args = parser.parse_args()
# Make sure we can access the DB path if specified or else exit right here.
if args.dbpath:
try:
global _DB_METADATA
_DB_METADATA = get_metadata(args.dbpath)
except Exception as e:
print("Not a valid DB URL: {} (Exception: {})".format(
args.dbpath, e))
return -1
get_hist_data_as_dataframes_dict()
return 0
def __init__(self, db_path=None, log_file=None):
self.panels = {}
self.symbols = []
self._last_symbols = None
# Setup a logger, we might need it immediately below
log_file = log_file or 'tickprocess_worker.log'
self.logger = get_logger(name=str(self.__class__), log_file=log_file)
# DB related
try:
self._db_meta = get_metadata(db_path)
except Exception as e:
self.logger.error(e)
self._db_meta = None
raise TickProcessWorkerExceptionDBInit("Failed to Init DB")
self._profiling = False
def main(args):
import argparse
parser = argparse.ArgumentParser()
group = parser.add_mutually_exclusive_group()
group.add_argument("--all",
help="Download data for all stocks. Usually you'd have "
"to do it only once.",
dest="all_stocks",
action="store_true")
group.add_argument("--from",
help="Download data from this data. Date Format "
"'DD-MM-YYYY'.",
dest="from_date")
# --dbpath option
parser.add_argument("--dbpath",
help="Database URL to be used.",
dest="dbpath")
args, unprocessed = parser.parse_known_args()
# Make sure we can access the DB path if specified or else exit right here.
if args.dbpath:
try:
db_meta = get_metadata(args.dbpath)
except Exception as e:
print("Not a valid DB URL: {} (Exception: {})".format(
args.dbpath, e))
return -1
all_corp_actions = []
if args.all_stocks:
unprocessed = (x.symbol for x in nse_get_all_stocks_list())
# It's possible to give --from DD-MM-YYYY infy (say), just help
for stock in unprocessed:
time.sleep(random.randint(1, 5))
try:
corp_actions = get_corp_action_csv(sym_name=stock)
except Exception as e:
module_logger.exception(e)
continue
all_corp_actions.extend(corp_actions)
if args.from_date:
try:
from_date = dt.date(dt.strptime(args.from_date, '%d-%m-%Y'))
today = dt.date(dt.now())
td = today - from_date
if td.days < 0:
print("From date cannot be greater than today.")
return -1
if td.days < 15:
corp_actions = get_corp_action_csv(time_period='15_DAYS')
else:
corp_actions = get_corp_action_csv(time_period='3_MONTHS')
all_corp_actions.extend(corp_actions)
except ValueError as e:
print("Date '{}' in unsupported format".format(args.from_date))
return -1
tbl = create_or_get_nse_corp_actions_hist_data(metadata=db_meta)
all_insert_statements = []
for corp_action in all_corp_actions:
module_logger.debug("CorpAction :%s", str(corp_action))
insert_st = tbl.insert().values(symbol=corp_action.sym,
ex_date=corp_action.ex_date,
action=corp_action.action,
ratio=corp_action.ratio,
delta=corp_action.delta)
all_insert_statements.append(insert_st)
module_logger.debug("insert_st : %s", insert_st.compile().params)
results = execute_many_insert(all_insert_statements, engine=db_meta.bind)
for result in results:
result.close()
return 0
def main(args):
import argparse
parser = argparse.ArgumentParser()
# -l or --list (list all indices)
parser.add_argument('--list',
help="List all supported indices.",
dest="list_indices",
action="store_true")
# --full option
parser.add_argument("--full-to",
help="download full data from 1 Jan 2002",
action="store_true")
# --from option
parser.add_argument("--from",
help="From Date in DD-MM-YYYY format. " \
"Default is 01-01-2002",
dest='fromdate',
default='')
# --to option
parser.add_argument("--to",
help="From Date in DD-MM-YYYY format. " \
"Default is Today.",
dest='todate',
default="today")
# --yes option
parser.add_argument("--yes",
help="Answer yes to all questions.",
dest="sure",
action="store_true")
# --all option
parser.add_argument("--all",
help="Download all indices.",
dest="all_indices",
action="store_true")
# --dbpath option
parser.add_argument("--dbpath",
help="Database URL to be used.",
dest="dbpath")
args, unprocessed = parser.parse_known_args()
# Make sure we can access the DB path if specified or else exit right here.
if args.dbpath:
try:
db_meta = get_metadata(args.dbpath)
except Exception as e:
print("Not a valid DB URL: {} (Exception: {})".format(
args.dbpath, e))
return -1
if args.list_indices:
print(_format_indices())
return 0
try:
if args.fromdate:
from_date = dt.strptime(args.fromdate, _DATE_FMT)
if args.todate.lower() == 'today':
args.todate = dt.now().strftime(_DATE_FMT)
to_date = dt.strptime(args.todate, _DATE_FMT)
except ValueError:
print(parser.format_usage())
sys.exit(-1)
# We are now ready to download data
if args.fromdate and from_date > to_date:
print(parser.format_usage())
sys.exit(-1)
if args.fromdate:
num_days = to_date - from_date
if num_days.days > _WARN_DAYS:
if args.sure:
sure = True
else:
sure = input("Tatal number of days for download is %1d. "
"Are you Sure?[y|N] " % num_days.days)
if sure.lower() in ("y", "ye", "yes"):
sure = True
else:
sure = False
else:
sure = True
else:
sure = input("Downloading data from beginning for the Index. "
"Are you Sure?[y|N] ")
if sure.lower() in ("y", "ye", "yes"):
sure = True
else:
sure = False
if not sure:
return 0
if args.all_indices:
unprocessed = _INDICES_DICT.keys()
return get_indices(unprocessed, db_meta, args.fromdate, args.todate)
approaches separately and see why something seems more expensive.
"""
from __future__ import print_function
import time
import cProfile
import pstats
import StringIO
import pandas as pd
from read_sql_data import get_hist_data_as_dataframes_dict
from tickerplot.sql.sqlalchemy_wrapper import get_metadata
metadata = get_metadata('sqlite:///nse_hist_data.sqlite3')
max_limit = 40
limit = 20
while limit < max_limit:
scripdata_dict = get_hist_data_as_dataframes_dict(metadata=metadata,
limit=limit)
pan = pd.Panel(scripdata_dict)
then0 = time.time()
pr = cProfile.Profile()
pr.enable()
pan2 = pan.transpose(2, 0, 1)
cl = pan2['close']
def __init__(self, method='cProfile', limit_rows=0, db_path=None):
self.db_path = db_path
self.method_name = method
self.limit_rows = limit_rows
self.metadata = get_metadata(self.db_path)
def main(args):
# We run the full program
import argparse
parser = argparse.ArgumentParser()
# --full option
parser.add_argument("--full-to",
help="download full data from 1 Jan 2002",
action="store_true")
# --from option
parser.add_argument("--from",
help="From Date in DD-MM-YYYY format. " \
"Default is 01-01-2002",
dest='fromdate',
default="01-01-2002")
# --to option
parser.add_argument("--to",
help="From Date in DD-MM-YYYY format. " \
"Default is Today.",
dest='todate',
default="today")
# --yes option
parser.add_argument("--yes",
help="Answer yes to all questions.",
dest="sure",
action="store_true")
# --dbpath option
parser.add_argument("--dbpath",
help="Database URL to be used.",
dest="dbpath")
args = parser.parse_args()
print(args)
# Make sure we can access the DB path if specified or else exit right here.
if args.dbpath:
try:
global _DB_METADATA
_DB_METADATA = get_metadata(args.dbpath)
except Exception as e:
print("Not a valid DB URL: {} (Exception: {})".format(
args.dbpath, e))
return -1
try:
from_date = dt.strptime(args.fromdate, _DATE_FMT)
if args.todate.lower() == 'today':
args.todate = dt.now().strftime(_DATE_FMT)
to_date = dt.strptime(args.todate, _DATE_FMT)
except ValueError:
print(parser.format_usage())
return -1
# We are now ready to download data
if from_date > to_date:
print(parser.format_usage())
return -1
num_days = to_date - from_date
if num_days.days > _WARN_DAYS:
if args.sure:
sure = True
else:
sure = input("Tatal number of days for download is %1d. "
"Are you Sure?[y|N] " % num_days.days)
if sure.lower() in ("y", "ye", "yes"):
sure = True
else:
sure = False
else:
sure = True
if not sure:
sys.exit(0)
module_logger.info("Downloading data for %d days", num_days.days)
cur_date = from_date
while cur_date <= to_date:
module_logger.debug("Getting data for %s", str(cur_date))
scrips_dict = get_bhavcopy(cur_date)
if scrips_dict is not None:
_update_bhavcopy(cur_date, scrips_dict)
time.sleep(random.randrange(1, 10))
cur_date += td(1)
# Apply the name changes to the DB
sym_change_tuples = nse_get_name_change_tuples()
if len(sym_change_tuples) == 0:
module_logger.info("No name change tuples found...")
sys.exit(-1)
_apply_name_changes_to_db(sym_change_tuples)
return 0