def testSqlDam(self):
dam = SqlDAM(echo=False)
dam.setup({"db": 'sqlite:////tmp/sqldam.sqlite'})
dam.setSymbol("test")
quotes = [
Quote(*[
'1320676200', '32.59', '32.59', '32.58', '32.58', '65213', None
]),
Quote(*[
'1320676201', '32.60', '32.60', '32.59', '32.59', '65214', None
])
]
ticks = [
Tick(*['1320676200', '32.59', '32.59', '32.58', '32.58', '65213']),
Tick(*['1320676201', '32.60', '32.60', '32.59', '32.59', '65214'])
]
dam.writeQuotes(quotes)
dam.writeTicks(ticks)
dam.commit()
print([
str(quotes) for symbol, quotes in dam.readBatchTupleQuotes(
["test"], 0, None).items()
])
print([str(quote) for quote in dam.readQuotes(0, None)])
print([str(tick) for tick in dam.readTicks(0, "1320676201")])
print([str(tick) for tick in dam.readTicks(0, "1320676202")])
def testIsOrderMet(self):
tc = TradingCenter()
tick1 = Tick('time', 'open', 'high', 'low', 13.20, 'volume')
order1 = Order(accountId=None,
side=Side.BUY,
symbol='symbol',
price=13.25,
share=10)
order2 = Order(accountId=None,
side=Side.BUY,
symbol='symbol',
price=13.15,
share=10)
order3 = Order(accountId=None,
side=Side.SELL,
symbol='symbol',
price=13.25,
share=10)
order4 = Order(accountId=None,
side=Side.SELL,
symbol='symbol',
price=13.15,
share=10)
self.assertEquals(True, tc.isOrderMet(tick1, order1))
self.assertEquals(False, tc.isOrderMet(tick1, order2))
self.assertEquals(False, tc.isOrderMet(tick1, order3))
self.assertEquals(True, tc.isOrderMet(tick1, order4))
def __rowResultToTick(self, row):
''' convert rowResult from Hbase to Tick'''
keyValues = row.columns
for field in TICK_FIELDS:
key = "%s:%s" % (HBaseDAM.TICK, field)
if 'time' != field and keyValues[key].value:
keyValues[key].value = float(keyValues[key].value)
return Tick(*[keyValues["%s:%s" % (HBaseDAM.TICK, field)].value for field in TICK_FIELDS])
def testWriteExcel(self):
writeDam = ExcelDAM()
writeDam.setDir(self.targetPath)
writeDam.setSymbol(self.symbol)
for f in [
writeDam.targetPath(ExcelDAM.QUOTE),
writeDam.targetPath(ExcelDAM.TICK)
]:
if os.path.exists(f):
os.remove(f)
quote1 = Quote('1320676200', '32.58', '32.58', '32.57', '32.57',
'65212', None)
quote2 = Quote('1320676201', '32.59', '32.59', '32.58', '32.58',
'65213', None)
tick1 = Tick('1320676200', '32.58', '32.58', '32.57', '32.57', '65212')
tick2 = Tick('1320676201', '32.59', '32.59', '32.58', '32.58', '65213')
writeDam.writeQuotes([quote1, quote2])
writeDam.writeTicks([tick1, tick2])
def testIsOrderMet(self):
tc = TradingCenter()
tick1 = Tick(datetime.now(), 30.0, 35.0, 13.20, 13.20, 100000)
order1 = Order(accountId = None, side = Side.BUY, symbol = 'symbol', price = 13.25, share = 10)
order2 = Order(accountId = None, side = Side.BUY, symbol = 'symbol', price = 13.15, share = 10)
order3 = Order(accountId = None, side = Side.SELL, symbol = 'symbol', price = 13.25, share = 10)
order4 = Order(accountId = None, side = Side.SELL, symbol = 'symbol', price = 13.15, share = 10)
self.assertEquals(True, tc.isOrderMet(tick1, order1))
self.assertEquals(False, tc.isOrderMet(tick1, order2))
self.assertEquals(False, tc.isOrderMet(tick1, order3))
self.assertEquals(True, tc.isOrderMet(tick1, order4))
def testIndexTicks_tick(self):
tickTime1Dam1 = Tick('time1', 'open1', 'high1', 'low1', 'close1',
'volume1')
tickTime2Dam1 = Tick('time2', 'open2', 'high2', 'low2', 'close2',
'volume2')
tickTime1Dam2 = Tick('time1', 'open11', 'high11', 'low11', 'close11',
'volume11')
tickTime2Dam2 = Tick('time2', 'open22', 'high22', 'low22', 'close22',
'volume22')
dam1 = self.mock.CreateMock(BaseDAM)
dam1.readTicks(mox.IgnoreArg(), mox.IgnoreArg()).AndReturn(
[tickTime1Dam1, tickTime2Dam1])
dam2 = self.mock.CreateMock(BaseDAM)
dam2.readTicks(mox.IgnoreArg(), mox.IgnoreArg()).AndReturn(
[tickTime1Dam2, tickTime2Dam2])
tf = TickFeeder()
tf.inputType = TickFeeder.TICK_TYPE
tf._TickFeeder__source = {'s1': dam1, 's2': dam2}
self.mock.ReplayAll()
timeTicks = tf.indexTicks()
self.mock.VerifyAll()
print(timeTicks)
self.assertEquals(
{
'time1': {
's1': tickTime1Dam1,
's2': tickTime1Dam2
},
'time2': {
's1': tickTime2Dam1,
's2': tickTime2Dam2
}
}, timeTicks)
def getTicks(self, symbol, start, end):
"""
Get tick prices for the given ticker symbol.
@symbol: stock symbol
@interval: interval in mins(google finance only support query till 1 min)
@start: start date(YYYYMMDD)
@end: end date(YYYYMMDD)
start and end is disabled since only 15 days data will show
@Returns a nested list.
"""
#TODO, parameter checking
try:
#start = string2EpochTime(start)
#end = string2EpochTime(end)
#period = end - start
period = 15
#url = 'http://www.google.com/finance/getprices?q=%s&i=%s&p=%sd&f=d,o,h,l,c,v&ts=%s' % (symbol, interval, period, start)
url = 'http://www.google.com/finance/getprices?q=%s&i=61&p=%sd&f=d,o,h,l,c,v' % (
symbol, period)
try:
page = self.__request(url)
except UfException as ufExcep:
##if symol is not right, will get 400
if Errors.NETWORK_400_ERROR == ufExcep.getCode:
raise UfException(
Errors.STOCK_SYMBOL_ERROR,
"Can find data for stock %s, symbol error?" % symbol)
raise ufExcep
days = page.readlines()[7:] # first 7 line is document
# sample values:'a1316784600,31.41,31.5,31.4,31.43,150911'
values = [day.split(',') for day in days]
data = []
for value in values:
data.append(
Tick(value[0][1:].strip(), value[4].strip(),
value[2].strip(), value[3].strip(), value[1].strip(),
value[5].strip()))
return data
except BaseException:
raise UfException(
Errors.UNKNOWN_ERROR,
"Unknown Error in GoogleFinance.getTicks %s" %
traceback.format_exc())
def testLoadTicks_tick(self):
time1 = datetime.now()
time2 = datetime.now()
tickTime1Dam1 = Tick(time1, 100.0, 100.0, 100.0, 100.0, 100.0)
tickTime2Dam1 = Tick(time2, 100.0, 100.0, 100.0, 100.0, 100.0)
tickTime1Dam2 = Tick(time1, 100.0, 100.0, 100.0, 100.0, 100.0)
tickTime2Dam2 = Tick(time2, 100.0, 100.0, 100.0, 100.0, 100.0)
dam1 = self.mock.CreateMock(BaseDAM)
dam1.readTicks(mox.IgnoreArg(), mox.IgnoreArg()).AndReturn(
[tickTime1Dam1, tickTime2Dam1])
dam2 = self.mock.CreateMock(BaseDAM)
dam2.readTicks(mox.IgnoreArg(), mox.IgnoreArg()).AndReturn(
[tickTime1Dam2, tickTime2Dam2])
tf = TickFeeder()
tf._TickFeeder__source = {'s1': dam1, 's2': dam2}
tf.inputType = TICK
appGlobal[TRADE_TYPE] = TICK
self.mock.ReplayAll()
timeTicks = tf.loadTicks()
self.mock.VerifyAll()
self.assertEquals(
{
time1: {
's1': tickTime1Dam1,
's2': tickTime1Dam2
},
time2: {
's1': tickTime2Dam1,
's2': tickTime2Dam2
}
}, timeTicks)
def readTicks(self, start, end):
''' read ticks '''
rows = self.__hbase.scanTable(self.tableName(HBaseDAM.TICK), [HBaseDAM.TICK], start, end)
return [self.__rowResultToTick(row) for row in rows]
def writeTicks(self, ticks):
''' read quotes '''
tName = self.tableName(HBaseDAM.TICK)
if tName not in self.__hbase.getTableNames():
self.__hbase.createTable(tName, [ColumnDescriptor(name=HBaseDAM.TICK, maxVersions=5)])
for tick in ticks:
self.__hbase.updateRow(self.tableName(HBaseDAM.TICK),
tick.time,
[Mutation(column = "%s:%s" % (HBaseDAM.TICK, field),
value = getattr(tick, field) ) for field in TICK_FIELDS])
if __name__ == '__main__':
dam = HBaseDAM()
dam.setSymbol("test")
quotes = [Quote(*['1320676200', '32.59', '32.59', '32.58', '32.58', '65213', None]),
Quote(*['1320676201', '32.60', '32.60', '32.59', '32.59', '65214', None])]
ticks = [Tick(*['1320676200', '32.59', '32.59', '32.58', '32.58', '65213']),
Tick(*['1320676201', '32.60', '32.60', '32.59', '32.59', '65214'])]
dam.writeQuotes(quotes)
dam.writeTicks(ticks)
print(dam.readQuotes("0", None))
print(dam.readTicks("0", "1320676201"))
print(dam.readTicks("0", "1320676202"))
def readTicks(self, start, end):
''' read ticks '''
ticks = self.__readData(self.targetPath(ExcelDAM.TICK), start, end)
return [Tick(*tick) for tick in ticks]
def __sqlToTupleTick(self, row):
''' convert row result to tuple Tick '''
return Tick(row.time, row.open, row.high, row.low, row.close,
row.volume)
