def get_log_path(sub_path=None):
project_path = PathMgr.get_project_path()
if sub_path:
log_path = os.path.join(project_path, "logs", sub_path)
else:
log_path = os.path.join(project_path, "logs")
ensure_dir_exists(log_path)
return log_path
def __init__(self, raw_data_path = None):
self.date = datetime.date.today()
self.raw_data_path = raw_data_path or PathMgr.get_raw_data_path()
self.daily_path = os.path.join(self.raw_data_path, str(self.date))
self.expiration_date_dir = os.path.join(self.daily_path, 'expiration_date')
self.equity_dir = os.path.join(self.daily_path, 'equity_data')
self.option_data_dir = os.path.join(self.daily_path, 'option_data')
self.vix_data_dir = os.path.join(self.daily_path, 'vix_data')
ensure_dir_exists(self.daily_path)
ensure_dir_exists(self.expiration_date_dir)
ensure_dir_exists(self.equity_dir)
ensure_dir_exists(self.option_data_dir)
ensure_dir_exists(self.vix_data_dir)
self.logger = Logger(__name__, PathMgr.get_log_path())
def save_to_csv(self, trade_date=None):
if trade_date is None:
trade_date = TradeTime.get_latest_trade_date()
start_time = datetime.datetime(trade_date.year, trade_date.month, trade_date.day, 9, 30, 0)
end_time = datetime.datetime(trade_date.year, trade_date.month, trade_date.day, 16, 0, 0)
query = """select * from equity_realtime where tradeTime >= '{}' and tradeTime <= '{}'""".format(start_time, end_time)
rows = self.select(query)
if rows is not None and len(rows) > 0:
records = map(lambda x: ','.join(map(str, x[1:])), rows)
content = '\n'.join(records)
raw_daily_path = PathMgr.get_raw_data_path(datetime.date.today().strftime('%Y-%m-%d'))
realtime_dir = os.path.join(raw_daily_path, 'realtime')
ensure_dir_exists(realtime_dir)
file_path = os.path.join(realtime_dir, '%s.csv' % trade_date.strftime('%Y-%m-%d'))
write_to_file(file_path, content)
def get_bigcharts_option_dir(
sub_path=datetime.date.today().strftime('%Y-%m-%d')):
raw_date_dir = PathMgr.get_raw_data_path(sub_path)
bigcharts_option_dir = os.path.join(raw_date_dir, 'bigcharts_option')
ensure_dir_exists(bigcharts_option_dir)
return bigcharts_option_dir
def get_yahoo_option_path(symbol, date_value):
symbol_path = os.path.join(PathMgr.get_yahoo_option_dir(), symbol)
ensure_dir_exists(symbol_path)
return os.path.join(symbol_path, date_value + '.html')
def get_yahoo_option_dir(
sub_path=datetime.date.today().strftime('%Y-%m-%d')):
raw_date_dir = PathMgr.get_raw_data_path(sub_path)
yahoo_option_dir = os.path.join(raw_date_dir, 'yahoo_option')
ensure_dir_exists(yahoo_option_dir)
return yahoo_option_dir