def writeDataHistorytoJSON(ticker): dataSeriesID = EM_DBHelp.retrieve_DataSeriesID( db_conn, db_curs, dataTicker=ticker, insertIfNot=False) data_JSON = convertDataHistoryToJSON(ticker, dataSeriesID=dataSeriesID) columnName = 'dt_earliest_value' earliestData = EM_DGUtil.getFromDB() columnName = 'dt_latest_value' latestData = EM_DGUtil.getFromDB() columnName = 'dt_last_updated_history' lastUpdate = EM_DGUtil.getFromDB() writeFile = generateDateHistoryFilename(ticker, earliestData, latestData, lastUpdate) updateAvailableSeriesDataFile(ticker, earliestData, latestData, lastUpdate, dataFileName=writeFile) try: writer = open(writeFile, 'wb') writer.write(json_dump(data_JSON)) except: raise finally: writer.close()
def generateWords_FirstOrderDiff_SingleTicker(ticker):
wordType = EM_util.wordTypes['1OD']
wordSuperType = EM_util.wordSuperTypes['generic']
dg_handle = EM_DGUtil.EMF_DataGenerator_Handle(db_conn, db_curs)
dg_handle.findAndStoreDataSeries(ticker)
if dg_handle.dataPeriodicity == 365: #Daily
raise NotImplementedError
elif dg_handle.dataPeriodicity == 52: #Weekly
raise NotImplementedError
elif dg_handle.dataPeriodicity == 12: #Monthly
periods = [1, 3, 6, 12, 18, 24, 36, 48, 60]
periodDesc = 'M'
elif dg_handle.dataPeriodicity == 4: #Quarterly
periods = [1, 2, 3, 4, 6, 8, 12 ,16, 20]
periodDesc = 'Q'
else:
raise Exception('dataPeriodicity not recognized.')
if len(EM_DGUtil.firstOrderDiffPeriodOverride) > 0:
periods = EM_DGUtil.firstOrderDiffPeriodOverride
dataSeries = dg_handle.getDataHistory()
for periodLength in periods:
wordTicker = '1OD|' + str(periodLength) + periodDesc + '|' + ticker
wordSubType = periodLength
dg_handle.findAndStoreWordSeries(wordTicker, wordSubType, wordType, wordSuperType)
firstOrderDiffData = EM_DGUtil.findFirstOrderDifferences(dataSeries, periodLength)
dates = []
values = []
for i in range(len(firstOrderDiffData)):
dates.append(dataSeries['dates'][i+periodLength])
values.append(firstOrderDiffData[i])
dg_handle.insertWords(dates, values)
dg_handle.resetWordSeries()
