def retrieve_daily_chart(self, bot, update): self.par.logger.info("price command is accepted") self.send_message("price command is accepted") eb.pythoncom.CoInitialize() if eb.XASessionEventHandler.login_state == 0: eb.login(self.par.logger) if len(eb.XAQueryEventHandlerT8436.item_cd_list) <= 0: eb.retrieve_item_mst(self.par.logger, self.par.bind) param = update.message.text if " " in param: eb.retrieve_daily_chart(self.par.logger, self.par.bind, self.par.db_session, param.split(" ")[2], param.split(" ")[1]) self.send_message("loaded price from " + param.split(" ")[1] + " to " + param.split(" ")[2])
def retrieve_market_index_tr_amt(self, bot, update): self.par.logger.info("indexamt command is accepted") self.send_message("indexamt command is accepted") eb.pythoncom.CoInitialize() if eb.XASessionEventHandler.login_state == 0: eb.login(self.par.logger) if len(eb.XAQueryEventHandlerT8436.item_cd_list) <= 0: eb.retrieve_item_mst(self.par.logger, self.par.bind) param = update.message.text if " " in param: eb.retrieve_market_index_tr_amt(self.par.logger, self.par.bind, param.split(" ")[2], param.split(" ")[1]) self.send_message("loaded market tr amount from " + param.split(" ")[1] + " to " + param.split(" ")[2])
def etl_run(self, edate): eb.login(self.logger) eb.retrieve_item_mst(self.logger, self.bind) #edate = self.today row_cnt = "1" d = datetime.today() - timedelta(days=10) sdate = d.strftime("%Y%m%d") eb.retrieve_daily_chart(self.logger, self.bind, self.db_session, edate, edate) eb.retrieve_investor_volume(self.logger, self.bind, edate, edate) eb.retrieve_market_index_tr_amt(self.logger, self.bind, edate, edate) eb.retrieve_abroad_index(self.logger, self.bind, edate, row_cnt) eb.retrieve_short_selling(self.logger, self.bind, self.engine, edate, edate) eb.retrieve_market_liquidity(self.logger, self.bind, edate, sdate, row_cnt) self.shut_down()