def _loadline(self, linetokens):
res = super(CSVAdjustTime, self)._loadline(linetokens)
if self.p.adjstarttime:
# move time to start time of next candle
# and subtract 0.1 miliseconds (ensures no
# rounding issues, 10 microseconds is minimum)
new_date = getstarttime(
self._timeframe,
self._compression,
self.datetime.datetime(0),
self.p.sessionstart,
-1) - timedelta(microseconds=100)
self.datetime[0] = date2num(new_date)
else:
self.datetime[0] = date2num(self.datetime.datetime(0))
return res
def start(self):
if self.f is None:
if self.p.tickersource is None:
dataname = self.p.dataname
else:
modpath = os.path.dirname(os.path.realpath(__file__))
dataname = self.p.tickersource
dataname = dataname.replace("%{instrument}", self.p.dataname)
dataname = os.path.join(modpath, '..', 'data', dataname)
if hasattr(dataname, 'readline'):
self.f = dataname
else:
# Let an exception propagate to let the caller know
open(dataname, 'a').close()
self.f = io.open(dataname, 'r')
super(SharpPointCSVData, self).start()
if self.p.newdata:
self.f.seek(0, 2)
self.forward()
dt = datetime.datetime.now()
self.lines.datetime[0] = date2num(dt)
self.lines.open[0] = self.p.nullvalue
self.lines.high[0] = self.p.nullvalue
self.lines.low[0] = self.p.nullvalue
self.lines.close[0] = self.p.nullvalue
self.lines.volume[0] = self.p.nullvalue
self.lines.openinterest[0] = self.p.nullvalue
if self.p.streaming:
self.o.streaming_prices(self.p.dataname)
def start(self):
if self.f is None:
if self.p.tickersource is None:
dataname = self.p.dataname
else:
modpath = os.path.dirname(os.path.realpath(__file__))
dataname = self.p.tickersource
dataname = dataname.replace("%{instrument}",
self.p.dataname)
dataname = os.path.join(modpath, '..', 'data', dataname)
if hasattr(dataname, 'readline'):
self.f = dataname
else:
# Let an exception propagate to let the caller know
open(dataname, 'a').close()
self.f = io.open(dataname, 'r')
super(SharpPointCSVData, self).start()
if self.p.newdata:
self.f.seek(0, 2)
self.forward()
dt = datetime.datetime.now()
self.lines.datetime[0] = date2num(dt)
self.lines.open[0] = self.p.nullvalue
self.lines.high[0] = self.p.nullvalue
self.lines.low[0] = self.p.nullvalue
self.lines.close[0] = self.p.nullvalue
self.lines.volume[0] = self.p.nullvalue
self.lines.openinterest[0] = self.p.nullvalue
if self.p.streaming:
self.o.streaming_prices(self.p.dataname)
def _load_rtbar(self, rtbar, hist=False):
res = super(IBDataAdjustTime, self)._load_rtbar(rtbar, hist)
if res and hist:
new_date = getstarttime(
self._timeframe,
self._compression,
self.datetime.datetime(0),
self.p.sessionstart,
-1) - timedelta(microseconds=100)
self.lines.datetime[0] = date2num(new_date)
return res
def _load_kline(self):
try:
kline = self._data.popleft()
except IndexError:
return None
timestamp, open_, high, low, close, volume = kline
self.lines.datetime[0] = date2num(timestamp)
self.lines.open[0] = open_
self.lines.high[0] = high
self.lines.low[0] = low
self.lines.close[0] = close
self.lines.volume[0] = volume
return True
def _load(self):
try:
bar = next(self.bars_iter)
except StopIteration:
return False
self.l.datetime[0] = date2num(bar['date'])
self.l.open[0] = bar['open']
self.l.high[0] = bar['high']
self.l.low[0] = bar['low']
self.l.close[0] = bar['close']
self.l.volume[0] = bar['volume']
self.l.turn[0] = bar['turn'] or -1
self.l.transNum[0] = bar['transNum'] or -1
return True
def _loadline(self, linetokens):
itoken = iter(linetokens)
# pre places token are useless
# next(itoken)
# next(itoken)
dttxt = next(itoken)
dt = datetime(int(dttxt[0:4]), int(dttxt[5:7]), int(dttxt[8:]))
self.lines.datetime[0] = date2num(dt)
self.lines.open[0] = float(next(itoken))
self.lines.high[0] = float(next(itoken))
self.lines.low[0] = float(next(itoken))
self.lines.close[0] = float(next(itoken))
self.lines.volume[0] = float(next(itoken))
self.lines.outstanding_share[0] = float(next(itoken))
self.lines.turnover[0] = float(next(itoken))
return True
def _load(self):
if self.index >= len(self.table.index):
return False
else:
for column in self.table.columns:
if column == "date":
label = "datetime"
value = date2num(self.table[column].iloc[self.index])
else:
label = column
value = self.table[column].iloc[self.index]
try:
line = getattr(self.lines, label)
except AttributeError:
continue # don't worry about lines that are not used
line[0] = value
self.index += 1
return True
def _loadline(self, linetokens):
try:
itoken = iter(linetokens)
sdate = next(itoken)
sopen = float(next(itoken))
shigh = float(next(itoken))
slow = float(next(itoken))
sclose = float(next(itoken))
svolume = int(next(itoken))
ldata = [int(x) for x in sdate.split(self.p.separatordate)]
self.lines.datetime[0] = date2num(datetime.datetime(*ldata))
self.lines.open[0] = sopen
self.lines.high[0] = shigh
self.lines.low[0] = slow
self.lines.close[0] = sclose
self.lines.volume[0] = svolume
self.lines.openinterest[0] = 0.0
return True
except Exception as e:
print("error reading line", type(e), str(linetokens))
self.error = "error reading line" + str(linetokens)
return None
def _loadline(self, linetokens):
try:
itoken = iter(linetokens)
sdate = next(itoken)
sopen = float(next(itoken))
shigh = float(next(itoken))
slow = float(next(itoken))
sclose = float(next(itoken))
svolume = int(next(itoken))
ldata = [int(x) for x in sdate.split(self.p.separatordate)]
self.lines.datetime[0] = date2num(datetime.datetime(*ldata))
self.lines.open[0] = sopen
self.lines.high[0] = shigh
self.lines.low[0] = slow
self.lines.close[0] = sclose
self.lines.volume[0] = svolume
self.lines.openinterest[0] = 0.0
return True
except Exception as e:
print("error reading line", type(e), str(linetokens))
self.error = "error reading line" + str(linetokens)
return None
def _loadline(self, linetokens):
i = itertools.count(0)
dttxt = linetokens[next(i)] # YYYY-MM-DD or YYYY-MM-DD HH:MM:SS
dt = date(int(dttxt[0:4]), int(dttxt[5:7]), int(dttxt[8:10]))
tm = self.p.sessionend
# use actual timestamp for INTRADAY time series
if 'INTRADAY' in self.p.datatype:
tm = time(int(dttxt[11:13]), int(dttxt[14:16]), int(dttxt[17:19]))
self.lines.datetime[0] = date2num(datetime.combine(dt, tm))
self.lines.open[0] = float(linetokens[next(i)])
self.lines.high[0] = float(linetokens[next(i)])
self.lines.low[0] = float(linetokens[next(i)])
self.lines.close[0] = float(linetokens[next(i)])
if 'ADJUSTED' in self.p.datatype:
self.lines.adjclose[0] = float(linetokens[next(i)])
self.lines.volume[0] = float(linetokens[next(i)])
self.lines.div[0] = float(linetokens[next(i)])
# no split data available for WEEKLY or MONTHLY time series
if ('WEEKLY' in self.p.datatype) or ('MONTHLY' in self.p.datatype):
self.lines.split[0] = 0.0
else:
self.lines.split[0] = float(linetokens[next(i)])
else:
self.lines.volume[0] = float(linetokens[next(i)])
self.lines.adjclose[0] = 0.0
self.lines.div[0] = 0.0
self.lines.split[0] = 0.0
self.lines.openinterest[0] = 0.0
return True
def _load(self):
if self._state == self._ST_LIVE:
bar = self._getNextTick_()
if bar is None:
return None
if self._influxdb and self.p.saveticks:
self.setHistoInflux(bar)
self.l.datetime[0] = date2num(bar['time'])
self.l.open[0] = bar['bid']
self.l.high[0] = bar['bid']
self.l.low[0] = bar['bid']
self.l.close[0] = bar['bid']
self.l.volume[0] = 0.0
self.l.openinterest[0] = 0.0
return True
elif self._state == self._ST_HISTORBACK:
try:
bar = next(self.biter)
except StopIteration:
print("Finish Historical Data")
if self.p.historical:
print("End Feed data")
return False
else:
print("Turn On Live Data")
self._state = self._ST_LIVE
return None
if self._influxdb:
local_tz = self._local_gmt
dt_local = datetime.strptime(
bar['time'].replace("Z", "")[0:26],
"%Y-%m-%dT%H:%M:%S.%f") # + timedelta(hours=local_tz)
utc = timezone('UTC')
dt_local = utc.localize(dt_local)
self.l.datetime[0] = date2num(dt_local.astimezone())
self.l.open[0] = bar['close']
self.l.high[0] = bar['close']
self.l.low[0] = bar['close']
self.l.close[0] = bar['close']
self.l.volume[0] = 0.0
self.l.openinterest[0] = 0.0
else:
broker_tz = self._broker_gmt
local_tz = self._local_gmt
dt_local = datetime.strptime(
bar[0],
'%Y.%m.%d %H:%M') + timedelta(hours=local_tz - broker_tz)
#dt_str = dt_local.astimezone().strftime("%Y-%m-%d %H:%M:%SZ")
self.l.datetime[0] = date2num(dt_local.astimezone())
self.l.open[0] = bar[1]
self.l.high[0] = bar[1]
self.l.low[0] = bar[1]
self.l.close[0] = bar[1]
self.l.volume[0] = 0.0
self.l.openinterest[0] = 0.0
return True
return False