def main(opts, args, api, streamer, searcher):
if not args:
print 'Need at least one symbol to lookup.'
return
for i in xrange(len(args)):
args[i] += opts.suffix or ''
stdout = make_writer(sys.stdout)
stdout.writerow(HEADER)
market_writer_map = {}
def dump(price):
if not price['MarketId']:
return
s, market = markets[price['MarketId']]
row = price_to_row(market, price)
stdout.writerow(row)
market_writer_map[price['MarketId']].writerow(row)
markets, unknown = base.threaded_lookup(searcher, args)
if unknown:
print '# Unknown:', ', '.join(unknown)
for market_id, (ric, market) in markets.iteritems():
fp = file(base.filename_for(opts, market, kind='ticks'), 'a', 1)
writer = csv.writer(fp, quoting=csv.QUOTE_ALL)
market_writer_map[market_id] = writer
if os.path.getsize(fp.name) == 0:
writer.writerow(HEADER)
streamer.prices.listen(dump, market_id)
raw_input()
streamer.stop()
def main(opts, args, api, streamer, searcher):
if not args:
print 'Need at least one symbol to lookup.'
return
for i in xrange(len(args)):
args[i] += opts.suffix or ''
def fetch(market):
bars = api.market_bars(market['MarketId'],
interval=opts.interval.upper(),
span=opts.span, bars=opts.bars)['PriceBars']
if opts.raw:
pad_count = 0
else:
orig = len(bars)
bars = pad_bars(bars, interval=opts.span * 60)
pad_count = len(bars) - orig
if opts.chop:
bars = bars[-opts.bars:]
filename = base.filename_for(opts, market,
kind='bars_%s%s' % (opts.span, opts.interval[0].upper()))
with file(filename, 'w') as fp:
writer = csv.writer(fp, quoting=csv.QUOTE_ALL)
write = writer.writerow
write(('UtcTime', 'Open', 'High', 'Low', 'Close'))
for bar in bars:
write((tsformat(bar),
bar['Open'], bar['High'], bar['Low'],
bar['Close']))
print 'Wrote %d bars for %d/%s to %r (padded:%d, first:%r, last:%r)' %\
(len(bars), market['MarketId'], market['Name'], filename,
pad_count, bars and tsformat(bars[0]),
bars and tsformat(bars[-1]))
markets, unknown = base.threaded_lookup(searcher, args)
for unk in unknown:
print 'Can\'t find %r' % (unk,)
tp = base.ThreadPool()
for s, market in markets.values():
tp.put(fetch, market)
tp.join()
def main(opts, args, api, streamer, searcher):
if not args:
print 'Need at least one symbol to lookup.'
return
for i in xrange(len(args)):
args[i] += opts.suffix or ''
writer = csv.writer(sys.stdout, quoting=csv.QUOTE_ALL)
lock = threading.Lock()
def write(*row):
with lock:
writer.writerow(row)
markets, unknown = base.threaded_lookup(searcher, args)
write('RIC', 'MarketId', 'Description')
for unk in unknown:
write(unk.upper(), '-', '-')
for ric, market in markets.itervalues():
write(ric.upper(), market['MarketId'], market['Name'])
def main(opts, args, api, streamer, searcher):
if not args:
print 'Need at least one symbol to lookup.'
return
for i in xrange(len(args)):
args[i] += opts.suffix or ''
tailer = LogTailer()
button = urwid.Button(u'Exit')
div = urwid.Divider()
pile = urwid.Pile([button, div, tailer.text])
top = urwid.Filler(pile, valign='top')
markets = None
data = {}
def on_exit_clicked(button):
raise urwid.ExitMainLoop()
urwid.connect_signal(button, 'click', on_exit_clicked)
table = Table(lambda price: price['MarketId'])
table.add_field('TickDate', (lambda _, cur: tsformat(cur)), width=8)
table.add_field('Name', (lambda last, cur: cur), width=35)
for field in 'Price', 'Spread', 'SprdPct', 'Bid', 'Offer', 'High', 'Low', 'Change':
table.add_field(field, (lambda _, cur: cur), width=9)
table.end_fields()
status = urwid.Text('', align='right')
pp = urwid.Pile([status, urwid.Divider(), table._columns, urwid.Divider(), pile])
top = urwid.Filler(pp, valign='top')
loop = urwid.MainLoop(top, PALETTE)
waker = base.ThreadWaker()
loop.watch_file(waker.fileno(), waker.callback)
def redraw_state(map):
bits = []
attrmap = {lightstreamer.STATE_CONNECTING: 'reconnecting',
lightstreamer.STATE_CONNECTED: 'online',
lightstreamer.STATE_DISCONNECTED: 'offline',
lightstreamer.STATE_RECONNECTING: 'reconnecting'}
for short, name in ('TRADING', cityindex.AS_TRADING), \
('STREAMING', cityindex.AS_STREAMING), \
('ACCOUNT', cityindex.AS_ACCOUNT):
attr = attrmap.get(map.get(name))
bits.append((attr, short + ' '))
status.set_text(bits)
streamer.on_state(lambda map: waker.put(redraw_state, map))
def on_price_update(price):
if price['MarketId']:
ric, market = markets[price['MarketId']]
price['RIC'] = ric.upper()
price['Spread'] = price['Bid'] - price['Offer']
price['SprdPct'] = (price['Spread'] / price['Price']) * 100
waker.put(table.update, price)
markets, unknown = base.threaded_lookup(searcher, args)
for market_id, (ric, market) in markets.iteritems():
table.append({'MarketId': market_id})
streamer.prices.listen(on_price_update, market_id)
loop.run()
streamer.stop()
