def setUp(self):
Base.metadata.create_all()
instrument = Instrument()
instrument.ticker = 'MyTicker'
instrument.asset_class = 'MyAssetClass'
instrument.name = 'MyName'
instrument.currency = 'USD'
instrument.type = 'MyType'
instrument.transactions_fees = 0.
instrument.point_value = 1
instrument.exchange = 'MyExchange'
instrument.rolling_month = 'H'
market_data = MarketData()
market_data.instrument = instrument
market_data.type = DataType.CLOSE
market_data.date = datetime(2000,1,3)
market_data.value = 100.
session = Session()
instrument_dao = InstrumentDAO()
instrument_dao.save(session, instrument)
market_data_dao = MarketDataDAO()
market_data_dao.save(session, market_data)
self.instrument_service = InstrumentService()
# read the dictionary file and persist instrument field into database
content = csv.reader(open(data_repository + '/FuturesInfo.txt', 'r'))
for row in content:
# load instrument from database if none then no treatment
instrument = instrument_dao.get_by_ticker(session, row[0])
if instrument:
logger.info('Filling %s'%instrument.name)
# the exchange in caps
instrument.exchange = row[4].upper()
# the rolling month chain in caps
instrument.rolling_month = row[5].upper()
# the currency in caps
instrument.currency = row[7].upper()
# the point size manage case where number are given with coma (ex: 1,000.00)
instrument.point_value = float(row[8].replace(',',''))
# type
instrument.type = InstrumentType.FUTURE
# persit and fill instrument model
instrument_dao.save(session, instrument)
# add market data
_fill_market_data(data_repository + '/Futures/' + row[3], instrument)
except Exception, e:
logger.error(e.message)
logger.info('End of instrument filling')
session = Session()
Base.metadata.create_all()
instrument_dao = InstrumentDAO()
try:
ad = instrument_dao.get_by_ticker(session, 'AD')
if not ad:
ad = Instrument()
ad.ticker = 'AD'
ad.name = 'Australian Dollar'
ad.asset_class = 'Currencies'
ad.transactions_fees = .00005
instrument_dao.save(session, ad)
bo = instrument_dao.get_by_ticker(session, 'BO')
if not bo:
bo = Instrument()
bo.ticker = 'BO'
bo.name = 'Soybean Oil'
bo.asset_class = 'Grains'
bo.transactions_fees = .015
instrument_dao.save(session, bo)
bp = instrument_dao.get_by_ticker(session, 'BP')
if not bp:
bp = Instrument()
bp.ticker = 'BP'
bp.name = 'British Pound'
def setUp(self):
Base.metadata.create_all()
instrument_dao = InstrumentDAO()
instrument_dao.save(self.session, self.instrument)
