def getdata(self, quote):
self.m_connected = False
debug("LiveUpdate_Euronext:getdata quote:%s market:%s" %
(quote, self.m_market))
#IdInstrument = euronext_InstrumentId(quote)
#if IdInstrument == None: return None
query = (
('cha', '2593'),
('lan', 'EN'),
#('idInstrument', IdInstrument),
('isinCode', quote.isin()),
('selectedMep', euronext_place2mep(quote.place())),
('indexCompo', ''),
('opening', 'on'),
('high', 'on'),
('low', 'on'),
('closing', 'on'),
('volume', 'on'),
('typeDownload', '3'),
('format', ''),
)
query = map(lambda (var, val): '%s=%s' % (var, str(val)), query)
query = string.join(query, '&')
url = self.m_url + '?' + query
debug("LiveUpdate_Euronext:getdata: url=%s ", url)
try:
buf = self.m_connection.getDataFromUrl(url)
except:
debug('LiveUpdate_Euronext:unable to connect :-(')
return None
# pull data
lines = self.splitLines(buf)
data = ''
indice = {}
"""
"Instrument's name";
"ISIN";
"Euronext code";
"MEP";
"Symbol";
"ICB Sector (Level 4)";
"Trading currency";
"Last";
"Volume";
"D/D-1 (%)";
"Date - time (CET)";
"Turnover";
"Total number of shares";
"Capitalisation";
"Trading mode";
"Day First";
"Day High";
"Day High / Date - time (CET)";
"Day Low";
"Day Low / Date - time (CET)";
"31-12/Change (%)";
"31-12/High";
"31-12/High/Date";
"31-12/Low";
"31-12/Low/Date";
"52 weeks/Change (%)";
"52 weeks/High";
"52 weeks/High/Date";
"52 weeks/Low";
"52 weeks/Low/Date";
"Suspended";
"Suspended / Date - time (CET)";
"Reserved";
"Reserved / Date - time (CET)"
"""
for eachLine in lines:
sdata = string.split(eachLine, '\t')
#print sdata,len(sdata)
if len(sdata) > 2:
if not indice.has_key("ISIN"):
i = 0
for ind in sdata:
indice[ind] = i
i = i + 1
iName = indice["Instrument's name"]
iISIN = indice["ISIN"]
iDate = indice["Date - time (CET)"]
iOpen = indice["Day First"]
iLast = indice["Last"]
iHigh = indice["Day High"]
iLow = indice["Day Low"]
iPercent = indice["D/D-1 (%)"]
if indice.has_key("Volume"):
iVolume = indice["Volume"]
else:
iVolume = -1
else:
if (sdata[iISIN] <> "ISIN") and (sdata[iDate] != '-'):
c_datetime = datetime.today()
c_date = "%04d%02d%02d" % (
c_datetime.year, c_datetime.month, c_datetime.day)
#print 'Today is :', c_date
sdate, sclock = self.euronextDate(sdata[iDate])
# be sure we have volume (or indices)
if (quote.list() == QLIST_INDICES
or sdata[iVolume] <> '-'):
# be sure not an oldest day !
if (c_date == sdate) or (quote.list()
== QLIST_INDICES):
key = quote.key()
self.m_dcmpd[key] = sdate
self.m_clock[key] = self.convertClock(
quote.place(), sclock, sdate)
#
open = self.parseFValue(sdata[iOpen])
high = self.parseFValue(sdata[iHigh])
low = self.parseFValue(sdata[iLow])
value = self.parseFValue(sdata[iLast])
percent = self.parseFValue(sdata[iPercent])
if iVolume != -1:
volume = self.parseLValue(sdata[iVolume])
else:
volume = 0
# ISIN;DATE;OPEN;HIGH;LOW;CLOSE;VOLUME;PERCENT
data = (quote.key(), sdate, open, high, low, value,
volume, percent)
data = map(lambda (val): '%s' % str(val), data)
data = string.join(data, ';')
return data
else:
print sdata
pass
return None
def getdata(self,quote,datedebut=None,datefin=None):
#IdInstrument = euronext_InstrumentId(quote)
#if IdInstrument == None: return None
# get historic data itself !
if not datefin:
datefin = date.today()
if not datedebut:
datedebut = date.today()
if isinstance(datedebut,Datation):
datedebut = datedebut.date()
if isinstance(datefin,Datation):
datefin = datefin.date()
d1 = self.parseDate(datedebut)
d2 = self.parseDate(datefin)
debug("Import_euronext:getdata quote:%s begin:%s end:%s" % (quote,d1,d2))
query = (
('cha', '2593'),
('lan', 'EN'),
#('idInstrument', IdInstrument),
('isinCode', quote.isin()),
('selectedMep', euronext_place2mep(quote.place())),
('indexCompo', ''),
('opening', 'on'),
('high', 'on'),
('low', 'on'),
('closing', 'on'),
('volume', 'on'),
('dateFrom', '%02d/%02d/%04d' % (d1[2],d1[1],d1[0])),
('dateTo', '%02d/%02d/%04d' % (d2[2],d2[1],d2[0])),
('typeDownload', '2'),
)
query = map(lambda (var, val): '%s=%s' % (var, str(val)), query)
query = string.join(query, '&')
url = self.m_url + '?' + query
debug("Import_euronext:getdata: url=%s ",url)
try:
buf=self.m_connection.getDataFromUrl(url)
except:
debug('Import_euronext:unable to connect :-(')
return None
# pull data
lines = self.splitLines(buf)
data = ''
#print lines
for eachLine in lines:
sdata = string.split (eachLine, '\t')
if len(sdata)==6:
#print sdata
if (sdata[0]<>"Date") and (quote.list() == QLIST_INDICES or sdata[5]<>'-'):
sdate = jjmmaa2yyyymmdd(sdata[0])
open = self.parseFValue(sdata[1])
high = self.parseFValue(sdata[2])
low = self.parseFValue(sdata[3])
value = self.parseFValue(sdata[4])
volume = self.parseLValue(sdata[5])
# encode in EBP format
# ISIN;DATE;OPEN;HIGH;LOW;CLOSE;VOLUME
line = (
quote.key(),
sdate,
open,
high,
low,
value,
volume
)
line = map(lambda (val): '%s' % str(val), line)
line = string.join(line, ';')
#print line
# append
data = data + line + '\r\n'
return data
def getdata(self,quote):
self.m_connected = False
debug("LiveUpdate_Euronext:getdata quote:%s market:%s" % (quote,self.m_market))
#IdInstrument = euronext_InstrumentId(quote)
#if IdInstrument == None: return None
query = (
('cha', '2593'),
('lan', 'EN'),
#('idInstrument', IdInstrument),
('isinCode', quote.isin()),
('selectedMep', euronext_place2mep(quote.place())),
('indexCompo', ''),
('opening', 'on'),
('high', 'on'),
('low', 'on'),
('closing', 'on'),
('volume', 'on'),
('typeDownload', '3'),
('format', ''),
)
query = map(lambda (var, val): '%s=%s' % (var, str(val)), query)
query = string.join(query, '&')
url = self.m_url + '?' + query
debug("LiveUpdate_Euronext:getdata: url=%s ",url)
try:
buf=self.m_connection.getDataFromUrl(url)
except:
debug('LiveUpdate_Euronext:unable to connect :-(')
return None
# pull data
lines = self.splitLines(buf)
data = ''
indice = {}
"""
"Instrument's name";
"ISIN";
"Euronext code";
"MEP";
"Symbol";
"ICB Sector (Level 4)";
"Trading currency";
"Last";
"Volume";
"D/D-1 (%)";
"Date - time (CET)";
"Turnover";
"Total number of shares";
"Capitalisation";
"Trading mode";
"Day First";
"Day High";
"Day High / Date - time (CET)";
"Day Low";
"Day Low / Date - time (CET)";
"31-12/Change (%)";
"31-12/High";
"31-12/High/Date";
"31-12/Low";
"31-12/Low/Date";
"52 weeks/Change (%)";
"52 weeks/High";
"52 weeks/High/Date";
"52 weeks/Low";
"52 weeks/Low/Date";
"Suspended";
"Suspended / Date - time (CET)";
"Reserved";
"Reserved / Date - time (CET)"
"""
for eachLine in lines:
sdata = string.split (eachLine, '\t')
#print sdata,len(sdata)
if len(sdata)>2:
if not indice.has_key("ISIN"):
i = 0
for ind in sdata:
indice[ind] = i
i = i + 1
iName = indice["Instrument's name"]
iISIN = indice["ISIN"]
iDate = indice["Date - time (CET)"]
iOpen = indice["Day First"]
iLast = indice["Last"]
iHigh = indice["Day High"]
iLow = indice["Day Low"]
iPercent = indice["D/D-1 (%)"]
if indice.has_key("Volume"):
iVolume = indice["Volume"]
else:
iVolume = -1
else:
if (sdata[iISIN]<>"ISIN") and (sdata[iDate]!='-'):
c_datetime = datetime.today()
c_date = "%04d%02d%02d" % (c_datetime.year,c_datetime.month,c_datetime.day)
#print 'Today is :', c_date
sdate,sclock = self.euronextDate(sdata[iDate])
# be sure we have volume (or indices)
if (quote.list() == QLIST_INDICES or sdata[iVolume]<>'-'):
# be sure not an oldest day !
if (c_date==sdate) or (quote.list() == QLIST_INDICES):
key = quote.key()
self.m_dcmpd[key] = sdate
self.m_clock[key] = self.convertClock(quote.place(),sclock,sdate)
#
open = self.parseFValue(sdata[iOpen])
high = self.parseFValue(sdata[iHigh])
low = self.parseFValue(sdata[iLow])
value = self.parseFValue(sdata[iLast])
percent = self.parseFValue(sdata[iPercent])
if iVolume!=-1:
volume = self.parseLValue(sdata[iVolume])
else:
volume = 0
# ISIN;DATE;OPEN;HIGH;LOW;CLOSE;VOLUME;PERCENT
data = (
quote.key(),
sdate,
open,
high,
low,
value,
volume,
percent
)
data = map(lambda (val): '%s' % str(val), data)
data = string.join(data, ';')
return data
else:
print sdata
pass
return None
def getdata(self, quote, datedebut=None, datefin=None):
#IdInstrument = euronext_InstrumentId(quote)
#if IdInstrument == None: return None
# get historic data itself !
if not datefin:
datefin = date.today()
if not datedebut:
datedebut = date.today()
if isinstance(datedebut, Datation):
datedebut = datedebut.date()
if isinstance(datefin, Datation):
datefin = datefin.date()
d1 = self.parseDate(datedebut)
d2 = self.parseDate(datefin)
debug("Import_euronext:getdata quote:%s begin:%s end:%s" %
(quote, d1, d2))
query = (
('cha', '2593'),
('lan', 'EN'),
#('idInstrument', IdInstrument),
('isinCode', quote.isin()),
('selectedMep', euronext_place2mep(quote.place())),
('indexCompo', ''),
('opening', 'on'),
('high', 'on'),
('low', 'on'),
('closing', 'on'),
('volume', 'on'),
('dateFrom', '%02d/%02d/%04d' % (d1[2], d1[1], d1[0])),
('dateTo', '%02d/%02d/%04d' % (d2[2], d2[1], d2[0])),
('typeDownload', '2'),
)
query = map(lambda (var, val): '%s=%s' % (var, str(val)), query)
query = string.join(query, '&')
url = self.m_url + '?' + query
debug("Import_euronext:getdata: url=%s ", url)
try:
buf = self.m_connection.getDataFromUrl(url)
except:
debug('Import_euronext:unable to connect :-(')
return None
# pull data
lines = self.splitLines(buf)
data = ''
#print lines
for eachLine in lines:
sdata = string.split(eachLine, '\t')
if len(sdata) == 6:
#print sdata
if (sdata[0] <> "Date") and (quote.list() == QLIST_INDICES
or sdata[5] <> '-'):
sdate = jjmmaa2yyyymmdd(sdata[0])
open = self.parseFValue(sdata[1])
high = self.parseFValue(sdata[2])
low = self.parseFValue(sdata[3])
value = self.parseFValue(sdata[4])
volume = self.parseLValue(sdata[5])
# encode in EBP format
# ISIN;DATE;OPEN;HIGH;LOW;CLOSE;VOLUME
line = (quote.key(), sdate, open, high, low, value, volume)
line = map(lambda (val): '%s' % str(val), line)
line = string.join(line, ';')
#print line
# append
data = data + line + '\r\n'
return data