def main(file_name,target_name): print 'Parsing %s ....' %file_name store = pd.HDFStore(target_name,'w') df,exps,strikes,h1s = parse_pcap(file_name,'a',-1,2) store.append('pcap_data',df,data_columns=['symbol'],complevel=9,complib='blosc') if len(exps)>0: store.append('expiry_info',pd.DataFrame(exps.values(),index=exps.keys())) if len(strikes)>0: store.append('strike_info',pd.DataFrame(strikes.values(),index=strikes.keys())) if len(h1s)>0: store.append('h1s',h1s,data_columns=['id'],complevel=9,complib='blosc') print store store.close()
def rtmain(file_name,target_name,start_time,end_time): print 'RT Parsing %s ....' %file_name store = pd.HDFStore(target_name,'w') last_time = start_time stop_time = end_time one_minute = (1000000000*60) t= start_time while last_time<stop_time: ut = os.path.getmtime(file_name) ts = pd.Timestamp(ut*1e9).tz_localize('UTC').tz_convert('Asia/Seoul').replace(tzinfo=None).value print pd.Timestamp(t),pd.Timestamp(ts) df,exps,strikes,h1s = parse_pcap(file_name,'a',-1,2) last_time = df.index[-1] t = last_time store.flush(fsync=True) time.sleep(6) print store store.close()