Python HistoricalDataStorage Examples

Example #1

File: chinaReturn.py Project: pmnyc/Data_Engineering_Collections

 def saveHistroyDataIntoExcel(self):
     ''' read stock list, get historical data, and save to excel '''
     print 'Save HistroyData Into Excel'
     storage = HistoricalDataStorage(
         os.path.join(self.__workingDir, 'china'))
     storage.buildExlsFromFile(fileName=self.__stocklistFile, div=5)

Example #2

File: enumerateWeeklyTrading.py Project: Geraldes/ultra-finance

"""
Created on July 18, 2010

@author: ppa
"""
from ultrafinance.lib.tradingStrategy.tradeInWeek import TradeInWeek
from ultrafinance.lib.historicalDataStorage import HistoricalDataStorage
from os.path import join, dirname, abspath

if __name__ == "__main__":
    outputPrefix = join(dirname(dirname(abspath(__file__))), "dataSource", "SPY", "spy")
    print outputPrefix
    storage = HistoricalDataStorage(outputPrefix)
    storage.buildExls(["SPY"], 1)

    tradeInWeek = TradeInWeek("%s0.xls" % outputPrefix, 0)
    for value in tradeInWeek.tryAllStrategy():
        print value

Example #3

File: test_historical_data_storage.py Project: Varleya/var_test_git_bornie

 def testBuildExls(self):
     outputPrefix = os.path.join( os.path.dirname( os.path.dirname(os.path.abspath(__file__)) ),
                                  'output', 'buildExl' )
     storage = HistoricalDataStorage(outputPrefix)
     storage.buildExls(['MMM', 'ACE', 'ABT', 'ANF', 'ADBE', 'AMD'], 2)

Example #4

File: test_historical_data_storage.py Project: Varleya/var_test_git_bornie

 def testBuildExlsFromFile(self):
     stockListFile = os.path.join( os.path.dirname(os.path.abspath(__file__)), 'stock.list' )
     outputPrefix = os.path.join( os.path.dirname( os.path.dirname(os.path.abspath(__file__)) ),
                                  'output', 'fromFile' )
     storage = HistoricalDataStorage(outputPrefix)
     storage.buildExlsFromFile(stockListFile, 2)

Example #5

File: chinaReturn.py Project: c0ldlimit/ultra-finance

 def saveHistroyDataIntoExcel(self):
     ''' read stock list, get historical data, and save to excel '''
     print 'Save HistroyData Into Excel'
     storage = HistoricalDataStorage(os.path.join(self.__workingDir, 'china') )
     storage.buildExlsFromFile(fileName=self.__stocklistFile, div=5)

Example #6

'''
Created on July 18, 2010

@author: ppa
'''
from ultrafinance.lib.tradingStrategy.tradeInWeek import TradeInWeek
from ultrafinance.lib.historicalDataStorage import HistoricalDataStorage
from os.path import join, dirname, abspath

if __name__ == '__main__':
    outputPrefix = join(dirname(dirname(abspath(__file__))), 'dataSource', 'SPY', 'spy' )
    print outputPrefix
    storage = HistoricalDataStorage(outputPrefix)
    storage.buildExls(['SPY'], 1)

    tradeInWeek = TradeInWeek('%s0.xls' % outputPrefix, 0)
    for value in tradeInWeek.tryAllStrategy():
        print value