def __init__(self, quote, database, logger=None):
if logger == None:
logSys = LogSubSystem(__name__, "debug")
self._logger = logSys.getLog()
else:
self._logger = logger
self.connection = sql.connect(database)
with self.connection:
self.connection.row_factory = sql.Row
self.cursor = self.connection.cursor()
self.cursor.execute(
'select symbol, market, rss from stocks where ticker=:ticker',
{"ticker": quote})
row = self.cursor.fetchone()
if (row == None):
self._logger.error(
'** No reference found in database, exiting...')
sys.exit(-1)
else:
self.symbol = row['symbol']
self.market = row['market']
self.rss_source = row['rss']
self.rss = 'http://www.google.com/finance/company_news?q=' + row[
'market'] + ':' + row['symbol'] + '&output=rss'
self.name = quote
def __init__(self, quote, database, logger=None):
if logger == None:
logSys = LogSubSystem(__name__, "debug")
self._logger = logSys.getLog()
else:
self._logger = logger
self.connection = sql.connect(database)
with self.connection:
self.connection.row_factory = sql.Row
self.cursor = self.connection.cursor()
self.cursor.execute('select symbol, market, rss from stocks where ticker=:ticker', {"ticker": quote})
row = self.cursor.fetchone()
if ( row == None ):
self._logger.error('** No reference found in database, exiting...')
sys.exit(-1)
else:
self.symbol = row['symbol']
self.market = row['market']
self.rss_source = row['rss']
self.rss = 'http://www.google.com/finance/company_news?q=' + row['market'] + ':' + row['symbol'] + '&output=rss'
self.name = quote
def __init__(self, quotes, db_name, logger=None):
# Logger initialisation
if logger == None:
self._logger = LogSubSystem('QuoteDL', "debug").getLog()
else:
self._logger = logger
# Getting quotes info from db
try:
#self._db = DatabaseSubSystem(db_name, self._logger)
#tables = self._db.getTables() #TODO:Check table presence and error handling
#res = self._db.execute('select symbol, market, rss from stocks where ticker=:ticker', {"ticker": quotes})
self.symbol = res['symbol']
self.market = res['market']
self.rss_source = res['rss']
self.rss = 'http://www.google.com/finance/company_news?q=' + self.market + ':' + self.symbol + '&output=rss'
except:
self._logger.error('Using database SubSystem')
self._db.close()
self.name = quotes
def __init__(self, quotes, db_name, logger=None):
# Logger initialisation
if logger == None:
self._logger = LogSubSystem('QuoteDL', "debug").getLog()
else:
self._logger = logger
# Getting quotes info from db
try:
#self._db = DatabaseSubSystem(db_name, self._logger)
#tables = self._db.getTables() #TODO:Check table presence and error handling
#res = self._db.execute('select symbol, market, rss from stocks where ticker=:ticker', {"ticker": quotes})
self.symbol = res['symbol']
self.market = res['market']
self.rss_source = res['rss']
self.rss = 'http://www.google.com/finance/company_news?q=' + self.market + ':' + self.symbol + '&output=rss'
except:
self._logger.error('Using database SubSystem')
self._db.close()
self.name = quotes
class QuotesDL(object):
''' Quote object - fill everything related:
name, code, current value, bought value,
market, actions owned,
and date, open, close, volume, of asked period'''
def __init__(self, quotes, db_name, logger=None):
# Logger initialisation
if logger == None:
self._logger = LogSubSystem('QuoteDL', "debug").getLog()
else:
self._logger = logger
# Getting quotes info from db
try:
#self._db = DatabaseSubSystem(db_name, self._logger)
#tables = self._db.getTables() #TODO:Check table presence and error handling
#res = self._db.execute('select symbol, market, rss from stocks where ticker=:ticker', {"ticker": quotes})
self.symbol = res['symbol']
self.market = res['market']
self.rss_source = res['rss']
self.rss = 'http://www.google.com/finance/company_news?q=' + self.market + ':' + self.symbol + '&output=rss'
except:
self._logger.error('Using database SubSystem')
self._db.close()
self.name = quotes
def finalize(self):
''' Clean up the download process '''
self._logger.info('Closing database connection.')
self._db.execute('commit')
self._db.close()
def getQuotes(self, timestamps, freq):
''' retrieve google finance data asked while initializing
and store it: Date, open, low, high, close, volume '''
url = 'http://www.google.com/finance/getprices?q=' + self.symbol + '&x=' + self.market + '&p=' + str(
days) + 'd&i=' + str(freq * 61)
self._logger.info('Retrieving data from %s' % url)
try:
page = urllib2.urlopen(url)
except IOError:
self._logger.error('** Bad url: %s' % url)
sys.exit(1)
cpt = 1
feed = ''
data = []
while (re.search('^a', feed) == None):
feed = page.readline()
while (feed != ''):
data.append(np.array(map(float, feed[1:-1].split(','))))
feed = page.readline()
dates, open, close, high, low, volume = zip(*data)
data = {
'open': open,
'close': close,
'high': high,
'low': low,
'volume': volume
}
dates = Index([self.epochToDate(float(d)) for d in dates])
#index = date_range(date.fromtimestamp(float(dates)), periods=1000, freq='M')
return DataFrame(data, index=dates)
def getHistoricalQuotes(self, symbol, start, end):
quotes = fin.quotes_historical_yahoo(symbol, start, end)
dates, open, close, high, low, volume = zip(*quotes)
data = {
'open': open,
'close': close,
'high': high,
'low': low,
'volume': volume
}
dates = Index([datetime.fromordinal(int(d)) for d in dates])
return DataFrame(data, index=dates)
def epochToDate(self, epoch):
''' Convert seconds of epoch time to date POSIXct format %Y-%M-%D %H:%m '''
return time.strftime("%Y-%m-%d %H:%M", time.localtime(epoch))
def updateDb(self, quotes):
''' store quotes and information '''
''' Updating index table '''
self._logger.info('Updating database...')
#TODO: Handling data accumulation and compression
uvariation = 0
ubegin = quotes.index[0]
uend = quotes.index[len(quotes) - 1]
uvalue = quotes['close'][uend]
try:
self._db.execute(
'update stocks set value=?, variation=?, begin=?, end=? where ticker=?',
(uvalue, uvariation, ubegin, uend, self.name))
res = self._db.execute('drop table if exists ' + self.name)
self._db.execute(
'create table ' + self.name +
'(date int, open real, low real, high real, close real, volume int)'
)
for i in range(0, len(quotes)):
raw = (quotes.index[i], quotes['open'][i], quotes['close'][i],
quotes['high'][i], quotes['low'][i],
quotes['volume'][i])
self._db.execute(
'insert into ' + self.name + ' values(?, ?, ?, ?, ?, ?)',
raw)
except:
self._logger.error('While insering new values in database')
self.finalize()
class QuotesDL(object):
''' Quote object - fill everything related:
name, code, current value, bought value,
market, actions owned,
and date, open, close, volume, of asked period'''
def __init__(self, quotes, db_name, logger=None):
# Logger initialisation
if logger == None:
self._logger = LogSubSystem('QuoteDL', "debug").getLog()
else:
self._logger = logger
# Getting quotes info from db
try:
#self._db = DatabaseSubSystem(db_name, self._logger)
#tables = self._db.getTables() #TODO:Check table presence and error handling
#res = self._db.execute('select symbol, market, rss from stocks where ticker=:ticker', {"ticker": quotes})
self.symbol = res['symbol']
self.market = res['market']
self.rss_source = res['rss']
self.rss = 'http://www.google.com/finance/company_news?q=' + self.market + ':' + self.symbol + '&output=rss'
except:
self._logger.error('Using database SubSystem')
self._db.close()
self.name = quotes
def finalize(self):
''' Clean up the download process '''
self._logger.info('Closing database connection.')
self._db.execute('commit')
self._db.close()
def getQuotes(self, timestamps, freq):
''' retrieve google finance data asked while initializing
and store it: Date, open, low, high, close, volume '''
url = 'http://www.google.com/finance/getprices?q=' + self.symbol + '&x=' + self.market + '&p=' + str(days) + 'd&i=' + str(freq*61)
self._logger.info('Retrieving data from %s' % url)
try:
page = urllib2.urlopen(url)
except IOError:
self._logger.error('** Bad url: %s' %url)
sys.exit(1)
cpt = 1
feed = ''
data = []
while (re.search('^a', feed) == None):
feed = page.readline()
while ( feed != '' ):
data.append(np.array(map(float, feed[1:-1].split(','))))
feed = page.readline()
dates, open, close, high, low, volume = zip(*data)
data = {
'open' : open,
'close' : close,
'high' : high,
'low' : low,
'volume' : volume
}
dates = Index([self.epochToDate(float(d)) for d in dates])
#index = date_range(date.fromtimestamp(float(dates)), periods=1000, freq='M')
return DataFrame(data, index=dates)
def getHistoricalQuotes(self, symbol, start, end):
quotes = fin.quotes_historical_yahoo(symbol, start, end)
dates, open, close, high, low, volume = zip(*quotes)
data = {
'open' : open,
'close' : close,
'high' : high,
'low' : low,
'volume' : volume
}
dates = Index([datetime.fromordinal(int(d)) for d in dates])
return DataFrame(data, index=dates)
def epochToDate(self, epoch):
''' Convert seconds of epoch time to date POSIXct format %Y-%M-%D %H:%m '''
return time.strftime("%Y-%m-%d %H:%M", time.localtime(epoch))
def updateDb(self, quotes):
''' store quotes and information '''
''' Updating index table '''
self._logger.info('Updating database...')
#TODO: Handling data accumulation and compression
uvariation = 0
ubegin = quotes.index[0]
uend = quotes.index[len(quotes)-1]
uvalue = quotes['close'][uend]
try:
self._db.execute('update stocks set value=?, variation=?, begin=?, end=? where ticker=?', (uvalue, uvariation, ubegin, uend, self.name))
res = self._db.execute('drop table if exists ' + self.name)
self._db.execute('create table ' + self.name + '(date int, open real, low real, high real, close real, volume int)')
for i in range(0, len(quotes)):
raw = (quotes.index[i],
quotes['open'][i],
quotes['close'][i],
quotes['high'][i],
quotes['low'][i],
quotes['volume'][i])
self._db.execute('insert into ' + self.name + ' values(?, ?, ?, ?, ?, ?)', raw)
except:
self._logger.error('While insering new values in database')
self.finalize()