def testSqlDam(self):
dam = SqlDAM(echo = False)
dam.setup({"db": 'sqlite:////tmp/sqldam.sqlite'})
dam.setSymbol("test")
quotes = [Quote(*['1320676200', '32.59', '32.59', '32.58', '32.58', '65213', None]),
Quote(*['1320676201', '32.60', '32.60', '32.59', '32.59', '65214', None])]
ticks = [Tick(*['1320676200', '32.59', '32.59', '32.58', '32.58', '65213']),
Tick(*['1320676201', '32.60', '32.60', '32.59', '32.59', '65214'])]
dam.writeQuotes(quotes)
dam.writeTicks(ticks)
dam.commit()
print([str(quotes) for symbol, quotes in dam.readBatchTupleQuotes(["test"], 0, None).items() ])
print([str(quote) for quote in dam.readQuotes(0, None) ])
print([str(tick) for tick in dam.readTicks(0, "1320676201")])
print([str(tick) for tick in dam.readTicks(0, "1320676202")])
def __rowResultToQuote(self, row):
''' convert rowResult from Hbase to Quote'''
keyValues = row.columns
for field in QUOTE_FIELDS:
key = "%s:%s" % (HBaseDAM.QUOTE, field)
if 'time' != field and keyValues[key].value:
keyValues[key].value = float(keyValues[key].value)
return Quote(*[keyValues["%s:%s" % (HBaseDAM.QUOTE, field)].value for field in QUOTE_FIELDS])
def testWriteExcel(self):
writeDam = ExcelDAM()
writeDam.setDir(self.targetPath)
writeDam.setSymbol(self.symbol)
for f in [
writeDam.targetPath(ExcelDAM.QUOTE),
writeDam.targetPath(ExcelDAM.TICK)
]:
if os.path.exists(f):
os.remove(f)
quote1 = Quote('1320676200', '32.58', '32.58', '32.57', '32.57',
'65212', None)
quote2 = Quote('1320676201', '32.59', '32.59', '32.58', '32.58',
'65213', None)
tick1 = Tick('1320676200', '32.58', '32.58', '32.57', '32.57', '65212')
tick2 = Tick('1320676201', '32.59', '32.59', '32.58', '32.58', '65213')
writeDam.writeQuotes([quote1, quote2])
writeDam.writeTicks([tick1, tick2])
def getQuotes(self, symbol, start, end):
"""
Get historical prices for the given ticker symbol.
Date format is 'YYYY-MM-DD'
Returns a nested list.
"""
try:
start = str(start).replace('-', '')
end = str(end).replace('-', '')
url = 'http://ichart.yahoo.com/table.csv?s=%s&' % symbol + \
'd=%s&' % str(int(end[4:6]) - 1) + \
'e=%s&' % str(int(end[6:8])) + \
'f=%s&' % str(int(end[0:4])) + \
'g=d&' + \
'a=%s&' % str(int(start[4:6]) - 1) + \
'b=%s&' % str(int(start[6:8])) + \
'c=%s&' % str(int(start[0:4])) + \
'ignore=.csv'
days = urllib.urlopen(url).readlines()
values = [day[:-2].split(',') for day in days]
# sample values:[['Date', 'Open', 'High', 'Low', 'Close', 'Volume', 'Adj Clos'], \
# ['2009-12-31', '112.77', '112.80', '111.39', '111.44', '90637900', '109.7']...]
data = []
for value in values[1:]:
data.append(
Quote(value[0], value[1], value[2], value[3], value[4],
value[5], value[6]))
dateValues = sorted(data, key=lambda q: q.time)
return dateValues
except IOError:
raise UfException(Errors.NETWORK_ERROR,
"Can't connect to Yahoo server")
except BaseException:
raise UfException(
Errors.UNKNOWN_ERROR,
"Unknown Error in YahooFinance.getHistoricalPrices %s" %
traceback.format_exc())
def readTicks(self, start, end):
''' read ticks '''
rows = self.__hbase.scanTable(self.tableName(HBaseDAM.TICK), [HBaseDAM.TICK], start, end)
return [self.__rowResultToTick(row) for row in rows]
def writeTicks(self, ticks):
''' read quotes '''
tName = self.tableName(HBaseDAM.TICK)
if tName not in self.__hbase.getTableNames():
self.__hbase.createTable(tName, [ColumnDescriptor(name=HBaseDAM.TICK, maxVersions=5)])
for tick in ticks:
self.__hbase.updateRow(self.tableName(HBaseDAM.TICK),
tick.time,
[Mutation(column = "%s:%s" % (HBaseDAM.TICK, field),
value = getattr(tick, field) ) for field in TICK_FIELDS])
if __name__ == '__main__':
dam = HBaseDAM()
dam.setSymbol("test")
quotes = [Quote(*['1320676200', '32.59', '32.59', '32.58', '32.58', '65213', None]),
Quote(*['1320676201', '32.60', '32.60', '32.59', '32.59', '65214', None])]
ticks = [Tick(*['1320676200', '32.59', '32.59', '32.58', '32.58', '65213']),
Tick(*['1320676201', '32.60', '32.60', '32.59', '32.59', '65214'])]
dam.writeQuotes(quotes)
dam.writeTicks(ticks)
print(dam.readQuotes("0", None))
print(dam.readTicks("0", "1320676201"))
print(dam.readTicks("0", "1320676202"))
def readQuotes(self, start, end):
''' read quotes '''
quotes = self.__readData(self.targetPath(ExcelDAM.QUOTE), start, end)
return [Quote(*quote) for quote in quotes]