Python updater Exemples

Exemple #1

Fichier : cache_download.py Projet : femtotrader/arctic-updater

def main():
    parser = argparse.ArgumentParser(prog="download", description='')
    parser.add_argument('--updater', help="Updater", default='truefx', type=str)
    parser.add_argument('--symbols', help="Symbol", default='EURUSD', type=str)
    parser.add_argument('--start', help="Start date", default='', type=str)
    parser.add_argument('--end', help="End date", default='', type=str)
    parser.add_argument('--freq', help="Freq", default='', type=str)
    parser.add_argument('--max_rows', help="max_rows", default=10, type=int)
    parser.add_argument('--max_columns', help="max_columns", default=6, type=int)
    parser.add_argument('--api_key', help="API key", default='', type=str)
    parser.add_argument('--expire_after', help="Cache expiration ('0': no cache, '-1': no expiration, 'HH:MM:SS.X': expiration duration)", default='24:00:00.0', type=str)
    parser.add_argument('--cache_directory', help="Cache directory", default='~/cache/truefx/', type=str)
    args = parser.parse_args()

    logging.basicConfig(level=logging.DEBUG)
    pd.set_option('max_rows', args.max_rows)
    pd.set_option('expand_frame_repr', False)
    pd.set_option('max_columns', args.max_columns)

    if args.start != '':
        start = pd.to_datetime(args.start)
    else:
        start = None

    if args.end != '':
        end = pd.to_datetime(args.end)
    else:
        end = None

    if args.freq != '':
        freq = args.freq
    else:
        freq = None

    
    session = get_session(args.expire_after, 'cache')
    my_updater = updater(args.updater, session=session, cache_directory=args.cache_directory)
    if args.api_key != '':
        my_updater.set_credentials(api_key=args.api_key)

    if args.symbols != '':
        symbols = args.symbols.split(',')
    else:
        symbols = my_updater.symbols


    logger.info(args)
    logger.info(my_updater)
    logger.info(symbols)
    start, end = my_updater._sanitize_dates(start, end)
    logger.info(start)
    logger.info(end)
    for year, month in my_updater._year_month_generator(start, end):
        for symbol in symbols:
            print(symbol, year, month)
            my_updater.download(symbol, year, month)

Exemple #2

Fichier : arctic_updater_cli.py Projet : femtotrader/arctic-updater

def main():
    parser = argparse.ArgumentParser(prog="store", description='Store data to DB')
    parser.add_argument('--host', help="MongoDB host", default=MONGO_HOST_DEFAULT, type=str)
    parser.add_argument('--updater', help="Updater", default=UPDATER_DEFAULT, type=str)
    parser.add_argument('-s', '--source', help="Source", default=SOURCE_DEFAULT, type=str)
    parser.add_argument('--symbols', help="Symbol", default=SYMBOLS_DEFAULT, type=str)
    parser.add_argument('--start', help="Start date", default='', type=str)
    parser.add_argument('--end', help="End date", default='', type=str)
    parser.add_argument('--freq', help="Freq", default='', type=str)
    parser.add_argument('--max_rows', help="max_rows", default=10, type=int)
    parser.add_argument('--max_columns', help="max_columns", default=6, type=int)
    parser.add_argument('--api_key', help="API key", default='', type=str)
    parser.add_argument('--expire_after', help="Cache expiration ('0': no cache, '-1': no expiration, 'HH:MM:SS.X': expiration duration)", default='24:00:00.0', type=str)
    args = parser.parse_args()

    pd.set_option('max_rows', args.max_rows)
    pd.set_option('expand_frame_repr', False)
    pd.set_option('max_columns', args.max_columns)

    if args.start != '':
        start = pd.to_datetime(args.start)
    else:
        start = None

    if args.end != '':
        end = pd.to_datetime(args.end)
    else:
        end = None

    if args.freq != '':
        freq = args.freq
    else:
        freq = None

    symbols = args.symbols.split(',')

    session = get_session(args.expire_after, 'cache')
    my_updater = updater(args.updater, session=session)
    if args.api_key != '':
        my_updater.set_credentials(api_key=args.api_key)

    store = Arctic(args.host)
    library_name = my_updater.library_name(args.source, freq)
    print(library_name)
    store.initialize_library(library_name)
    library = store[library_name]

    for symbol in symbols:
        update(library, my_updater, symbol, start, end, freq, args.source.lower())

Exemple #3

Fichier : arctic_updater_cli.py Projet : femtotrader/arctic-updater

def main():
    parser = argparse.ArgumentParser(prog="store",
                                     description='Store data to DB')
    parser.add_argument('--host',
                        help="MongoDB host",
                        default=MONGO_HOST_DEFAULT,
                        type=str)
    parser.add_argument('--updater',
                        help="Updater",
                        default=UPDATER_DEFAULT,
                        type=str)
    parser.add_argument('-s',
                        '--source',
                        help="Source",
                        default=SOURCE_DEFAULT,
                        type=str)
    parser.add_argument('--symbols',
                        help="Symbol",
                        default=SYMBOLS_DEFAULT,
                        type=str)
    parser.add_argument('--start', help="Start date", default='', type=str)
    parser.add_argument('--end', help="End date", default='', type=str)
    parser.add_argument('--freq', help="Freq", default='', type=str)
    parser.add_argument('--max_rows', help="max_rows", default=10, type=int)
    parser.add_argument('--max_columns',
                        help="max_columns",
                        default=6,
                        type=int)
    parser.add_argument('--api_key', help="API key", default='', type=str)
    parser.add_argument(
        '--expire_after',
        help=
        "Cache expiration ('0': no cache, '-1': no expiration, 'HH:MM:SS.X': expiration duration)",
        default='24:00:00.0',
        type=str)
    args = parser.parse_args()

    pd.set_option('max_rows', args.max_rows)
    pd.set_option('expand_frame_repr', False)
    pd.set_option('max_columns', args.max_columns)

    if args.start != '':
        start = pd.to_datetime(args.start)
    else:
        start = None

    if args.end != '':
        end = pd.to_datetime(args.end)
    else:
        end = None

    if args.freq != '':
        freq = args.freq
    else:
        freq = None

    symbols = args.symbols.split(',')

    session = get_session(args.expire_after, 'cache')
    my_updater = updater(args.updater, session=session)
    if args.api_key != '':
        my_updater.set_credentials(api_key=args.api_key)

    store = Arctic(args.host)
    library_name = my_updater.library_name(args.source, freq)
    print(library_name)
    store.initialize_library(library_name)
    library = store[library_name]

    for symbol in symbols:
        update(library, my_updater, symbol, start, end, freq,
               args.source.lower())

Exemple #4

def main():
    parser = argparse.ArgumentParser(prog="download", description='')
    parser.add_argument('--updater',
                        help="Updater",
                        default='truefx',
                        type=str)
    parser.add_argument('--symbols', help="Symbol", default='EURUSD', type=str)
    parser.add_argument('--start', help="Start date", default='', type=str)
    parser.add_argument('--end', help="End date", default='', type=str)
    parser.add_argument('--freq', help="Freq", default='', type=str)
    parser.add_argument('--max_rows', help="max_rows", default=10, type=int)
    parser.add_argument('--max_columns',
                        help="max_columns",
                        default=6,
                        type=int)
    parser.add_argument('--api_key', help="API key", default='', type=str)
    parser.add_argument(
        '--expire_after',
        help=
        "Cache expiration ('0': no cache, '-1': no expiration, 'HH:MM:SS.X': expiration duration)",
        default='24:00:00.0',
        type=str)
    parser.add_argument('--cache_directory',
                        help="Cache directory",
                        default='~/cache/truefx/',
                        type=str)
    args = parser.parse_args()

    logging.basicConfig(level=logging.DEBUG)
    pd.set_option('max_rows', args.max_rows)
    pd.set_option('expand_frame_repr', False)
    pd.set_option('max_columns', args.max_columns)

    if args.start != '':
        start = pd.to_datetime(args.start)
    else:
        start = None

    if args.end != '':
        end = pd.to_datetime(args.end)
    else:
        end = None

    if args.freq != '':
        freq = args.freq
    else:
        freq = None

    session = get_session(args.expire_after, 'cache')
    my_updater = updater(args.updater,
                         session=session,
                         cache_directory=args.cache_directory)
    if args.api_key != '':
        my_updater.set_credentials(api_key=args.api_key)

    if args.symbols != '':
        symbols = args.symbols.split(',')
    else:
        symbols = my_updater.symbols

    logger.info(args)
    logger.info(my_updater)
    logger.info(symbols)
    start, end = my_updater._sanitize_dates(start, end)
    logger.info(start)
    logger.info(end)
    for year, month in my_updater._year_month_generator(start, end):
        for symbol in symbols:
            print(symbol, year, month)
            my_updater.download(symbol, year, month)