def fetch(market):
bars = api.market_bars(market['MarketId'],
interval=opts.interval.upper(),
span=opts.span, bars=opts.bars)['PriceBars']
if opts.raw:
pad_count = 0
else:
orig = len(bars)
bars = pad_bars(bars, interval=opts.span * 60)
pad_count = len(bars) - orig
if opts.chop:
bars = bars[-opts.bars:]
filename = base.filename_for(opts, market,
kind='bars_%s%s' % (opts.span, opts.interval[0].upper()))
with file(filename, 'w') as fp:
writer = csv.writer(fp, quoting=csv.QUOTE_ALL)
write = writer.writerow
write(('UtcTime', 'Open', 'High', 'Low', 'Close'))
for bar in bars:
write((tsformat(bar),
bar['Open'], bar['High'], bar['Low'],
bar['Close']))
print 'Wrote %d bars for %d/%s to %r (padded:%d, first:%r, last:%r)' %\
(len(bars), market['MarketId'], market['Name'], filename,
pad_count, bars and tsformat(bars[0]),
bars and tsformat(bars[-1]))
def main(opts, args, api, streamer, searcher):
if not args:
print 'Need at least one symbol to lookup.'
return
for i in xrange(len(args)):
args[i] += opts.suffix or ''
stdout = make_writer(sys.stdout)
stdout.writerow(HEADER)
market_writer_map = {}
def dump(price):
if not price['MarketId']:
return
s, market = markets[price['MarketId']]
row = price_to_row(market, price)
stdout.writerow(row)
market_writer_map[price['MarketId']].writerow(row)
markets, unknown = base.threaded_lookup(searcher, args)
if unknown:
print '# Unknown:', ', '.join(unknown)
for market_id, (ric, market) in markets.iteritems():
fp = file(base.filename_for(opts, market, kind='ticks'), 'a', 1)
writer = csv.writer(fp, quoting=csv.QUOTE_ALL)
market_writer_map[market_id] = writer
if os.path.getsize(fp.name) == 0:
writer.writerow(HEADER)
streamer.prices.listen(dump, market_id)
raw_input()
streamer.stop()
