def getdata(self,quote,datedebut=None,datefin=None):
if not datefin:
datefin = date.today()
if not datedebut:
datedebut = date.today()
if isinstance(datedebut,Datation):
datedebut = datedebut.date()
if isinstance(datefin,Datation):
datefin = datefin.date()
d1 = self.parseDate(datedebut)
d2 = self.parseDate(datefin)
debug("Import_yahoo:getdata quote:%s begin:%s end:%s" % (quote,d1,d2))
sname = yahooTicker(quote.ticker(),quote.market(),quote.place())
if sname[0]=='^':
ss = "%5E" + sname[1:]
else:
ss = sname
query = (
('s', ss),
('a', '%02d' % (int(d1[1])-1)),
('b', d1[2]),
('c', d1[0]),
('d', '%02d' % (int(d2[1])-1)),
('e', d2[2]),
('f', d2[0]),
('y', '0'),
('g', 'd'),
('ignore', '.csv'),
)
query = map(lambda (var, val): '%s=%s' % (var, str(val)), query)
query = string.join(query, '&')
url = yahooUrl(quote.market(),live=False) + '?' + query
debug("Import_yahoo:getdata: url=%s ",url)
try:
buf=self.m_connection.getDataFromUrl(url)
except:
debug('Import_yahoo:unable to connect :-(')
return None
# pull data
lines = self.splitLines(buf)
if len(lines)<=0:
# empty content
return None
header = string.split(lines[0],',')
data = ""
if (header[0] != "Date"):
# no valid content
return None
for eachLine in lines:
sdata = string.split (eachLine, ',')
sdate = sdata[0]
if (sdate != "Date"):
if re_p3_1.match(sdate):
#print 'already good format ! ',sdate,sdata
pass
else:
sdate = dd_mmm_yy2yyyymmdd(sdate)
open = string.atof(sdata[1])
high = string.atof(sdata[2])
low = string.atof(sdata[3])
value = string.atof(sdata[6]) # Adj. Close*
volume = string.atoi(sdata[5])
if volume >= 0:
# encode in EBP format
# ISIN;DATE;OPEN;HIGH;LOW;CLOSE;VOLUME
line = (
quote.key(),
sdate,
open,
high,
low,
value,
volume
)
line = map(lambda (val): '%s' % str(val), line)
line = string.join(line, ';')
# append
data = data + line + '\r\n'
return data
def getdata(self,quote,datedebut=None,datefin=None):
if not datefin:
datefin = date.today()
if not datedebut:
datedebut = date.today()
if isinstance(datedebut,Datation):
datedebut = datedebut.date()
if isinstance(datefin,Datation):
datefin = datefin.date()
d1 = self.parseDate(datedebut)
d2 = self.parseDate(datefin)
debug("Import_yahoo:getdata quote:%s begin:%s end:%s" % (quote,d1,d2))
sname = yahooTicker(quote.ticker(),quote.market(),quote.place())
if sname[0]=='^':
ss = "%5E" + sname[1:]
else:
ss = sname
query = (
('s', ss),
('a', '%02d' % (int(d1[1])-1)),
('b', d1[2]),
('c', d1[0]),
('d', '%02d' % (int(d2[1])-1)),
('e', d2[2]),
('f', d2[0]),
('y', '0'),
('g', 'd'),
('ignore', '.csv'),
)
query = map(lambda (var, val): '%s=%s' % (var, str(val)), query)
query = string.join(query, '&')
url = yahooUrl(quote.market(),live=False) + '?' + query
debug("Import_yahoo:getdata: url=%s ",url)
try:
buf=self.m_connection.getDataFromUrl(url)
except:
debug('Import_yahoo:unable to connect :-(')
return None
# pull data
lines = self.splitLines(buf)
if len(lines)<=0:
# empty content
return None
header = string.split(lines[0],',')
data = ""
if (header[0]<>"Date"):
# no valid content
return None
for eachLine in lines:
sdata = string.split (eachLine, ',')
sdate = sdata[0]
if (sdate<>"Date"):
if re_p3_1.match(sdate):
#print 'already good format ! ',sdate,sdata
pass
else:
sdate = dd_mmm_yy2yyyymmdd(sdate)
open = string.atof(sdata[1])
high = string.atof(sdata[2])
low = string.atof(sdata[3])
value = string.atof(sdata[6]) # Adj. Close*
volume = string.atoi(sdata[5])
if volume>=0:
# encode in EBP format
# ISIN;DATE;OPEN;HIGH;LOW;CLOSE;VOLUME
line = (
quote.key(),
sdate,
open,
high,
low,
value,
volume
)
line = map(lambda (val): '%s' % str(val), line)
line = string.join(line, ';')
# append
data = data + line + '\r\n'
return data
def getdata(self,quote):
debug("LiveUpdate_yahoo:getdata quote:%s " % quote)
self.m_connected = False
sname = yahooTicker(quote.ticker(),quote.market(),quote.place())
if sname[0]=='^':
ss = "%5E" + sname[1:]
else:
ss = sname
query = (
('s', ss),
('f', 'sl1d1t1c1ohgv'),
('e', '.csv'),
)
query = map(lambda (var, val): '%s=%s' % (var, str(val)), query)
query = string.join(query, '&')
url = yahooUrl(quote.market(),live=True) + '?' + query
debug("LiveUpdate_yahoo:getdata: url=%s",url)
try:
data=self.m_connection.getDataFromUrl(url)[:-2] # Get rid of CRLF
except:
debug('LiveUpdate_yahoo:unable to connect :-(')
return None
# pull data
s400 = re.search(r"400 Bad Request", data, re.IGNORECASE|re.MULTILINE)
if s400:
if itrade_config.verbose:
info('unknown %s quote (400 Bad Request) from Yahoo' % (quote.ticker()))
return None
sdata = string.split (data, ',')
if len (sdata) < 9:
if itrade_config.verbose:
info('invalid data (bad answer length) for %s quote' % (quote.ticker()))
return None
#print sdata
# connexion / clock
self.m_connected = True
# store for later use
key = quote.key()
sclock = sdata[3][1:-1]
if sclock=="N/A" or sdata[2]=='"N/A"' or len(sclock)<5:
if itrade_config.verbose:
info('invalid datation for %s : %s %s' % (quote.ticker(),sclock,sdata[2]))
#print sdata
return None
# start decoding
symbol = sdata[0][1:-1]
if symbol != sname:
if itrade_config.verbose:
info('invalid ticker : ask for %s and receive %s' % (sname,symbol))
return None
# date
try:
date = self.yahooDate(sdata[2])
self.m_dcmpd[key] = sdata
self.m_clock[key] = self.convertClock(quote.place(),sclock,date)
self.m_dateindice[key] = sdata[2].replace('"','')
except ValueError:
if itrade_config.verbose:
info('invalid datation for %s : %s %s' % (quote.ticker(),sclock,sdata[2]))
return None
# decode data
value = string.atof (sdata[1])
if (sdata[4]=='N/A'):
debug('invalid change : N/A')
change = 0.0
return None
else:
change = string.atof (sdata[4])
if (sdata[5]=='N/A'):
debug('invalid open : N/A')
open = 0.0
return None
else:
open = string.atof (sdata[5])
if (sdata[6]=='N/A'):
debug('invalid high : N/A')
high = 0.0
return None
else:
high = string.atof (sdata[6])
if (sdata[7]=='N/A'):
debug('invalid low : N/A')
low = 0.0
return None
else:
low = string.atof (sdata[7])
volume = string.atoi (sdata[8])
if volume<0:
debug('volume : invalid negative %d' % volume)
return None
if volume==0 and quote.list()!=QLIST_INDICES:
debug('volume : invalid zero value %d' % volume)
return None
else:
if value-change <= 0:
return None
else:
percent = (change / (value - change))*100.0
# ISIN;DATE;OPEN;HIGH;LOW;CLOSE;VOLUME;PERCENT;PREVIOUS
data = (
key,
date,
open,
high,
low,
value,
volume,
percent,
(value-change)
)
data = map(lambda (val): '%s' % str(val), data)
data = string.join(data, ';')
# temp: hunting an issue (SF bug 1848473)
# if itrade_config.verbose:
# print data
return data
def getdata(self, quote):
debug("LiveUpdate_yahoo:getdata quote:%s " % quote)
self.m_connected = False
sname = yahooTicker(quote.ticker(), quote.market(), quote.place())
if sname[0] == '^':
ss = "%5E" + sname[1:]
else:
ss = sname
query = (
('s', ss),
('f', 'sl1d1t1c1ohgv'),
('e', '.csv'),
)
query = map(lambda (var, val): '%s=%s' % (var, str(val)), query)
query = string.join(query, '&')
url = yahooUrl(quote.market(), live=True) + '?' + query
debug("LiveUpdate_yahoo:getdata: url=%s", url)
try:
data = self.m_connection.getDataFromUrl(url)[:
-2] # Get rid of CRLF
except:
debug('LiveUpdate_yahoo:unable to connect :-(')
return None
# pull data
s400 = re.search(r"400 Bad Request", data,
re.IGNORECASE | re.MULTILINE)
if s400:
if itrade_config.verbose:
info('unknown %s quote (400 Bad Request) from Yahoo' %
(quote.ticker()))
return None
sdata = string.split(data, ',')
if len(sdata) < 9:
if itrade_config.verbose:
info('invalid data (bad answer length) for %s quote' %
(quote.ticker()))
return None
#print sdata
# connexion / clock
self.m_connected = True
# store for later use
key = quote.key()
sclock = sdata[3][1:-1]
if sclock == "N/A" or sdata[2] == '"N/A"' or len(sclock) < 5:
if itrade_config.verbose:
info('invalid datation for %s : %s %s' %
(quote.ticker(), sclock, sdata[2]))
#print sdata
return None
# start decoding
symbol = sdata[0][1:-1]
if symbol != sname:
if itrade_config.verbose:
info('invalid ticker : ask for %s and receive %s' %
(sname, symbol))
return None
# date
try:
date = self.yahooDate(sdata[2])
self.m_dcmpd[key] = sdata
self.m_clock[key] = self.convertClock(quote.place(), sclock, date)
self.m_dateindice[key] = sdata[2].replace('"', '')
except ValueError:
if itrade_config.verbose:
info('invalid datation for %s : %s %s' %
(quote.ticker(), sclock, sdata[2]))
return None
# decode data
value = string.atof(sdata[1])
if (sdata[4] == 'N/A'):
debug('invalid change : N/A')
change = 0.0
return None
else:
change = string.atof(sdata[4])
if (sdata[5] == 'N/A'):
debug('invalid open : N/A')
open = 0.0
return None
else:
open = string.atof(sdata[5])
if (sdata[6] == 'N/A'):
debug('invalid high : N/A')
high = 0.0
return None
else:
high = string.atof(sdata[6])
if (sdata[7] == 'N/A'):
debug('invalid low : N/A')
low = 0.0
return None
else:
low = string.atof(sdata[7])
volume = string.atoi(sdata[8])
if volume < 0:
debug('volume : invalid negative %d' % volume)
return None
if volume == 0 and quote.list() != QLIST_INDICES:
debug('volume : invalid zero value %d' % volume)
return None
else:
if value - change <= 0:
return None
else:
percent = (change / (value - change)) * 100.0
# ISIN;DATE;OPEN;HIGH;LOW;CLOSE;VOLUME;PERCENT;PREVIOUS
data = (key, date, open, high, low, value, volume, percent,
(value - change))
data = map(lambda (val): '%s' % str(val), data)
data = string.join(data, ';')
# temp: hunting an issue (SF bug 1848473)
# if itrade_config.verbose:
# print data
return data
