Exemple #1
0
    def execute_checklistener(self):
        import os
        import shutil
        destSymbols = ''
        destExpirations = ''
        
        ListenerFileFound = 0
        #RootRemoteListener="Z:\\jm\\My Python\\Remote\\listener"
        RootRemote = os.path.join('z:','\jm','My Python','Inputs')
        
        sourceSymbols = os.path.join(RootRemote,'SymbolsListener.txt')
        destSymbols = os.getcwd() + '\\inputs\\quad\\SymbolsListener.txt'
        if os.path.isfile(sourceSymbols):
            shutil.copyfile(sourceSymbols, destSymbols)
            ListenerFileFound = ListenerFileFound + 1
        sourceExpirations = os.path.join(RootRemote,'ExpirationsListener.txt')
        destExpirations = os.getcwd() + '\\inputs\\quad\\ExpirationsListener.txt'
        if os.path.isfile(sourceExpirations):
            shutil.copyfile(sourceExpirations, destExpirations)
            ListenerFileFound = ListenerFileFound + 1
                        
        if ListenerFileFound == 2:
            print('listener file found...')
            import mytools
            datetime14 = mytools.mystrings.ConvertDatetime14()
            print(datetime14)

            import pulloptionscsvbasedoninputfiles
            
            opulled = pulloptionscsvbasedoninputfiles.pull(destSymbols,
                                             destExpirations,
                                             'downloadsquad',
                                             0)
                                             
            pulledcsvfilepath = opulled.OutputPathString
            print(pulledcsvfilepath)
        
            import serializecsvfilestoxmlcandidatequads
            
            serializecsvfilestoxmlcandidatequads.read(downloadsdirectory = 'downloadsquad',
                             replacelistforcreatingdestinationpath = ['\\downloadsquad\\','\\downloadsquadprocessed\\'],
                             minpairspreadpercent = .64,
                             maxvalueatrisk = 1.5,
                             maxbidaskspreadpercentagesell = .25,
                             maxbidaskspreadpercentagebuy = .25,
                             showresults=1)                
        
        
        return None
    sminutenormal = '45'
if int(sminute) >= 45 and int(sminute) < 60:
    sminutenormal = '60'
print(stime)
print(sminute)
print(sminutenormal)

dest = "C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\downloads\\" + sdate + "\\" + shour + "\\" + sminutenormal

import shutil
shutil.rmtree(dest, ignore_errors=True)

################################################    
#import pulllpricesallfromdirectorylocalroot
#pulllpricesallfromdirectorylocalroot.pull(dest,
#                                          'inputs\\Symbols.txt',
#                                          'inputs\\Expirations.txt')

import pulloptionscsvbasedoninputfiles
pulloptionscsvbasedoninputfiles.pull('inputs\\Symbols.txt'
                                     ,  'inputs\\Expirations.txt'
                                     ,  'downloads'
                                     ,  'output'
                                     ,  0)
################################################

#                                          
#                                          
#C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\inputs\\Symbols.txt
#C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\inputs\\Expirations.txt
Exemple #3
0
file.write("EWZ\n")
file.write("FSLR\n")
file.close()

file = open("inputs\ExpirationsTest.txt", "w")
file.write("2015-02-20\n")
file.write("2015-02-27\n")
file.write("2015-03-06\n")
file.close()

############################

SymbolsFile = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\inputs\\SymbolsTest.txt'
ExpirationsFile = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\inputs\\ExpirationsTest.txt'
import pulloptionscsvbasedoninputfiles
pulloptionscsvbasedoninputfiles.pull(SymbolsFile, ExpirationsFile, 'downloads',
                                     'output', 0)
#############################
import serializeallcsvfilesindownloadsdirectory
serializeallcsvfilesindownloadsdirectory.read()

minpairspreadpercent = 0.4
numberofbucketquotedatetimesbacktouse = 1

import builddictionaryoflatestdeserializedcalendarspreadcandidates
#topdirectory = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates'
topdirectory = 'C:\Documents and Settings\jmalinchak\My Documents\My Python\Active\py\output\calendarspreadcandidates'
d_excludesymbols = {}
d_excludesymbols[len(d_excludesymbols)] = 'DXJ'
d_excludesymbols[len(d_excludesymbols)] = 'HFC'
d_excludesymbols[len(d_excludesymbols)] = 'VIPS'
# -*- coding: utf-8 -*-
"""
Created on Mon Jan 26 21:16:13 2015

@author: jmalinchak
"""

import pulloptionscsvbasedoninputfiles
pulloptionscsvbasedoninputfiles.pull('inputs\\Symbols.txt','inputs\\Expirations.txt')
############################
#
SymbolsFile = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\inputs\\quad\\Symbols.txt'
ExpirationsFile = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\inputs\\quad\\Expirations.txt'

import pulloptionscsvbasedoninputfiles

opulled = pulloptionscsvbasedoninputfiles.pull(SymbolsFile, ExpirationsFile,
                                               'downloadsquad', 0)

pulledcsvfilepath = opulled.OutputPathString
print(pulledcsvfilepath)
Exemple #6
0
# -*- coding: utf-8 -*-
"""
Created on Wed Feb  4 00:05:31 2015

@author: jmalinchak
"""

SymbolsFile = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\inputs\\Symbols.txt'
ExpirationsFile = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\inputs\\Expirations.txt'
import pulloptionscsvbasedoninputfiles
pulloptionscsvbasedoninputfiles.pull(
                                 SymbolsFile,
                                 ExpirationsFile,
                                 'downloads',
                                 0
                                 )
############################
#
SymbolsFile = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\inputs\\Symbols$execute.txt'
ExpirationsFile = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\inputs\\Expirations$execute.txt'

import pulloptionscsvbasedoninputfiles

opulled = pulloptionscsvbasedoninputfiles.pull(SymbolsFile,
                                 ExpirationsFile,
                                 '$execute',
                                 'output',
                                 0)
                                 
pulledcsvfilepath = opulled.OutputPathString
print(pulledcsvfilepath)

Exemple #8
0
############################
#
SymbolsFile = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\inputs\\Symbols$execute.txt'
ExpirationsFile = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\inputs\\Expirations$execute.txt'

import pulloptionscsvbasedoninputfiles

opulled = pulloptionscsvbasedoninputfiles.pull(SymbolsFile, ExpirationsFile,
                                               '$execute', 'output', 0)

pulledcsvfilepath = opulled.OutputPathString
print(pulledcsvfilepath)
    def execute_forcequadlistener(self):
        import os
        import shutil
        import ntpath
        
        destSymbols = ''
        destExpirations = ''
        
        RootWebServer = os.path.join('c:','\Inetpub','wwwroot','rtstock','calendarspreadquads')        
        #RootWebServer = os.path.join('x:','\www','rtstock','calendarspreadquads')        
        import mytools
        mytools.general.make_sure_path_exists(RootWebServer)
        
        
        InputFilesFound = 0
        
        RootInputs = os.path.join('C:','\Documents and Settings','jmalinchak','My Documents','My Python','Active','py','inputs','quad')
        #RootInputs = os.path.join('z:','\jm','My Python','Active','py','Inputs','quad')
        
        print('RootInputs=',RootInputs)
        
        sourceSymbols = os.path.join(RootInputs,'SymbolsListener.txt')
        print('sourceSymbols=',sourceSymbols)
        
        destSymbols = os.path.join(os.getcwd(),'inputs','quad','SymbolsListener.txt')
        print('destSymbols=',destSymbols)
        if os.path.isfile(sourceSymbols) and sourceSymbols.casefold() != destSymbols.casefold():
            shutil.copyfile(sourceSymbols, destSymbols)

        sourceExpirations = os.path.join(RootInputs,'ExpirationsListener.txt')
        print('sourceExpirations=',sourceExpirations)
        destExpirations = os.getcwd() + '\\inputs\\quad\\ExpirationsListener.txt'        
        print('destExpirations=',destExpirations)
        if os.path.isfile(sourceExpirations) and sourceExpirations.casefold() != destExpirations.casefold():
            shutil.copyfile(sourceExpirations, destExpirations)

        if os.path.isfile(destSymbols):
            InputFilesFound = InputFilesFound + 1
            
        if os.path.isfile(destExpirations):
            InputFilesFound = InputFilesFound + 1
            
        print('InputFilesFound=',InputFilesFound)
        
        if InputFilesFound == 2:
            print('listener file found...')
            import mytools
            datetime14 = mytools.mystrings.ConvertDatetime14()
            print(datetime14)

            import pulloptionscsvbasedoninputfiles
            
            opulled = pulloptionscsvbasedoninputfiles.pull(destSymbols,
                                             destExpirations,
                                             'downloadsquad',
                                             0)
                                             
            pulledcsvfilepath = opulled.OutputPathString
            print(pulledcsvfilepath)
        
            import serializecsvfilestoxmlcandidatequads
            
            oserializexmls = serializecsvfilestoxmlcandidatequads.read(downloadsdirectory = 'downloadsquad',
                             replacelistforcreatingdestinationpath = ['\\downloadsquad\\','\\downloadsquadprocessed\\'],
                             minpairspreadpercent = .64,
                             maxvalueatrisk = 1.5,
                             maxbidaskspreadpercentagesell = .25,
                             maxbidaskspreadpercentagebuy = .25,
                             showresults=1)     
                             
            d1 = oserializexmls.DictionaryOfSerializedQuadCandidateXMLPathNames
            #print('len(serializecsvfilestoxmlcandidatequads.read.DictionaryOfSerializedQuadCandidateXMLPathNames)',len(serializecsvfilestoxmlcandidatequads.read.DictionaryOfSerializedQuadCandidateXMLPathNames))
            for k,vFilePath in d1.items():
                print('XmlFile',k,'=',vFilePath)
                head, tail = ntpath.split(vFilePath)
                SymbolFromFilename = tail.split(' ')[1]
                destXMLFile = os.path.join(RootWebServer,SymbolFromFilename + '.xml')
                print('destXMLFile=',destXMLFile)
                print(SymbolFromFilename)
                if os.path.isfile(vFilePath):
                    shutil.copyfile(vFilePath, destXMLFile)
                    
            print('RootWebServer',RootWebServer)
        return None
Exemple #10
0
    def execute_checklistener(self):
        import os
        import shutil
        SymbolsFile = ''
        ExpirationsFile = ''
        ListenerFileFound = 0
        #RootRemoteListener="Z:\\jm\\My Python\\Remote\\listener"
        RootRemote = os.path.join('z:','\jm','My Python','Remote')
        
        if os.path.isfile(os.path.join(RootRemote,'listener','short.txt')):
            if os.path.isfile(os.path.join(RootRemote,'inputs','SymbolsShort.txt')):
                destSymbols = os.getcwd() + '\\inputs\\SymbolsShort.txt'
                shutil.copyfile('Z:\\jm\\My Python\\Remote\\Inputs\\SymbolsShort.txt', destSymbols)
            if os.path.isfile('Z:\\jm\\My Python\\Remote\\Inputs\\ExpirationsShort.txt'):
                destExpirations = os.getcwd() + '\\inputs\\ExpirationsShort.txt'
                shutil.copyfile('Z:\\jm\\My Python\\Remote\\Inputs\\ExpirationsShort.txt', destExpirations)
            os.remove("Z:\\jm\\My Python\\Remote\\listener\\short.txt") 
            SymbolsFile = 'inputs\\SymbolsShort.txt'
            ExpirationsFile = 'inputs\\ExpirationsShort.txt'
            ListenerFileFound = 1
            
        if os.path.isfile("Z:\\jm\\My Python\\Remote\\listener\\main.txt"):
            if os.path.isfile('Z:\\jm\\My Python\\Remote\\Inputs\\SymbolsMain.txt'):
                shutil.copyfile('Z:\\jm\\My Python\\Remote\\Inputs\\SymbolsMain.txt', 'inputs\\SymbolsMain.txt')
            if os.path.isfile('Z:\\jm\\My Python\\Remote\\Inputs\\ExpirationsMain.txt'):
                shutil.copyfile('Z:\\jm\\My Python\\Remote\\Inputs\\ExpirationsMain.txt', 'inputs\\ExpirationsMain.txt')
            os.remove("Z:\\jm\\My Python\\Remote\\listener\\main.txt") 
            SymbolsFile = 'inputs\\SymbolsMain.txt'
            ExpirationsFile = 'inputs\\ExpirationsMain.txt'
            ListenerFileFound = 1
            
        if os.path.isfile("Z:\\jm\\My Python\\Remote\\listener\\run.txt"):
            os.remove("Z:\\jm\\My Python\\Remote\\listener\\run.txt") 
            SymbolsFile = 'inputs\\Symbols.txt'
            ExpirationsFile = 'inputs\\Expirations.txt'
            ListenerFileFound = 1            
            
        if ListenerFileFound == 0:
            print('no short/main/run file found')
            
        if ListenerFileFound > 0:
            print('listener file found...')
            import mytools
            datetime14 = mytools.mystrings.ConvertDatetime14()
            print(datetime14)
            #outputfilepath = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\output\\' + datetime14 + '.csv'
            import pulloptionscsvbasedoninputfiles
            pulloptionscsvbasedoninputfiles.pull(SymbolsFile,
                                             ExpirationsFile,
                                             'downloads',
                                             'output',
                                             0)
#            import strategytestnew
#            c = strategytestnew.calendarspreads(SymbolsFile,
#                                             ExpirationsFile,
#                                             'downloads',
#                                             'output',
#                                             0)
#                                             
#            outputfilepath = c.OutputFilePathString
#            print('The process create local output file: ' + outputfilepath)
#            head, tail = os.path.split(outputfilepath)
#            print('The file name only: ' + tail)
#            shutil.copyfile(outputfilepath, os.path.join(RootRemote,'output',tail))
#            return c
        #########################
        #
        return None
Exemple #11
0
    def execute_checklistener(self):
        import os
        import shutil
        SymbolsFile = ''
        ExpirationsFile = ''
        ListenerFileFound = 0
        #RootRemoteListener="Z:\\jm\\My Python\\Remote\\listener"
        RootRemote = os.path.join('z:', '\jm', 'My Python', 'Remote')

        if os.path.isfile(os.path.join(RootRemote, 'listener', 'short.txt')):
            if os.path.isfile(
                    os.path.join(RootRemote, 'inputs', 'SymbolsShort.txt')):
                destSymbols = os.getcwd() + '\\inputs\\SymbolsShort.txt'
                shutil.copyfile(
                    'Z:\\jm\\My Python\\Remote\\Inputs\\SymbolsShort.txt',
                    destSymbols)
            if os.path.isfile(
                    'Z:\\jm\\My Python\\Remote\\Inputs\\ExpirationsShort.txt'):
                destExpirations = os.getcwd(
                ) + '\\inputs\\ExpirationsShort.txt'
                shutil.copyfile(
                    'Z:\\jm\\My Python\\Remote\\Inputs\\ExpirationsShort.txt',
                    destExpirations)
            os.remove("Z:\\jm\\My Python\\Remote\\listener\\short.txt")
            SymbolsFile = 'inputs\\SymbolsShort.txt'
            ExpirationsFile = 'inputs\\ExpirationsShort.txt'
            ListenerFileFound = 1

        if os.path.isfile("Z:\\jm\\My Python\\Remote\\listener\\main.txt"):
            if os.path.isfile(
                    'Z:\\jm\\My Python\\Remote\\Inputs\\SymbolsMain.txt'):
                shutil.copyfile(
                    'Z:\\jm\\My Python\\Remote\\Inputs\\SymbolsMain.txt',
                    'inputs\\SymbolsMain.txt')
            if os.path.isfile(
                    'Z:\\jm\\My Python\\Remote\\Inputs\\ExpirationsMain.txt'):
                shutil.copyfile(
                    'Z:\\jm\\My Python\\Remote\\Inputs\\ExpirationsMain.txt',
                    'inputs\\ExpirationsMain.txt')
            os.remove("Z:\\jm\\My Python\\Remote\\listener\\main.txt")
            SymbolsFile = 'inputs\\SymbolsMain.txt'
            ExpirationsFile = 'inputs\\ExpirationsMain.txt'
            ListenerFileFound = 1

        if os.path.isfile("Z:\\jm\\My Python\\Remote\\listener\\run.txt"):
            os.remove("Z:\\jm\\My Python\\Remote\\listener\\run.txt")
            SymbolsFile = 'inputs\\Symbols.txt'
            ExpirationsFile = 'inputs\\Expirations.txt'
            ListenerFileFound = 1

        if ListenerFileFound == 0:
            print('no short/main/run file found')

        if ListenerFileFound > 0:
            print('listener file found...')
            import mytools
            datetime14 = mytools.mystrings.ConvertDatetime14()
            print(datetime14)
            #outputfilepath = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\output\\' + datetime14 + '.csv'
            import pulloptionscsvbasedoninputfiles
            pulloptionscsvbasedoninputfiles.pull(SymbolsFile, ExpirationsFile,
                                                 'downloads', 'output', 0)


#            import strategytestnew
#            c = strategytestnew.calendarspreads(SymbolsFile,
#                                             ExpirationsFile,
#                                             'downloads',
#                                             'output',
#                                             0)
#
#            outputfilepath = c.OutputFilePathString
#            print('The process create local output file: ' + outputfilepath)
#            head, tail = os.path.split(outputfilepath)
#            print('The file name only: ' + tail)
#            shutil.copyfile(outputfilepath, os.path.join(RootRemote,'output',tail))
#            return c
#########################
#
        return None
Exemple #12
0
# -*- coding: utf-8 -*-
"""
Created on Mon Jan 26 21:16:13 2015

@author: jmalinchak
"""

import pulloptionscsvbasedoninputfiles

pulloptionscsvbasedoninputfiles.pull('inputs\\Symbols.txt',
                                     'inputs\\Expirations.txt')
Exemple #13
0
file = open("inputs\ExpirationsTest.txt", "w")
file.write("2015-02-20\n")
file.write("2015-02-27\n")
file.write("2015-03-06\n")
file.close()


############################

SymbolsFile = "C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\inputs\\SymbolsTest.txt"
ExpirationsFile = (
    "C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\inputs\\ExpirationsTest.txt"
)
import pulloptionscsvbasedoninputfiles

pulloptionscsvbasedoninputfiles.pull(SymbolsFile, ExpirationsFile, "downloads", "output", 0)
#############################
import serializeallcsvfilesindownloadsdirectory

serializeallcsvfilesindownloadsdirectory.read()

minpairspreadpercent = 0.4
numberofbucketquotedatetimesbacktouse = 1

import builddictionaryoflatestdeserializedcalendarspreadcandidates

# topdirectory = 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\\Active\\py\\output\\calendarspreadcandidates'
topdirectory = "C:\Documents and Settings\jmalinchak\My Documents\My Python\Active\py\output\calendarspreadcandidates"
d_excludesymbols = {}
d_excludesymbols[len(d_excludesymbols)] = "DXJ"
d_excludesymbols[len(d_excludesymbols)] = "HFC"