Exemple #1
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    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")])
Exemple #2
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    def testFundamental(self):
        dam = SqlDAM(echo=False)
        dam.setup({"db": 'sqlite:////tmp/sqldam.sqlite'})
        dam.setSymbol("test")

        keyTimeValueDict = {
            'Total Debt': {
                'As of 2011-12-31': 2089.6500000000001,
                'As of 2012-03-31': 2085.0,
                'As of 2010-12-31': 1794.23,
                'As of 2009-12-31': 0.0,
                'As of 2008-12-31': 1000.0,
                'As of 2011-09-30': 2543.9899999999998,
                'As of 2011-06-30': 2545.6999999999998,
                'As of 2011-03-31': 1794.48
            },
            'Effect of Special Items on Income Taxes': {
                '12 months ending 2010-12-31': None,
                '3 months ending 2011-09-30': None,
                '12 months ending 2008-12-31': None,
                '3 months ending 2012-03-31': None,
                '3 months ending 2011-12-31': None,
                '12 months ending 2011-12-31': None,
                '12 months ending 2009-12-31': None,
                '3 months ending 2011-03-31': None,
                '3 months ending 2011-06-30': None
            }
        }
        dam.writeFundamental(keyTimeValueDict)
        dam.commit()

        ret = dam.readFundamental()
        print(ret)
        self.assertEqual(keyTimeValueDict, ret)
    def testFundamental(self):
        dam = SqlDAM(echo = False)
        dam.setDb('sqlite:////tmp/sqldam.sqlite')
        dam.setSymbol("test")

        keyTimeValueDict = {'Total Debt': {'As of 2011-12-31': 2089.6500000000001, 'As of 2012-03-31': 2085.0, 'As of 2010-12-31': 1794.23, 'As of 2009-12-31': 0.0, 'As of 2008-12-31': 1000.0, 'As of 2011-09-30': 2543.9899999999998, 'As of 2011-06-30': 2545.6999999999998, 'As of 2011-03-31': 1794.48}, 'Effect of Special Items on Income Taxes': {'12 months ending 2010-12-31': None, '3 months ending 2011-09-30': None, '12 months ending 2008-12-31': None, '3 months ending 2012-03-31': None, '3 months ending 2011-12-31': None, '12 months ending 2011-12-31': None, '12 months ending 2009-12-31': None, '3 months ending 2011-03-31': None, '3 months ending 2011-06-30': None}}
        dam.writeFundamental(keyTimeValueDict)
        dam.commit()

        ret = dam.readFundamental()
        self.assertEqual(keyTimeValueDict, ret)
    def testSqlDam(self):
        dam = SqlDAM(echo = False)
        dam.setDb('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()
    def testSqlDam(self):
        dam = SqlDAM(echo = False)
        dam.setDb('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(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")])
Exemple #6
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def loadMt4CsvToSqlDam(path):
    """
    convert mt4 csv format data to database
    mt4 csv format:
    <TICKER>,<DTYYYYMMDD>,<TIME>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL>
    EURUSD,20010102,230100,0.9507,0.9507,0.9507,0.9507,4
    EURUSD,20010102,230200,0.9506,0.9506,0.9505,0.9505,4
    EURUSD,20010102,230300,0.9505,0.9507,0.9505,0.9506,4
    """
    print path
    dam = SqlDAM()
    dam.setup({'db': "sqlite:///../../data/ftest.sqlite"})
    dam.setSymbol('EURUSD')
    skipfirst = True
    with open(path, "rb") as csvfile:
        _csvReader = csv.reader(csvfile)

        count = 0
        total_count = 0;
        for row in _csvReader:
            if(skipfirst):
                skipfirst = False
                continue

            newrow = []
            for col in row:
                newrow.append(col)
            # newrow[0] = time.strftime('%Y%m%d', time.strptime(newrow[0], '%Y.%m.%d'))
            quotes = []
            quote = Quote(newrow[1]+newrow[2], newrow[3], newrow[4], newrow[5], newrow[6], newrow[7], newrow[6])
            quotes.append(quote)
            dam.writeQuotes(quotes)
            count += 1
            if(count >= 5000):
                total_count += count
                count = 0
                dam.commit()
                print 'dam committed: '+total_count
        dam.commit()

        # dam.writeQuotes(quotes)
        # dam.commit()

# if __name__ == "__main__":
#     loadCsvToSqlDam("../../data/eurusd.csv")
Exemple #7
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def loadCsvToSqlDam(path):
    """
    convert csv format data to database
    """
    print path
    dam = SqlDAM()
    dam.setup({'db': "sqlite:///../../data/ftest.sqlite"})
    dam.setSymbol('EURUSD')
    with open(path, "rb") as csvfile:
        _csvReader = csv.reader(csvfile)
        quotes = []
        for row in _csvReader:
            newrow = []
            for col in row:
                newrow.append(col)
            newrow[0] = time.strftime('%Y%m%d', time.strptime(newrow[0], '%Y.%m.%d'))
            quote = Quote(newrow[0], newrow[2], newrow[3], newrow[4], newrow[5], newrow[6], newrow[5])
            quotes.append(quote)
        dam.writeQuotes(quotes)
        dam.commit()
Exemple #8
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    def get(self):
        """
            get quotes
        """
        dam = SqlDAM()

        print os.path.dirname(__file__)

        flags={}
        sqlsave = SqlSaver()
        sqlsave.setup({'db': 'sqlite:///../zhihui/data/output.sqlite'}, "['EURUSD']_sma")
        result = sqlsave.getStates(20000101,20131231)
        for row in result:
            if row.updateOrders != []:
                order = row.updateOrders[0]
                flags[row.time] = order.action

        dam.setup({'db': 'sqlite:///../zhihui/data/ftest.sqlite'})
        dam.setSymbol('EURUSD')
        _quotes = dam.readQuotes(20000101, 20131231)
        quotes = [quote.toDict() for quote in _quotes]

        self.write(json.dumps(quotes))
Exemple #9
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def getSourceData():
    dam = SqlDAM()
    dam.setup({'db': 'sqlite:///../../../zhihui/data/ftest.sqlite'})
    dam.setSymbol('EURUSD')
    _quotes = dam.readQuotes(20000101, 20131231)
    return _quotes