def getSymbolData(apiConnector):
run = True
db_connection = connect_database()
while run:
symbol = symbolList.get()
if symbol == None:
print("Breaking")
symbolList.put(None)
break
else:
start_time = time.time()
db_cursor = db_connection.cursor()
print(symbol)
ts = apiConnector.getDailyTimeSeries(symbol)
if (ts):
storeSymbolData(db_cursor, symbol, ts)
db_connection.commit()
else:
print("Error: " + symbol)
end_time = time.time()
elapsed_time = end_time - start_time
def buildTimeSeriesTable():
db_connection = connect_database()
db_cursor = db_connection.cursor()
db_cursor.execute("DROP TABLE IF EXISTS timeseries_daily")
db_cursor.execute("CREATE TABLE timeseries_daily ("
"symbol TEXT, "
"date DATE, "
"high NUMERIC(10,2), "
"low NUMERIC(10,2), "
"volume INTEGER, "
"open NUMERIC(10,2), "
"close NUMERIC(10,2))")
disconnect_database(db_cursor, db_connection)
def buildSymbolTable():
db_connection = connect_database()
db_cursor = db_connection.cursor()
db_cursor.execute("DROP TABLE IF EXISTS symbols")
db_cursor.execute("CREATE TABLE symbols ("
"symbol TEXT, "
"exchange TEXT, "
"name TEXT, "
"date DATE, "
"type TEXT, "
"region TEXT, "
"currency TEXT)")
disconnect_database(db_cursor, db_connection)
def getTimeSeriesData(production):
apiConnector = APIConnector(production)
db_connection = connect_database()
db_cursor = db_connection.cursor()
symbolList = getSymbolList(db_cursor)
for symbol in symbolList:
print(symbol)
ts = apiConnector.get5YearTimeSeries(symbol)
if (ts):
storeSymbolData(db_cursor, symbol, ts)
db_connection.commit()
else:
print("Error: " + symbol)
def similarityWorker(symbol, priceData):
db_conn = connect_database()
db_cursor = db_conn.cursor()
while True:
active_symbol = symbolQueue.get()
if active_symbol != None:
a = priceData[active_symbol]
print(active_symbol)
b = priceData[symbol]
distance = calculateDistance(a, b)
data = (active_symbol, symbol, distance)
storeSimilarity(db_cursor, data)
db_conn.commit()
else:
symbolQueue.put(None)
db_conn.close()
break
def getSymbolData(production):
apiConnector = APIConnector(production)
db_connection = connect_database()
db_cursor = db_connection.cursor()
#apiResult = apiConnector.getAPIData("/ref-data/symbols")
apiResult = apiConnector.getSymbolData()
for result in apiResult:
db_cursor.execute(
"INSERT INTO symbols ("
"symbol, "
"exchange, "
"name, "
"date, "
"type, "
"region, "
"currency) "
"VALUES (%s, %s, %s, %s, %s, %s, %s)",
(result["symbol"], result["exchange"], result["name"],
result["date"], result["type"], result["region"],
result["currency"]))
db_connection.commit()
print(result)
# "close) "
# "VALUES (%s,%s,%s,%s,%s,%s,%s)",
# (symbol,
# data["date"],
# data["high"],
# data["low"],
# data["volume"],
# data["open"],
# data["close"]))
if __name__ == "__main__":
production = True
buildTimeSeriesTable()
apiConnector = APIConnector(production)
db_connection = connect_database()
db_cursor = db_connection.cursor()
symbolList = getSymbolList(db_cursor)
workers = []
symbolList.put(None)
for i in range(4):
p = multiprocessing.Process(target=getSymbolData,
args=(apiConnector, ))
workers.append(p)
p.start()
for p in workers:
p.join()
