Esempio n. 1
0
        option = option1 + " Price"
        if (filetype == "A"):
            fileloc = "/space/data/new/PLUSTICK_1619_" + date + ".txt"
        if (filetype == "B"):
            fileloc = "/space/data/new/PLUSTICK_FI_1356_" + date + ".txt"
        if (filetype == "C"):
            fileloc = "/space/data/new/PLUSTICK_FUTURES_666_" + date + ".txt"
        if (filetype == "D"):
            fileloc = "/space/data/new/PLUSTICK_FUTURES_680_" + date + ".txt"
        
        df = pf.get_tickerData(fileloc, filetype, ticker,  option2)
        
    except IndexError:
        print("Type 'list' to get a list of valid inputs")

        filetype = pf.get_validInput("Type A or B or C or D files: ", 4)
        date = pf.get_validInput("Enter Date in yyyymmdd: ", 0,
                                 filetype=filetype)
        ticker = pf.get_validInput("Enter One Ticker: ", 1)
        ticker = ticker[0]
        while True:
            option1 = input("Enter Trade, Bid, or Ask: ")
            if (option1 in ["Trade", "Bid", "Ask"]):
                if (option1 == "Trade"):
                    option2 = "T"
                else:
                    option2 = "Q"                                
                break
            else:
                print("Invalid Input")                
        if (filetype == "A"):
                image_width=1024,
                image_height=768,
                auto_open=False,
                show_link=False)

        print("Ticker", ticker, "at date", date, "done")

    print(date, "plots finished in", time() - init_tm, "seconds")


###################
## Main Function ##
###################

if __name__ == "__main__":
    filetype = pf.get_validInput("Type A or B files: ", 4)
    while True:
        quotetype = input("Enter Bid or Ask: ")
        if (quotetype in ["Bid", "Ask"]):
            break
        print("Invalid Input")

    os.chdir("/space/mth693/common/phase1_alloutput/")

    program_start_tm = time()
    with mp.Pool(mp.cpu_count()) as pool:
        pool.starmap(
            program5a,
            zip(projLists.file_list, repeat(filetype), repeat(quotetype)))

    print("Program finished in", (time() - program_start_tm) / 60, "minutes")
Esempio n. 3
0
# ##################
# # Main Function ##
# ##################

if __name__ == "__main__":
    try:
        filetype1 = sys.argv[1]
        filetype2 = sys.argv[2]
        date = sys.argv[3]
        ticker = sys.argv[4]
        #option = sys.argv[4]
    except IndexError:
        print("Program 6: Plot Spread")
        print("Type 'list' to get a list of valid inputs")

        filetype1 = pf.get_validInput("Type A or B files: ", 4)
        filetype2 = pf.get_validInput("Type C or D files: ", 4)
        date = pf.get_validInput("Enter Date in yyyymmdd: ",
                                 0,
                                 filetype=filetype2)
        ticker = pf.get_validInput("Enter F2:XBT or F2:BTC +\?19 Ticker: ", 1)
        ticker = ticker[0]

        #while True:
        #    option = input("Enter 'plotly' or 'matplotlib':")
        #    if (option in ['plotly', 'matplotlib']):
        #        break
        #    else:
        #        print("Invalid option")

    if (filetype1 == "A"):
Esempio n. 4
0
# ##################
# # Main Function ##
# ##################

# +
if __name__ == "__main__":
    #try:
    #filetype = sys.argv[1]
    #date = sys.argv[3]
    #ticker = sys.argv[4]
    #option = sys.argv[4]
    #except IndexError:
    #print("Program 2: Plot Trade Prices (aggregated)")
    #print("Type 'list' to get a list of valid inputs")

    filetype = pf.get_validInput("Type C or D files: ", 4)
    #date = pf.get_validInput("Enter Date in yyyymmdd: ", 0,
    # filetype=filetype)
    #ticker = pf.get_validInput("Enter F2:XBT or F2:BTC +\?19 Ticker: ", 1)
    #ticker = ticker[0]

    if (filetype == "A"):
        projLists.file_list = sorted(glob("/space/data/new/PLUSTICK_1619_*"))
    if (filetype == "B"):
        projLists.file_list = sorted(
            glob("/space/data/new/PLUSTICK_FI_1356_*"))
    if (filetype == "C"):
        projLists.file_list = sorted(
            glob("/space/data/new/PLUSTICK_FUTURES_666_*"))
        tickers = ["F2:XBT\F19", "F2:XBT\G19", "F2:XBT\J19", "F2:XBT\H19"]
    if (filetype == "D"):
Esempio n. 5
0
'''
###################
## Main Function ##
###################

if __name__ == "__main__":
    fileloc = "output/program1_out_A_20180404.txt"

    # Determine file type from file name
    fsplit = fileloc.split('_')
    if ("A" in fsplit):
        filetype = "A"
    else:
        filetype = "B"
    
    ticker = pf.get_validInput("Enter One Ticker: ", 1, ascii_art=True)
    ticker = ticker[0]

    # User should be careful. No error checking
    date = input("Enter Date: ")
    tm = input("Enter time")
    
    # Get unix timestamp from date and time
    unixtm = pf.time2unix(date, tm)

    # Get df from file
    with open(fileloc, 'r') as finput:
        pf.go_to_ticker(finput, ticker)
        print("Getting df from output...")
        init_tm = time()
        trades, quotes = pf.get_twoDFs(finput, filetype, unixtm=unixtm)
    set_numbers(dft, dfq, df, tcols, qcols, size, ticker,region,contributors)
    l = list(set(contributors))
    l.extend(list(set(region)))
    l = ["ALL"] + l
    for i in range(len(l)):
        col.append("Q-"+l[i])
        col.append("T-"+l[i])
        col.append("V-"+l[i])
    df = df[col]
    return df

if __name__ == "__main__":
    try:
        filetype, date = sys.argv[1], sys.argv[2]
    except IndexError:
        filetype = pf.get_validInput("Type A or B files: ", 4)
        date = pf.get_validInput("Enter Date in yyyymmdd: ", 0,
                                filetype=filetype)

    if (filetype == "A"):
        fileloc = "/space/crypto/PLUSTICK_1619_" + date + ".txt"
    else:
        fileloc = "/space/crypto/PLUSTICK_FI_1356_" + date + ".txt"

    os.chdir(str(pathlib.Path.home()) + "/workspace/")
    dirpath = "phase1_output/program4_out/" + filetype + "/"
    pathlib.Path(dirpath).mkdir(parents=True, exist_ok=True)

    init_tm = time()
    df = qtvcounts(fileloc, filetype)
    df.to_csv(dirpath + "program4_out_" + filetype + "_" + date + ".csv")
Esempio n. 7
0
# ##################
# # Main Function ##
# ##################

if __name__ == "__main__":
    try:
        filetype1 = sys.argv[1]
        filetype2 = sys.argv[2]
        #date = sys.argv[3]
        ticker = sys.argv[3]
        #option = sys.argv[4]
    except IndexError:
        print("Program 2: Plot Trade Prices (aggregated)")
        print("Type 'list' to get a list of valid inputs")

        filetype1 = pf.get_validInput("Type A or B files: ", 4)
        filetype2 = pf.get_validInput("Type C or D files: ", 4)
        #date = pf.get_validInput("Enter Date in yyyymmdd: ", 0,
        #                         filetype=filetype2)
        ticker = pf.get_validInput("Enter F2:XBT or F2:BTC +\?19 Ticker: ", 1)
        ticker = ticker[0]

        while True:
            option = input("Enter 'plotly' or 'matplotlib':")
            if (option in ['plotly', 'matplotlib']):
                break
            else:
                print("Invalid option")

    #if (filetype1 == "A"):
    #    fileloc1 = "/space/data/new/PLUSTICK_1619_" + date + ".txt"