def csvReadandPublish(dir,files):
for i in files:
path = dir + '/' + i
info ('Reading in csv file from '+ path)
with open(path) as csv_file:
csv_reader = csv.reader(csv_file,delimiter=',')
row_count = 0
for row in csv_reader:
if i == 'trade.csv':
if row_count > 0:
#print('Row values at index '+ str(row_count) + ':\n {} {} {} {}'.format(row[0],row[1],row[2],row[3]))
#print('Row type: \n {} \n {} \n {} \n {}'.format(type(row[0]),type(row[1]),type(row[2]),type(row[3])))
# CSV reader reads all values as str. Cast each value to the appropriate type
'''
Trade Table types
time - timespan (.z.N) --> we will cast this to a long value which will be casted to timespan datatype on kdb
sym - symbol (no casting required) --> python str are automatically casted to kdb sym type
price - float
size - int
'''
row[0] = K.timespan(convertTimeToLong(row[0]))
row[2] = K.float(int(row[2]))
row[3] = K.int(int(row[3]))
#Send the converted row values to the TP process through the handle
handle(('.u.upd','trade',(row[0],row[1],row[2],row[3])))
row_count += 1
elif i == 'quote.csv':
if row_count > 0:
#print('Row values at index '+ str(row_count) + ':\n {} {} {} {}'.format(row[0],row[1],row[2],row[3]))
#print('Row type: \n {} \n {} \n {} \n {}'.format(type(row[0]),type(row[1]),type(row[2]),type(row[3])))
# CSV reader reads all values as str. Cast each value to the appropriate type
'''
Quote Table types
time - timespan (.z.N) --> we will cast this to a long value which will be casted to timespan datatype on kdb
sym - symbol (no casting required) --> python str are automatically casted to kdb sym type
bid - float
ask - float
bsize - int
asize - int
'''
row[0] = K.timespan(convertTimeToLong(row[0]))
row[2] = K.float(int(row[2]))
row[3] = K.float(int(row[3]))
row[4] = K.int(int(row[4]))
row[5] = K.int(int(row[5]))
#Send the converted row values to the TP process through the handle
handle(('.u.upd','quote',(row[0],row[1],row[2],row[3],row[4],row[5])))
row_count += 1
def test_closed_connection(kdb_server):
cmd = K.string("exit 0")
with pytest.raises(kerr) as info:
kdb_server(cmd)
msg = info.value.args[0]
if WIN:
assert msg.startswith('rcv.')
else:
assert msg == 'close'
def test_no_numpy(monkeypatch):
monkeypatch.setitem(sys.modules, 'numpy', None)
pyq_modules = [
m for m in sys.modules if m == 'pyq' or m.startswith('pyq.')
]
for m in pyq_modules:
monkeypatch.delitem(sys.modules, m)
from pyq import K
# TODO: Figure out how to run all tests that don't require numpy.
assert K(0) == 0
def test_convert_path(x):
p = pathlib.Path(x)
assert str(K(p)) == ':' + x.replace(os.sep, '/')
def test_async_call(kdb_server):
c = -kdb_server
c(K.string("x:42"))
assert kdb_server('x') == 42
def test_convert_path(x):
p = pathlib.Path(x)
assert str(K(p)) == ':' + x
def test_closed_connection(kdb_server):
cmd = K.string("exit 0")
with pytest.raises(kerr) as info:
kdb_server(cmd)
assert info.value.args[0] == 'close'