def GetDataMarket(self, market_obj, path, date, scrip, windowInterval):
common_functions_obj = CCommonFunctions()
filename = path + '/' + common_functions_obj.FormatDate(
date) + '/' + scrip.replace(
':', '') + '_' + common_functions_obj.FormatDate(
date) + '_trades.csv'
with open(filename, 'rb') as marketTrade_file_obj:
marketTrade_file_contents = csv.reader(marketTrade_file_obj)
market_obj.m_strScripName = scrip
for row in marketTrade_file_contents:
if row[0].strip() == scrip:
market_obj.m_nCountOfRows += 1
market_obj.m_DatetimeList.append(
common_functions_obj.GetDateTime(
row[2].strip(), row[3].strip()))
market_obj.m_fPriceList.append(float(row[4].strip()))
market_obj.m_nSizeList.append(int(row[5].strip()))
market_obj.m_strTimeWindowList = common_functions_obj.GetDateTimeList(
date,
common_functions_obj.GetWindowList(windowInterval)[0])
market_obj.m_strTimeWindowPlotList = common_functions_obj.GetDateTimeList(
date,
common_functions_obj.GetWindowList(windowInterval)[1])
CCommonFunctions.total_daily_market_volume = sum(
market_obj.m_nSizeList)
return True
def GetDataCash(self, cash_obj, path, date, scrip, windowInterval):
common_functions_obj = CCommonFunctions()
filename = path + '/' + common_functions_obj.FormatDate(
date) + '/' + scrip + '_' + common_functions_obj.FormatDate(
date) + '_trades.csv'
with open(filename, 'rb') as cash_file_obj:
cash_file_contents = csv.reader(cash_file_obj)
cash_obj.m_strScripName = scrip
for row in cash_file_contents:
if row[0].strip() == scrip:
cash_obj.m_nCountOfRows += 1
cash_obj.m_DatetimeList.append(
common_functions_obj.GetDateTime(
row[2].strip(), row[3].strip()))
cash_obj.m_fPriceList.append(float(row[4].strip()))
cash_obj.m_strTimeWindowList = common_functions_obj.GetDateTimeList(
date,
common_functions_obj.GetWindowList(windowInterval)[0])
cash_obj.m_strTimeWindowPlotList = common_functions_obj.GetDateTimeList(
date,
common_functions_obj.GetWindowList(windowInterval)[1])
return True
def GetDataPredicted(self, predicted_obj, path, date, scrip,
windowInterval):
common_functions_obj = CCommonFunctions()
filename = path + '/' + common_functions_obj.FormatDate(
date) + '/' + scrip.replace(':', '') + '.csv'
with open(filename, 'rb') as predicted_file_obj:
predicted_file_contents = csv.reader(predicted_file_obj)
predicted_obj.m_strScripName = scrip
for row in predicted_file_contents:
predicted_obj.m_nCountOfRows += 1
predicted_obj.m_DatetimeList.append(
common_functions_obj.GetDateTime(
date, common_functions_obj.FormatTime(row[0].strip())))
predicted_obj.m_nSizeList.append(float(row[1].strip()))
predicted_obj.m_strTimeWindowList = common_functions_obj.GetDateTimeList(
date,
common_functions_obj.GetWindowList(windowInterval)[0])
predicted_obj.m_strTimeWindowPlotList = common_functions_obj.GetDateTimeList(
date,
common_functions_obj.GetWindowList(windowInterval)[1])
return True