コード例 #1
0
    def __init__(self):
        pandas.set_option('display.max_columns', 50)
        pandas.set_option('display.precision', 3)
        pandas.set_option('display.expand_frame_repr', False) #expand wide dataframe
        pandas.set_option('display.max_rows', 1500)
        #pandas.set_option('display.width', 100)
        #pandas.set_option('max_colwidth', 600)        
        #pandas.set_option('display.float_format', lambda x: '%.3f' % x)
                
        self.outputpath = "../result/"

        #self.mscfg = "./marketscan.cfg" #??
        self.mfeed = ms_feed.ms_feed()
        self.backtest = ms_backtest.ms_backtest()
        self.csvchart = ms_csvchart.ms_csvchart()
        self.mtd = marketdata.MarketData()
        self.datacfg = ms_config.MsDataCfg("")
        self.cachepath = self.datacfg.getDataConfig("folder","../cache/")           
        self.sgyInxDct={}
        self.rawData = {}  # MarketScan.RawData()
        self.app_param = ms_paramparser.AppParam()
        self.param_parser = ms_paramparser.ms_paramparser()
        global g_marketscan
        g_marketscan = self

        # cahce the last result

          
        return
コード例 #2
0
 def download(self, argstr=""):
     if (argstr == ""):
         args = sys.argv[1:]
     else:
         args = argstr.split()
     self.params = ms_paramparser.ms_paramparser()
     self.params.parseOption(args)
     df = self.params.getSymbolDf()
     ticklist = df['symbol']
     self._downloadData(ticklist)
コード例 #3
0
 def download(self, argstr=""):
     print("download zack data")
     start = timer()
     if (argstr == ""):
         args = sys.argv[1:]
     else:
         args = argstr.split()
     self.params = ms_paramparser.ms_paramparser()
     self.params.parseOption(args)
     df = self.params.getSymbolDf()
     self._downloadData(df)
     end = timer()
     print "finished with time", round(end - start, 3)
コード例 #4
0
ファイル: ms_pvm.py プロジェクト: neilcalgary/convictionbuy
 def main(self):
     params = ms_paramparser.ms_paramparser()
     params.parseOption(sys.argv[1:])
     if (params.tickdf.empty):
         df = self.mtd.loadSymbolLstFile(params.symbolLstFile)
         df = self.mtd.getSymbolByPid(df, params.pid)[['symbol']]
     else:
         df = params.tickdf
     if (not 'ms_pvm' in params.sgyparam):
         args = dict((k, '') for k in self.columns)
     else:
         args = params.sgyparam['ms_pvm']
     df = self.process(df, args)
     print df
     pass
コード例 #5
0
    def download(self, argstr=""):

        if (argstr == ""):
            args = sys.argv[1:]
        else:
            args = argstr.split()
        param_parser = ms_paramparser.ms_paramparser()
        app_param = param_parser.parseOption(args)
        self.initOption(app_param)
        #df1 = app_params.getSymbolDf()
        df1 = self.mtd.get_symbol_df(app_param)

        print "ms_feed downloading..."
        start = timer()
        self._downloadAll(df1)
        end = timer()
        print "\tfinished with time", round(end - start, 3)
コード例 #6
0
 def process(self, args=""):
     #print "I am in!"
     #sys.exit()
     #args = sys.argv[1:]
     if (args == ""):
         args = sys.argv[1:]
     params = ms_paramparser.ms_paramparser()
     params.parseOption(args)
     self.initOption(params)
     if params.tickdf.empty:
         print "loading from symbolfile..."
         df = self.mtd.loadSymbolLstFile(params.symbolLstFile)
         df1 = self.mtd.getSymbolByPid(df, params.pid)[['symbol']]
         #ticklist = df1['symbol']
     else:
         print "using ticklist from command line..."
         df1 = params.tickdf
     #if (params.savemd):
     self.getOhlcAll(df1, params)
コード例 #7
0
    def __init__(self):
        self.sgyfile = "cb_daemon.cfg"
        self.msconfig = ms_config.MsDataCfg(self.sgyfile)
        self.datacfg = ms_config.MsDataCfg("")
        self.param_parser = ms_paramparser.ms_paramparser()
        self.task_lst = OrderedDict()

        self.module_dct = {'cb_daemon': self}  # must initial the dct with self, otherwise will create duplication
        self.interactive = False
        self.report = cb_report.CbReport()
        self.load_task_config()
        self.typelst = ["download", "load", ""]
        self.global_setting = ""

        self.internalcmd = {'list': (self.listCmd, 'list task'),
                            'help': (self.help, 'help'),
                            'exit': (self.exit, 'exit program'),
                            'runtype': (self.runtype, 'run tasks by type'),
                            'reload': (self.reload, 'reload config'),
                            'config': (self.config, 'config running parameter')}
        
        pass
コード例 #8
0
    def __init__(self):
        pandas.set_option('display.max_columns', 50)
        pandas.set_option('display.precision', 3)
        pandas.set_option('display.expand_frame_repr', False) #expand wide dataframe
        pandas.set_option('display.max_rows', 1500)
        #pandas.set_option('display.width', 100)
        #pandas.set_option('max_colwidth', 600)
        
        #pandas.set_option('display.float_format', lambda x: '%.3f' % x)
                
        self.outputpath = "../result/"

        #self.mscfg = "./marketscan.cfg" #??
        self.mtd = marketdata.MarketData()
        self.mfeed = ms_feed.ms_feed()
        self.csvchart = ms_csvchart.ms_csvchart()
        self.params = ms_paramparser.ms_paramparser()
        self.datacfg = ms_config.MsDataCfg("")
        self.cachepath = self.datacfg.getDataConfig("folder","../cache/")  
        self.sgyInx={}
        self.sp500 = "^GSPC" #?
        self.nmuBest = 1 #??      
          
        return