# -*- coding: utf-8 -*- """ Created on Sun Nov 23 00:17:18 2014 @author: jmalinchak """ import readintomemoryprocessallfilesindirectorylocal o = readintomemoryprocessallfilesindirectorylocal.process( 'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\Active\\downloads\\$test01' )
# -*- coding: utf-8 -*- """ Created on Sun Nov 23 00:17:18 2014 @author: jmalinchak """ import readintomemoryprocessallfilesindirectorylocal o = readintomemoryprocessallfilesindirectorylocal.process('C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\Active\\downloads\\$test01')
def execute_file_processing(self, directorylocal): print('bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb') import readintomemoryprocessallfilesindirectorylocal print('zzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzz') #'C:\Documents and Settings\jmalinchak\My Documents\My Python\Active\downloads' ObjectOfProcessedFiles = readintomemoryprocessallfilesindirectorylocal.process( directorylocal) #print('Count of Symbols= ' + str(len(ObjectOfProcessedFiles.DictionaryOfSymbols))) # ************************************************************************************************* # if filename is prefixed with "Options": # ************************************************************************************************* dProcessedOptionsFiles = ObjectOfProcessedFiles.DictionaryOfProcessedOptionsFiles #print('Count of DictionaryOfProcessedOptionsFiles= ' + str(len(dProcessedOptionsFiles))) dNamedDictionaries = {} # dOptionsBySymbol = {} # dOptionsBySymbolExpirationDate = {} # dOptionsBySymbolExpirationDateOptionType = {} # dOptionsBySymbolExpirationDateOptionTypeStrike = {} # dOptionsBySymbolExpirationDateOptionTypeStrikeBucketQuoteDatetime = {} for kProcessedOptionsFiles, vProcessedOptionsFiles in dProcessedOptionsFiles.items( ): # print(vProcessedOptionsFiles.Symbol + ' ' + str(vProcessedOptionsFiles.ExpirationDate) + ' ' + str(vProcessedOptionsFiles.BucketQuoteDatetime)) if not vProcessedOptionsFiles.Symbol in dNamedDictionaries.keys(): dNamedDictionaries[vProcessedOptionsFiles.Symbol] = {} #dNamedDictionaries[vProcessedOptionsFiles.Symbol] = vProcessedOptionsFiles.Symbol if not vProcessedOptionsFiles.ExpirationDate in dNamedDictionaries[ vProcessedOptionsFiles.Symbol].keys(): dNamedDictionaries[vProcessedOptionsFiles.Symbol][ vProcessedOptionsFiles.ExpirationDate] = {} #dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate] = vProcessedOptionsFiles.ExpirationDate if not 'C' in dNamedDictionaries[vProcessedOptionsFiles.Symbol][ vProcessedOptionsFiles.ExpirationDate].keys(): dNamedDictionaries[vProcessedOptionsFiles.Symbol][ vProcessedOptionsFiles.ExpirationDate]['C'] = {} #dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'] = ['C'] if not 'P' in dNamedDictionaries[vProcessedOptionsFiles.Symbol][ vProcessedOptionsFiles.ExpirationDate].keys(): dNamedDictionaries[vProcessedOptionsFiles.Symbol][ vProcessedOptionsFiles.ExpirationDate]['P'] = {} #dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'] = ['P'] for KeyOfCallStrikes, ValueOfCallStrikes in vProcessedOptionsFiles.DictionaryOfCallStrikes.items( ): if not ValueOfCallStrikes in dNamedDictionaries[ vProcessedOptionsFiles.Symbol][ vProcessedOptionsFiles.ExpirationDate]['C'].keys(): dNamedDictionaries[vProcessedOptionsFiles.Symbol][ vProcessedOptionsFiles. ExpirationDate]['C'][ValueOfCallStrikes] = {} if not vProcessedOptionsFiles.BucketQuoteDatetime in dNamedDictionaries[ vProcessedOptionsFiles.Symbol][ vProcessedOptionsFiles.ExpirationDate]['C'][ ValueOfCallStrikes].keys(): #optionsymbol = 'QQQ141122C00086500' #dOptionsBySymbol[vProcessedOptionsFiles.Symbol,len(dOptionsBySymbol)] = vProcessedOptionsFiles.DictionaryOfContentsByStrikeAndOptionType[ValueOfCallStrikes,'C'] dNamedDictionaries[vProcessedOptionsFiles.Symbol][ vProcessedOptionsFiles. ExpirationDate]['C'][ValueOfCallStrikes][ vProcessedOptionsFiles. BucketQuoteDatetime] = vProcessedOptionsFiles.DictionaryOfContentsByStrikeAndOptionType[ ValueOfCallStrikes, 'C'] # dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'][ValueOfCallStrikes] = ValueOfCallStrikes # dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'][ValueOfCallStrikes][vProcessedOptionsFiles.BucketQuoteDatetime] = vProcessedOptionsFiles.BucketQuoteDatetime for KeyOfPutStrikes, ValueOfPutStrikes in vProcessedOptionsFiles.DictionaryOfPutStrikes.items( ): if not ValueOfPutStrikes in dNamedDictionaries[ vProcessedOptionsFiles.Symbol][ vProcessedOptionsFiles.ExpirationDate]['P'].keys(): dNamedDictionaries[vProcessedOptionsFiles.Symbol][ vProcessedOptionsFiles. ExpirationDate]['P'][ValueOfPutStrikes] = {} if not vProcessedOptionsFiles.BucketQuoteDatetime in dNamedDictionaries[ vProcessedOptionsFiles.Symbol][ vProcessedOptionsFiles. ExpirationDate]['P'][ValueOfPutStrikes].keys(): dNamedDictionaries[vProcessedOptionsFiles.Symbol][ vProcessedOptionsFiles. ExpirationDate]['P'][ValueOfPutStrikes][ vProcessedOptionsFiles. BucketQuoteDatetime] = vProcessedOptionsFiles.DictionaryOfContentsByStrikeAndOptionType[ ValueOfPutStrikes, 'P'] # dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'][ValueOfPutStrikes] = ValueOfPutStrikes # dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'][ValueOfPutStrikes][vProcessedOptionsFiles.BucketQuoteDatetime] = vProcessedOptionsFiles.BucketQuoteDatetime # for KeyOfSymbols in dNamedDictionaries.keys(): # print(KeyOfSymbols) # for KeyofExpirationDates in dNamedDictionaries[KeyOfSymbols].keys(): # print(' ' + str(KeyofExpirationDates)) # for KeyofOptionTypes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates].keys(): # print(' ' + str(KeyofOptionTypes)) # for KeyOfStrikes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates][KeyofOptionTypes].keys(): # print(' ' + str(KeyOfStrikes) + ' ' + KeyofOptionTypes) # for KeyOfQuoteDateTimes,ValueOfQuoteDateTimes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates][KeyofOptionTypes][KeyOfStrikes].items(): # print(' ' + str(KeyOfQuoteDateTimes)) # print(' Bid=' + str(ValueOfQuoteDateTimes.bid)) # print(' Ask=' + str(ValueOfQuoteDateTimes.ask)) # for KeyOfSymbols in dNamedDictionaries.keys(): # #print(KeyOfSymbols) # for KeyofExpirationDates in dNamedDictionaries[KeyOfSymbols].keys(): # #print(' ' + str(KeyofExpirationDates)) # for KeyofOptionTypes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates].keys(): # #print(' ' + str(KeyofOptionTypes)) # for KeyOfStrikes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates][KeyofOptionTypes].keys(): # #print(' ' + str(KeyOfStrikes) + ' ' + KeyofOptionTypes) # for KeyOfBucketQuoteDateTimes,ValueOfBucketQuoteDateTimes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates][KeyofOptionTypes][KeyOfStrikes].items(): # print(' ' + str(KeyOfBucketQuoteDateTimes)) self.NamedDictionaries = dNamedDictionaries
def execute_file_processing(self,directorylocal,showresults): import readintomemoryprocessallfilesindirectorylocal #'C:\Documents and Settings\jmalinchak\My Documents\My Python\Active\downloads' #print('Here 1') ObjectOfProcessedFiles = readintomemoryprocessallfilesindirectorylocal.process(directorylocal,showresults) print('Here 2') # o = ObjectOfProcessedFiles.DictionaryOfProcessedOptionsFiles[0] # f1 = o.get_from_filelocal() # print('********************************A') # print(f1.bucketquotedatetime) # print('********************************A') if showresults == 1: print('111111 readintomemorycreatemaindictionariesfromdirectorylocal.py 111111') #print('Count of Symbols= ' + str(len(ObjectOfProcessedFiles.DictionaryOfSymbols))) # ************************************************************************************************* # if filename is prefixed with "Options": # ************************************************************************************************* dProcessedOptionsFiles = ObjectOfProcessedFiles.DictionaryOfProcessedOptionsFiles #print('Count of DictionaryOfProcessedOptionsFiles= ' + str(len(dProcessedOptionsFiles))) dNamedDictionaries = {} # dOptionsBySymbol = {} # dOptionsBySymbolExpirationDate = {} # dOptionsBySymbolExpirationDateOptionType = {} # dOptionsBySymbolExpirationDateOptionTypeStrike = {} # dOptionsBySymbolExpirationDateOptionTypeStrikeBucketQuoteDatetime = {} iInstancesFound = 0 iInstancesLoaded = 0 # print(str(len(dProcessedOptionsFiles)) + ' items processing via readintomemorycreatemaindictionariesfromdirectorylocal.py') #print('Here 2?') for kProcessedOptionsFiles,vProcessedOptionsFiles in dProcessedOptionsFiles.items(): # print(vProcessedOptionsFiles.Symbol + ' ' + str(vProcessedOptionsFiles.ExpirationDate) + ' ' + str(vProcessedOptionsFiles.BucketQuoteDatetime)) if not vProcessedOptionsFiles.Symbol in dNamedDictionaries.keys(): dNamedDictionaries[vProcessedOptionsFiles.Symbol] = {} #dNamedDictionaries[vProcessedOptionsFiles.Symbol] = vProcessedOptionsFiles.Symbol if not vProcessedOptionsFiles.ExpirationDate in dNamedDictionaries[vProcessedOptionsFiles.Symbol].keys(): dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate] = {} #dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate] = vProcessedOptionsFiles.ExpirationDate # if not vProcessedOptionsFiles.OptionType in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate].keys(): # dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate][vProcessedOptionsFiles.OptionType] = {} #dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'] = ['C'] iInstancesFound = iInstancesFound + len(vProcessedOptionsFiles.DictionaryOfOptionInstances) for KeyOfTwoValueTuple,ValueOfOptionInstances in vProcessedOptionsFiles.DictionaryOfOptionInstances.items(): #print(KeyOfTwoValueTuple) if not KeyOfTwoValueTuple[1] in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate].keys(): dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate][KeyOfTwoValueTuple[1]] = {} #for KeyOfStrikes in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate][KeyOfTwoValueTuple[1]].keys(): if not KeyOfTwoValueTuple[0] in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate][KeyOfTwoValueTuple[1]].keys(): #print(KeyOfTwoValueTuple[0]) dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate][KeyOfTwoValueTuple[1]][KeyOfTwoValueTuple[0]] = {} if not ValueOfOptionInstances.bucketquotedatetime in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate][KeyOfTwoValueTuple[1]][KeyOfTwoValueTuple[0]].keys(): dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate][KeyOfTwoValueTuple[1]][KeyOfTwoValueTuple[0]][ValueOfOptionInstances.bucketquotedatetime] = ValueOfOptionInstances #vProcessedOptionsFiles.DictionaryOfOptionInstances[KeyOfTwoValueTuple[0],[KeyOfTwoValueTuple[1]]] iInstancesLoaded = iInstancesLoaded + 1 #print(ValueOfOptionInstances.bucketquotedatetime) #dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate][KeyOfTwoValueTuple[1]][ValueOfOptionInstances][vProcessedOptionsFiles.BucketQuoteDatetime] = vProcessedOptionsFiles.DictionaryOfOptionInstances[ValueOfOptionInstances,[KeyOfTwoValueTuple[1]]] print(str(iInstancesFound),'instances found.') print(str(iInstancesLoaded),'loaded.') self.NamedDictionaries = dNamedDictionaries
def execute_file_processing(self,directorylocal): print('bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb') import readintomemoryprocessallfilesindirectorylocal print('zzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzz') #'C:\Documents and Settings\jmalinchak\My Documents\My Python\Active\downloads' ObjectOfProcessedFiles = readintomemoryprocessallfilesindirectorylocal.process(directorylocal) #print('Count of Symbols= ' + str(len(ObjectOfProcessedFiles.DictionaryOfSymbols))) # ************************************************************************************************* # if filename is prefixed with "Options": # ************************************************************************************************* dProcessedOptionsFiles = ObjectOfProcessedFiles.DictionaryOfProcessedOptionsFiles #print('Count of DictionaryOfProcessedOptionsFiles= ' + str(len(dProcessedOptionsFiles))) dNamedDictionaries = {} # dOptionsBySymbol = {} # dOptionsBySymbolExpirationDate = {} # dOptionsBySymbolExpirationDateOptionType = {} # dOptionsBySymbolExpirationDateOptionTypeStrike = {} # dOptionsBySymbolExpirationDateOptionTypeStrikeBucketQuoteDatetime = {} for kProcessedOptionsFiles,vProcessedOptionsFiles in dProcessedOptionsFiles.items(): # print(vProcessedOptionsFiles.Symbol + ' ' + str(vProcessedOptionsFiles.ExpirationDate) + ' ' + str(vProcessedOptionsFiles.BucketQuoteDatetime)) if not vProcessedOptionsFiles.Symbol in dNamedDictionaries.keys(): dNamedDictionaries[vProcessedOptionsFiles.Symbol] = {} #dNamedDictionaries[vProcessedOptionsFiles.Symbol] = vProcessedOptionsFiles.Symbol if not vProcessedOptionsFiles.ExpirationDate in dNamedDictionaries[vProcessedOptionsFiles.Symbol].keys(): dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate] = {} #dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate] = vProcessedOptionsFiles.ExpirationDate if not 'C' in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate].keys(): dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'] = {} #dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'] = ['C'] if not 'P' in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate].keys(): dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'] = {} #dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'] = ['P'] for KeyOfCallStrikes,ValueOfCallStrikes in vProcessedOptionsFiles.DictionaryOfCallStrikes.items(): if not ValueOfCallStrikes in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'].keys(): dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'][ValueOfCallStrikes] = {} if not vProcessedOptionsFiles.BucketQuoteDatetime in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'][ValueOfCallStrikes].keys(): #optionsymbol = 'QQQ141122C00086500' #dOptionsBySymbol[vProcessedOptionsFiles.Symbol,len(dOptionsBySymbol)] = vProcessedOptionsFiles.DictionaryOfContentsByStrikeAndOptionType[ValueOfCallStrikes,'C'] dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'][ValueOfCallStrikes][vProcessedOptionsFiles.BucketQuoteDatetime] = vProcessedOptionsFiles.DictionaryOfContentsByStrikeAndOptionType[ValueOfCallStrikes,'C'] # dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'][ValueOfCallStrikes] = ValueOfCallStrikes # dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'][ValueOfCallStrikes][vProcessedOptionsFiles.BucketQuoteDatetime] = vProcessedOptionsFiles.BucketQuoteDatetime for KeyOfPutStrikes,ValueOfPutStrikes in vProcessedOptionsFiles.DictionaryOfPutStrikes.items(): if not ValueOfPutStrikes in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'].keys(): dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'][ValueOfPutStrikes] = {} if not vProcessedOptionsFiles.BucketQuoteDatetime in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'][ValueOfPutStrikes].keys(): dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'][ValueOfPutStrikes][vProcessedOptionsFiles.BucketQuoteDatetime] = vProcessedOptionsFiles.DictionaryOfContentsByStrikeAndOptionType[ValueOfPutStrikes,'P'] # dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'][ValueOfPutStrikes] = ValueOfPutStrikes # dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'][ValueOfPutStrikes][vProcessedOptionsFiles.BucketQuoteDatetime] = vProcessedOptionsFiles.BucketQuoteDatetime # for KeyOfSymbols in dNamedDictionaries.keys(): # print(KeyOfSymbols) # for KeyofExpirationDates in dNamedDictionaries[KeyOfSymbols].keys(): # print(' ' + str(KeyofExpirationDates)) # for KeyofOptionTypes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates].keys(): # print(' ' + str(KeyofOptionTypes)) # for KeyOfStrikes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates][KeyofOptionTypes].keys(): # print(' ' + str(KeyOfStrikes) + ' ' + KeyofOptionTypes) # for KeyOfQuoteDateTimes,ValueOfQuoteDateTimes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates][KeyofOptionTypes][KeyOfStrikes].items(): # print(' ' + str(KeyOfQuoteDateTimes)) # print(' Bid=' + str(ValueOfQuoteDateTimes.bid)) # print(' Ask=' + str(ValueOfQuoteDateTimes.ask)) # for KeyOfSymbols in dNamedDictionaries.keys(): # #print(KeyOfSymbols) # for KeyofExpirationDates in dNamedDictionaries[KeyOfSymbols].keys(): # #print(' ' + str(KeyofExpirationDates)) # for KeyofOptionTypes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates].keys(): # #print(' ' + str(KeyofOptionTypes)) # for KeyOfStrikes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates][KeyofOptionTypes].keys(): # #print(' ' + str(KeyOfStrikes) + ' ' + KeyofOptionTypes) # for KeyOfBucketQuoteDateTimes,ValueOfBucketQuoteDateTimes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates][KeyofOptionTypes][KeyOfStrikes].items(): # print(' ' + str(KeyOfBucketQuoteDateTimes)) self.NamedDictionaries = dNamedDictionaries