def addSecurity(symbol):
self.addCleanup(_deleteSecurity, symbol)
xignite_agent_utils.insertSecurity(
engine=collectorsdb.engineFactory(),
xigniteSecurity={
"Symbol": symbol,
"CIK": "CIK",
"CUSIP": "CUSIP",
"ISIN": "ISIN",
"Valoren": "Valoren",
"Name": "{sym} Inc.".format(sym=symbol),
"Market": "Market",
"MarketIdentificationCode": "mic1",
"MostLiquidExchange": True,
"CategoryOrIndustry": "CategoryOrIndustry"
})
self.assertTrue(securityExists(symbol),
"inserted {symbol} not found".format(symbol=symbol))
def forward(metricSpecs, data, security, server=DEFAULT_SERVER,
port=DEFAULT_PORT,
dryrun=DEFAULT_DRYRUN):
""" Forward stock data to HTM-IT/Taurus instance via custom metric
:param metricSpecs: Sequence of one or more StockMetricSpec objects associated
with the same stock symbol for which polling was conducted
:param list data: List of sample dicts
:param dict security: Details of security from XIgnite API
"""
try:
symbol = security["Symbol"]
engine = collectorsdb.engineFactory()
lastSample = _getLatestSample(engine, symbol)
if lastSample:
localizedLastEndTime = (
getEasternLocalizedEndTimestampFromSampleRow(lastSample))
else:
localizedLastEndTime = None
# Implemented in two phases:
#
# 1. Buffer records to collectorsdb
for sample in data:
localizedSampleStartTime = (
getEasternLocalizedTimestampFromSample(sample["StartDate"],
sample["StartTime"],
sample["UTCOffset"]))
if localizedSampleStartTime.time() < NAIVE_MARKET_OPEN_TIME:
# Ignore samples that preceed market open
_LOG.info("Skipping data before market hours: %s @ %s sample=%s",
symbol, localizedSampleStartTime, sample)
continue
if localizedSampleStartTime.time() >= NAIVE_MARKET_CLOSE_TIME:
# Ignore a quirk of the xignite API that duplicates some data at
# end of trading day. This also excludes the closing auction on
# NYSE.
_LOG.info("Skipping data after market hours: %s @ %s sample=%s",
symbol, localizedSampleStartTime, sample)
continue
if not lastSample or (localizedSampleStartTime >= localizedLastEndTime):
# Current sample starts at, or after last recorded timestamp ends
localizedSampleEndTime = (
getEasternLocalizedTimestampFromSample(sample["EndDate"],
sample["EndTime"],
sample["UTCOffset"]))
ins = (xigniteSecurityBars
.insert()
.values(symbol=symbol,
StartDate=localizedSampleStartTime.date(),
StartTime=localizedSampleStartTime.time(),
EndDate=localizedSampleEndTime.date(),
EndTime=localizedSampleEndTime.time(),
UTCOffset=sample["UTCOffset"],
Open=sample["Open"],
High=sample["High"],
Low=sample["Low"],
Close=sample["Close"],
Volume=sample["Volume"],
Trades=sample["Trades"]))
@collectorsdb.retryOnTransientErrors
def _insertBar():
engine.execute(ins)
try:
_insertBar()
except IntegrityError:
# Most likely foreign key constraint violation against the
# xignite_security table
_LOG.info("Inserting security row for symbol=%s", symbol)
xignite_agent_utils.insertSecurity(engine, security)
# Re-insert after resolving IntegrityError
_insertBar()
# 2. If in active mode, send ALL un-sent records to Taurus
if g_opMode != ApplicationConfig.OP_MODE_ACTIVE:
return
transmitMetricData(metricSpecs=metricSpecs, symbol=symbol, engine=engine)
except Exception:
_LOG.exception("forward failed for metricSpecs=%s", metricSpecs)
raise
