def spawn(dllroot,outdir,intrvl,val_type,*symbols):
if val_type not in ['OHLCV','OHLC','CV','C']:
raise ValueError("invalid val_type (OHLCV,OHLC,CV or C)")
exc_cmd = "from tosdb.intervalize import " + CLS_BASE + val_type + " as _Goti"
exec(exc_cmd, globals())
tosdb.init(root=dllroot)
# create block
blk = tosdb.TOSDB_DataBlock(BLOCK_SIZE, date_time=True)
blk.add_items(*(symbols))
blk.add_topics('last')
if 'V' in val_type:
blk.add_topics('volume')
# generate filename
dprfx = _strftime("%Y%m%d", _localtime())
isec = int(intrvl * 60)
iobjs = list()
for s in symbols:
#
# create GetOnTimeInterval object for each symbol
#
p = _path(outdir) + '/' + dprfx + '_' \
+ s.replace('/','-S-').replace('$','-D-').replace('.','-P-') \
+ '_' + val_type + '_' + str(intrvl) + 'min.tosdb'
iobj = _Goti.send_to_file(blk, s, p, getattr(_TI,_TI.val_dict[isec]), isec/10)
print( repr(iobj) )
iobjs.append( iobj )
return iobjs
def __call__(self, pipe):
print('starting plotter...')
tosdb.init(
dllpath=
"C:/TOSDataBridge-master/bin/Release/Win32/tos-databridge-0.9-x86.dll"
)
b1 = tosdb.TOSDB_DataBlock(50, False)
b1.add_topics('Volume')
b1.add_topics('Last')
b1.add_topics('LAST_SIZE')
b1.add_items('SPY')
self.b1 = b1
for item in b1.items():
self.volumeData2[item] = [[], [], []]
self.priceData[item] = [[], [], []]
self.colors[item] = [[], [], []]
self.pipe = pipe
self.fig, self.ax = plt.subplots(1, sharex=False)
self.fig.set_size_inches((4, 2.5))
self.fig.tight_layout()
self.fig.subplots_adjust(top=.95)
timer = self.fig.canvas.new_timer(interval=refreshInterval * 1000)
timer.add_callback(self.call_back)
timer.start()
#self.socketIO = sio('localhost', 5001, wait_for_connection=False)
print('...done')
plt.show()
def __call__(self, pipe):
tosdb.init(
dllpath=
"C:/TOSDataBridge-master/bin/Release/Win32/tos-databridge-0.9-x86.dll"
)
b1 = tosdb.TOSDB_DataBlock(50, True)
b1.add_topics('CUSTOM19')
b1.add_topics('Last')
b1.add_topics('ASK')
b1.add_topics('BID')
b1.add_items('SPY')
self.b1 = b1
for item in b1.items():
self.priceData[item] = [[], [], []]
self.pipe = pipe
self.fig, self.ax = plt.subplots(1, 1, sharex=False)
self.fig.set_size_inches((1, 1))
self.fig.tight_layout()
timer = self.fig.canvas.new_timer(interval=refreshInterval)
timer.add_callback(self.call_back)
timer.start()
plt.show()
def spawn(dllroot,outdir,intrvl,val_type,*symbols):
if val_type not in ['OHLCV','OHLC','CV','C']:
raise ValueError("invalid val_type (OHLCV,OHLC,CV or C)")
exec( "from tosdb.intervalize import " + CLS_BASE + val_type + " as _Goti",
globals() )
tosdb.init( root=dllroot )
# create block
blk = tosdb.TOSDB_DataBlock( BLOCK_SIZE, date_time=True)
blk.add_items( *(symbols) )
blk.add_topics( 'last' )
if 'V' in val_type:
blk.add_topics( 'volume' )
# generate filename
dprfx = _strftime("%Y%m%d", _localtime())
isec = int(intrvl * 60)
iobjs = list()
for s in symbols:
#
# create GetOnTimeInterval object for each symbol
#
p = _path(outdir) + '/' + dprfx + '_' + \
s.replace('/','-S-').replace('$','-D-').replace('.','-P-') + \
'_' + val_type + '_' + str(intrvl) + 'min.tosdb'
iobj = _Goti.send_to_file( blk, s, p, getattr(_TI,_TI.val_dict[ isec ]),
isec/10)
print( repr(iobj) )
iobjs.append( iobj )
return iobjs
def init():
global vaddr
print()
if args.path:
print('+ lib path:', args.path)
elif args.root:
print('+ lib root:', args.root)
else:
print(
'error: tosdb_test.py requires a --root or --path arg for library')
return False
if _system() not in ["Windows", "windows", "WINDOWS"]:
print("error: can only run '--virtual' on non Windows systems")
return False
try:
tosdb.init(dllpath=args.path, root=args.root)
print('+ init successful')
except Exception as e:
print('- init failed:', str(e))
return False
print()
return True
def init():
global vaddr
print()
if args.path:
print('+ lib path:', args.path)
elif args.root:
print('+ lib root:', args.root)
else:
print(
'error: tosdb_test.py requires a --root or --path arg for library')
return False
if args.virtual:
raw = args.virtual.split(' ')
try:
v = ((raw[0], int(raw[1])), )
except IndexError:
print("usage: tosdb_test --virtual 'address port [timeout]'",
file=_stderr)
return False
vaddr = v[0]
v += (int(raw[2]), ) if len(raw) > 2 else ()
v = v[:1] + (args.auth, ) + v[1:]
try:
tosdb.admin_init(*v)
print('+ admin_init successful')
except Exception as e:
print('- admin_init failed:', str(e))
return False
try:
res = tosdb.vinit(dllpath=args.path, root=args.root)
print('+ vinit successful')
except Exception as e:
print('- vinit failed:', str(e))
return False
else:
if _system() not in ["Windows", "windows", "WINDOWS"]:
print("error: can only run '--virtual' on non Windows systems")
return False
try:
res = tosdb.init(dllpath=args.path, root=args.root)
print('+ init successful')
except Exception as e:
print('- init failed:', str(e))
return False
print()
return True
def init():
global vaddr
print()
if args.path:
print('+ lib path:', args.path)
elif args.root:
print('+ lib root:', args.root)
else:
print('error: tosdb_test.py requires a --root or --path arg for library')
return False
if _system() not in ["Windows","windows","WINDOWS"]:
print("error: can only run '--virtual' on non Windows systems")
return False
try:
tosdb.init(dllpath=args.path, root=args.root)
print('+ init successful')
except Exception as e:
print('- init failed:',str(e))
return False
print()
return True
def init():
global vaddr
print()
if args.path:
print("+ lib path:", args.path)
elif args.root:
print("+ lib root:", args.root)
else:
print("error: tosdb_test.py requires a --root or --path arg for library")
return False
if args.virtual:
raw = args.virtual.split(" ")
try:
v = ((raw[0], int(raw[1])),)
except IndexError:
print("usage: tosdb_test --virtual 'address port [timeout]'", file=_stderr)
return False
vaddr = v[0]
v += (int(raw[2]),) if len(raw) > 2 else ()
if args.auth:
v = v[:2] + (args.auth,) + v[2:]
try:
tosdb.admin_init(*v)
print("+ admin_init successful")
except Exception as e:
print("- admin_init failed:", str(e))
return False
try:
res = tosdb.vinit(dllpath=args.path, root=args.root)
print("+ vinit successful")
except Exception as e:
print("- vinit failed:", str(e))
return False
else:
if _system() not in ["Windows", "windows", "WINDOWS"]:
print("error: can only run '--virtual' on non Windows systems")
return False
try:
res = tosdb.init(dllpath=args.path, root=args.root)
print("+ init successful")
except Exception as e:
print("- init failed:", str(e))
return False
print()
return True
def init():
global args
parser = _ArgumentParser()
parser.add_argument('build', type=str, help='build: x86 or x64')
args = parser.parse_args()
if args.build not in ('x86', 'x64'):
print('invalid build argument', file=_stderr)
print('usage: tosdb_test.py [x86|x64]', file=_stderr)
return
bdir = "../bin/Release/" + ("Win32" if args.build == 'x86' else "x64")
if not tosdb.init(root=bdir):
print("--- INIT FAILED ---", file=_stderr)
return False
print()
return True
fout.write(' ')
_try_write(sdata,i,10,1)
else:
_try_write(mdata,i,50)
fout.write('\t')
_try_write(sdata,i,50)
fout.write('\n')
if __name__ == '__main__':
parser = _ArgumentParser()
parser.add_argument('--root', help='root directory to search for the library')
parser.add_argument('--path', help='the exact path of the library')
args = parser.parse_args()
if not args.path and not args.root:
print('error: --root or --path arg requried')
exit(1)
try:
res = tosdb.init(dllpath=args.path, root=args.root)
except Exception as e:
print('error: exception during init:', str(e))
exit(1)
print("+ BEGIN")
test_marker_func('stream_snapshot_from_marker')
test_marker_func('n_from_marker', N)
tosdb.clean_up()
print("+ END")
import tosdb
import time
import csv
import numpy as np
import pandas as pd
from datetime import datetime
from tosdb.intervalize import ohlc
from timeit import default_timer
tosdb.init(
dllpath=r"C:\TOSDataBridge\bin\Release\x64\tos-databridge-0.9-x64.dll")
block = tosdb.TOSDB_DataBlock(100000, True)
ohlcblock = ohlc.tosdb.TOSDB_ThreadSafeDataBlock(100000)
block.add_items("/MES:XCME", "/MYM:XCBT")
block.add_topics(
"OPEN",
"HIGH",
"LOW",
"bid",
"ask",
"volume",
"LAST",
"LASTX",
"BIDX",
"ASKX",
"LAST_SIZE",
"CUSTOM5",
"CUSTOM9",
)
time.sleep(2)
import tosdb
import csv
import threading
import time
from config import *
tosdb.init(root=dir)
tosdb.set_block_limit(20)
block1 = tosdb.TOSDB_DataBlock(10000, True)
block1.add_topics(topics_for_items[0], topics_for_items[1], topics_for_items[2])
block1.add_items(items[0], items[1], items[2])
topics = [block1.items()[2], block1.items()[1], block1.items()[0]]
vol_changes = [0, 0, 0]
price_changes = [0, 0, 0]
last_vols = [0, 0 ,0]
last_prices = [0, 0, 0]
data_SPY = []
data_GOOG = []
data_AAPL = []
def printResults(num):
if num == 0:
with open('outputSPY.csv', 'a') as f1:
writer = csv.writer(f1, delimiter=',', lineterminator='\n')
writer.writerow(data_SPY)
elif num == 1:
with open('outputGOOG.csv', 'a') as f2:
writer = csv.writer(f2, delimiter=',', lineterminator='\n')
writer.writerow(data_GOOG)
def _write(item, s):
with open(_paths[item], 'a') as f:
f.write(s)
if __name__ == '__main__':
parser = _ArgumentParser()
parser.add_argument('--root', help='root directory to search for the library')
parser.add_argument('--path', help='the exact path of the library')
parser.add_argument('outdir', type=str, help='directory to output data to')
parser.add_argument('interval', type=int, help="interval size in seconds")
parser.add_argument('--ohlc', action="store_true",
help="use open/high/low/close instead of close")
parser.add_argument('--vol', action="store_true", help="use volume")
parser.add_argument('symbols', nargs='*', help="symbols to pull")
args = parser.parse_args()
if not args.path and not args.root:
print("need --root or --path argument", file=_stderr)
exit(1)
# connect
tosdb.init(args.path,args.root)
spawn(args.outdir, args.interval, bool(args.ohlc), bool(args.vol), *args.symbols)
