def price(file):
price_reader = csv.reader(file, delimiter=',', quotechar="'")
#price_reader = csv.reader(open(file, 'rb'), delimiter=',', quotechar="'")
#price_reader = file
for row in price_reader:
eod = time.strptime(row[0],"%m/%d/%Y")
eod = datetime.date(eod[0],eod[1],eod[2])
eod_query = EndOfDay.all()
eod_instance = eod_query.filter("date =",eod).get()
if not(eod_instance):
eod_instance = EndOfDay(date=eod)
delivery_point_query = DeliveryPoint.all()
delivery_point_nickname = row[1]
delivery_point_instance = delivery_point_query.filter("nickname =", delivery_point_nickname).get()
period_start = time.strptime(row[2],"%m/%d/%Y")
period_start = datetime.date(period_start[0],period_start[1],period_start[2])
period_query = Period.all()
period_instance = period_query.filter("first_date =",period_start).get()
if period_instance:
profile_query = Profile.all()
profile_instance = profile_query.filter("name =",'Flat').get()
calendar_query = Calendar.all()
calendar_instance = calendar_query.filter("name =",'Base').get()
delivery_query = Delivery.all()
delivery_instance = delivery_query.filter("period =",period_instance).filter("calendar =",calendar_instance).filter("profile =",profile_instance).get()
if not(delivery_instance):
delivery_instance = Delivery(period=period_instance,calendar=calendar_instance,profile=profile_instance)
delivery_instance.put()
price_instance = Price(mid=float(row[3]),
bid=float(row[4]),
offer=float(row[5]))
price_instance.put()
eod_instance.put()
market_instance = Market(eod=eod_instance,
delivery_point = delivery_point_instance,
price = price_instance,
delivery = delivery_instance)
market_instance.put()
return True
def volatility(file):
reader = csv.reader(file, delimiter=',', quotechar="'")
for row in reader:
eod = time.strptime(row[0], "%m/%d/%Y")
eod = datetime.date(eod[0], eod[1], eod[2])
eod_query = EndOfDay.all()
eod_instance = eod_query.filter("date =", eod).get()
if not (eod_instance):
eod_instance = EndOfDay(date=eod)
eod_instance.put()
delivery_point = DeliveryPoint.all()
delivery_point_nickname = row[1]
delivery_point.filter("nickname =", delivery_point_nickname)
delivery_point_instance = delivery_point.get()
volatility_instance = Volatility(mid=float(row[3]),
bid=float(row[4]),
offer=float(row[5]),
moneyness=0.0)
volatility_instance.put()
delivery = time.strptime(row[2], "%m/%d/%Y")
delivery = datetime.date(delivery[0], delivery[1], delivery[2])
delivery_query = Delivery.all().filter("date =", delivery).filter(
"volume =", 1.0)
delivery_instance = delivery_query.get()
if not (delivery_instance):
delivery_instance = Delivery(date=delivery, volume=1.0)
delivery_instance.put()
market = Market.all().filter("eod =", eod_instance)
market.filter("delivery_point =", delivery_point_instance)
market.filter("delivery =", delivery_instance)
market_instance = market.get()
if market_instance:
market_instance.volatility = volatility_instance
else:
market_instance = Market(eod=eod_instance,
delivery_point=delivery_point_instance,
volatility=volatility_instance,
delivery=delivery_instance)
market_instance.put()
return True
def volatility(file):
reader = csv.reader(file, delimiter=',', quotechar="'")
for row in reader:
eod = time.strptime(row[0],"%m/%d/%Y")
eod = datetime.date(eod[0],eod[1],eod[2])
eod_query = EndOfDay.all()
eod_instance = eod_query.filter("date =",eod).get()
if not(eod_instance):
eod_instance = EndOfDay(date=eod)
eod_instance.put()
delivery_point = DeliveryPoint.all()
delivery_point_nickname = row[1]
delivery_point.filter("nickname =", delivery_point_nickname)
delivery_point_instance = delivery_point.get()
volatility_instance = Volatility(mid=float(row[3]),
bid=float(row[4]),
offer=float(row[5]),
moneyness=0.0)
volatility_instance.put()
delivery = time.strptime(row[2],"%m/%d/%Y")
delivery = datetime.date(delivery[0],delivery[1],delivery[2])
delivery_query = Delivery.all().filter("date =",delivery).filter("volume =",1.0)
delivery_instance = delivery_query.get()
if not(delivery_instance):
delivery_instance = Delivery(date=delivery,volume=1.0)
delivery_instance.put()
market = Market.all().filter("eod =",eod_instance)
market.filter("delivery_point =",delivery_point_instance)
market.filter("delivery =",delivery_instance)
market_instance = market.get()
if market_instance:
market_instance.volatility = volatility_instance
else:
market_instance = Market(eod=eod_instance,
delivery_point = delivery_point_instance,
volatility = volatility_instance,
delivery = delivery_instance)
market_instance.put()
return True
def pjm_da_price(file):
result = urllib2.urlopen(file)
read = False
counter = 0
file = result.readlines()
for row in file:
row = row.split(',')
if row[0]=='End of Day Ahead LMP Data':
break
if read:
if not(counter):
eod = time.strptime(row[0],"%Y%m%d")
eod = datetime.datetime(eod[0],eod[1],eod[2])
eod_query = EndOfDay.all()
eod_instance = eod_query.filter("date =",eod.date()).get()
if not(eod_instance):
eod_instance = EndOfDay(date=eod.date())
delivery_point_query = DeliveryPoint.all()
delivery_point_node_id = int(row[1])
delivery_point_instance = delivery_point_query.filter("node_id =", delivery_point_node_id).get()
if delivery_point_instance:
for iHour in range(24):
if not(counter):
period_start = eod + datetime.timedelta(hours=iHour)
period_end = period_start + datetime.timedelta(hours=1)
period_query = Period.all()
period_instance = period_query.filter("first_date =",period_start).filter("last_date =",period_end).get()
if not(period_instance):
period_instance = Period(name=period_start.strftime('%b %d %Y') + ' HE' + str(iHour + 1),
first_date=period_start,
last_date=period_end,
type='Hour')
period_instance.put()
profile_query = Profile.all()
profile_instance = profile_query.filter("name =",'Flat').get()
calendar_query = Calendar.all()
calendar_instance = calendar_query.filter("name =",'Base').get()
delivery_query = Delivery.all()
delivery_instance = delivery_query.filter("period =",period_instance).filter("calendar =",calendar_instance).filter("profile =",profile_instance).get()
if not(delivery_instance):
delivery_instance = Delivery(period=period_instance,calendar=calendar_instance,profile=profile_instance)
delivery_instance.put()
price_instance = Price(day_ahead=float(row[7+iHour*3]),
congestion=float(row[8+iHour*3]),
loss=float(row[9+iHour*3]))
price_instance.put()
eod_instance.put()
market_instance = Market(eod=eod_instance,
delivery_point = delivery_point_instance,
price = price_instance,
delivery = delivery_instance)
market_instance.put()
counter = counter + 1
if row[0]=='Date':
read=True
return True
def pjm_da_price(file):
result = urllib2.urlopen(file)
read = False
counter = 0
file = result.readlines()
for row in file:
row = row.split(',')
if row[0] == 'End of Day Ahead LMP Data':
break
if read:
if not (counter):
eod = time.strptime(row[0], "%Y%m%d")
eod = datetime.datetime(eod[0], eod[1], eod[2])
eod_query = EndOfDay.all()
eod_instance = eod_query.filter("date =", eod.date()).get()
if not (eod_instance):
eod_instance = EndOfDay(date=eod.date())
delivery_point_query = DeliveryPoint.all()
delivery_point_node_id = int(row[1])
delivery_point_instance = delivery_point_query.filter(
"node_id =", delivery_point_node_id).get()
if delivery_point_instance:
for iHour in range(24):
if not (counter):
period_start = eod + datetime.timedelta(hours=iHour)
period_end = period_start + datetime.timedelta(hours=1)
period_query = Period.all()
period_instance = period_query.filter(
"first_date =",
period_start).filter("last_date =",
period_end).get()
if not (period_instance):
period_instance = Period(
name=period_start.strftime('%b %d %Y') + ' HE' +
str(iHour + 1),
first_date=period_start,
last_date=period_end,
type='Hour')
period_instance.put()
profile_query = Profile.all()
profile_instance = profile_query.filter("name =",
'Flat').get()
calendar_query = Calendar.all()
calendar_instance = calendar_query.filter(
"name =", 'Base').get()
delivery_query = Delivery.all()
delivery_instance = delivery_query.filter(
"period =", period_instance).filter(
"calendar =",
calendar_instance).filter("profile =",
profile_instance).get()
if not (delivery_instance):
delivery_instance = Delivery(
period=period_instance,
calendar=calendar_instance,
profile=profile_instance)
delivery_instance.put()
price_instance = Price(day_ahead=float(row[7 + iHour * 3]),
congestion=float(row[8 +
iHour * 3]),
loss=float(row[9 + iHour * 3]))
price_instance.put()
eod_instance.put()
market_instance = Market(
eod=eod_instance,
delivery_point=delivery_point_instance,
price=price_instance,
delivery=delivery_instance)
market_instance.put()
counter = counter + 1
if row[0] == 'Date':
read = True
return True
def price(file):
price_reader = csv.reader(file, delimiter=',', quotechar="'")
#price_reader = csv.reader(open(file, 'rb'), delimiter=',', quotechar="'")
#price_reader = file
for row in price_reader:
eod = time.strptime(row[0], "%m/%d/%Y")
eod = datetime.date(eod[0], eod[1], eod[2])
eod_query = EndOfDay.all()
eod_instance = eod_query.filter("date =", eod).get()
if not (eod_instance):
eod_instance = EndOfDay(date=eod)
delivery_point_query = DeliveryPoint.all()
delivery_point_nickname = row[1]
delivery_point_instance = delivery_point_query.filter(
"nickname =", delivery_point_nickname).get()
period_start = time.strptime(row[2], "%m/%d/%Y")
period_start = datetime.date(period_start[0], period_start[1],
period_start[2])
period_query = Period.all()
period_instance = period_query.filter("first_date =",
period_start).get()
if period_instance:
profile_query = Profile.all()
profile_instance = profile_query.filter("name =", 'Flat').get()
calendar_query = Calendar.all()
calendar_instance = calendar_query.filter("name =", 'Base').get()
delivery_query = Delivery.all()
delivery_instance = delivery_query.filter(
"period =",
period_instance).filter("calendar =",
calendar_instance).filter(
"profile =",
profile_instance).get()
if not (delivery_instance):
delivery_instance = Delivery(period=period_instance,
calendar=calendar_instance,
profile=profile_instance)
delivery_instance.put()
price_instance = Price(mid=float(row[3]),
bid=float(row[4]),
offer=float(row[5]))
price_instance.put()
eod_instance.put()
market_instance = Market(eod=eod_instance,
delivery_point=delivery_point_instance,
price=price_instance,
delivery=delivery_instance)
market_instance.put()
return True