def getNextBars(self):
ret = None
try:
eventType, eventData = self.__queue.get(True, LiveFeed.QUEUE_TIMEOUT)
if eventType == GetBarThread.ON_BARS:
ret = eventData
else:
logger.error("Invalid event received: %s - %s" % (eventType, eventData))
except Queue.Empty:
pass
return ret
def doCall(self):
endDateTime = self.__nextBarClose
self.__updateNextBarClose()
barDict = {}
for indentifier in self.__identifiers:
try:
logger.debug("Requesting bars with precision %s and period %s for %s" % (self.__precision, self.__period, indentifier))
response = api.XigniteGlobalRealTime_GetBar(self.__apiToken, indentifier, "Symbol", endDateTime, self.__precision, self.__period)
# logger.debug(response)
barDict[indentifier] = build_bar(response["Bar"], indentifier, self.__frequency)
except api.XigniteError as e:
logger.error(e)
if len(barDict):
bars = bar.Bars(barDict)
self.__queue.put((GetBarThread.ON_BARS, bars))
def doCall(self):
startDateTime = to_market_datetime(self.__nextBarStart)
endDateTime = to_market_datetime(self.__nextBarClose)
self.__updateNextBarClose()
barDict = dict()
for identifier in self.__identifiers:
try:
period_bar = self._build_bar(identifier, startDateTime,
endDateTime)
if period_bar:
barDict[identifier] = period_bar
except Exception as e:
logger.error(e)
if len(barDict):
bars = bar.Bars(barDict)
self.__queue.put((GetBarThread.ON_BARS, bars))