def getHistoryIntervalsToDB(intervals, intervalSize, instrument = 'EUR/USD', period = 'ONE_MIN'):
engine = DukascopyEngine()
res = engine.getHistoryBars(instrument, intervalSize, 0, 0, period, trimInstrument=True, filterWeekends=False)
for i in range(1,intervals):
print 'collecting %d of %d' %(i, intervals)
newData = engine.getHistoryBars(instrument, intervalSize, i*intervalSize, 0, period, trimInstrument=True, filterWeekends=False)
res = np.append(newData, res, axis=0)
return res
def updateQuotesFromDukascopy(instrument, period, depth = 5000000):
intervalSize = 3000
intervals = int(depth/intervalSize)
import postgresql as db
tableName = db.getTableName(instrument, period, depth)
if db.isTableExist(tableName) is False:
db.createQuotesTable(instrument, period, depth)
lastQuote = db.getLastQuote(tableName)
if lastQuote is not None:
lastQuoteTime = lastQuote[0]
else:
lastQuoteTime = datetime(2000,1,1)
lastQuoteReachedFlag = False
engine = DukascopyEngine()
for i in range(0, intervals):
print 'collecting %d of %d' %(i+1, intervals)
if lastQuoteReachedFlag is True:
continue
res = []
newData = engine.getHistoryBars(instrument, intervalSize, i*intervalSize, 0, period, trimInstrument=True, filterWeekends=False)
for row in newData:
if row[0] > lastQuoteTime:
res.append(row)
else:
lastQuoteReachedFlag = True
db.insertQuotes(tableName, res)
def updateQuotes(maxQuotes = 100):
intervalSize = 3000
intervals = 2100
import postgresql as db
#tableName = "eurusd_1min"
tableName = "eurusd_10sec"
lastQuote = db.getLastQuote(tableName)
if lastQuote is not None:
lastQuoteTime = lastQuote[0]
else:
lastQuoteTime = datetime(2000,1,1)
lastQuoteReachedFlag = False
engine = DukascopyEngine()
for i in range(0, intervals):
print 'collecting %d of %d' %(i+1, intervals)
if lastQuoteReachedFlag is True:
continue
res = []
newData = engine.getHistoryBars('EUR/USD', intervalSize, i*intervalSize, 0, 'TEN_SECS', trimInstrument=True, filterWeekends=False)
for row in newData:
if row[0] > lastQuoteTime:
res.append(row)
else:
lastQuoteReachedFlag = True
db.insertQuotes(tableName, res)
exit()
print lastQuote
data = getHistoryIntervalsToDB(10, 10, instrument='EUR/USD', period='ONE_MIN')
db.insertQuotes("eurusd_1min", data)
print 'done'
