def __init__(self, exchangeName):
self._exchangeName = exchangeName
self._stocksDir = Configuration.HISTORICAL_DATA_DIR + self._exchangeName
self._stockList = self._loadListOfStocks(self._stocksDir)
self._fileNameBuilder = YahooFileNameBuilder(self._exchangeName)
pass
class HistoricalDataRetrieval:
def __init__(self, exchangeName):
self._exchangeName = exchangeName
self._stocksDir = Configuration.HISTORICAL_DATA_DIR + self._exchangeName
self._stockList = self._loadListOfStocks(self._stocksDir)
self._fileNameBuilder = YahooFileNameBuilder(self._exchangeName)
pass
def _loadListOfStocks(self, stocksDir):
stockList = []
stockFiles = os.listdir(stocksDir)
for stockFileName in stockFiles:
stockList.append(stockFileName[:-4])
return sorted(stockList)
def getListOfStocks(self):
return self._stockList
def loadAdjustedCloseValues(self, stockName, fromDate, toDate):
loadedValues = []
with open(self._fileNameBuilder.build(stockName)) as f:
f.readline() #skip headers
line = self._findDateInFile(f, fromDate)
while line:
lineParser = YahooLineParser(line)
lineDate = lineParser.date
if fromDate <= lineDate <= toDate:
loadedValues.append(lineParser.adjustedClose)
line = f.readline()
elif lineDate > toDate:
break
return loadedValues
def _findDateInFile(self, f, expectedDate):
fileSize = os.path.getsize(f.name)
line = f.readline()
currentLineDate = YahooLineParser(line).date #read first date in file
dayDifference = (expectedDate - currentLineDate).days
if dayDifference > 0: # if first day in file is before expected date
estimatedLineLength = len(line)
maximumFileCursorPosition = fileSize - int(estimatedLineLength*1.5)
while dayDifference > 5 or dayDifference < 1: #we are looking for some days near and before expectedDate
estimatedDayDifference = dayDifference * 5 / 7 # estimated day difference in working days
if estimatedDayDifference <= 0:
dayFileJump = min(estimatedDayDifference, -3) #jump at least 3 lines back
else:
dayFileJump = estimatedDayDifference
newFileCursorPosition = f.tell() + dayFileJump * estimatedLineLength
if newFileCursorPosition > maximumFileCursorPosition: #if we jump to the end of file or further we'll check the last date in file
newFileCursorPosition = maximumFileCursorPosition
f.seek(newFileCursorPosition)
f.readline() #skip possibly not complete line
line = f.readline()
currentLineDate = YahooLineParser(line).date
if currentLineDate < expectedDate:# if last date in file is before expected day we end seeking and returning false
return False
f.seek(newFileCursorPosition)
f.readline() #skip possibly not complete line
line = f.readline()
currentLineDate = YahooLineParser(line).date
dayDifference = (expectedDate - currentLineDate).days
while currentLineDate < expectedDate: #now we are few days before expected date so just read every line until dates are equal
line = f.readline()
lineParser = YahooLineParser(line)
currentLineDate = lineParser.date
return line
