def save_data(self, data_contexts):
for rows, context in data_contexts:
f = context.pop('_open_file')
if rows:
bar_ = self.row_to_bar(
rows[-1], context['frequency'])
if isinstance(bar_, bar.Bar):
context['to_date_time'] = bar_.get_date_time()
else:
printf('latest datetime for %s was invalid: %s' % (
context['symbol'], bar_))
data = '%s\n' % '\n'.join(rows)
if settings.DATA_COMPRESSION == 'lz4':
data = lz4.dumps(data)
f.write(data)
f.close()
yield context
else:
file_path = f.name
f.close()
if os.stat(file_path).st_size == 0:
os.remove(file_path)
continue
def initialize_symbols(self, symbols, frequency=None):
frequency = frequency or self._default_frequency
initialized = [x for x in symbols
if self._data_writer.symbol_initialized(x, frequency)\
or x in FailedSymbols]
if initialized:
printf('%i symbols %s already initialized!' % (
len(initialized), initialized))
for symbol in initialized:
symbols.pop(symbols.index(symbol))
if not symbols:
printf('no symbols to initialize.')
return None
for context in self.__update_symbols(symbols, frequency, sleep=1):
self._updated_event.emit(context)
def initialize_symbols(self, symbols, frequency=None):
frequency = frequency or self._default_frequency
initialized = [x for x in symbols
if self._data_writer.symbol_initialized(x, frequency)\
or x in FailedSymbols]
if initialized:
printf('%i symbols %s already initialized!' %
(len(initialized), initialized))
for symbol in initialized:
symbols.pop(symbols.index(symbol))
if not symbols:
printf('no symbols to initialize.')
return None
for context in self.__update_symbols(symbols, frequency, sleep=1):
self._updated_event.emit(context)
def update_data(self, data_contexts):
for update_rows, context in data_contexts:
f = context['_open_file']
# read existing data, relying on string sorting for date comparisons
if utils.supports_seeking(settings.DATA_COMPRESSION):
# read the tail of the file to rows and get newest stored datetime
new_rows = []
try:
f.seek(-512, 2)
except IOError:
f.seek(0)
newest_existing_datetime = f.read().split('\n')[-1].split(
',')[0]
elif settings.DATA_COMPRESSION == 'lz4':
# read entire file to rows and get newest stored datetime
new_rows = lz4.loads(f.read()).strip().split('\n')
newest_existing_datetime = new_rows[-1].split(',')[0]
# only add new rows if row datetime is greater than stored datetime
for row in update_rows:
row_datetime = row.split(',')[0]
if row_datetime > newest_existing_datetime:
new_rows.append(row)
# seek to the proper place in the file in preparation for write_data
if utils.supports_seeking(settings.DATA_COMPRESSION):
# jump to the end of the file so we only update existing data
try:
f.seek(-1, 2)
except IOError:
printf('unexpected file seeking bug :(', f.name)
# make sure there's a trailing new-line character at the end
last_char = f.read()
if last_char != '\n':
f.write('\n')
elif settings.DATA_COMPRESSION == 'lz4':
# jump to the beginning of the file so we rewrite everything
f.seek(0)
yield (new_rows, context)
def update_symbols(self, symbols, frequency=None):
frequency = frequency or self._default_frequency
uninitialized = \
[x for x in symbols
if x not in FailedSymbols \
and not self._data_writer.symbol_initialized(x, frequency)]
if uninitialized:
printf('%i symbols %s not initialized yet!' % (
len(uninitialized), uninitialized))
for symbol in uninitialized:
symbols.pop(symbols.index(symbol))
if not symbols:
return None
for context in self.__update_symbols(symbols, frequency,
operation_name='update',
open_files_function=self.open_files_updatable,
process_data_update_function=self._data_writer.update_data,
init=False,
sleep=1
):
self._updated_event.emit(context)
def update_symbols(self, symbols, frequency=None):
frequency = frequency or self._default_frequency
uninitialized = \
[x for x in symbols
if x not in FailedSymbols \
and not self._data_writer.symbol_initialized(x, frequency)]
if uninitialized:
printf('%i symbols %s not initialized yet!' %
(len(uninitialized), uninitialized))
for symbol in uninitialized:
symbols.pop(symbols.index(symbol))
if not symbols:
return None
for context in self.__update_symbols(
symbols,
frequency,
operation_name='update',
open_files_function=self.open_files_updatable,
process_data_update_function=self._data_writer.update_data,
init=False,
sleep=1):
self._updated_event.emit(context)
def update_data(self, data_contexts):
for update_rows, context in data_contexts:
f = context['_open_file']
# read existing data, relying on string sorting for date comparisons
if utils.supports_seeking(settings.DATA_COMPRESSION):
# read the tail of the file to rows and get newest stored datetime
new_rows = []
try: f.seek(-512, 2)
except IOError: f.seek(0)
newest_existing_datetime = f.read().split('\n')[-1].split(',')[0]
elif settings.DATA_COMPRESSION == 'lz4':
# read entire file to rows and get newest stored datetime
new_rows = lz4.loads(f.read()).strip().split('\n')
newest_existing_datetime = new_rows[-1].split(',')[0]
# only add new rows if row datetime is greater than stored datetime
for row in update_rows:
row_datetime = row.split(',')[0]
if row_datetime > newest_existing_datetime:
new_rows.append(row)
# seek to the proper place in the file in preparation for write_data
if utils.supports_seeking(settings.DATA_COMPRESSION):
# jump to the end of the file so we only update existing data
try: f.seek(-1, 2)
except IOError: printf('unexpected file seeking bug :(', f.name)
# make sure there's a trailing new-line character at the end
last_char = f.read()
if last_char != '\n':
f.write('\n')
elif settings.DATA_COMPRESSION == 'lz4':
# jump to the beginning of the file so we rewrite everything
f.seek(0)
yield (new_rows, context)
def save_data(self, data_contexts):
for rows, context in data_contexts:
f = context.pop('_open_file')
if rows:
bar_ = self.row_to_bar(rows[-1], context['frequency'])
if isinstance(bar_, bar.Bar):
context['to_date_time'] = bar_.get_date_time()
else:
printf('latest datetime for %s was invalid: %s' %
(context['symbol'], bar_))
data = '%s\n' % '\n'.join(rows)
if settings.DATA_COMPRESSION == 'lz4':
data = lz4.dumps(data)
f.write(data)
f.close()
yield context
else:
file_path = f.name
f.close()
if os.stat(file_path).st_size == 0:
os.remove(file_path)
continue
def __update_symbols(self, symbols, frequency,
operation_name='download',
open_files_function=None,
process_data_update_function=None,
init=True,
sleep=None
):
'''
This function contains the actual pipeline logic for downloading,
initializing and updating symbols' data. It can display the rough
progress of bulk operation to stdout using display_progress.
'''
open_files_function = \
open_files_function or self.open_files_writeable
process_data_update_function = \
process_data_update_function or self.__process_data_to_initialize
frequency = frequency or self._default_frequency
batch_size = 200 if frequency is not bar.Frequency.MINUTE else 500
sleep = sleep if frequency is not bar.Frequency.MINUTE else None
display_progress = True if len(symbols) > 1 else False
# Load the latest stored datetime for the requested combination of
# symbols and frequency. This doubles as a flag for init vs update.\
symbol_contexts = [
(x, {'symbol': x, 'frequency': frequency, 'from_date_time': None})
for x in symbols]
if frequency != bar.Frequency.MINUTE and not init:
for symbol, context in symbol_contexts:
context['from_date_time'] = self._db.get_updated(bar.FrequencyToStr[frequency], symbol)
elif not init:
for symbol, context in symbol_contexts:
context['from_date_time'] = True # set update over init
url_contexts = self._data_downloader.get_urls(symbol_contexts)
if not url_contexts:
op = ' ' if not display_progress else ' bulk '
raise Exception('no urls returned for%s%sing historical data!' % (
op, operation_name))
elif display_progress:
total_len = len(url_contexts)
current_idx = 0
last_pct = 0
printf('starting bulk %s of historical data for %i symbols.' % (
operation_name, total_len))
sys.stdout.flush()
for context in self.__bulk_dl_and_save(url_contexts,
process_data_update_function, open_files_function,
batch_size, sleep
):
if display_progress:
current_idx += 1
pct = int(current_idx / (total_len + 1.0) * 100.0)
if pct != last_pct:
last_pct = pct
printf('%i%%' % pct)
yield context
if display_progress:
if last_pct != 100:
printf('100%')
def __update_symbols(self,
symbols,
frequency,
operation_name='download',
open_files_function=None,
process_data_update_function=None,
init=True,
sleep=None):
'''
This function contains the actual pipeline logic for downloading,
initializing and updating symbols' data. It can display the rough
progress of bulk operation to stdout using display_progress.
'''
open_files_function = \
open_files_function or self.open_files_writeable
process_data_update_function = \
process_data_update_function or self.__process_data_to_initialize
frequency = frequency or self._default_frequency
batch_size = 200 if frequency is not bar.Frequency.MINUTE else 500
sleep = sleep if frequency is not bar.Frequency.MINUTE else None
display_progress = True if len(symbols) > 1 else False
# Load the latest stored datetime for the requested combination of
# symbols and frequency. This doubles as a flag for init vs update.\
symbol_contexts = [(x, {
'symbol': x,
'frequency': frequency,
'from_date_time': None
}) for x in symbols]
if frequency != bar.Frequency.MINUTE and not init:
for symbol, context in symbol_contexts:
context['from_date_time'] = self._db.get_updated(
bar.FrequencyToStr[frequency], symbol)
elif not init:
for symbol, context in symbol_contexts:
context['from_date_time'] = True # set update over init
url_contexts = self._data_downloader.get_urls(symbol_contexts)
if not url_contexts:
op = ' ' if not display_progress else ' bulk '
raise Exception('no urls returned for%s%sing historical data!' %
(op, operation_name))
elif display_progress:
total_len = len(url_contexts)
current_idx = 0
last_pct = 0
printf('starting bulk %s of historical data for %i symbols.' %
(operation_name, total_len))
sys.stdout.flush()
for context in self.__bulk_dl_and_save(url_contexts,
process_data_update_function,
open_files_function, batch_size,
sleep):
if display_progress:
current_idx += 1
pct = int(current_idx / (total_len + 1.0) * 100.0)
if pct != last_pct:
last_pct = pct
printf('%i%%' % pct)
yield context
if display_progress:
if last_pct != 100:
printf('100%')
def remove_blacklisted(self, symbol):
printf('removing blacklisted symbol: %s' % symbol)
self.__blacklisted.pop(self.__blacklisted.index(symbol))
reason_added = self.__dict.pop(symbol)
self.save()
return reason_added
def remove_failed(self, symbol):
printf('removing failed symbol: %s' % symbol)
reason_added = self.__dict.pop(symbol)
self.save()
return reason_added
def add_blacklisted(self, symbol, reason_blacklisted_msg=None):
printf('adding blacklisted symbol: %s: %s' %
(symbol, reason_blacklisted_msg))
self.__dict[symbol] = reason_blacklisted_msg
self.__blacklisted.append(symbol)
self.save()
def add_failed(self, symbol, reason_failed_msg):
printf('adding failed symbol: %s: %s' % (symbol, reason_failed_msg))
self.__dict[symbol] = reason_failed_msg
self.save()