def getTrades(filepath):
header = True
file = open(filepath, 'rb')
for row in csv.reader(file.read().splitlines(), delimiter=','):
if not header:
try:
date_str = row[10].split("/")
today = date(int(date_str[2]), int(date_str[0]), int(date_str[1]))
trade = Trade()
trade.account = row[0]
trade.symbol = row[1]
trade.securityType = row[2]
trade.side = row[3]
trade.quantity = row[4]
trade.price = row[5]
trade.route = row[6]
trade.destination = row[7]
trade.liqFlag = row[9]
trade.tradeDate = today
trade.executionId = row[11]
trade.save() # save into database
except Exception, e:
print str(e.message)
continue
else:
header = False
def getTradesByDir(path):
print "Getting trades record from files..."
filelist = os.listdir(path)
filelist.sort()
log = open(ERROR_LOG, "a")
for filename in filelist: # each file represent one day
if string.find(filename, ".DS_Store"):
continue
filepath = os.path.join(path, filename)
print filepath
file = open(filepath, 'rb')
header = True
for row in csv.reader(file.read().splitlines(), delimiter=','): # all marks in this file
if not header:
try:
date_str = row[10].split("/")
today = date(int(date_str[2]), int(date_str[0]), int(date_str[1]))
trade = Trade()
trade.account = row[0]
trade.symbol = row[1]
trade.securityType = row[2]
trade.side = row[3]
trade.quantity = row[4]
trade.price = row[5]
trade.route = row[6]
trade.destination = row[7]
trade.liqFlag = row[9]
trade.tradeDate = today
trade.executionId = row[11]
trade.save() # save into database
except Exception, e:
print str(e.message)
log.write( strftime("%Y-%m-%d %H:%M:%S", time.localtime()) )
log.write( "\tGet trades file from %s failed: %s\n" % (filename, str(e.message)) )
continue
else:
header = False
file.close()
def getReport(today):
# filepath = getTradeFile(today)
# if filepath == None:
# return False
print "Getting reports..."
filepath = './temp/WBPT_LiquidEOD_2013_01_07.csv'
file = open(filepath, 'rb')
log = open(ERROR_LOG, "a")
refreshReports(today) # create
header = True
for row in csv.reader(file.read().splitlines(), delimiter=','):
if not header:
try:
date_str = row[10].split("/")
today = date(int(date_str[2]), int(date_str[0]), int(date_str[1]))
trade = Trade()
trade.account = row[0]
trade.symbol = row[1]
trade.securityType = row[2]
trade.side = row[3]
trade.quantity = row[4]
trade.price = row[5]
trade.route = row[6]
trade.destination = row[7]
trade.liqFlag = row[9]
trade.tradeDate = today
trade.executionId = row[11]
new_report = newReport(trade.account, trade.symbol, today) # get report
# update report
if trade.side == "BUY":
total = new_report.buys * new_report.buyAve
total += trade.quantity * trade.price # new total
new_report.buys += trade.quantity # new buys
new_report.buyAve = total / new_report.buys # new buy ave
elif trade.side == "SEL" or trade.side == "SS":
total = new_report.sells * new_report.sellAve
total += trade.quantity * trade.price # new total
new_report.sells += trade.quantity # new sells
new_report.sellAve = total / new_report.sells # new sell ave
else:
print "Error: Invalid Side."
continue
trade.save() # save into database
new_report.save() # save result
except Exception, e:
print str(e.message)
log.write( strftime("%Y-%m-%d %H:%M:%S", time.localtime()) )
log.write("\tGet report Failed: %s\n" % str(e.message))
continue
else:
header = False
