def setUp(self):
Base.metadata.create_all()
instrument = Instrument()
instrument.ticker = 'MyTicker'
instrument.asset_class = 'MyAssetClass'
instrument.name = 'MyName'
instrument.currency = 'USD'
instrument.type = 'MyType'
instrument.transactions_fees = 0.
instrument.point_value = 1
instrument.exchange = 'MyExchange'
instrument.rolling_month = 'H'
market_data = MarketData()
market_data.instrument = instrument
market_data.type = DataType.CLOSE
market_data.date = datetime(2000,1,3)
market_data.value = 100.
session = Session()
instrument_dao = InstrumentDAO()
instrument_dao.save(session, instrument)
market_data_dao = MarketDataDAO()
market_data_dao.save(session, market_data)
self.instrument_service = InstrumentService()
def testDAO(self):
data = MarketData()
data.type = self.type
data.value = self.value
data.date = self.date
data.instrument = self.instrument
market_data_dao = MarketDataDAO()
# test save
market_data_dao.save(self.session, data)
self.assertNotEqual(data.id, None, 'market data id')
self.assertEqual(data.type, self.type, 'market data type')
self.assertEqual(data.value, self.value, 'market data value')
self.assertEqual(data.date, self.date, 'market data date')
self.assertEqual(data.instrument_id, self.instrument.id, 'market data type')
# test get by instrument
new_data = market_data_dao.get_by_instrument(self.session, self.instrument)
self.assertEqual(new_data[0].id, data.id, 'both ids equals')
last_date = market_data_dao.get_last_date(self.session, self.instrument)
self.assertEqual(last_date, data.date)
# test delete
market_data_dao.delete(self.session, data)
def __init__(self):
self.__instrument_dao = InstrumentDAO()
self.__market_data_dao = MarketDataDAO()
class InstrumentService(object):
logger = logging.getLogger('InstrumentService')
def __init__(self):
self.__instrument_dao = InstrumentDAO()
self.__market_data_dao = MarketDataDAO()
def market_data_model_to_serialized(self, market_data_model):
market_data_serialized = {}
market_data_serialized['id'] = market_data_model.id
market_data_serialized['value'] = market_data_model.value
market_data_serialized['data_type'] = market_data_model.type
data_date = market_data_model.date
market_data_serialized['date'] = datetime(data_date.year, data_date.month, data_date.day)
return market_data_serialized
def instrument_model_to_serialized(self, instrument_model):
# build the serialized object
instrument_serialized = {}
instrument_serialized['id'] = instrument_model.id
instrument_serialized['ticker'] = instrument_model.ticker
instrument_serialized['name'] = instrument_model.name
instrument_serialized['exchange'] = instrument_model.exchange
instrument_serialized['rolling_month'] = instrument_model.rolling_month
instrument_serialized['currency'] = instrument_model.currency
instrument_serialized['point_value'] = instrument_model.point_value
instrument_serialized['transactions_fees'] = instrument_model.transactions_fees
instrument_serialized['asset_class'] = instrument_model.asset_class
instrument_serialized['instrument_type'] = instrument_model.type
instrument_serialized['datas'] = []
return instrument_serialized
def get_date(self, a_date):
# return a date from a datetime if a_date is instance of datetime
if isinstance(a_date, datetime):
return a_date.date()
elif isinstance(a_date, date):
return a_date
# return a date from a XML RPC DateTime else
else:
return datetime.strptime(a_date.value, '%Y%m%dT%H:%M:%S').date()
def get_by_ticker(self, ticker, first_date, last_date):
'''
return an instrument serialized for a given ticker
@param ticker: the ticker
@param first_date: the first time series date
@param last_date: the last time series date
@return: the instrument serialized
'''
try:
self.logger.info('Asking data for %s between %s and %s'%(ticker, first_date, last_date))
# get the model
session = Session()
model = self.__instrument_dao.get_by_ticker(session, ticker)
# convert into serialized object
if model:
instrument = self.instrument_model_to_serialized(model)
# fill data
first_date_converted = self.get_date(first_date)
last_date_converted = self.get_date(last_date)
datas = self.__market_data_dao.get_data_range(session, model, first_date_converted, last_date_converted)
for market_data in datas:
self.logger.debug('Appending data %s at %s for %s'%(market_data.type,market_data.date,ticker))
serialized = self.market_data_model_to_serialized(market_data)
instrument['datas'].append(serialized)
except DataError, e:
self.logger.error(e.message)
raise ServerError(e.message)
finally:
