def main():
args = parse_args()
redis = StrictRedis(host=args.redis_host,
port=args.redis_port,
db=args.redis_db)
data_impl = get_authenticated_data_impl(args.ycharts_user, args.ycharts_pw)
data_client = RedisMultiprocessingLimiter(data_impl,
args.batch_poll_timeout,
args.num_calls_per_batch,
args.seconds_per_batch,
args.redis_host, args.redis_port,
args.redis_db, args.pool_size)
# Just keep start/end date at None/None for now
data = gather_data_with_multiprocess_client(data_client, args.ticker,
args.time_length, None, None)
push_to_redis(redis, data, args.ticker)
def main():
args = parse_args()
redis = StrictRedis(host=args.redis_host, port=args.redis_port, db=args.redis_db)
data_impl = get_authenticated_data_impl(args.ycharts_user, args.ycharts_pw)
data_client = RedisMultiprocessingLimiter(
data_impl,
args.batch_poll_timeout,
args.num_calls_per_batch,
args.seconds_per_batch,
args.redis_host,
args.redis_port,
args.redis_db,
args.pool_size
)
# Just keep start/end date at None/None for now
data = gather_data_with_multiprocess_client(
data_client, args.ticker, args.time_length, None, None
)
push_to_redis(redis, data, args.ticker)
def post_initialize(context, data):
"""
Since `initialize` doesn't actually enable us to see the parameters of when
our simulation is starting/ending we need to create a `post_initialize` func
to handle gathering extra data from pytrader
"""
if context.sim_params.period_start == data[data.keys()[0]]["dt"]:
redis = StrictRedis(host="localhost", port=6379, db=0)
data_impl = get_authenticated_data_impl("*****@*****.**", getpass())
# Since we are currently using YCharts our data schema is a little weird
start_date = context.sim_params.period_start.strftime("%Y-%m-%d")
end_date = context.sim_params.period_end.strftime("%Y-%m-%d")
for ticker in data.keys():
try:
pytrader_data = pull_from_redis(redis, ticker, start_date, end_date)
except RecordsNotFoundError:
pytrader_data = gather_data_with_single_process_client(data_impl, ticker, None, start_date, end_date)
push_to_redis(redis, pytrader_data, ticker)
del pytrader_data["price"] # Delete the price col, we don't need it
pytrader_data = calculate_diffs(pytrader_data)
context.pytrader_data[ticker] = pytrader_data
def post_initialize(context, data):
"""
Since `initialize` doesn't actually enable us to see the parameters of when
our simulation is starting/ending we need to create a `post_initialize` func
to handle gathering extra data from pytrader
"""
if context.sim_params.period_start == data[data.keys()[0]]["dt"]:
redis = StrictRedis(host="localhost", port=6379, db=0)
data_impl = get_authenticated_data_impl("*****@*****.**", getpass())
# Since we are currently using YCharts our data schema is a little weird
start_date = context.sim_params.period_start.strftime("%Y-%m-%d")
end_date = context.sim_params.period_end.strftime("%Y-%m-%d")
for ticker in data.keys():
try:
pytrader_data = pull_from_redis(redis, ticker, start_date,
end_date)
except RecordsNotFoundError:
pytrader_data = gather_data_with_single_process_client(
data_impl, ticker, None, start_date, end_date)
push_to_redis(redis, pytrader_data, ticker)
del pytrader_data[
"price"] # Delete the price col, we don't need it
pytrader_data = calculate_diffs(pytrader_data)
context.pytrader_data[ticker] = pytrader_data
