# -*- coding: utf-8 -*-
"""
Created on Sun Nov 23 00:17:18 2014
@author: jmalinchak
"""
import readintomemoryprocessallfilesindirectorylocal
o = readintomemoryprocessallfilesindirectorylocal.process(
'C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\Active\\downloads\\$test01'
)
# -*- coding: utf-8 -*-
"""
Created on Sun Nov 23 00:17:18 2014
@author: jmalinchak
"""
import readintomemoryprocessallfilesindirectorylocal
o = readintomemoryprocessallfilesindirectorylocal.process('C:\\Documents and Settings\\jmalinchak\\My Documents\\My Python\Active\\downloads\\$test01')
def execute_file_processing(self, directorylocal):
print('bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb')
import readintomemoryprocessallfilesindirectorylocal
print('zzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzz')
#'C:\Documents and Settings\jmalinchak\My Documents\My Python\Active\downloads'
ObjectOfProcessedFiles = readintomemoryprocessallfilesindirectorylocal.process(
directorylocal)
#print('Count of Symbols= ' + str(len(ObjectOfProcessedFiles.DictionaryOfSymbols)))
# *************************************************************************************************
# if filename is prefixed with "Options":
# *************************************************************************************************
dProcessedOptionsFiles = ObjectOfProcessedFiles.DictionaryOfProcessedOptionsFiles
#print('Count of DictionaryOfProcessedOptionsFiles= ' + str(len(dProcessedOptionsFiles)))
dNamedDictionaries = {}
# dOptionsBySymbol = {}
# dOptionsBySymbolExpirationDate = {}
# dOptionsBySymbolExpirationDateOptionType = {}
# dOptionsBySymbolExpirationDateOptionTypeStrike = {}
# dOptionsBySymbolExpirationDateOptionTypeStrikeBucketQuoteDatetime = {}
for kProcessedOptionsFiles, vProcessedOptionsFiles in dProcessedOptionsFiles.items(
):
# print(vProcessedOptionsFiles.Symbol + ' ' + str(vProcessedOptionsFiles.ExpirationDate) + ' ' + str(vProcessedOptionsFiles.BucketQuoteDatetime))
if not vProcessedOptionsFiles.Symbol in dNamedDictionaries.keys():
dNamedDictionaries[vProcessedOptionsFiles.Symbol] = {}
#dNamedDictionaries[vProcessedOptionsFiles.Symbol] = vProcessedOptionsFiles.Symbol
if not vProcessedOptionsFiles.ExpirationDate in dNamedDictionaries[
vProcessedOptionsFiles.Symbol].keys():
dNamedDictionaries[vProcessedOptionsFiles.Symbol][
vProcessedOptionsFiles.ExpirationDate] = {}
#dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate] = vProcessedOptionsFiles.ExpirationDate
if not 'C' in dNamedDictionaries[vProcessedOptionsFiles.Symbol][
vProcessedOptionsFiles.ExpirationDate].keys():
dNamedDictionaries[vProcessedOptionsFiles.Symbol][
vProcessedOptionsFiles.ExpirationDate]['C'] = {}
#dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'] = ['C']
if not 'P' in dNamedDictionaries[vProcessedOptionsFiles.Symbol][
vProcessedOptionsFiles.ExpirationDate].keys():
dNamedDictionaries[vProcessedOptionsFiles.Symbol][
vProcessedOptionsFiles.ExpirationDate]['P'] = {}
#dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'] = ['P']
for KeyOfCallStrikes, ValueOfCallStrikes in vProcessedOptionsFiles.DictionaryOfCallStrikes.items(
):
if not ValueOfCallStrikes in dNamedDictionaries[
vProcessedOptionsFiles.Symbol][
vProcessedOptionsFiles.ExpirationDate]['C'].keys():
dNamedDictionaries[vProcessedOptionsFiles.Symbol][
vProcessedOptionsFiles.
ExpirationDate]['C'][ValueOfCallStrikes] = {}
if not vProcessedOptionsFiles.BucketQuoteDatetime in dNamedDictionaries[
vProcessedOptionsFiles.Symbol][
vProcessedOptionsFiles.ExpirationDate]['C'][
ValueOfCallStrikes].keys():
#optionsymbol = 'QQQ141122C00086500'
#dOptionsBySymbol[vProcessedOptionsFiles.Symbol,len(dOptionsBySymbol)] = vProcessedOptionsFiles.DictionaryOfContentsByStrikeAndOptionType[ValueOfCallStrikes,'C']
dNamedDictionaries[vProcessedOptionsFiles.Symbol][
vProcessedOptionsFiles.
ExpirationDate]['C'][ValueOfCallStrikes][
vProcessedOptionsFiles.
BucketQuoteDatetime] = vProcessedOptionsFiles.DictionaryOfContentsByStrikeAndOptionType[
ValueOfCallStrikes, 'C']
# dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'][ValueOfCallStrikes] = ValueOfCallStrikes
# dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'][ValueOfCallStrikes][vProcessedOptionsFiles.BucketQuoteDatetime] = vProcessedOptionsFiles.BucketQuoteDatetime
for KeyOfPutStrikes, ValueOfPutStrikes in vProcessedOptionsFiles.DictionaryOfPutStrikes.items(
):
if not ValueOfPutStrikes in dNamedDictionaries[
vProcessedOptionsFiles.Symbol][
vProcessedOptionsFiles.ExpirationDate]['P'].keys():
dNamedDictionaries[vProcessedOptionsFiles.Symbol][
vProcessedOptionsFiles.
ExpirationDate]['P'][ValueOfPutStrikes] = {}
if not vProcessedOptionsFiles.BucketQuoteDatetime in dNamedDictionaries[
vProcessedOptionsFiles.Symbol][
vProcessedOptionsFiles.
ExpirationDate]['P'][ValueOfPutStrikes].keys():
dNamedDictionaries[vProcessedOptionsFiles.Symbol][
vProcessedOptionsFiles.
ExpirationDate]['P'][ValueOfPutStrikes][
vProcessedOptionsFiles.
BucketQuoteDatetime] = vProcessedOptionsFiles.DictionaryOfContentsByStrikeAndOptionType[
ValueOfPutStrikes, 'P']
# dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'][ValueOfPutStrikes] = ValueOfPutStrikes
# dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'][ValueOfPutStrikes][vProcessedOptionsFiles.BucketQuoteDatetime] = vProcessedOptionsFiles.BucketQuoteDatetime
# for KeyOfSymbols in dNamedDictionaries.keys():
# print(KeyOfSymbols)
# for KeyofExpirationDates in dNamedDictionaries[KeyOfSymbols].keys():
# print(' ' + str(KeyofExpirationDates))
# for KeyofOptionTypes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates].keys():
# print(' ' + str(KeyofOptionTypes))
# for KeyOfStrikes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates][KeyofOptionTypes].keys():
# print(' ' + str(KeyOfStrikes) + ' ' + KeyofOptionTypes)
# for KeyOfQuoteDateTimes,ValueOfQuoteDateTimes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates][KeyofOptionTypes][KeyOfStrikes].items():
# print(' ' + str(KeyOfQuoteDateTimes))
# print(' Bid=' + str(ValueOfQuoteDateTimes.bid))
# print(' Ask=' + str(ValueOfQuoteDateTimes.ask))
# for KeyOfSymbols in dNamedDictionaries.keys():
# #print(KeyOfSymbols)
# for KeyofExpirationDates in dNamedDictionaries[KeyOfSymbols].keys():
# #print(' ' + str(KeyofExpirationDates))
# for KeyofOptionTypes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates].keys():
# #print(' ' + str(KeyofOptionTypes))
# for KeyOfStrikes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates][KeyofOptionTypes].keys():
# #print(' ' + str(KeyOfStrikes) + ' ' + KeyofOptionTypes)
# for KeyOfBucketQuoteDateTimes,ValueOfBucketQuoteDateTimes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates][KeyofOptionTypes][KeyOfStrikes].items():
# print(' ' + str(KeyOfBucketQuoteDateTimes))
self.NamedDictionaries = dNamedDictionaries
def execute_file_processing(self,directorylocal,showresults):
import readintomemoryprocessallfilesindirectorylocal
#'C:\Documents and Settings\jmalinchak\My Documents\My Python\Active\downloads'
#print('Here 1')
ObjectOfProcessedFiles = readintomemoryprocessallfilesindirectorylocal.process(directorylocal,showresults)
print('Here 2')
# o = ObjectOfProcessedFiles.DictionaryOfProcessedOptionsFiles[0]
# f1 = o.get_from_filelocal()
# print('********************************A')
# print(f1.bucketquotedatetime)
# print('********************************A')
if showresults == 1:
print('111111 readintomemorycreatemaindictionariesfromdirectorylocal.py 111111')
#print('Count of Symbols= ' + str(len(ObjectOfProcessedFiles.DictionaryOfSymbols)))
# *************************************************************************************************
# if filename is prefixed with "Options":
# *************************************************************************************************
dProcessedOptionsFiles = ObjectOfProcessedFiles.DictionaryOfProcessedOptionsFiles
#print('Count of DictionaryOfProcessedOptionsFiles= ' + str(len(dProcessedOptionsFiles)))
dNamedDictionaries = {}
# dOptionsBySymbol = {}
# dOptionsBySymbolExpirationDate = {}
# dOptionsBySymbolExpirationDateOptionType = {}
# dOptionsBySymbolExpirationDateOptionTypeStrike = {}
# dOptionsBySymbolExpirationDateOptionTypeStrikeBucketQuoteDatetime = {}
iInstancesFound = 0
iInstancesLoaded = 0
# print(str(len(dProcessedOptionsFiles)) + ' items processing via readintomemorycreatemaindictionariesfromdirectorylocal.py')
#print('Here 2?')
for kProcessedOptionsFiles,vProcessedOptionsFiles in dProcessedOptionsFiles.items():
# print(vProcessedOptionsFiles.Symbol + ' ' + str(vProcessedOptionsFiles.ExpirationDate) + ' ' + str(vProcessedOptionsFiles.BucketQuoteDatetime))
if not vProcessedOptionsFiles.Symbol in dNamedDictionaries.keys():
dNamedDictionaries[vProcessedOptionsFiles.Symbol] = {}
#dNamedDictionaries[vProcessedOptionsFiles.Symbol] = vProcessedOptionsFiles.Symbol
if not vProcessedOptionsFiles.ExpirationDate in dNamedDictionaries[vProcessedOptionsFiles.Symbol].keys():
dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate] = {}
#dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate] = vProcessedOptionsFiles.ExpirationDate
# if not vProcessedOptionsFiles.OptionType in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate].keys():
# dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate][vProcessedOptionsFiles.OptionType] = {}
#dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'] = ['C']
iInstancesFound = iInstancesFound + len(vProcessedOptionsFiles.DictionaryOfOptionInstances)
for KeyOfTwoValueTuple,ValueOfOptionInstances in vProcessedOptionsFiles.DictionaryOfOptionInstances.items():
#print(KeyOfTwoValueTuple)
if not KeyOfTwoValueTuple[1] in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate].keys():
dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate][KeyOfTwoValueTuple[1]] = {}
#for KeyOfStrikes in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate][KeyOfTwoValueTuple[1]].keys():
if not KeyOfTwoValueTuple[0] in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate][KeyOfTwoValueTuple[1]].keys():
#print(KeyOfTwoValueTuple[0])
dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate][KeyOfTwoValueTuple[1]][KeyOfTwoValueTuple[0]] = {}
if not ValueOfOptionInstances.bucketquotedatetime in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate][KeyOfTwoValueTuple[1]][KeyOfTwoValueTuple[0]].keys():
dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate][KeyOfTwoValueTuple[1]][KeyOfTwoValueTuple[0]][ValueOfOptionInstances.bucketquotedatetime] = ValueOfOptionInstances #vProcessedOptionsFiles.DictionaryOfOptionInstances[KeyOfTwoValueTuple[0],[KeyOfTwoValueTuple[1]]]
iInstancesLoaded = iInstancesLoaded + 1
#print(ValueOfOptionInstances.bucketquotedatetime)
#dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate][KeyOfTwoValueTuple[1]][ValueOfOptionInstances][vProcessedOptionsFiles.BucketQuoteDatetime] = vProcessedOptionsFiles.DictionaryOfOptionInstances[ValueOfOptionInstances,[KeyOfTwoValueTuple[1]]]
print(str(iInstancesFound),'instances found.')
print(str(iInstancesLoaded),'loaded.')
self.NamedDictionaries = dNamedDictionaries
def execute_file_processing(self,directorylocal):
print('bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb')
import readintomemoryprocessallfilesindirectorylocal
print('zzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzz')
#'C:\Documents and Settings\jmalinchak\My Documents\My Python\Active\downloads'
ObjectOfProcessedFiles = readintomemoryprocessallfilesindirectorylocal.process(directorylocal)
#print('Count of Symbols= ' + str(len(ObjectOfProcessedFiles.DictionaryOfSymbols)))
# *************************************************************************************************
# if filename is prefixed with "Options":
# *************************************************************************************************
dProcessedOptionsFiles = ObjectOfProcessedFiles.DictionaryOfProcessedOptionsFiles
#print('Count of DictionaryOfProcessedOptionsFiles= ' + str(len(dProcessedOptionsFiles)))
dNamedDictionaries = {}
# dOptionsBySymbol = {}
# dOptionsBySymbolExpirationDate = {}
# dOptionsBySymbolExpirationDateOptionType = {}
# dOptionsBySymbolExpirationDateOptionTypeStrike = {}
# dOptionsBySymbolExpirationDateOptionTypeStrikeBucketQuoteDatetime = {}
for kProcessedOptionsFiles,vProcessedOptionsFiles in dProcessedOptionsFiles.items():
# print(vProcessedOptionsFiles.Symbol + ' ' + str(vProcessedOptionsFiles.ExpirationDate) + ' ' + str(vProcessedOptionsFiles.BucketQuoteDatetime))
if not vProcessedOptionsFiles.Symbol in dNamedDictionaries.keys():
dNamedDictionaries[vProcessedOptionsFiles.Symbol] = {}
#dNamedDictionaries[vProcessedOptionsFiles.Symbol] = vProcessedOptionsFiles.Symbol
if not vProcessedOptionsFiles.ExpirationDate in dNamedDictionaries[vProcessedOptionsFiles.Symbol].keys():
dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate] = {}
#dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate] = vProcessedOptionsFiles.ExpirationDate
if not 'C' in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate].keys():
dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'] = {}
#dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'] = ['C']
if not 'P' in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate].keys():
dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'] = {}
#dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'] = ['P']
for KeyOfCallStrikes,ValueOfCallStrikes in vProcessedOptionsFiles.DictionaryOfCallStrikes.items():
if not ValueOfCallStrikes in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'].keys():
dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'][ValueOfCallStrikes] = {}
if not vProcessedOptionsFiles.BucketQuoteDatetime in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'][ValueOfCallStrikes].keys():
#optionsymbol = 'QQQ141122C00086500'
#dOptionsBySymbol[vProcessedOptionsFiles.Symbol,len(dOptionsBySymbol)] = vProcessedOptionsFiles.DictionaryOfContentsByStrikeAndOptionType[ValueOfCallStrikes,'C']
dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'][ValueOfCallStrikes][vProcessedOptionsFiles.BucketQuoteDatetime] = vProcessedOptionsFiles.DictionaryOfContentsByStrikeAndOptionType[ValueOfCallStrikes,'C']
# dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'][ValueOfCallStrikes] = ValueOfCallStrikes
# dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['C'][ValueOfCallStrikes][vProcessedOptionsFiles.BucketQuoteDatetime] = vProcessedOptionsFiles.BucketQuoteDatetime
for KeyOfPutStrikes,ValueOfPutStrikes in vProcessedOptionsFiles.DictionaryOfPutStrikes.items():
if not ValueOfPutStrikes in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'].keys():
dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'][ValueOfPutStrikes] = {}
if not vProcessedOptionsFiles.BucketQuoteDatetime in dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'][ValueOfPutStrikes].keys():
dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'][ValueOfPutStrikes][vProcessedOptionsFiles.BucketQuoteDatetime] = vProcessedOptionsFiles.DictionaryOfContentsByStrikeAndOptionType[ValueOfPutStrikes,'P']
# dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'][ValueOfPutStrikes] = ValueOfPutStrikes
# dNamedDictionaries[vProcessedOptionsFiles.Symbol][vProcessedOptionsFiles.ExpirationDate]['P'][ValueOfPutStrikes][vProcessedOptionsFiles.BucketQuoteDatetime] = vProcessedOptionsFiles.BucketQuoteDatetime
# for KeyOfSymbols in dNamedDictionaries.keys():
# print(KeyOfSymbols)
# for KeyofExpirationDates in dNamedDictionaries[KeyOfSymbols].keys():
# print(' ' + str(KeyofExpirationDates))
# for KeyofOptionTypes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates].keys():
# print(' ' + str(KeyofOptionTypes))
# for KeyOfStrikes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates][KeyofOptionTypes].keys():
# print(' ' + str(KeyOfStrikes) + ' ' + KeyofOptionTypes)
# for KeyOfQuoteDateTimes,ValueOfQuoteDateTimes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates][KeyofOptionTypes][KeyOfStrikes].items():
# print(' ' + str(KeyOfQuoteDateTimes))
# print(' Bid=' + str(ValueOfQuoteDateTimes.bid))
# print(' Ask=' + str(ValueOfQuoteDateTimes.ask))
# for KeyOfSymbols in dNamedDictionaries.keys():
# #print(KeyOfSymbols)
# for KeyofExpirationDates in dNamedDictionaries[KeyOfSymbols].keys():
# #print(' ' + str(KeyofExpirationDates))
# for KeyofOptionTypes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates].keys():
# #print(' ' + str(KeyofOptionTypes))
# for KeyOfStrikes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates][KeyofOptionTypes].keys():
# #print(' ' + str(KeyOfStrikes) + ' ' + KeyofOptionTypes)
# for KeyOfBucketQuoteDateTimes,ValueOfBucketQuoteDateTimes in dNamedDictionaries[KeyOfSymbols][KeyofExpirationDates][KeyofOptionTypes][KeyOfStrikes].items():
# print(' ' + str(KeyOfBucketQuoteDateTimes))
self.NamedDictionaries = dNamedDictionaries
