Exemplo n.º 1
0
    def test_read_save(self):
        """
        Open TA file data then save all fields into db
        """
        for key, ta_file in enumerate(self.ta_files, start=1):
            print '%d. run filename: %s' % (key, ta_file)
            print 'starting...\n'

            date = os.path.basename(ta_file)[0:10]
            data = open(ta_file).read()

            statement = models.Statement(
                date=date,
                account_statement='None',
                position_statement='None',
                trade_activity=data,
            )
            statement.save()

            trade_activity = models.TradeSummary(statement=statement,
                                                 date=date)
            trade_activity.save()

            print 'statement id: %d' % statement.id
            print 'trade_activity id: %d' % trade_activity.id

            print 'using open_ta to make dict data...'
            ta_data = OpenTA(data=data).read()

            print 'keys: %s\n' % ta_data.keys()

            self.insert_db(no=key,
                           trade_activity=trade_activity,
                           test_model=models.FilledOrder,
                           data_list=ta_data['filled_order'])

            self.insert_db(no=key,
                           trade_activity=trade_activity,
                           test_model=models.CancelledOrder,
                           data_list=ta_data['cancelled_order'])

            self.insert_db(no=key,
                           trade_activity=trade_activity,
                           test_model=models.WorkingOrder,
                           data_list=ta_data['working_order'])

            self.insert_db(no=key,
                           trade_activity=trade_activity,
                           test_model=models.RollingStrategy,
                           data_list=ta_data['rolling_strategy'])

            print '\n' + '-' * 100
Exemplo n.º 2
0
    def test_read_save(self):
        """
        Open TA file data then save all fields into db
        """
        for key, ta_file in enumerate(self.ta_files, start=1):
            print '%d. run filename: %s' % (key, ta_file)
            print 'starting...\n'

            date = os.path.basename(ta_file)[0:10]
            data = open(ta_file).read()

            statement = models.Statement(
                date=date,
                account_statement='None',
                position_statement='None',
                trade_activity=data,
            )
            statement.save()

            trade_activity = models.TradeSummary(
                statement=statement,
                date=date
            )
            trade_activity.save()

            print 'statement id: %d' % statement.id
            print 'trade_activity id: %d' % trade_activity.id

            print 'using open_ta to make dict data...'
            ta_data = OpenTA(data=data).read()

            print 'keys: %s\n' % ta_data.keys()

            self.insert_db(
                no=key,
                trade_activity=trade_activity,
                test_model=models.FilledOrder,
                data_list=ta_data['filled_order']
            )

            self.insert_db(
                no=key,
                trade_activity=trade_activity,
                test_model=models.CancelledOrder,
                data_list=ta_data['cancelled_order']
            )

            self.insert_db(
                no=key,
                trade_activity=trade_activity,
                test_model=models.WorkingOrder,
                data_list=ta_data['working_order']
            )

            self.insert_db(
                no=key,
                trade_activity=trade_activity,
                test_model=models.RollingStrategy,
                data_list=ta_data['rolling_strategy']
            )

            print '\n' + '-' * 100