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yahoo_live_data.py
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yahoo_live_data.py
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import urllib2
import pandas
import numpy as np
from dao import dbdao
from util import loglib
from boto.ec2.volume import Volume
logger = loglib.getloggerWithFile('yahoo_live_data','livedataimport.txt')
def parseStr(s):
''' convert string to a float or string '''
f = s.strip().replace('\n','').replace('\r','')
if f[0] == '"':
return f.strip('"')
elif f=='N/A':
return np.nan
else:
try: # try float conversion
prefixes = {'M':1e6, 'B': 1e9}
prefix = f[-1]
if prefix in prefixes: # do we have a Billion/Million character?
return float(f[:-1])*prefixes[prefix]
else: # no, convert to float directly
return float(f)
except ValueError: # failed, return original string
return s
header =['yield','dividend','ex_dividend_date','market_cap','market_cap_realtime','float_shares','short_ratio','peg_ratio','revenue','price_sales','price_book',
'book_value','earning_per_share','avg_daily_volume','symbol','last','price_change','change_pct','PE','time','prev_close',
'eps','market_cap','52weeklow','52weekhigh','volume','name']
keys=['y','d','q','j1','j3','f6','s7','r5','s6','p5','p6','p4','e','a2','s', 'l1', 'c1', 'p2' , 'r', 't1', 'p', 'e' , 'j1','j','k','v','n']
def saveQuote(symbols):
if not isinstance(symbols,list):
symbols = [symbols]
request = str.join('',keys )
#data = dict(zip(header,[[] for i in range(len(header))]))
list_data=[]
urlStr = 'http://finance.yahoo.com/d/quotes.csv?s=%s&f=%s' % (str.join('+',symbols), request)
print urlStr
#logger.info(urlStr)
# try:
lines = urllib2.urlopen(urlStr,timeout = 10).readlines()
print lines
for line in lines:
#print line
fields = line.strip().split(',')
data={}
#print fields
if( len(fields) >27):
fields[26]=fields[26]+fields[27]
for i,header_name in enumerate(header):
data[header_name]=parseStr(fields[i])
list_data.append(data)
df=pandas.DataFrame(list_data)
df=df.fillna(0)
dbdao.save_dataframe(df,'yahoo_live_symbol')
# except Exception, e:
#
# logger.error(e)
# exit()
def getdataforall_list( list_symbols):
try:
for i in range(0, len(list_symbols), 40):
chunk = list_symbols[i:i + 40]
logger.info( chunk)
saveQuote(chunk)
except Exception,ex:
logger.error(ex)
dbdao.execute_query(["delete from yahoo_live_symbol"])
list_symbol=dbdao.get_symbols_list()
getdataforall_list(list_symbol)
update_sql=""" update live_symbol t1,yahoo_live_symbol t2
set
t1.52weekhigh=t2.52weekhigh,
t1.52weeklow=t2.52weeklow,
t1.PE=t2.PE,
t1.avg_daily_volume=t2.avg_daily_volume,
t1.book_value=t2.book_value,
t1.change_pct=t2.change_pct,
t1.dividend=t2.dividend,
t1.eps=t2.eps,
t1.earning_per_share=t2.earning_per_share,
t1.ex_dividend_date=t2.ex_dividend_date,
t1.float_shares=t2.float_shares,
t1.last=t2.last,
t1.market_cap=t2.market_cap,
t1.peg_ratio=t2.peg_ratio,
t1.prev_close=t2.prev_close,
t1.price_change=t2.price_change,
t1.revenue=t2.revenue,
t1.short_ratio=t2.short_ratio,
t1.volume=t2.volume,
t1.yield=t2.yield
where t1.symbol=t2.symbol"""
dbdao.execute_query([update_sql])
#TODO update query
#dbdao.execute_query(["delete from live_symbol","insert into live_symbol select * from symbol_live_yahoo;"])