import logging
import pandas as pd
pd.set_option('max_rows', 10)
pd.set_option('expand_frame_repr', False)
pd.set_option('max_columns', 6)
from arctic_updater.updaters.truefx import TrueFXUpdater
logging.basicConfig(level=logging.DEBUG)
logger = logging.getLogger(__name__)
my_updater = TrueFXUpdater()
symbol = 'EURUSD'
year, month = 2015, 11
%time df = my_updater._read_one_month(symbol, year, month)
# Arctic (MongoDB)
from arctic import Arctic
store = Arctic('localhost')
library_name = 'test'
store.initialize_library(library_name)
library = store[library_name]
%time library.write(symbol, df)
%time df_retrieved = library.read(symbol).data
# HDF5
filename = my_updater._filename(symbol, year, month, '.h5')
%time df.to_hdf(filename, "data", mode='w', complevel=0, complib='zlib', format='table')
%time df_retrieved = pd.read_hdf(filename)
# Make unique index
