def generate_symbols_json(self, filename=None, source_dates=False):
symbol_map = {}
if not source_dates:
fn, r = download_exchange_symbols(self.name)
with open(fn) as data_file:
cached_symbols = json.load(data_file)
response = self.api.returnticker()
for exchange_symbol in response:
base, market = self.sanitize_curency_symbol(exchange_symbol).split(
'_')
symbol = '{market}_{base}'.format(market=market, base=base)
if (source_dates):
start_date = self.get_symbol_start_date(exchange_symbol)
else:
try:
start_date = cached_symbols[exchange_symbol]['start_date']
except KeyError:
start_date = time.strftime('%Y-%m-%d')
try:
end_daily = cached_symbols[exchange_symbol]['end_daily']
except KeyError:
end_daily = 'N/A'
try:
end_minute = cached_symbols[exchange_symbol]['end_minute']
except KeyError:
end_minute = 'N/A'
symbol_map[exchange_symbol] = dict(
symbol=symbol,
start_date=start_date,
end_daily=end_daily,
end_minute=end_minute,
)
if (filename is None):
filename = get_exchange_symbols_filename(self.name)
with open(filename, 'w') as f:
json.dump(symbol_map,
f,
sort_keys=True,
indent=2,
separators=(',', ':'))
def generate_symbols_json(self, filename=None, source_dates=False):
symbol_map = {}
if not source_dates:
fn, r = download_exchange_symbols(self.name)
with open(fn) as data_file:
cached_symbols = json.load(data_file)
response = self._request('symbols', None)
for symbol in response.json():
if (source_dates):
start_date = self.get_symbol_start_date(symbol)
else:
try:
start_date = cached_symbols[symbol]['start_date']
except KeyError:
start_date = time.strftime('%Y-%m-%d')
try:
end_daily = cached_symbols[symbol]['end_daily']
except KeyError:
end_daily = 'N/A'
try:
end_minute = cached_symbols[symbol]['end_minute']
except KeyError:
end_minute = 'N/A'
symbol_map[symbol] = dict(
symbol=symbol[:-3] + '_' + symbol[-3:],
start_date=start_date,
end_daily=end_daily,
end_minute=end_minute,
)
if (filename is None):
filename = get_exchange_symbols_filename(self.name)
with open(filename, 'w') as f:
json.dump(symbol_map,
f,
sort_keys=True,
indent=2,
separators=(',', ':'))
def generate_symbols_json(self, filename=None):
symbol_map = {}
fn, r = download_exchange_symbols(self.name)
with open(fn) as data_file:
cached_symbols = json.load(data_file)
markets = self.api.getmarkets()
for market in markets:
exchange_symbol = market['MarketName']
symbol = '{market}_{base}'.format(
market=self.sanitize_curency_symbol(market['MarketCurrency']),
base=self.sanitize_curency_symbol(market['BaseCurrency']))
try:
end_daily = cached_symbols[exchange_symbol]['end_daily']
except KeyError as e:
end_daily = 'N/A'
try:
end_minute = cached_symbols[exchange_symbol]['end_minute']
except KeyError as e:
end_minute = 'N/A'
symbol_map[exchange_symbol] = dict(
symbol=symbol,
start_date=pd.to_datetime(market['Created'],
utc=True).strftime("%Y-%m-%d"),
end_daily=end_daily,
end_minute=end_minute,
)
if (filename is None):
filename = get_exchange_symbols_filename(self.name)
with open(filename, 'w') as f:
json.dump(symbol_map,
f,
sort_keys=True,
indent=2,
separators=(',', ':'))
