def setUp(self):
self.application = ImiguApplication(helper.datadir, SH())
self.application.dbm._mtime = 1291167000
self.open_time = 1291167000
self.close_time = 1291186800
key = helper.sample_key()
sample = helper.sample()
sample[key]['timestamp'] = 1291167000
self.application.dbm.reportstore.update(sample)
def main():
tornado.options.parse_command_line()
app = ImiguApplication(options.datadir, SH())
server = Server(app, auth_password=config.AUTH_PASSWORD)
server.listen(options.port)
io_loop = tornado.ioloop.IOLoop.instance()
check_time = 1 * 1000 # every second
scheduler = ioloop.PeriodicCallback(app.periodic_job,
check_time,
io_loop=io_loop)
def shutdown(signum, frame):
print 'Signal handler called with signal', signum
io_loop.stop()
scheduler.stop()
server.log_stats()
logging.info("==> Exiting datafeed.")
signal.signal(signal.SIGTERM, shutdown)
signal.signal(signal.SIGINT, shutdown)
scheduler.start()
io_loop.start()
def setUp(self):
self.application = ImiguApplication(helper.datadir, SH())
self.application.dbm._mtime = 1291167000
self.open_time = 1291167000
self.close_time = 1291186800
key = helper.sample_key()
sample = helper.sample()
sample[key]['timestamp'] = 1291167000
self.application.dbm.reportstore.update(sample)
class ImiguApplicationTest(unittest.TestCase):
def setUp(self):
self.application = ImiguApplication(helper.datadir, SH())
self.application.dbm._mtime = 1291167000
self.open_time = 1291167000
self.close_time = 1291186800
key = helper.sample_key()
sample = helper.sample()
sample[key]['timestamp'] = 1291167000
self.application.dbm.reportstore.update(sample)
@patch.object(time, 'time')
def test_archive_day_09_29(self, mock_time):
mock_time.return_value = self.open_time - 1 # not open
today = datetime.datetime.today()
ret = self.application.scheduled_archive_day(today)
self.assertFalse(ret)
@patch.object(time, 'time')
def test_archive_day_15_05_no_data(self, mock_time):
mock_time.return_value = self.close_time + 300
self.application.dbm._mtime = self.close_time - 86400
today = datetime.datetime.today()
ret = self.application.scheduled_archive_day(today)
self.assertFalse(ret)
@patch.object(time, 'time')
def test_archive_day_15_05_01(self, mock_time):
mock_time.return_value = self.close_time + 181 # closed more than 3 minutes
self.application.dbm._mtime = self.close_time + 180 + 1
today = datetime.datetime.today()
ret = self.application.scheduled_archive_day(today)
self.assertTrue(ret)
@patch.object(time, 'time')
def test_archive_day_15_05_01_archived_before(self, mock_time):
mock_time.return_value = self.close_time + 181 # closed more than 3 minutes
self.application.archive_day_time = self.close_time + 180
today = datetime.datetime.today()
ret = self.application.scheduled_archive_day(today)
self.assertFalse(ret)
@patch.object(time, 'time')
def test_archive_minute_09_29(self, mock_time):
mock_time.return_value = self.open_time - 1 # before open
today = datetime.datetime.today()
ret = self.application.scheduled_archive_minute(today)
self.assertFalse(ret)
@patch.object(time, 'time')
def test_archive_minute_09_30(self, mock_time):
mock_time.return_value = self.open_time
today = datetime.datetime.today()
ret = self.application.scheduled_archive_minute(today)
self.assertTrue(ret)
@patch.object(time, 'time')
def test_archive_minute_14_30(self, mock_time):
mock_time.return_value = self.close_time - 1800 # in session
today = datetime.datetime.today()
ret = self.application.scheduled_archive_minute(today)
self.assertTrue(ret)
@patch.object(time, 'time')
def test_archive_minute_14_30_05_if_not_archived(self, mock_time):
mock_time.return_value = self.close_time - 1795 # in session
self.application.archive_minute_time = self.close_time - 1860
today = datetime.datetime.today()
ret = self.application.scheduled_archive_minute(today)
self.assertTrue(ret)
@patch.object(time, 'time')
def test_archive_minute_14_30_05_if_archived(self, mock_time):
mock_time.return_value = self.close_time - 1795 # in session
self.application.archive_minute_time = self.close_time - 1800
today = datetime.datetime.today()
ret = self.application.scheduled_archive_minute(today)
self.assertFalse(ret)
@patch.object(time, 'time')
def test_archive_minute_15_00(self, mock_time):
mock_time.return_value = self.close_time
today = datetime.datetime.today()
ret = self.application.scheduled_archive_minute(today)
self.assertTrue(ret)
@patch.object(time, 'time')
def test_archive_minute_15_03(self, mock_time):
mock_time.return_value = self.close_time + 180
today = datetime.datetime.today()
ret = self.application.scheduled_archive_minute(today)
self.assertTrue(ret)
@patch.object(time, 'time')
def test_archive_minute_15_05_01(self, mock_time):
mock_time.return_value = self.close_time + 300 + 1 # closed
today = datetime.datetime.today()
ret = self.application.scheduled_archive_minute(today)
self.assertFalse(ret)
@patch.object(time, 'time')
def test_crontab_08_00_00(self, mock_time):
mock_time.return_value = self.open_time - 3600 - 1800
today = datetime.datetime.fromtimestamp(time.time())
ret = self.application.scheduled_crontab_daily(today)
self.assertTrue(ret)
@patch.object(time, 'time')
def test_crontab_08_00_01_if_not_running(self, mock_time):
mock_time.return_value = self.open_time - 3600 - 1799
self.application.crontab_time = self.open_time - 86400 - 7200
today = datetime.datetime.fromtimestamp(time.time())
ret = self.application.scheduled_crontab_daily(today)
self.assertTrue(ret)
@patch.object(time, 'time')
def test_crontab_09_30(self, mock_time):
mock_time.return_value = self.open_time
today = datetime.datetime.fromtimestamp(time.time())
ret = self.application.scheduled_crontab_daily(today)
self.assertFalse(ret)
def test_archive_day(self):
r = {
'amount': 84596203520.0,
'close': 2856.9899999999998,
'high': 2880.5599999999999,
'low': 2851.9499999999998,
'name': u'\u4e0a\u8bc1\u6307\u6570',
'open': 2868.73,
'preclose': 2875.8600000000001,
'price': 2856.9899999999998,
'symbol': 'SH000001',
'volume': 75147848.0
}
day = datetime.datetime.today()
ts = time.mktime((day.year, day.month, day.day,
15, 0, 0, 0, 0, 0))
day_ts = time.mktime((day.year, day.month, day.day,
0, 0, 0, 0, 0, 0))
r['timestamp'] = ts
r['time'] = str(datetime.datetime.fromtimestamp(ts))
data = {'SH000001': r}
import zlib
import marshal
data = zlib.compress(marshal.dumps(data))
request = Request(None, 'put_reports', data)
self.application(request)
request = Request(None, 'archive_day')
self.application(request)
y = self.application.dbm.daystore.get('SH000001', 1)
self.assertEqual(y[0]['time'], day_ts)
self.assertTrue((y[0]['open'] - 2868.73) < 0.1 ** 6)
@patch.object(ImiguHandler, 'get_snapshot_index')
def test_fix_report_when_archive(self, mock_index):
# set to after hours: 15:30 implicates error data
# some datafeed still sending data even market was closed.
day = datetime.datetime.today()
ts = time.mktime((day.year, day.month, day.day,
15, 30, 0, 0, 0, 0))
mock_index.return_value = (ts, 360)
r = {
'amount': 84596203520.0,
'close': 2856.9899999999998,
'high': 2880.5599999999999,
'low': 2851.9499999999998,
'name': u'\u4e0a\u8bc1\u6307\u6570',
'open': 2868.73,
'preclose': 2875.8600000000001,
'price': 2856.9899999999998,
'symbol': 'SH000001',
'time': '2010-12-08 14:02:57',
'timestamp': 1291788177,
'volume': 75147848.0
}
r['timestamp'] = ts
r['time'] = str(datetime.datetime.fromtimestamp(ts))
data = {'SH000001': r}
import zlib
import marshal
data = zlib.compress(marshal.dumps(data))
request = Request(None, 'put_reports', data)
self.application(request)
close_time = time.mktime((day.year, day.month, day.day,
15, 0, 0, 0, 0, 0))
request = Request(None, 'archive_minute', data)
self.application(request)
r = self.application.dbm.get_report('SH000001')
self.assertEqual(r['timestamp'], close_time)
self.assertEqual(r['open'], 2868.73)
@patch.object(ImiguHandler, 'get_snapshot_index')
def test_archive_minute_at_open_time(self, mock_index):
# set data time to pre-market(centralized competitive pricing)
day = datetime.datetime.today()
t1 = time.mktime((day.year, day.month, day.day,
9, 26, 0, 0, 0, 0))
open_time = time.mktime((day.year, day.month, day.day,
9, 30, 0, 0, 0, 0))
mock_index.return_value = (open_time, 0)
r = {
'amount': 10000.0,
'close': 0.0,
'high': 3000.0,
'low': 3000.0,
'name': u'\u4e0a\u8bc1\u6307\u6570',
'open': 3000.0,
'preclose': 2875.0,
'price': 3000.0,
'symbol': 'SH000001',
'volume': 900000.0
}
r['timestamp'] = t1
r['time'] = str(datetime.datetime.fromtimestamp(t1))
data = {'SH000001': r}
import zlib
import marshal
data = zlib.compress(marshal.dumps(data))
request = Request(None, 'put_reports', data)
self.application(request)
self.assertEqual(self.application.dbm.mtime, t1)
request = Request(None, 'archive_minute')
self.application(request)
y = self.application.dbm.minutestore.get('SH000001')
self.assertEqual(y[0]['time'], open_time)
self.assertEqual(y[0]['price'], 3000.0)
@patch.object(ImiguHandler, 'get_snapshot_index')
def test_archive_minute_raise_at_wrong_index(self, mock_index):
# set data time to pre-market(centralized competitive pricing)
day = datetime.datetime.today()
t1 = time.mktime((day.year, day.month, day.day,
9, 26, 0, 0, 0, 0))
mock_index.return_value = (t1, -4)
request = Request(None, 'archive_minute')
self.assertRaises(SnapshotIndexError,
self.application,
request)
@patch.object(time, 'time')
def test_get_snapshot_index(self, mock_time):
mock_time.return_value = 1309829400
report_time = 1309829160
mintime, index = ImiguHandler.get_snapshot_index(1309829400, report_time)
self.assertEqual(mintime, 1309829400)
self.assertEqual(index, 0)
class ImiguApplicationTest(unittest.TestCase):
def setUp(self):
self.application = ImiguApplication(helper.datadir, SH())
self.application.dbm._mtime = 1291167000
self.open_time = 1291167000
self.close_time = 1291186800
key = helper.sample_key()
sample = helper.sample()
sample[key]['timestamp'] = 1291167000
self.application.dbm.reportstore.update(sample)
@patch.object(time, 'time')
def test_archive_day_09_29(self, mock_time):
mock_time.return_value = self.open_time - 1 # not open
today = datetime.datetime.today()
ret = self.application.scheduled_archive_day(today)
self.assertFalse(ret)
@patch.object(time, 'time')
def test_archive_day_15_05_no_data(self, mock_time):
mock_time.return_value = self.close_time + 300
self.application.dbm._mtime = self.close_time - 86400
today = datetime.datetime.today()
ret = self.application.scheduled_archive_day(today)
self.assertFalse(ret)
@patch.object(time, 'time')
def test_archive_day_15_05_01(self, mock_time):
mock_time.return_value = self.close_time + 181 # closed more than 3 minutes
self.application.dbm._mtime = self.close_time + 180 + 1
today = datetime.datetime.today()
ret = self.application.scheduled_archive_day(today)
self.assertTrue(ret)
@patch.object(time, 'time')
def test_archive_day_15_05_01_archived_before(self, mock_time):
mock_time.return_value = self.close_time + 181 # closed more than 3 minutes
self.application.archive_day_time = self.close_time + 180
today = datetime.datetime.today()
ret = self.application.scheduled_archive_day(today)
self.assertFalse(ret)
@patch.object(time, 'time')
def test_archive_minute_09_29(self, mock_time):
mock_time.return_value = self.open_time - 1 # before open
today = datetime.datetime.today()
ret = self.application.scheduled_archive_minute(today)
self.assertFalse(ret)
@patch.object(time, 'time')
def test_archive_minute_09_30(self, mock_time):
mock_time.return_value = self.open_time
today = datetime.datetime.today()
ret = self.application.scheduled_archive_minute(today)
self.assertTrue(ret)
@patch.object(time, 'time')
def test_archive_minute_14_30(self, mock_time):
mock_time.return_value = self.close_time - 1800 # in session
today = datetime.datetime.today()
ret = self.application.scheduled_archive_minute(today)
self.assertTrue(ret)
@patch.object(time, 'time')
def test_archive_minute_14_30_05_if_not_archived(self, mock_time):
mock_time.return_value = self.close_time - 1795 # in session
self.application.archive_minute_time = self.close_time - 1860
today = datetime.datetime.today()
ret = self.application.scheduled_archive_minute(today)
self.assertTrue(ret)
@patch.object(time, 'time')
def test_archive_minute_14_30_05_if_archived(self, mock_time):
mock_time.return_value = self.close_time - 1795 # in session
self.application.archive_minute_time = self.close_time - 1800
today = datetime.datetime.today()
ret = self.application.scheduled_archive_minute(today)
self.assertFalse(ret)
@patch.object(time, 'time')
def test_archive_minute_15_00(self, mock_time):
mock_time.return_value = self.close_time
today = datetime.datetime.today()
ret = self.application.scheduled_archive_minute(today)
self.assertTrue(ret)
@patch.object(time, 'time')
def test_archive_minute_15_03(self, mock_time):
mock_time.return_value = self.close_time + 180
today = datetime.datetime.today()
ret = self.application.scheduled_archive_minute(today)
self.assertTrue(ret)
@patch.object(time, 'time')
def test_archive_minute_15_05_01(self, mock_time):
mock_time.return_value = self.close_time + 300 + 1 # closed
today = datetime.datetime.today()
ret = self.application.scheduled_archive_minute(today)
self.assertFalse(ret)
@patch.object(time, 'time')
def test_crontab_08_00_00(self, mock_time):
mock_time.return_value = self.open_time - 3600 - 1800
today = datetime.datetime.fromtimestamp(time.time())
ret = self.application.scheduled_crontab_daily(today)
self.assertTrue(ret)
@patch.object(time, 'time')
def test_crontab_08_00_01_if_not_running(self, mock_time):
mock_time.return_value = self.open_time - 3600 - 1799
self.application.crontab_time = self.open_time - 86400 - 7200
today = datetime.datetime.fromtimestamp(time.time())
ret = self.application.scheduled_crontab_daily(today)
self.assertTrue(ret)
@patch.object(time, 'time')
def test_crontab_09_30(self, mock_time):
mock_time.return_value = self.open_time
today = datetime.datetime.fromtimestamp(time.time())
ret = self.application.scheduled_crontab_daily(today)
self.assertFalse(ret)
def test_archive_day(self):
r = {
'amount': 84596203520.0,
'close': 2856.9899999999998,
'high': 2880.5599999999999,
'low': 2851.9499999999998,
'name': u'\u4e0a\u8bc1\u6307\u6570',
'open': 2868.73,
'preclose': 2875.8600000000001,
'price': 2856.9899999999998,
'symbol': 'SH000001',
'volume': 75147848.0
}
day = datetime.datetime.today()
ts = time.mktime((day.year, day.month, day.day, 15, 0, 0, 0, 0, 0))
day_ts = time.mktime((day.year, day.month, day.day, 0, 0, 0, 0, 0, 0))
r['timestamp'] = ts
r['time'] = str(datetime.datetime.fromtimestamp(ts))
data = {'SH000001': r}
import zlib
import marshal
data = zlib.compress(marshal.dumps(data))
request = Request(None, 'put_reports', data)
self.application(request)
request = Request(None, 'archive_day')
self.application(request)
y = self.application.dbm.daystore.get('SH000001', 1)
self.assertEqual(y[0]['time'], day_ts)
self.assertTrue((y[0]['open'] - 2868.73) < 0.1**6)
@patch.object(ImiguHandler, 'get_snapshot_index')
def test_fix_report_when_archive(self, mock_index):
# set to after hours: 15:30 implicates error data
# some datafeed still sending data even market was closed.
day = datetime.datetime.today()
ts = time.mktime((day.year, day.month, day.day, 15, 30, 0, 0, 0, 0))
mock_index.return_value = (ts, 360)
r = {
'amount': 84596203520.0,
'close': 2856.9899999999998,
'high': 2880.5599999999999,
'low': 2851.9499999999998,
'name': u'\u4e0a\u8bc1\u6307\u6570',
'open': 2868.73,
'preclose': 2875.8600000000001,
'price': 2856.9899999999998,
'symbol': 'SH000001',
'time': '2010-12-08 14:02:57',
'timestamp': 1291788177,
'volume': 75147848.0
}
r['timestamp'] = ts
r['time'] = str(datetime.datetime.fromtimestamp(ts))
data = {'SH000001': r}
import zlib
import marshal
data = zlib.compress(marshal.dumps(data))
request = Request(None, 'put_reports', data)
self.application(request)
close_time = time.mktime(
(day.year, day.month, day.day, 15, 0, 0, 0, 0, 0))
request = Request(None, 'archive_minute', data)
self.application(request)
r = self.application.dbm.get_report('SH000001')
self.assertEqual(r['timestamp'], close_time)
self.assertEqual(r['open'], 2868.73)
@patch.object(ImiguHandler, 'get_snapshot_index')
def test_archive_minute_at_open_time(self, mock_index):
# set data time to pre-market(centralized competitive pricing)
day = datetime.datetime.today()
t1 = time.mktime((day.year, day.month, day.day, 9, 26, 0, 0, 0, 0))
open_time = time.mktime(
(day.year, day.month, day.day, 9, 30, 0, 0, 0, 0))
mock_index.return_value = (open_time, 0)
r = {
'amount': 10000.0,
'close': 0.0,
'high': 3000.0,
'low': 3000.0,
'name': u'\u4e0a\u8bc1\u6307\u6570',
'open': 3000.0,
'preclose': 2875.0,
'price': 3000.0,
'symbol': 'SH000001',
'volume': 900000.0
}
r['timestamp'] = t1
r['time'] = str(datetime.datetime.fromtimestamp(t1))
data = {'SH000001': r}
import zlib
import marshal
data = zlib.compress(marshal.dumps(data))
request = Request(None, 'put_reports', data)
self.application(request)
self.assertEqual(self.application.dbm.mtime, t1)
request = Request(None, 'archive_minute')
self.application(request)
y = self.application.dbm.minutestore.get('SH000001')
self.assertEqual(y[0]['time'], open_time)
self.assertEqual(y[0]['price'], 3000.0)
@patch.object(ImiguHandler, 'get_snapshot_index')
def test_archive_minute_raise_at_wrong_index(self, mock_index):
# set data time to pre-market(centralized competitive pricing)
day = datetime.datetime.today()
t1 = time.mktime((day.year, day.month, day.day, 9, 26, 0, 0, 0, 0))
mock_index.return_value = (t1, -4)
request = Request(None, 'archive_minute')
self.assertRaises(SnapshotIndexError, self.application, request)
@patch.object(time, 'time')
def test_get_snapshot_index(self, mock_time):
mock_time.return_value = 1309829400
report_time = 1309829160
mintime, index = ImiguHandler.get_snapshot_index(
1309829400, report_time)
self.assertEqual(mintime, 1309829400)
self.assertEqual(index, 0)
import os
import sys
import time
import tornado
from tornado import ioloop
from tornado.options import define, options
sys.path[0:0] = ['..']
from datafeed.exchange import SH
from datafeed.imiguserver import ImiguApplication
from datafeed.server import Server, Request
tornado.options.parse_command_line()
app = ImiguApplication('/tmp/df', SH())
today = datetime.datetime.today()
timestamp = int(
time.mktime((today.year, today.month, today.day, 15, 0, 0, 0, 0, 0)))
dt = datetime.datetime.fromtimestamp(timestamp)
d = {
'SH000001': {
'amount': 84596203520.0,
'close': 2856.9899999999998,
'high': 2880.5599999999999,
'low': 2851.9499999999998,
'name': u'\u4e0a\u8bc1\u6307\u6570',
'open': 2868.73,
'preclose': 2875.8600000000001,
