class Levels:
def __init__(self):
self._errors = Errors()
def main(self, args):
settings_reader = SettingsReader(self._errors)
settings = settings_reader.read(args)
# print(settings)
csv_parser = CSVParser(self._errors)
input_file_path = settings['input_file']['path']
input_file_format = settings['input_file']['format']
table, columns = csv_parser.csv2table(input_file_path,
input_file_format)
# table_i = TableIterator(self._errors, table, columns)
# while not table_i.EOD:
# rec, rec_cnt = table_i.next_rec()
# print(rec)
fig_name = '0000'
plotter = Plotter(self._errors)
plotter.plot_series(table, columns, settings['plotter'], fig_name)
output_file_path = settings['output_file']['path']
output_file_format = settings['output_file']['format']
csv_parser.table2csv(table, columns, output_file_path,
output_file_format)
if self._errors.error_occured:
self._errors.print_errors()
else:
print('OK\n')
class Join:
def __init__(self):
self._errors = Errors()
def main(self, args):
settings_reader = SettingsReader(self._errors)
settings = settings_reader.read(args)
# print(settings)
csv_parser1 = CSVParser(self._errors)
csv_parser2 = CSVParser(self._errors)
input_folder_path = settings['input_folder']['path']
input_file_format = settings['input_file']['format']
input_file_path1 = input_folder_path + 'join_test1.txt'
input_file_path2 = input_folder_path + 'join_test2.txt'
table1, columns1 = csv_parser1.csv2table(input_file_path1,
input_file_format)
table2, columns2 = csv_parser2.csv2table(input_file_path2,
input_file_format)
t_tools = TableTools(self._errors)
joined_table, joined_columns = t_tools.inner_join(
table1, columns1, table2, columns2)
oi = TableIterator(self._errors, joined_table, joined_columns)
while not oi.EOD:
rec, rec_cnt = oi.next_rec()
# print(rec['<DATE>'].date(), rec['<TIME>'].time(), rec['t1.<VOL>'], rec['t2.<VOL>'])
# print(rec['<DATE>'].date(), rec['<TIME>'].time(), rec['t1.<CLOSE>'], rec['t2.<RATE>'])
start_time = '12:00:00'
stop_time = '00:00:00'
step_time = '00:05:00'
exclude_time = ('18:50:00', '19:05:00')
start_date = '01.12.2018'
stop_date = dt.strftime((dt.today()), '%d.%m.%Y')
step_date = 1
date_period = (start_date, stop_date)
time_period = (start_time, stop_time)
exclude_time_periods = [exclude_time]
t_tools.gen_datetime_table(date_period,
step_date,
time_period,
step_time,
exclude_time_periods=exclude_time_periods)
# output_file_path = settings['output_file']['path']
# output_file_format = settings['output_file']['format']
# csv_parser.table2csv(table, columns, output_file_path, output_file_format)
if self._errors.error_occured:
self._errors.print_errors()
else:
print('OK\n')
class Concatinate:
def __init__(self):
self._errors = Errors()
def main(self, args):
settings_reader = SettingsReader(self._errors)
settings = settings_reader.read(args)
# print(settings)
input_folder_path = settings['input_folder']['path']
output_folder_path = settings['output_folder']['path']
tickers = settings['contracts']['tickers']
header = settings['contracts']['header']
fs = FileSystem(self._errors)
fs.create_folder_branch(output_folder_path)
concatinated_f = Files(self._errors)
curr_f = Files(self._errors)
concatinated_f_names = []
for ticker in tickers:
folder_list = fs.get_folder_list(input_folder_path + ticker)
for folder in folder_list:
timeframe_list = fs.get_folder_list(input_folder_path + ticker + '\\' + folder)
for timeframe in timeframe_list:
concatinated_f_name = ticker + '_' + timeframe + '.txt'
concatinated_f_path = output_folder_path + concatinated_f_name
if concatinated_f_name in concatinated_f_names:
concatinated_f.open_file(concatinated_f_path, 'a')
else:
concatinated_f.open_file(concatinated_f_path, 'w')
concatinated_f.write_line(header)
concatinated_f_names.append(concatinated_f_name)
print(concatinated_f_name)
path = input_folder_path + ticker + '\\' + folder + '\\' + timeframe
file_list = fs.get_folder_list(path)[0:-1]
for f_name in file_list:
curr_f_path = path + '\\' + f_name
curr_f.open_file(curr_f_path, 'r')
while not self._errors.error_occured:
line = curr_f.read_line()
if line != '':
line = line.rstrip('\n')
if line != '' and line != header:
concatinated_f.write_line(line)
else:
break
curr_f.close_file()
concatinated_f.close_file()
if self._errors.error_occured:
self._errors.print_errors()
else:
print('OK\n')
class UsdRate:
def __init__(self):
self._errors = Errors()
def shape_moex_rate(self, r_file_path, input_file_format):
t_tools = TableTools(self._errors)
tools = Tools(self._errors)
start_time = '10:00:00'
stop_time = '00:00:00'
step_time = '00:01:00'
exclude_time = ('18:46:00', '19:01:00')
start_date = '01.12.2018'
stop_date = dt.strftime((dt.today()), '%d.%m.%Y')
step_date = 1
date_period = (start_date, stop_date)
time_period = (start_time, stop_time)
exclude_time_periods = [exclude_time]
dt_table, dt_columns = t_tools.gen_datetime_table(
date_period,
step_date,
time_period,
step_time,
exclude_time_periods=exclude_time_periods)
r_csv_parser = CSVParser(self._errors)
r_table, r_columns = r_csv_parser.csv2table(r_file_path,
input_file_format)
tools.add_columns(['<TM_RATE>'], r_table, r_columns)
ti = TableIterator(self._errors, r_table, r_columns)
while not ti.EOD:
rec, rec_cnt = ti.next_rec()
while not ti.EOD:
f_rec, f_rec_cnt = ti.next_rec()
if f_rec['<DATE>'] > rec['<DATE>'] and f_rec['<TIME>'] == rec[
'<TIME>']:
tools.update_cells(['<TM_RATE>'], [f_rec['<RATE>']],
rec_cnt, r_table)
ti.rec_cnt = rec_cnt
break
joined_table, joined_columns = t_tools.left_join(
dt_table, dt_columns, r_table, r_columns)
ti = TableIterator(self._errors, joined_table, joined_columns)
tools.add_columns(['<YESTERDAY_RATE>', '<TOMORROW_RATE>'],
joined_table, joined_columns)
last_yesterday_rate = None
last_tomorrow_rate = None
rate_time = dt.strptime('18:30:00', '%H:%M:%S')
while not ti.EOD:
rec, rec_cnt = ti.next_rec()
tools.update_cells(['<YESTERDAY_RATE>'], [last_yesterday_rate],
rec_cnt, joined_table)
tools.update_cells(['<TOMORROW_RATE>'], [last_tomorrow_rate],
rec_cnt, joined_table)
if rec['<TIME>'] == rate_time:
if rec['t2.<RATE>']:
last_yesterday_rate = rec['t2.<RATE>']
last_tomorrow_rate = rec['t2.<TM_RATE>']
# ti = TableIterator(self._errors, joined_table, joined_columns)
# while not ti.EOD:
# rec, rec_cnt = ti.next_rec()
# print(rec['<DATE>'], rec['<TIME>'], rec['t2.<RATE>'], rec['<YESTERDAY_RATE>'], rec['<TOMORROW_RATE>'])
return joined_table, joined_columns
def main(self, args):
settings_reader = SettingsReader(self._errors)
settings = settings_reader.read(args)
# print(settings['usd_rate'])
input_folder_path = settings['input_folder']['path']
output_folder_path = settings['output_folder']['path']
input_file_format = settings['input_file']['format']
output_file_format = settings['output_file']['format']
ur_csv_parser = CSVParser(self._errors)
ur_file_path = settings['rate_file']['usd_rate_file_path']
ur_table, ur_columns = self.shape_moex_rate(ur_file_path,
input_file_format)
csv_parser = CSVParser(self._errors)
t_tools = TableTools(self._errors)
tools = Tools(self._errors)
fs = FileSystem(self._errors)
# csv_parser.table2csv(ur_table, ur_columns, output_folder_path + '..\\moex_rates\\rates.txt', output_file_format)
file_list = fs.get_folder_list(input_folder_path)
for ticker in settings['usd_rate']:
usd_rate_mlt = float(settings['usd_rate'][ticker])
for file_name in file_list:
f_ticker = file_name.split('_')[0]
if f_ticker == ticker:
input_file_path = input_folder_path + file_name
table, columns = csv_parser.csv2table(
input_file_path, input_file_format)
joined_table, joined_columns = t_tools.left_join(
table, columns, ur_table, ur_columns)
yd_table = tools.create_table(columns)
tm_table = tools.create_table(columns)
oi = TableIterator(self._errors, joined_table,
joined_columns)
while not oi.EOD:
rec, rec_cnt = oi.next_rec()
tm_table['<TICKER>'].append(rec['t1.<TICKER>'])
tm_table['<PER>'].append(rec['t1.<PER>'])
tm_table['<DATE>'].append(rec['<DATE>'])
tm_table['<TIME>'].append(rec['<TIME>'])
tm_table['<VOL>'].append(rec['t1.<VOL>'])
if rec['t2.<TOMORROW_RATE>']:
mlt = rec['t2.<TOMORROW_RATE>'] * usd_rate_mlt
tm_table['<OPEN>'].append(rec['t1.<OPEN>'] * mlt)
tm_table['<HIGH>'].append(rec['t1.<HIGH>'] * mlt)
tm_table['<LOW>'].append(rec['t1.<LOW>'] * mlt)
tm_table['<CLOSE>'].append(rec['t1.<CLOSE>'] * mlt)
else:
tm_table['<OPEN>'].append(None)
tm_table['<HIGH>'].append(None)
tm_table['<LOW>'].append(None)
tm_table['<CLOSE>'].append(None)
csv_parser.table2csv(
tm_table, columns,
output_folder_path + 'tm_' + file_name,
output_file_format)
oi = TableIterator(self._errors, joined_table,
joined_columns)
while not oi.EOD:
rec, rec_cnt = oi.next_rec()
yd_table['<TICKER>'].append(rec['t1.<TICKER>'])
yd_table['<PER>'].append(rec['t1.<PER>'])
yd_table['<DATE>'].append(rec['<DATE>'])
yd_table['<TIME>'].append(rec['<TIME>'])
yd_table['<VOL>'].append(rec['t1.<VOL>'])
# if rec['t2.<YESTERDAY_RATE>']:
mlt = rec['t2.<YESTERDAY_RATE>'] * usd_rate_mlt
yd_table['<OPEN>'].append(rec['t1.<OPEN>'] * mlt)
yd_table['<HIGH>'].append(rec['t1.<HIGH>'] * mlt)
yd_table['<LOW>'].append(rec['t1.<LOW>'] * mlt)
yd_table['<CLOSE>'].append(rec['t1.<CLOSE>'] * mlt)
# else:
# yd_table['<OPEN>'].append(None)
# yd_table['<HIGH>'].append(None)
# yd_table['<LOW>'].append(None)
# yd_table['<CLOSE>'].append(None)
csv_parser.table2csv(
yd_table, columns,
output_folder_path + 'yd_' + file_name,
output_file_format)
if self._errors.error_occured:
self._errors.print_errors()
else:
print('OK\n')