def update_table(ticker, table, od_today, limitdays):
print "--"
funcname = sys._getframe().f_code.co_name
print ",".join(map(str, ["--", funcname, ticker, table.name]))
od_first, od_last = table.get_timestamp_range()
od_limit = int(od_today - limitdays)
print ",".join(map(str, ["f-l-to-li", od_first, od_last, od_today, od_limit]))
# fill until today
days = int(od_today - od_last) + 2 # explain why +2 here
months = days / 30 + 1
# print ','.join(map(str, ['days', days, 'months', months]));
timespan = None
if table.name == "daily":
timespan = str(months) + "m"
elif table.name == "fivemin":
timespan = str(days) + "d"
elif table.name == "onemin":
timespan = "1d"
if timespan:
# print timespan
columns, data = quotes.get_quote_intraday(ticker, timespan)
table.fill(data)
# clamp up to limits
if od_first < od_limit:
table.clampto(od_limit)
def update_table(ticker, table, od_today, limitdays):
print '--'
funcname = sys._getframe().f_code.co_name
print ','.join(map(str, ['--', funcname, ticker, table.name]))
od_first, od_last = table.get_timestamp_range()
od_limit = int(od_today - limitdays)
print ','.join(map(str,['f-l-to-li',od_first, od_last, od_today, od_limit]))
# fill until today
days = int(od_today - od_last) + 2 # explain why +2 here
months = days / 30 + 1
#print ','.join(map(str, ['days', days, 'months', months]));
timespan = None
if table.name == 'daily':
timespan = str(months)+'m'
elif table.name == 'fivemin':
timespan = str(days)+'d'
elif table.name == 'onemin':
timespan = '1d'
if timespan:
#print timespan
columns, data = quotes.get_quote_intraday(ticker, timespan)
table.fill(data)
# clamp up to limits
if od_first < od_limit:
table.clampto(od_limit)
def init_table(ticker, table, timespan):
print "--"
funcname = sys._getframe().f_code.co_name
print ",".join(["--", funcname, ticker, table.name, timespan])
# timespan = '1y' #'6m' #'1d', '1y'
if table.name != "daily":
columns, data = quotes.get_quote_intraday(ticker, timespan)
table.fill(data)
else:
# data = quotes.get_quote_daily_matplotlib(ticker)
data = quotes.get_quote_daily_pandas(ticker)
#
# data from matplotlib: a numpy record array with fields: date, open, high, low, close, volume, adj_close
# schema = 'Timestamp FLOAT PRIMARY KEY,close FLOAT,high FLOAT,low FLOAT,open FLOAT,volume FLOAT'
# DCHLOV = zip(mdates.date2num(data.date),
# data.close, data.high, data.low, data.open, data.volume)
# print DCHLOV[:5]
# data from pandas: index:pandas.DatetimeIndex,
# columns: "Open", "High", "Low", "Close", "Volume", "Adj Close"
# convert from pandas.DatetimeIndex to numpy.datetime64, to datetime
# http://stackoverflow.com/questions/13703720/converting-between-datetime-timestamp-and-datetime64
DCHLOV = zip(
mdates.date2num(data.index.to_pydatetime()), data.Close, data.High, data.Low, data.Open, data.Volume
)
table.fill(DCHLOV)
print "first and last timestamp of table:"
print table.get_first_ts()
print table.get_last_ts()
def init_table(ticker, table, timespan):
print '--'
funcname = sys._getframe().f_code.co_name
print ','.join(['--', funcname, ticker, table.name, timespan])
#timespan = '1y' #'6m' #'1d', '1y'
if table.name != 'daily':
columns, data = quotes.get_quote_intraday(ticker, timespan)
table.fill(data)
else:
#data = quotes.get_quote_daily_matplotlib(ticker)
data = quotes.get_quote_daily_pandas(ticker)
#
# data from matplotlib: a numpy record array with fields: date, open, high, low, close, volume, adj_close
# schema = 'Timestamp FLOAT PRIMARY KEY,close FLOAT,high FLOAT,low FLOAT,open FLOAT,volume FLOAT'
#DCHLOV = zip(mdates.date2num(data.date),
# data.close, data.high, data.low, data.open, data.volume)
#print DCHLOV[:5]
# data from pandas: index:pandas.DatetimeIndex,
# columns: "Open", "High", "Low", "Close", "Volume", "Adj Close"
# convert from pandas.DatetimeIndex to numpy.datetime64, to datetime
# http://stackoverflow.com/questions/13703720/converting-between-datetime-timestamp-and-datetime64
DCHLOV = zip(mdates.date2num(data.index.to_pydatetime()),
data.Close, data.High, data.Low, data.Open, data.Volume)
table.fill(DCHLOV)
print 'first and last timestamp of table:'
print table.get_first_ts()
print table.get_last_ts()
