def spawn(dllroot,outdir,intrvl,val_type,*symbols):
if val_type not in ['OHLCV','OHLC','CV','C']:
raise ValueError("invalid val_type (OHLCV,OHLC,CV or C)")
exec( "from tosdb.intervalize import " + CLS_BASE + val_type + " as _Goti",
globals() )
tosdb.init( root=dllroot )
# create block
blk = tosdb.TOSDB_DataBlock( BLOCK_SIZE, date_time=True)
blk.add_items( *(symbols) )
blk.add_topics( 'last' )
if 'V' in val_type:
blk.add_topics( 'volume' )
# generate filename
dprfx = _strftime("%Y%m%d", _localtime())
isec = int(intrvl * 60)
iobjs = list()
for s in symbols:
#
# create GetOnTimeInterval object for each symbol
#
p = _path(outdir) + '/' + dprfx + '_' + \
s.replace('/','-S-').replace('$','-D-').replace('.','-P-') + \
'_' + val_type + '_' + str(intrvl) + 'min.tosdb'
iobj = _Goti.send_to_file( blk, s, p, getattr(_TI,_TI.val_dict[ isec ]),
isec/10)
print( repr(iobj) )
iobjs.append( iobj )
return iobjs
def __call__(self, pipe):
print('starting plotter...')
tosdb.init(
dllpath=
"C:/TOSDataBridge-master/bin/Release/Win32/tos-databridge-0.9-x86.dll"
)
b1 = tosdb.TOSDB_DataBlock(50, False)
b1.add_topics('Volume')
b1.add_topics('Last')
b1.add_topics('LAST_SIZE')
b1.add_items('SPY')
self.b1 = b1
for item in b1.items():
self.volumeData2[item] = [[], [], []]
self.priceData[item] = [[], [], []]
self.colors[item] = [[], [], []]
self.pipe = pipe
self.fig, self.ax = plt.subplots(1, sharex=False)
self.fig.set_size_inches((4, 2.5))
self.fig.tight_layout()
self.fig.subplots_adjust(top=.95)
timer = self.fig.canvas.new_timer(interval=refreshInterval * 1000)
timer.add_callback(self.call_back)
timer.start()
#self.socketIO = sio('localhost', 5001, wait_for_connection=False)
print('...done')
plt.show()
def __call__(self, pipe):
tosdb.init(
dllpath=
"C:/TOSDataBridge-master/bin/Release/Win32/tos-databridge-0.9-x86.dll"
)
b1 = tosdb.TOSDB_DataBlock(50, True)
b1.add_topics('CUSTOM19')
b1.add_topics('Last')
b1.add_topics('ASK')
b1.add_topics('BID')
b1.add_items('SPY')
self.b1 = b1
for item in b1.items():
self.priceData[item] = [[], [], []]
self.pipe = pipe
self.fig, self.ax = plt.subplots(1, 1, sharex=False)
self.fig.set_size_inches((1, 1))
self.fig.tight_layout()
timer = self.fig.canvas.new_timer(interval=refreshInterval)
timer.add_callback(self.call_back)
timer.start()
plt.show()
def test_marker_func(fname, *args):
block = tosdb.TOSDB_DataBlock(N,True)
block.add_items(*ITEMS)
block.add_topics(*TOPICS)
topics = list(TOPICS)
_shuffle(topics)
for topic in topics:
item = _choice(ITEMS)
date_time = _choice([True,False])
passes = _randint(3,10)
wait = int(MAX_SEC_PER_TEST/passes)
print("+ TEST", fname, str((item,topic,date_time,passes,wait)))
test(fname, block, (item, topic, date_time) + args, passes, wait)
block.close()
def test(n, pause):
is_conn = tosdb.connected()
if not is_conn:
print("*** COULD NOT CONNECT... exiting ***\n")
exit(1)
print("-- CREATE BLOCK --\n")
b1 = tosdb.TOSDB_DataBlock(BSIZE, True, BTIMEOUT)
for _ in range(n):
nt = _randint(1, MAX_ADD)
ni = _randint(1, MAX_ADD)
topics = choice_without_replace(T_TOPICS, nt)
items = choice_without_replace(T_ITEMS, ni)
print('ADD ITEMS: ', str(items))
b1.add_items(*items)
print('ADD TOPICS: ', str(topics))
b1.add_topics(*topics)
_sleep(pause)
print()
print(b1)
_sleep(pause)
items = b1.items()
ni = len(items)
if ni > 1:
ni = _randint(1, ni - 1)
items = choice_without_replace(items, ni)
print('REMOVE ITEMS: ', str(items))
b1.remove_items(*items)
topics = b1.topics()
nt = len(topics)
if nt > 1:
nt = _randint(1, nt - 1)
topics = choice_without_replace(topics, nt)
print('REMOVE TOPICS: ', str(topics))
b1.remove_topics(*topics)
_sleep(pause)
print()
print(b1)
_sleep(pause)
def __init__(self, ticker, test):
self.ticker = ticker
self.block = tosdb.TOSDB_DataBlock(100000, True)
self.ohlcblock = ohlc.tosdb.TOSDB_ThreadSafeDataBlock(100000)
self.block.add_items(ticker)
self.block.add_topics(
"OPEN",
"HIGH",
"LOW",
"bid",
"ask",
"volume",
"LAST",
"LASTX",
"BIDX",
"ASKX",
"LAST_SIZE",
"CUSTOM5",
"CUSTOM9",
)
help='test virtual interface via "address port [timeout]"')
parser.add_argument('--root',
help='root directory to search for the library')
parser.add_argument('--path', help='the exact path of the library')
parser.add_argument('--auth', help='password to use for authentication')
args = parser.parse_args()
if init():
test_admin()
if args.virtual:
print()
print("-- CREATE (VIRTUAL) BLOCK --")
b1 = tosdb.VTOSDB_DataBlock(vaddr, args.auth, bsize, True, 2000)
test_block(b1)
print()
print("-- CREATE (VIRTUAL, THREAD SAFE) BLOCK --")
b2 = tosdb.VTOSDB_ThreadSafeDataBlock(vaddr, args.auth, bsize,
True, 2000)
test_block(b2)
else:
print()
print("-- CREATE BLOCK --")
b1 = tosdb.TOSDB_DataBlock(bsize, True, 2000)
test_block(b1)
print()
print("-- CREATE (THREAD SAFE) BLOCK --")
b2 = tosdb.TOSDB_ThreadSafeDataBlock(bsize, True, 2000)
test_block(b2)
else:
exit(1)
import tosdb
import time
import csv
import numpy as np
import pandas as pd
from datetime import datetime
from tosdb.intervalize import ohlc
from timeit import default_timer
tosdb.init(
dllpath=r"C:\TOSDataBridge\bin\Release\x64\tos-databridge-0.9-x64.dll")
block = tosdb.TOSDB_DataBlock(100000, True)
ohlcblock = ohlc.tosdb.TOSDB_ThreadSafeDataBlock(100000)
block.add_items("/MES:XCME", "/MYM:XCBT")
block.add_topics(
"OPEN",
"HIGH",
"LOW",
"bid",
"ask",
"volume",
"LAST",
"LASTX",
"BIDX",
"ASKX",
"LAST_SIZE",
"CUSTOM5",
"CUSTOM9",
)
time.sleep(2)
def test():
global bsize
_ladj = lambda s: s.ljust(20)
print(_ladj("CONNECTED:"), tosdb.connected())
blim = tosdb.get_block_limit()
print(_ladj("GET BLOCK LIMIT:"), blim)
print(_ladj("HALVE BLOCK LIMIT:"))
tosdb.set_block_limit(int(blim / 2))
print(_ladj("GET BLOCK LIMIT:"), tosdb.get_block_limit())
print("\n", _ladj("TOPIC BITS/STRINGS:"))
for t in T_TOPICS:
print(_ladj(t),
str(tosdb.type_bits(t)).ljust(4), _ladj(tosdb.type_string(t)))
print("\nCREATE BLOCK:")
b1 = tosdb.TOSDB_DataBlock(bsize, True, 2000)
for i, v in b1.info().items():
print(_ladj(i), v)
bsize = b1.get_block_size()
print("\n", _ladj("GET BLOCK SIZE"), bsize)
bsize *= 2
print(_ladj("DOUBLE BLOCK SIZE"))
b1.set_block_size(bsize)
print(_ladj("GET BLOCK SIZE"), b1.get_block_size())
print('\n', _ladj("ADD ITEMS & TOPICS:"))
b1.add_items(*T_ITEMS)
b1.add_topics(*T_TOPICS)
print(_ladj("ITEMS:"), b1.items())
print(_ladj("TOPICS:"), b1.topics())
if sorted(b1.items()) != sorted(T_ITEMS):
print("--- ITEMS DON'T MATCH ---", file=_stderr)
if sorted(b1.topics()) != sorted(T_TOPICS):
print("--- TOPICS DON'T MATCH ---", file=_stderr)
rt = T_TOPICS.pop()
print(_ladj(("REMOVE TOPIC " + rt)))
b1.remove_topics(rt)
if sorted(b1.topics()) != sorted(T_TOPICS):
print("--- TOPICS DON'T MATCH ---", file=_stderr)
else:
print(_ladj("TOPICS:"), b1.topics())
ri = T_ITEMS.pop()
print(_ladj(("REMOVE ITEM " + ri)))
b1.remove_items(ri)
if sorted(b1.items()) != sorted(T_ITEMS):
print("--- ITEMS DON'T MATCH ---", file=_stderr)
else:
print(_ladj("ITEMS:"), b1.items())
print("\nSLEEP FOR 5 SECONDS TO GET SOME DATA")
_sleep(5)
print("\nGET (RANDOM):")
for i in range(0, 10, 2):
ii = _rchoice(T_ITEMS)
tt = _rchoice(T_TOPICS)
dd = _rchoice([1, 0])
print(_ladj(ii), _ladj(tt), _ladj(str(dd)), end=' ')
try:
v = b1.get(ii, tt, dd, i)
print(str(v))
except tosdb._common.TOSDB_DataError:
print("no data yet")
ii = _rchoice(T_ITEMS)
tt = "LAST"
print("\nSTREAM SNAPSHOT:", ii, tt, 'date_time=True', 'end=3')
vdt = b1.stream_snapshot(ii, tt, True, 3)
for k in vdt:
print(str(k[1]), str(k[0]))
print("\nSTREAM SNAPSHOT:", ii, tt, 'date_time=False', 'end=10')
vdt = b1.stream_snapshot(ii, tt, False, 10)
print(str(vdt))
print("\nSTREAM SNAPSHOT FROM MARKER:", ii, tt, 'date_time=True',
'beg = 0')
for i in range(3):
print(str(i + 1), "(sleep 2 second(s))")
_sleep(2)
ssfm = b1.stream_snapshot_from_marker(ii, tt, True, 0)
if (ssfm):
for k in ssfm:
print(str(k[1]), str(k[0]))
print("\nITEM FRAME:", tt, 'date_time=False')
print(b1.item_frame(tt))
print("\nTOPIC FRAME:", ii, 'date_time=False')
print(b1.topic_frame(ii))
print("\nTOTAL FRAME:", ii, 'date_time=False')
print(b1.total_frame())
print()
