def testFundamental(self):
dam = SqlDAM(echo = False)
dam.setDb('sqlite:////tmp/sqldam.sqlite')
dam.setSymbol("test")
keyTimeValueDict = {'Total Debt': {'As of 2011-12-31': 2089.6500000000001, 'As of 2012-03-31': 2085.0, 'As of 2010-12-31': 1794.23, 'As of 2009-12-31': 0.0, 'As of 2008-12-31': 1000.0, 'As of 2011-09-30': 2543.9899999999998, 'As of 2011-06-30': 2545.6999999999998, 'As of 2011-03-31': 1794.48}, 'Effect of Special Items on Income Taxes': {'12 months ending 2010-12-31': None, '3 months ending 2011-09-30': None, '12 months ending 2008-12-31': None, '3 months ending 2012-03-31': None, '3 months ending 2011-12-31': None, '12 months ending 2011-12-31': None, '12 months ending 2009-12-31': None, '3 months ending 2011-03-31': None, '3 months ending 2011-06-30': None}}
dam.writeFundamental(keyTimeValueDict)
dam.commit()
ret = dam.readFundamental()
self.assertEqual(keyTimeValueDict, ret)
def loadCsvToSqlDam(path):
"""
convert csv format data to database
"""
print path
dam = SqlDAM()
dam.setup({'db': "sqlite:///../../data/ftest.sqlite"})
dam.setSymbol('EURUSD')
with open(path, "rb") as csvfile:
_csvReader = csv.reader(csvfile)
quotes = []
for row in _csvReader:
newrow = []
for col in row:
newrow.append(col)
newrow[0] = time.strftime('%Y%m%d', time.strptime(newrow[0], '%Y.%m.%d'))
quote = Quote(newrow[0], newrow[2], newrow[3], newrow[4], newrow[5], newrow[6], newrow[5])
quotes.append(quote)
dam.writeQuotes(quotes)
dam.commit()
def createDAM(damType, settings=None):
''' create DAM '''
if 'yahoo' == damType:
from ultrafinance.dam.yahooDAM import YahooDAM
dam = YahooDAM()
elif 'google' == damType:
from ultrafinance.dam.googleDAM import GoogleDAM
dam = GoogleDAM()
elif 'excel' == damType:
from ultrafinance.dam.excelDAM import ExcelDAM
dam = ExcelDAM()
elif 'hbase' == damType:
from ultrafinance.dam.hbaseDAM import HBaseDAM
dam = HBaseDAM()
elif 'sql' == damType:
from ultrafinance.dam.sqlDAM import SqlDAM
dam = SqlDAM()
else:
raise UfException(Errors.INVALID_DAM_TYPE,
"DAM type is invalid %s" % damType)
dam.setup(settings)
return dam
def get(self):
"""
get quotes
"""
dam = SqlDAM()
print os.path.dirname(__file__)
flags={}
sqlsave = SqlSaver()
sqlsave.setup({'db': 'sqlite:///../zhihui/data/output.sqlite'}, "['EURUSD']_sma")
result = sqlsave.getStates(20000101,20131231)
for row in result:
if row.updateOrders != []:
order = row.updateOrders[0]
flags[row.time] = order.action
dam.setup({'db': 'sqlite:///../zhihui/data/ftest.sqlite'})
dam.setSymbol('EURUSD')
_quotes = dam.readQuotes(20000101, 20131231)
quotes = [quote.toDict() for quote in _quotes]
self.write(json.dumps(quotes))
def testFundamental(self):
dam = SqlDAM(echo=False)
dam.setup({"db": 'sqlite:////tmp/sqldam.sqlite'})
dam.setSymbol("test")
keyTimeValueDict = {
'Total Debt': {
'As of 2011-12-31': 2089.6500000000001,
'As of 2012-03-31': 2085.0,
'As of 2010-12-31': 1794.23,
'As of 2009-12-31': 0.0,
'As of 2008-12-31': 1000.0,
'As of 2011-09-30': 2543.9899999999998,
'As of 2011-06-30': 2545.6999999999998,
'As of 2011-03-31': 1794.48
},
'Effect of Special Items on Income Taxes': {
'12 months ending 2010-12-31': None,
'3 months ending 2011-09-30': None,
'12 months ending 2008-12-31': None,
'3 months ending 2012-03-31': None,
'3 months ending 2011-12-31': None,
'12 months ending 2011-12-31': None,
'12 months ending 2009-12-31': None,
'3 months ending 2011-03-31': None,
'3 months ending 2011-06-30': None
}
}
dam.writeFundamental(keyTimeValueDict)
dam.commit()
ret = dam.readFundamental()
print(ret)
self.assertEqual(keyTimeValueDict, ret)
def testSqlDam(self):
dam = SqlDAM(echo=False)
dam.setup({"db": 'sqlite:////tmp/sqldam.sqlite'})
dam.setSymbol("test")
quotes = [
Quote(*[
'1320676200', '32.59', '32.59', '32.58', '32.58', '65213', None
]),
Quote(*[
'1320676201', '32.60', '32.60', '32.59', '32.59', '65214', None
])
]
ticks = [
Tick(*['1320676200', '32.59', '32.59', '32.58', '32.58', '65213']),
Tick(*['1320676201', '32.60', '32.60', '32.59', '32.59', '65214'])
]
dam.writeQuotes(quotes)
dam.writeTicks(ticks)
dam.commit()
print([
str(quotes) for symbol, quotes in dam.readBatchTupleQuotes(
["test"], 0, None).items()
])
print([str(quote) for quote in dam.readQuotes(0, None)])
print([str(tick) for tick in dam.readTicks(0, "1320676201")])
print([str(tick) for tick in dam.readTicks(0, "1320676202")])
def getSourceData():
dam = SqlDAM()
dam.setup({'db': 'sqlite:///../../../zhihui/data/ftest.sqlite'})
dam.setSymbol('EURUSD')
_quotes = dam.readQuotes(20000101, 20131231)
return _quotes
def testSqlDam(self):
dam = SqlDAM(echo = False)
dam.setDb('sqlite:////tmp/sqldam.sqlite')
dam.setSymbol("test")
quotes = [Quote(*['1320676200', '32.59', '32.59', '32.58', '32.58', '65213', None]),
Quote(*['1320676201', '32.60', '32.60', '32.59', '32.59', '65214', None])]
ticks = [Tick(*['1320676200', '32.59', '32.59', '32.58', '32.58', '65213']),
Tick(*['1320676201', '32.60', '32.60', '32.59', '32.59', '65214'])]
dam.writeQuotes(quotes)
dam.writeTicks(ticks)
dam.commit()
print([str(quote) for quote in dam.readQuotes(0, None) ])
print([str(tick) for tick in dam.readTicks(0, "1320676201")])
print([str(tick) for tick in dam.readTicks(0, "1320676202")])
def loadMt4CsvToSqlDam(path):
"""
convert mt4 csv format data to database
mt4 csv format:
<TICKER>,<DTYYYYMMDD>,<TIME>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL>
EURUSD,20010102,230100,0.9507,0.9507,0.9507,0.9507,4
EURUSD,20010102,230200,0.9506,0.9506,0.9505,0.9505,4
EURUSD,20010102,230300,0.9505,0.9507,0.9505,0.9506,4
"""
print path
dam = SqlDAM()
dam.setup({'db': "sqlite:///../../data/ftest.sqlite"})
dam.setSymbol('EURUSD')
skipfirst = True
with open(path, "rb") as csvfile:
_csvReader = csv.reader(csvfile)
count = 0
total_count = 0;
for row in _csvReader:
if(skipfirst):
skipfirst = False
continue
newrow = []
for col in row:
newrow.append(col)
# newrow[0] = time.strftime('%Y%m%d', time.strptime(newrow[0], '%Y.%m.%d'))
quotes = []
quote = Quote(newrow[1]+newrow[2], newrow[3], newrow[4], newrow[5], newrow[6], newrow[7], newrow[6])
quotes.append(quote)
dam.writeQuotes(quotes)
count += 1
if(count >= 5000):
total_count += count
count = 0
dam.commit()
print 'dam committed: '+total_count
dam.commit()
# dam.writeQuotes(quotes)
# dam.commit()
# if __name__ == "__main__":
# loadCsvToSqlDam("../../data/eurusd.csv")
def testSqlDam(self):
dam = SqlDAM(echo = False)
dam.setDb('sqlite:////tmp/sqldam.sqlite')
dam.setSymbol("test")
quotes = [Quote(*['1320676200', '32.59', '32.59', '32.58', '32.58', '65213', None]),
Quote(*['1320676201', '32.60', '32.60', '32.59', '32.59', '65214', None])]
ticks = [Tick(*['1320676200', '32.59', '32.59', '32.58', '32.58', '65213']),
Tick(*['1320676201', '32.60', '32.60', '32.59', '32.59', '65214'])]
dam.writeQuotes(quotes)
dam.writeTicks(ticks)
dam.commit()