def get_log_path(sub_path=None): project_path = PathMgr.get_project_path() if sub_path: log_path = os.path.join(project_path, "logs", sub_path) else: log_path = os.path.join(project_path, "logs") ensure_dir_exists(log_path) return log_path
def __init__(self, raw_data_path = None): self.date = datetime.date.today() self.raw_data_path = raw_data_path or PathMgr.get_raw_data_path() self.daily_path = os.path.join(self.raw_data_path, str(self.date)) self.expiration_date_dir = os.path.join(self.daily_path, 'expiration_date') self.equity_dir = os.path.join(self.daily_path, 'equity_data') self.option_data_dir = os.path.join(self.daily_path, 'option_data') self.vix_data_dir = os.path.join(self.daily_path, 'vix_data') ensure_dir_exists(self.daily_path) ensure_dir_exists(self.expiration_date_dir) ensure_dir_exists(self.equity_dir) ensure_dir_exists(self.option_data_dir) ensure_dir_exists(self.vix_data_dir) self.logger = Logger(__name__, PathMgr.get_log_path())
def save_to_csv(self, trade_date=None): if trade_date is None: trade_date = TradeTime.get_latest_trade_date() start_time = datetime.datetime(trade_date.year, trade_date.month, trade_date.day, 9, 30, 0) end_time = datetime.datetime(trade_date.year, trade_date.month, trade_date.day, 16, 0, 0) query = """select * from equity_realtime where tradeTime >= '{}' and tradeTime <= '{}'""".format(start_time, end_time) rows = self.select(query) if rows is not None and len(rows) > 0: records = map(lambda x: ','.join(map(str, x[1:])), rows) content = '\n'.join(records) raw_daily_path = PathMgr.get_raw_data_path(datetime.date.today().strftime('%Y-%m-%d')) realtime_dir = os.path.join(raw_daily_path, 'realtime') ensure_dir_exists(realtime_dir) file_path = os.path.join(realtime_dir, '%s.csv' % trade_date.strftime('%Y-%m-%d')) write_to_file(file_path, content)
def get_bigcharts_option_dir( sub_path=datetime.date.today().strftime('%Y-%m-%d')): raw_date_dir = PathMgr.get_raw_data_path(sub_path) bigcharts_option_dir = os.path.join(raw_date_dir, 'bigcharts_option') ensure_dir_exists(bigcharts_option_dir) return bigcharts_option_dir
def get_yahoo_option_path(symbol, date_value): symbol_path = os.path.join(PathMgr.get_yahoo_option_dir(), symbol) ensure_dir_exists(symbol_path) return os.path.join(symbol_path, date_value + '.html')
def get_yahoo_option_dir( sub_path=datetime.date.today().strftime('%Y-%m-%d')): raw_date_dir = PathMgr.get_raw_data_path(sub_path) yahoo_option_dir = os.path.join(raw_date_dir, 'yahoo_option') ensure_dir_exists(yahoo_option_dir) return yahoo_option_dir