class RedisCacheProxy(object):
def __init__(self, backend="Vedis"):
self._backend = backend
self._conn = None
self.get_connection()
def get_connection(self):
if self._backend == "Vedis":
self._conn = Vedis(":mem:")
def _get_hash(self, key):
if self._backend == "Vedis":
return self._conn.Hash(key)
def _get_list(self, key):
if self._backend == "Vedis":
return self._conn.List(key)
@staticmethod
def _get_timestamp(dt):
return int(time.mktime(dt.timetuple()))
def get_ticker_bar_data(self, func):
@wraps(func)
def wrapper(ticker, timeframe, start, end):
prefix = ticker + "." + timeframe
dct = self._get_hash(prefix + ".index")
si = dct[self._get_timestamp(start)]
ei = dct[self._get_timestamp(end)]
if si and ei:
si = int(si)
ei = int(ei)
df = pd.DataFrame(columns=_BAR_FIELDS)
for field in _BAR_FIELDS:
df[field] = [
self._get_list(prefix + "." + field)[index]
for index in range(si, ei + 1)
]
else:
df = func(ticker, timeframe, start, end)
dt = df["datetime"].apply(lambda x: self._get_timestamp(x))
temp = pd.Series(df.index.astype(str), index=dt.astype(str))
try:
del self._conn[prefix + ".index"]
except KeyError:
pass
dct = self._get_hash(prefix + ".index")
for key, value in temp.iteritems():
dct[key] = value
for field in _BAR_FIELDS:
try:
del self._conn[prefix + "." + field]
except KeyError:
pass
lst = self._get_list(prefix + "." + field)
lst.extend(list(df[field].values))
return df
return wrapper
