def retrieve_daily_chart(self, bot, update):
self.par.logger.info("price command is accepted")
self.send_message("price command is accepted")
eb.pythoncom.CoInitialize()
if eb.XASessionEventHandler.login_state == 0:
eb.login(self.par.logger)
if len(eb.XAQueryEventHandlerT8436.item_cd_list) <= 0:
eb.retrieve_item_mst(self.par.logger, self.par.bind)
param = update.message.text
if " " in param:
eb.retrieve_daily_chart(self.par.logger, self.par.bind, self.par.db_session, param.split(" ")[2], param.split(" ")[1])
self.send_message("loaded price from " + param.split(" ")[1] + " to " + param.split(" ")[2])
def retrieve_market_index_tr_amt(self, bot, update):
self.par.logger.info("indexamt command is accepted")
self.send_message("indexamt command is accepted")
eb.pythoncom.CoInitialize()
if eb.XASessionEventHandler.login_state == 0:
eb.login(self.par.logger)
if len(eb.XAQueryEventHandlerT8436.item_cd_list) <= 0:
eb.retrieve_item_mst(self.par.logger, self.par.bind)
param = update.message.text
if " " in param:
eb.retrieve_market_index_tr_amt(self.par.logger, self.par.bind, param.split(" ")[2], param.split(" ")[1])
self.send_message("loaded market tr amount from " + param.split(" ")[1] + " to " + param.split(" ")[2])
def etl_run(self, edate):
eb.login(self.logger)
eb.retrieve_item_mst(self.logger, self.bind)
#edate = self.today
row_cnt = "1"
d = datetime.today() - timedelta(days=10)
sdate = d.strftime("%Y%m%d")
eb.retrieve_daily_chart(self.logger, self.bind, self.db_session, edate,
edate)
eb.retrieve_investor_volume(self.logger, self.bind, edate, edate)
eb.retrieve_market_index_tr_amt(self.logger, self.bind, edate, edate)
eb.retrieve_abroad_index(self.logger, self.bind, edate, row_cnt)
eb.retrieve_short_selling(self.logger, self.bind, self.engine, edate,
edate)
eb.retrieve_market_liquidity(self.logger, self.bind, edate, sdate,
row_cnt)
self.shut_down()