def setUp(self):
self.client = Client()
today = datetime.today()
timestamp = int(
time.mktime(
(today.year, today.month, today.day, 10, 30, 0, 0, 0, 0)))
dt = datetime.fromtimestamp(timestamp)
d = {
'SH000001': {
'amount': 84596203520.0,
'close': 2856.9899999999998,
'high': 2880.5599999999999,
'low': 2851.9499999999998,
'name': u'\u4e0a\u8bc1\u6307\u6570',
'open': 2868.73,
'preclose': 2875.8600000000001,
'price': 2856.9899999999998,
'symbol': u'SH000001',
'time': str(dt),
'timestamp': timestamp,
'volume': 75147848.0
}
}
self.client.put_reports(d)
def setUp(self):
self.client = Client()
today = datetime.today()
timestamp = int(time.mktime((today.year, today.month, today.day,
10, 30, 0, 0, 0, 0)))
dt = datetime.fromtimestamp(timestamp)
d = {
'SH000001' : {
'amount': 84596203520.0,
'close': 2856.9899999999998,
'high': 2880.5599999999999,
'low': 2851.9499999999998,
'name': u'\u4e0a\u8bc1\u6307\u6570',
'open': 2868.73,
'preclose': 2875.8600000000001,
'price': 2856.9899999999998,
'symbol': u'SH000001',
'time': str(dt),
'timestamp': timestamp,
'volume': 75147848.0
}
}
self.client.put_reports(d)
def __init__(self, host='localhost', password=None):
self.client = Client(host=host, password=password, socket_timeout=10)
msg_task_bar_restart = win32gui.RegisterWindowMessage("TaskbarCreated")
message_map = {
msg_task_bar_restart: self._on_restart,
win32con.WM_DESTROY: self._on_destroy,
win32con.WM_COMMAND: self._on_command,
self._WM_USER_STOCK_DATA: self._on_data_receive,
win32con.WM_USER + 20: self._on_taskbar_notify
}
# Register the Window class.
wc = win32gui.WNDCLASS()
hinst = wc.hInstance = win32api.GetModuleHandle(None)
wc.lpszClassName = "StockTaskBar"
wc.style = win32con.CS_VREDRAW | win32con.CS_HREDRAW
wc.hCursor = win32api.LoadCursor(0, win32con.IDC_ARROW)
wc.hbrBackground = win32con.COLOR_WINDOW
wc.lpfnWndProc = message_map # could also specify a wndproc.
# Don't blow up if class already registered to make testing easier
try:
classAtom = win32gui.RegisterClass(wc)
except win32gui.error, err_info:
if err_info.winerror != winerror.ERROR_CLASS_ALREADY_EXISTS:
raise
import sys
import numpy as np
ROOT_PATH = os.path.join(os.path.realpath(os.path.dirname(__file__)), '..')
sys.path[0:0] = [ROOT_PATH]
from cStringIO import StringIO
from datafeed.client import Client
from datafeed.datastore import Manager
from datafeed.exchange import *
from datafeed.providers.dzh import *
var_path = os.path.join(ROOT_PATH, 'var')
client = Client()
store = Manager('/tmp/df', SH())
filename = os.path.join(var_path, "dzh/sh/MIN1.DAT")
io = DzhMinute()
for symbol, ohlcs in io.read(filename, 'SH'):
client.put_minute(symbol, ohlcs)
filename = os.path.join(var_path, "dzh/sh/MIN1.DAT")
io = DzhMinute()
for symbol, ohlcs in io.read(filename, 'SH'):
for ohlc in ohlcs:
ohlc['time'] = ohlc['time'] - 8 * 3600
print symbol
#client.put_1minute(symbol, ohlcs)
store.oneminstore.update(symbol, ohlcs)
class ClientTest(unittest.TestCase):
def setUp(self):
self.client = Client()
today = datetime.today()
timestamp = int(time.mktime((today.year, today.month, today.day,
10, 30, 0, 0, 0, 0)))
dt = datetime.fromtimestamp(timestamp)
d = {
'SH000001' : {
'amount': 84596203520.0,
'close': 2856.9899999999998,
'high': 2880.5599999999999,
'low': 2851.9499999999998,
'name': u'\u4e0a\u8bc1\u6307\u6570',
'open': 2868.73,
'preclose': 2875.8600000000001,
'price': 2856.9899999999998,
'symbol': u'SH000001',
'time': str(dt),
'timestamp': timestamp,
'volume': 75147848.0
}
}
self.client.put_reports(d)
def test_connect(self):
self.client.connect()
self.assertTrue(isinstance(self.client._sock, socket._socketobject))
def test_put_reports(self):
path = os.path.dirname(os.path.realpath(__file__))
r = self.client.get_report('SH000001')
f = open(os.path.join(path, 'reports.dump'), 'r')
data = marshal.load(f)
for v in data.itervalues():
if 'amount' not in v:
continue
v['time'] = r['time']
v['timestamp'] = r['timestamp']
ret = self.client.put_reports(data)
self.assertEqual(ret, 'OK')
def test_put_empty_reports(self):
ret = self.client.put_reports({})
self.assertEqual(ret, 'OK')
def test_get_list(self):
stocks = self.client.get_list()
self.assertTrue(isinstance(stocks, dict))
self.assertTrue('SH000001' in stocks)
def test_get_report(self):
quote = self.client.get_report('SH000001')
self.assertTrue(isinstance(quote, dict))
self.assertTrue(isinstance(quote['price'], float))
def test_get_reports(self):
stocks = self.client.get_reports('SH000001', 'KeyError')
self.assertTrue(isinstance(stocks, dict))
self.assertTrue('SH000001' in stocks)
self.assertFalse('KeyError' in stocks)
def test_put_then_get_minute(self):
path = os.path.dirname(os.path.realpath(__file__))
data = numpy.load(os.path.join(path, 'minute.npy'))
symbol = 'SH999999'
today = datetime.today()
for row in data:
day = datetime.fromtimestamp(int(row['time']))
t = time.mktime((today.year, today.month, today.day,
day.hour, day.minute, 0, 0, 0, 0))
row['time'] = int(t)
self.client.put_minute(symbol, data)
ret = self.client.get_minute(symbol, int(time.time()))
self.assertEqual(data['price'].tolist(), ret['price'].tolist())
for sector in _SECTORS:
options = OrderedDict()
for name, value in config.items(sector):
options[name] = value.split(' ')
yield sector, options
self.f.close()
file.close
if __name__ == '__main__':
from cStringIO import StringIO
from datafeed.client import Client
client = Client()
# path = os.path.join(os.path.realpath(os.path.dirname(__file__)),
# '../../var')
# filename = os.path.join(path, "/dzh/sh/DAY.DAT")
# io = DzhDay()
# for symbol, ohlcs in io.read(filename, 'SH') :
# memfile = StringIO()
# np.save(memfile, ohlcs)
# client.put('DayHistory', symbol, memfile.getvalue())
io = DzhDividend()
for data in io.read():
memfile = StringIO()
np.save(memfile, data[1])
class MainWindow(object):
_WM_USER_STOCK_DATA = win32con.WM_USER + 10
def __init__(self, host='localhost', password=None):
self.client = Client(host=host, password=password, socket_timeout=10)
msg_task_bar_restart = win32gui.RegisterWindowMessage("TaskbarCreated")
message_map = {
msg_task_bar_restart: self._on_restart,
win32con.WM_DESTROY: self._on_destroy,
win32con.WM_COMMAND: self._on_command,
self._WM_USER_STOCK_DATA: self._on_data_receive,
win32con.WM_USER + 20: self._on_taskbar_notify
}
# Register the Window class.
wc = win32gui.WNDCLASS()
hinst = wc.hInstance = win32api.GetModuleHandle(None)
wc.lpszClassName = "StockTaskBar"
wc.style = win32con.CS_VREDRAW | win32con.CS_HREDRAW
wc.hCursor = win32api.LoadCursor(0, win32con.IDC_ARROW)
wc.hbrBackground = win32con.COLOR_WINDOW
wc.lpfnWndProc = message_map # could also specify a wndproc.
# Don't blow up if class already registered to make testing easier
try:
classAtom = win32gui.RegisterClass(wc)
except (win32gui.error, err_info):
if err_info.winerror != winerror.ERROR_CLASS_ALREADY_EXISTS:
raise
# Create the Window.
style = win32con.WS_OVERLAPPED | win32con.WS_SYSMENU
self.hwnd = win32gui.CreateWindow(wc.lpszClassName,
"WJF Data Processer", style, 0, 0,
win32con.CW_USEDEFAULT,
win32con.CW_USEDEFAULT, 0, 0, hinst,
None)
win32gui.UpdateWindow(self.hwnd)
self._do_create_icons()
self._do_stock_quote()
self.periodic_wrapper(30)
def Timer(self, timeout):
time.sleep(timeout)
self._on_time()
self.periodic_wrapper(timeout)
def periodic_wrapper(self, timeout):
# Thread needed because win32gui does not expose SetTimer API
thread.start_new_thread(self.Timer, (timeout, ))
def _on_time(self):
d = datetime.today()
if d.hour == 15 and d.minute == 3:
# make sure we are not receiving reporting data after market closed.
log.info("Market closed, exit on %d:%d." % (d.hour, d.minute))
win32gui.PostMessage(self.hwnd, win32con.WM_COMMAND, 1025, 0)
def _do_stock_quote(self):
self.stockdll = windll.LoadLibrary('C:\Windows\System32\Stock.dll')
ret = self.stockdll.Stock_Init(self.hwnd, self._WM_USER_STOCK_DATA,
RCV_WORK_SENDMSG)
if ret != 1:
raise Exception("Stock Init failed.")
def _do_create_icons(self):
# Try and find a custom icon
hinst = win32api.GetModuleHandle(None)
iconPathName = os.path.abspath(
os.path.join(os.path.split(sys.executable)[0], "pyc.ico"))
if not os.path.isfile(iconPathName):
# Look in DLLs dir, a-la py 2.5
iconPathName = os.path.abspath(
os.path.join(
os.path.split(sys.executable)[0], "DLLs", "pyc.ico"))
if not os.path.isfile(iconPathName):
# Look in the source tree.
iconPathName = os.path.abspath(
os.path.join(
os.path.split(sys.executable)[0], "..\\PC\\pyc.ico"))
if os.path.isfile(iconPathName):
icon_flags = win32con.LR_LOADFROMFILE | win32con.LR_DEFAULTSIZE
hicon = win32gui.LoadImage(hinst, iconPathName,
win32con.IMAGE_ICON, 0, 0, icon_flags)
else:
print("Can't find a Python icon file - using default")
hicon = win32gui.LoadIcon(0, win32con.IDI_APPLICATION)
flags = win32gui.NIF_ICON | win32gui.NIF_MESSAGE | win32gui.NIF_TIP
nid = (self.hwnd, 0, flags, win32con.WM_USER + 20, hicon,
"Python Demo")
try:
win32gui.Shell_NotifyIcon(win32gui.NIM_ADD, nid)
except win32gui.error:
# This is common when windows is starting, and this code is hit
# before the taskbar has been created.
print("Failed to add the taskbar icon - is explorer running?")
# but keep running anyway - when explorer starts, we get the
# TaskbarCreated message.
def _on_restart(self, hwnd, msg, wparam, lparam):
self._do_create_icons()
def _on_destroy(self, hwnd, msg, wparam, lparam):
nid = (self.hwnd, 0)
win32gui.Shell_NotifyIcon(win32gui.NIM_DELETE, nid)
win32gui.PostQuitMessage(0) # Terminate the app.
def _on_data_receive(self, hwnd, msg, wparam, lparam):
header = ReceiveData.from_address(lparam)
if wparam == RCV_REPORT:
# Report
records = {}
for i in xrange(header.m_nPacketNum):
r = Report.from_address(header.ptr + sizeof(Report) * i)
if r.is_valid():
records[r.symbol] = r.to_dict()
self.client.put_reports(records)
print("%d report data sended", header.m_nPacketNum)
elif wparam == RCV_FILEDATA:
if header.m_wDataType in (FILE_HISTORY_EX, FILE_5MINUTE_EX,
FILE_1MINUTE_EX):
# Daily history
history_head = HistoryUnion.from_address(header.ptr)
records = []
key = history_head.market() + history_head.symbol()
for i in xrange(header.m_nPacketNum - 1):
# start from ptr + sizeof(History), first one was the header
q = History.from_address(header.ptr + sizeof(History) *
(i + 1))
records.append(q.to_tuple())
rec = np.array(records, dtype=HistoryUnion.DTYPE)
if header.m_wDataType == FILE_HISTORY_EX:
self.client.put_day(key, rec)
elif header.m_wDataType == FILE_5MINUTE_EX:
self.client.put_5minute(key, rec)
elif header.m_wDataType == FILE_1MINUTE_EX:
self.client.put_1minute(key, rec) # no implementation
elif header.m_wDataType == FILE_MINUTE_EX:
# Minute
minute_head = MinuteUnion.from_address(header.ptr)
records = []
key = minute_head.market() + minute_head.symbol()
for i in xrange(header.m_nPacketNum - 1):
# start from ptr + sizeof(Minute), first one was the header
q = Minute.from_address(header.ptr + sizeof(Minute) *
(i + 1))
records.append(q.to_tuple())
rec = np.array(records, dtype=MinuteUnion.DTYPE)
self.client.put_minute(key, rec)
elif header.m_wDataType == FILE_POWER_EX:
log.error("power ex")
elif header.m_wDataType == FILE_BASE_EX:
log.error("base ex")
elif header.m_wDataType == FILE_NEWS_EX:
log.error("news ex")
elif header.m_wDataType == FILE_HTML_EX:
log.error("html ex")
elif header.m_wDataType == FILE_SOFTWARE_EX:
log.error("software ex")
else:
log.error("Unknown file data.")
else:
log.error("Unknown data type.")
return 1
def _on_taskbar_notify(self, hwnd, msg, wparam, lparam):
if lparam == win32con.WM_LBUTTONUP or lparam == win32con.WM_RBUTTONUP:
log.error("You right clicked me.")
menu = win32gui.CreatePopupMenu()
win32gui.AppendMenu(menu, win32con.MF_STRING, 1023,
"Display Dialog")
win32gui.AppendMenu(menu, win32con.MF_STRING, 1025, "Exit program")
pos = win32gui.GetCursorPos()
# See http://msdn.microsoft.com/library/default.asp?url=/library/en-us/winui/menus_0hdi.asp
win32gui.SetForegroundWindow(self.hwnd)
win32gui.TrackPopupMenu(menu, win32con.TPM_LEFTALIGN, pos[0],
pos[1], 0, self.hwnd, None)
win32gui.PostMessage(self.hwnd, win32con.WM_NULL, 0, 0)
return 1
def _on_command(self, hwnd, msg, wparam, lparam):
id = win32api.LOWORD(wparam)
if id == 1023:
log.info("Goodbye")
elif id == 1025:
log.info("Goodbye")
win32gui.DestroyWindow(self.hwnd)
else:
log.error("Unknown command -", id)
import datetime
import os
import sys
import numpy as np
ROOT_PATH = os.path.join(os.path.realpath(os.path.dirname(__file__)), '..')
sys.path[0:0] = [ROOT_PATH]
from cStringIO import StringIO
from pandas import DataFrame
from datafeed.client import Client
from datafeed.dividend import Dividend
client = Client()
symbol = 'SH600036'
y = client.get_day(symbol, 1000)
dividends = client.get_dividend(symbol)
index = np.array([datetime.date.fromtimestamp(v) for v in y['time']],
dtype=object)
y = DataFrame.from_records(y, index=index, exclude=['time'])
print dividends
for div in dividends:
d = Dividend(div)
d.adjust(y)
class ClientTest(unittest.TestCase):
def setUp(self):
self.client = Client()
today = datetime.today()
timestamp = int(
time.mktime(
(today.year, today.month, today.day, 10, 30, 0, 0, 0, 0)))
dt = datetime.fromtimestamp(timestamp)
d = {
'SH000001': {
'amount': 84596203520.0,
'close': 2856.9899999999998,
'high': 2880.5599999999999,
'low': 2851.9499999999998,
'name': u'\u4e0a\u8bc1\u6307\u6570',
'open': 2868.73,
'preclose': 2875.8600000000001,
'price': 2856.9899999999998,
'symbol': u'SH000001',
'time': str(dt),
'timestamp': timestamp,
'volume': 75147848.0
}
}
self.client.put_reports(d)
def test_connect(self):
self.client.connect()
self.assertTrue(isinstance(self.client._sock, socket._socketobject))
def test_put_reports(self):
path = os.path.dirname(os.path.realpath(__file__))
r = self.client.get_report('SH000001')
f = open(os.path.join(path, 'reports.dump'), 'r')
data = marshal.load(f)
for v in data.itervalues():
if 'amount' not in v:
continue
v['time'] = r['time']
v['timestamp'] = r['timestamp']
ret = self.client.put_reports(data)
self.assertEqual(ret, 'OK')
def test_put_empty_reports(self):
ret = self.client.put_reports({})
self.assertEqual(ret, 'OK')
def test_get_list(self):
stocks = self.client.get_list()
self.assertTrue(isinstance(stocks, dict))
self.assertTrue('SH000001' in stocks)
def test_get_report(self):
quote = self.client.get_report('SH000001')
self.assertTrue(isinstance(quote, dict))
self.assertTrue(isinstance(quote['price'], float))
def test_get_reports(self):
stocks = self.client.get_reports('SH000001', 'KeyError')
self.assertTrue(isinstance(stocks, dict))
self.assertTrue('SH000001' in stocks)
self.assertFalse('KeyError' in stocks)
def test_put_then_get_minute(self):
path = os.path.dirname(os.path.realpath(__file__))
data = numpy.load(os.path.join(path, 'minute.npy'))
symbol = 'SH999999'
today = datetime.today()
for row in data:
day = datetime.fromtimestamp(int(row['time']))
t = time.mktime((today.year, today.month, today.day, day.hour,
day.minute, 0, 0, 0, 0))
row['time'] = int(t)
self.client.put_minute(symbol, data)
ret = self.client.get_minute(symbol, int(time.time()))
self.assertEqual(data['price'].tolist(), ret['price'].tolist())
import sys
import numpy as np
ROOT_PATH = os.path.join(os.path.realpath(os.path.dirname(__file__)), '..')
sys.path[0:0] = [ROOT_PATH]
from cStringIO import StringIO
from datafeed.client import Client
from datafeed.datastore import Manager
from datafeed.exchange import *
from datafeed.providers.dzh import *
var_path = os.path.join(ROOT_PATH, 'var')
client = Client()
store = Manager('/tmp/df', SH())
filename = os.path.join(var_path, "dzh/sh/MIN1.DAT")
io = DzhMinute()
for symbol, ohlcs in io.read(filename, 'SH'):
client.put_minute(symbol, ohlcs)
filename = os.path.join(var_path, "dzh/sh/MIN1.DAT")
io = DzhMinute()
for symbol, ohlcs in io.read(filename, 'SH'):
for ohlc in ohlcs:
ohlc['time'] = ohlc['time'] - 8 * 3600
print symbol
#client.put_1minute(symbol, ohlcs)
store.oneminstore.update(symbol, ohlcs)
for sector in _SECTORS:
options = OrderedDict()
for name, value in config.items(sector):
options[name] = value.split(" ")
yield sector, options
self.f.close()
file.close
if __name__ == "__main__":
from cStringIO import StringIO
from datafeed.client import Client
client = Client()
# path = os.path.join(os.path.realpath(os.path.dirname(__file__)),
# '../../var')
# filename = os.path.join(path, "/dzh/sh/DAY.DAT")
# io = DzhDay()
# for symbol, ohlcs in io.read(filename, 'SH') :
# memfile = StringIO()
# np.save(memfile, ohlcs)
# client.put('DayHistory', symbol, memfile.getvalue())
io = DzhDividend()
for data in io.read():
memfile = StringIO()
np.save(memfile, data[1])
import os
import sys
import numpy as np
ROOT_PATH = os.path.join(os.path.realpath(os.path.dirname(__file__)), '..')
sys.path[0:0] = [ROOT_PATH]
from cStringIO import StringIO
from pandas import DataFrame
from datafeed.client import Client
from datafeed.dividend import Dividend
client = Client()
symbol = 'SH600036'
y = client.get_day(symbol, 1000)
dividends = client.get_dividend(symbol)
index = np.array([datetime.date.fromtimestamp(v) for v in y['time']],
dtype=object)
y = DataFrame.from_records(y, index=index, exclude=['time'])
print dividends
for div in dividends:
d = Dividend(div)
d.adjust(y)
