def getdata(self, quote, datedebut=None, datefin=None):
# get historic data itself !
if not datefin:
datefin = date.today()
if not datedebut:
datedebut = date.today()
if isinstance(datedebut, Datation):
datedebut = datedebut.date()
if isinstance(datefin, Datation):
datefin = datefin.date()
d1 = self.parseDate(datedebut)
d2 = self.parseDate(datefin)
mic = euronextmic(quote.market(), quote.place())
format = '%Y-%m-%d %H:%M:%S'
#origin = "1970-01-01 00:00:00"
datefrom = str(datedebut) + " 02:00:00"
dateto = str(datefin) + " 23:00:00"
datefrom = time.mktime(time.strptime(datefrom, format))
datefromurl = str(int(datefrom / 100)) + '00000'
dateto = time.mktime(time.strptime(dateto, format))
datefinurl = str(int(dateto) / 100) + '00000'
endurl = 'typefile=csv&layout=vertical&typedate=dmy&separator=comma&mic=%s&isin=%s&name=&namefile=Price_Data_Historical&from=%s&to=%s&adjusted=1&base=0' % (
mic, quote.isin(), datefromurl, datefinurl)
debug("Import_euronext:getdata quote:%s begin:%s end:%s" %
(quote, d1, d2))
query = (
('typefile', 'csv'),
('layout', 'vertical'),
('typedate', 'dmy'),
('separator', 'comma'),
('mic', mic),
('isin', quote.isin()),
('name', ''),
('namefile', 'Price_Data_Historical'),
('from', datefromurl),
('to', datefinurl),
('adjusted', '1'),
('base', '0'),
)
query = map(lambda (var, val): '%s=%s' % (var, str(val)), query)
query = string.join(query, '&')
url = self.m_url + '?' + query
#print url
debug("Import_euronext:getdata: url=%s ", url)
try:
req = urllib2.Request(url)
req.add_header(
'User-Agent',
'Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:1.7.5) Gecko/20041202 Firefox/1.0'
)
f = urllib2.urlopen(req)
buf = f.read()
f.close()
#buf=self.m_connection.getDataFromUrl(url)
except:
debug('Import_euronext:unable to connect :-(')
return None
# pull data
lines = self.splitLines(buf)
data = ''
#print lines
for eachLine in lines[4:]:
eachLine = eachLine.replace('","', ';')
eachLine = eachLine.replace('"', '')
sdata = string.split(eachLine, ';')
if len(sdata) == 11:
#print sdata
#if (sdata[0] != "Date") and (quote.list() == QLIST_INDICES):
sdate = jjmmaa2yyyymmdd(sdata[2])
open = self.parseFValue(sdata[3].replace(',', '.'))
high = self.parseFValue(sdata[4].replace(',', '.'))
low = self.parseFValue(sdata[5].replace(',', '.'))
value = self.parseFValue(sdata[6].replace(',', '.'))
volume = self.parseLValue(sdata[7])
#print quote.key(),sdate,open,high,low,value,volume
# encode in EBP format
# ISIN;DATE;OPEN;HIGH;LOW;CLOSE;VOLUME
line = (quote.key(), sdate, open, high, low, value, volume)
line = map(lambda (val): '%s' % str(val), line)
line = string.join(line, ';')
#print line
# append
data = data + line + '\r\n'
return data
def getdata(self,quote):
self.m_connected = False
debug("LiveUpdate_Euronext:getdata quote:%s market:%s" % (quote,self.m_market))
mic = euronextmic(quote.market(),quote.place())
query = (
('isin', quote.isin()),
('mic', mic),
)
query = map(lambda (var, val): '%s=%s' % (var, str(val)), query)
query = string.join(query, '&')
url = self.m_url + query
#print 'url:',url
debug("LiveUpdate_Euronext:getdata: url=%s ",url)
try:
req = urllib2.Request(url)
req.add_header('User-Agent', 'Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:1.7.5) Gecko/20041202 Firefox/1.0')
f = urllib2.urlopen(req)
buf = f.read()
f.close()
except:
debug('LiveUpdate_Euronext:unable to connect :-(')
return None
# pull data
lines = self.splitLines(buf)
i = 0
count = 0
for eachLine in lines:
count = count + 1
if '"datetimeLastvalue">' in eachLine:
iDate = eachLine[eachLine.find('"datetimeLastvalue">')+20:eachLine.find('</span>')].replace('CET','').replace('BST','')
iDate = iDate.rstrip()
#print count,'iDate:',iDate
i = i +1
if '"lastPriceint">' in eachLine:
lastPriceint = eachLine[eachLine.find('"lastPriceint">')+15:eachLine.find('</span>')].replace(',','.')
lastPriceint = lastPriceint.replace(',','.')
i = i +1
if '"lastPricefract">' in eachLine:
lastPricefract = eachLine[eachLine.find('"lastPricefract">')+17:eachLine.find('</sup>')]
i = i +1
iLast = lastPriceint + lastPricefract
#print count,'iLast:',iLast
if '"cnDiffRelvalue">(' in eachLine:
iPercent = eachLine[eachLine.find('"cnDiffRelvalue">(')+18:eachLine.find(')</span>')]
iPercent = iPercent.replace('%','').replace(',','.').replace('+','')
i = i +1
#print count,'iPercent:',iPercent
if '"todayVolumevalue">' in eachLine:
iVolume = eachLine[eachLine.find('"todayVolumevalue">')+19:eachLine.find(' ')].replace('.','').replace(',','')
i = i +1
#print count,'iVolume:',iVolume
if '>Ouvert<' in eachLine:
eachLine = lines[count]
iOpen = eachLine[:eachLine.find('</td>')].replace('.','').replace(',','.')
if '%' in iOpen:
iOpen = iOpen[iOpen.find('%')+1:]
elif '$' in iOpen:
iOpen = iOpen[iOpen.find('$')+1:]
elif '€' in iOpen :
iOpen = iOpen[iOpen.find('€')+6:]
elif '£' in iOpen :
iOpen = iOpen[iOpen.find('£')+7:]
elif '-' in iOpen:
iOpen = '0'
return None
i = i + 1
#print count,'iOpen:',iOpen
if '"highPricevalue">' in eachLine:
iHigh = eachLine[eachLine.find('"highPricevalue">')+17:eachLine.find(' ')].replace('.','').replace(',','.')
if '-' in iHigh:
iHigh = '0'
return None
i = i +1
#print count,'iHigh:',iHigh
if '"lowPricevalue">' in eachLine:
iLow = eachLine[eachLine.find('"lowPricevalue">')+16:eachLine.find(' ')].replace('.','').replace(',','.')
if '-' in iLow:
iLow = '0'
return None
i = i +1
#print count,'iLow:',iLow
if i == 7 and (quote.list()==QLIST_INDICES):
iVolume = '0'
i = i + 1
if i == 8:
count = 0
i = 0
c_datetime = datetime.today()
c_date = "%04d%02d%02d" % (c_datetime.year,c_datetime.month,c_datetime.day)
#print 'Today is :', c_date
sdate,sclock = self.euronextDate(iDate)
# be sure we have volume (or indices)
if (quote.list() == QLIST_INDICES or iVolume != ''):
# be sure not an oldest day !
if (c_date==sdate) or (quote.list() == QLIST_INDICES):
key = quote.key()
self.m_dcmpd[key] = sdate
self.m_dateindice[key] = str(sdate[6:8]) + '/' + str(sdate[4:6]) + '/' +str(sdate[0:4])
self.m_clock[key] = self.convertClock(quote.place(),sclock,sdate)
# ISIN;DATE;OPEN;HIGH;LOW;CLOSE;VOLUME;PERCENT
data = ';'.join([quote.key(),sdate,iOpen,iHigh,iLow,iLast,iVolume,iPercent])
return data
return None
def getdata(self, quote):
self.m_connected = False
debug("LiveUpdate_Euronext_bonds:getdata quote:%s market:%s" %
(quote, self.m_market))
mic = euronextmic(quote.market(), quote.place())
query = (
('isin', quote.isin()),
('mic', mic),
)
query = map(lambda (var, val): '%s=%s' % (var, str(val)), query)
query = string.join(query, '&')
url = self.m_url + query
print 'url_liveupdate:', url
debug("LiveUpdate_Euronext_bonds:getdata: url=%s ", url)
try:
req = urllib2.Request(url)
req.add_header(
'User-Agent',
'Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:1.7.5) Gecko/20041202 Firefox/1.0'
)
f = urllib2.urlopen(req)
buf = f.read()
f.close()
#buf=self.m_connection.getDataFromUrl(url)
except:
debug('LiveUpdate_Euronext_bonds:unable to connect :-(')
return None
# pull data
lines = self.splitLines(buf)
i = 0
count = 0
for eachLine in lines:
count = count + 1
if '"datetimeLastvalue">' in eachLine:
iDate = eachLine[eachLine.find('"datetimeLastvalue">') +
20:eachLine.find(' CET</span>')]
i = i + 1
if '"lastPriceint">' in eachLine:
lastPriceint = eachLine[eachLine.find('"lastPriceint">') +
15:eachLine.find('</span>')].replace(
',', '.')
lastPriceint = lastPriceint.replace(',', '.')
i = i + 1
if '"lastPricefract">' in eachLine:
lastPricefract = eachLine[eachLine.find('"lastPricefract">') +
17:eachLine.find('</sup>')]
i = i + 1
iLast = lastPriceint + lastPricefract
if '"cnDiffRelvalue">(' in eachLine:
iPercent = eachLine[eachLine.find('"cnDiffRelvalue">(') +
18:eachLine.find(')</span>')]
iPercent = iPercent.replace('%',
'').replace(',',
'.').replace('+', '')
i = i + 1
if '"todayVolumevalue">' in eachLine:
iVolume = eachLine[eachLine.find('"todayVolumevalue">') +
19:eachLine.find(' ')].replace(
'.', '').replace(',', '')
i = i + 1
if '>Ouvert<' in eachLine:
eachLine = lines[count]
iOpen = eachLine[:eachLine.find('</td>')].replace(',', '.')
if '%' in iOpen:
iOpen = iOpen[iOpen.find('%') + 1:]
elif '$' in iOpen:
iOpen = iOpen[iOpen.find('$') + 1:]
elif '€' in iOpen:
iOpen = iOpen[iOpen.find('€') + 6:]
elif '£' in iOpen:
iOpen = iOpen[iOpen.find('£') + 7:]
i = i + 1
if '"highPricevalue">' in eachLine:
iHigh = eachLine[eachLine.find('"highPricevalue">') +
17:eachLine.find(' ')].replace(',', '.')
count = count + 1
i = i + 1
if '"lowPricevalue">' in eachLine:
iLow = eachLine[eachLine.find('"lowPricevalue">') +
16:eachLine.find(' ')].replace(',', '.')
count = count + 1
i = i + 1
if i == 8:
count = 0
i = 0
c_datetime = datetime.today()
c_date = "%04d%02d%02d" % (c_datetime.year, c_datetime.month,
c_datetime.day)
#print 'Today is :', c_date
sdate, sclock = self.euronextDate(iDate)
# be sure we have volume (or indices)
if (quote.list() == QLIST_INDICES or iVolume != ''):
# be sure not an oldest day !
if (c_date == sdate) or (quote.list() == QLIST_INDICES):
key = quote.key()
self.m_dcmpd[key] = sdate
self.m_dateindice[key] = str(sdate[6:8]) + '/' + str(
sdate[4:6]) + '/' + str(sdate[0:4])
self.m_clock[key] = self.convertClock(
quote.place(), sclock, sdate)
# ISIN;DATE;OPEN;HIGH;LOW;CLOSE;VOLUME;PERCENT
data = ';'.join([
quote.key(), sdate, iOpen, iHigh, iLow, iLast, iVolume,
iPercent
])
return data
return None
def getdata(self,quote,datedebut=None,datefin=None):
# get historic data itself !
if not datefin:
datefin = date.today()
if not datedebut:
datedebut = date.today()
if isinstance(datedebut,Datation):
datedebut = datedebut.date()
if isinstance(datefin,Datation):
datefin = datefin.date()
d1 = self.parseDate(datedebut)
d2 = self.parseDate(datefin)
mic = euronextmic(quote.market(),quote.place())
format = '%Y-%m-%d %H:%M:%S'
#origin = "1970-01-01 00:00:00"
datefrom = str(datedebut) + " 02:00:00"
dateto = str(datefin) + " 23:00:00"
datefrom = time.mktime(time.strptime(datefrom, format))
datefromurl =str(int(datefrom/100))+'00000'
dateto = time.mktime(time.strptime(dateto, format))
datefinurl =str(int(dateto)/100)+'00000'
endurl = 'typefile=csv&layout=vertical&typedate=dmy&separator=comma&mic=%s&isin=%s&name=&namefile=Price_Data_Historical&from=%s&to=%s&adjusted=1&base=0' % (mic,quote.isin(),datefromurl,datefinurl)
debug("Import_euronext:getdata quote:%s begin:%s end:%s" % (quote,d1,d2))
query = (
('typefile', 'csv'),
('layout', 'vertical'),
('typedate', 'dmy'),
('separator', 'comma'),
('mic', mic),
('isin', quote.isin()),
('name', ''),
('namefile', 'Price_Data_Historical'),
('from', datefromurl),
('to', datefinurl),
('adjusted', '1'),
('base', '0'),
)
query = map(lambda (var, val): '%s=%s' % (var, str(val)), query)
query = string.join(query, '&')
url = self.m_url + '?' + query
#print url
debug("Import_euronext:getdata: url=%s ",url)
try:
req = urllib2.Request(url)
req.add_header('User-Agent', 'Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:1.7.5) Gecko/20041202 Firefox/1.0')
f = urllib2.urlopen(req)
buf = f.read()
f.close()
#buf=self.m_connection.getDataFromUrl(url)
except:
debug('Import_euronext:unable to connect :-(')
return None
# pull data
lines = self.splitLines(buf)
data = ''
#print lines
for eachLine in lines[4:]:
eachLine = eachLine.replace('","',';')
eachLine = eachLine.replace('"','')
sdata = string.split(eachLine,';')
if len(sdata)== 11:
#print sdata
#if (sdata[0] != "Date") and (quote.list() == QLIST_INDICES):
sdate = jjmmaa2yyyymmdd(sdata[2])
open = self.parseFValue(sdata[3].replace(',','.'))
high = self.parseFValue(sdata[4].replace(',','.'))
low = self.parseFValue(sdata[5].replace(',','.'))
value = self.parseFValue(sdata[6].replace(',','.'))
volume = self.parseLValue(sdata[7])
#print quote.key(),sdate,open,high,low,value,volume
# encode in EBP format
# ISIN;DATE;OPEN;HIGH;LOW;CLOSE;VOLUME
line = (
quote.key(),
sdate,
open,
high,
low,
value,
volume
)
line = map(lambda (val): '%s' % str(val), line)
line = string.join(line, ';')
#print line
# append
data = data + line + '\r\n'
return data