def main(file_name,target_name):
print 'Parsing %s ....' %file_name
store = pd.HDFStore(target_name,'w')
df,exps,strikes,h1s = parse_pcap(file_name,'a',-1,2)
store.append('pcap_data',df,data_columns=['symbol'],complevel=9,complib='blosc')
if len(exps)>0:
store.append('expiry_info',pd.DataFrame(exps.values(),index=exps.keys()))
if len(strikes)>0:
store.append('strike_info',pd.DataFrame(strikes.values(),index=strikes.keys()))
if len(h1s)>0:
store.append('h1s',h1s,data_columns=['id'],complevel=9,complib='blosc')
print store
store.close()
def rtmain(file_name,target_name,start_time,end_time):
print 'RT Parsing %s ....' %file_name
store = pd.HDFStore(target_name,'w')
last_time = start_time
stop_time = end_time
one_minute = (1000000000*60)
t= start_time
while last_time<stop_time:
ut = os.path.getmtime(file_name)
ts = pd.Timestamp(ut*1e9).tz_localize('UTC').tz_convert('Asia/Seoul').replace(tzinfo=None).value
print pd.Timestamp(t),pd.Timestamp(ts)
df,exps,strikes,h1s = parse_pcap(file_name,'a',-1,2)
last_time = df.index[-1]
t = last_time
store.flush(fsync=True)
time.sleep(6)
print store
store.close()
