def get_pe_history(index, start, end, proxies={}): if (end - start) > datetime.timedelta(100 + 19 * 2): end_1 = start + datetime.timedelta(100 + 19 * 2) start_2 = end_1 + datetime.timedelta(1) arg1 = { 'index': index, 'start': start, 'end': end_1, 'proxies': proxies } arg2 = { 'index': index, 'start': start_2, 'end': end, 'proxies': proxies } t1 = ThreadReturns(target=get_pe_history, kwargs=arg1) t2 = ThreadReturns(target=get_pe_history, kwargs=arg2) t1.start() t2.start() t1.join() t2.join() return pd.concat([t1.result, t2.result]) else: return _get_pe_history_small(index=index, start=start, end=end, proxies=proxies)
def get_pe_history(index, start, end, proxies = {}): if (end - start) > datetime.timedelta(100 + 19*2): end_1 = start + datetime.timedelta(100 + 19*2) start_2 = end_1 + datetime.timedelta(1) arg1 = {'index':index, 'start': start, 'end': end_1, 'proxies': proxies} arg2 = {'index':index, 'start': start_2, 'end': end, 'proxies': proxies} t1 = ThreadReturns(target = get_pe_history, kwargs = arg1) t2 = ThreadReturns(target = get_pe_history, kwargs = arg2) t1.start() t2.start() t1.join() t2.join() return pd.concat([t1.result, t2.result]) else: return _get_pe_history_small(index = index, start = start, end = end, proxies = proxies)
'index': 'CNX Nifty', 'start': date(2015, 9, 1), 'end': date(2015, 9, 24), 'proxies': proxies } kwarg2 = { 'stock': 'WIPRO', 'start': date(2015, 9, 1), 'end': date(2015, 9, 24), 'proxies': proxies } t1 = ThreadReturns(target=indices.archives.get_price_history, kwargs=kwarg1) t2 = ThreadReturns(target=get_price_history, kwargs=kwarg2) t3 = ThreadReturns(target=indices.archives.get_pe_history, kwargs=kwarg1) t1.start() t2.start() t3.start() t1.join() t2.join() t3.join() e = time.clock() print(e - s) ind = indices.archives.get_price_history(**kwarg1) #lt = get_price_history(**kwarg2) ind = t1.result lt = t2.result pe = t3.result ''' lt['index'] = ltni.index
from matplotlib.pyplot import subplots, draw from matplotlib.finance import candlestick if __name__ == "__main__": proxies = {"http": "proxy1.wipro.com:8080"} s = time.clock() kwarg1 = {"index": "CNX Nifty", "start": date(2015, 9, 1), "end": date(2015, 9, 24), "proxies": proxies} kwarg2 = {"stock": "WIPRO", "start": date(2015, 9, 1), "end": date(2015, 9, 24), "proxies": proxies} t1 = ThreadReturns(target=indices.archives.get_price_history, kwargs=kwarg1) t2 = ThreadReturns(target=get_price_history, kwargs=kwarg2) t3 = ThreadReturns(target=indices.archives.get_pe_history, kwargs=kwarg1) t1.start() t2.start() t3.start() t1.join() t2.join() t3.join() e = time.clock() print(e - s) # ind = indices.archives.get_price_history(**kwarg1) # lt = get_price_history(**kwarg2) ind = t1.result lt = t2.result pe = t3.result """ lt['index'] = ltni.index