def OnRtnDepthMarketData(self, *args):
logger.info("OnRtnDepthMarketData")
logger.info("id: "+args[0].InstrumentID)
logger.info("TradingDay: " + args[0].TradingDay + " " + args[0].UpdateTime)
logger.info("LastPrice: " + str(args[0].LastPrice))
if self.__insertIntoMysql:
if self.__mysqlCon == None:
self.__mysqlCon = client.mysqlConnection(CONSTANTS.HOST,
CONSTANTS.USERNAME,
CONSTANTS.PASSWORD,
CONSTANTS.DATABASE)
date = datetime.strptime(args[0].TradingDay, "%Y%m%d")
dateStr = date.strftime("%Y-%m-%d")
dateStr = dateStr + " " + args[0].UpdateTime
self.__mysqlCon.addBar(args[0].InstrumentID,
RealTimeBar(dateStr,
args[0].LastPrice,
args[0].Volume))
if self.__dumpToFile:
try:
self.dumpToFile(args[0])
except Exception as e:
print "except", e
logger.info("OnRtnDepthMarketData End")
def backFill(options):
try:
con = mysqlConnection()
con.backFill(86400, options.logFilename, options.startdate, options.enddate)
con.backFill(1800, options.logFilename, options.startdate, options.enddate)
con.backFill(300, options.logFilename, options.startdate, options.enddate)
if options.logFilename is not None:
f = open(options.logFilename, 'a')
f.write("Back fill finished at %s\n" % (datetime.now()))
except Exception:
traceback.print_exc()
if options.logFilename is not None:
f = open(options.logFilename, 'a')
f.write("Back fill failed at %s\n" % (datetime.now()))
def dailyViewEtl(options):
try:
con = mysqlConnection()
generateTime = datetime.strptime(options.datetime, "%Y-%m-%d") + timedelta(days=1)
generateTime = generateTime.strftime("%Y-%m-%d")
con.dailyupdate(86400, options.logFilename, generateTime)
con.dailyupdate(1800, options.logFilename, generateTime)
con.dailyupdate(300, options.logFilename, generateTime)
if dailyViewETLSanityCheck(options):
if options.logFilename is not None:
f = open(options.logFilename, 'a')
f.write("dailyViewETL finished " + options.datetime + "\n")
except Exception:
traceback.print_exc()
if options.logFilename is not None:
f = open(options.logFilename, 'a')
f.write("dailyViewETL failed " + options.datetime + "\n")
def dailyEtl(options):
try:
con = mysqlConnection()
#delete the given day's data first
deleteTime = datetime.strptime(options.datetime, "%Y-%m-%d") + timedelta(days=1)
deleteTime = deleteTime.strftime("%Y-%m-%d")
con.deleteDataFromDate(deleteTime)
con.addFromCSVFile(options.filepath + options.datetime + ".csv")
#log status
if dailyETLSanityCheck(options):
if options.logFilename is not None:
f = open(options.logFilename, 'a')
f.write("\n********************************************\n")
f.write("dailyETL finished " + options.datetime + "\n at %s" % (datetime.now()))
except Exception:
traceback.print_exc()
if options.logFilename is not None:
f = open(options.logFilename, 'a')
f.write("\n********************************************\n")
f.write("dailyETL failed " + options.datetime + "\n at %s" % (datetime.now()))
def __init__(self, frequency, maxLen=dataseries.DEFAULT_MAX_LEN):
membf.BarFeed.__init__(self, frequency, maxLen)
self.__db = mysqlConnection()