def __create_symbol(self, stock, my_tag, my_tag_item, symbol, eur, usd,
rub):
if my_tag in symbol and symbol[my_tag] != '-':
cur = None
if (symbol[my_tag].startswith('FRA:')
or symbol[my_tag].endswith('.F')
or symbol[my_tag].startswith('BME:')
or symbol[my_tag].endswith('.MC')):
cur = eur
elif (symbol[my_tag].startswith('NYSE:')
or symbol[my_tag].startswith('OTCMKTS:')
or symbol[my_tag].startswith('NASDAQ:') or
('.' not in symbol[my_tag] and ':' not in symbol[my_tag])):
cur = usd
elif symbol[my_tag].startswith('MCX:') or symbol[my_tag].endswith(
'.ME'):
cur = rub
item = Item()
if cur:
item.add_tags([my_tag_item, cur])
else:
self.logger.warning(
'Currency detection for Symbol {} failed.'.format(
symbol[my_tag]))
if Symbol.get(name=symbol[my_tag]):
self.logger.warning('Symbol {} is related to more than one'
' stock.'.format(symbol[my_tag]))
else:
stock.price_item.symbols.create(item=item, name=symbol[my_tag])
def build(self):
"""
Starts the database installation
:return:
"""
# add indices and stocks to db
if not self.indices_list:
return 0
if (not all(cur in [Tag.EUR, Tag.USD, Tag.RUB]
for cur in self.currencies) and self.prices):
self.logger.warning('Currency {} is not supported.'.format(
self.currencies))
return -1
self.add_indices_and_stocks(self.indices_list)
# skip download prices
if not self.prices:
return 0
# add historical data
for currency in self.currencies:
# stocks
symbols = Symbol.select(
lambda t: (Tag.YAO in t.item.tags.name and currency in t.item.
tags.name) or Tag.IDX in t.item.tags.name)
end = datetime.datetime.now()
start = end - timedelta(days=self.history * 365)
self.download_historicals(
symbols,
start=start.strftime('%Y-%m-%d'),
end=end.strftime('%Y-%m-%d'),
)
return 0
def __create_symbol(self, stock, my_tag, my_tag_item, symbol, eur, usd):
if my_tag in symbol and symbol[my_tag] != '-':
cur = eur if symbol[my_tag].startswith('FRA') or \
symbol[my_tag].endswith('.F') else usd
item = Item()
item.add_tags([my_tag_item, cur])
if Symbol.get(name=symbol[my_tag]):
self.logger.warning('Symbol {} is related to more than one'
' stock.'.format(symbol[my_tag]))
else:
stock.price_item.symbols.create(item=item, name=symbol[my_tag])
def test_2_dbbase(self):
config = {
'db_args': {
'provider': 'sqlite',
'filename': 'database_create.sqlite',
'create_db': False
}
}
logger = logging.getLogger('test')
dbbase = DBBase(config, logger)
ind = Index.get(name='test123')
if ind:
ind.delete()
sym = Symbol.get(name='test123')
if sym:
sym.delete()
self.assertRaises(NotImplementedError, dbbase.build)
self.assertFalse(dbbase.download_historicals(None, None, None))
# override pytickersymbols
def get_stocks_by_index(name):
stock = {
'name': 'adidas AG',
'symbol': 'ADS',
'country': 'Germany',
'indices': ['DAX', 'test123'],
'industries': [],
'symbols': []
}
return [stock]
def index_to_yahoo_symbol(name):
return 'test123'
dbbase.ticker_symbols.get_stocks_by_index = get_stocks_by_index
dbbase.ticker_symbols.index_to_yahoo_symbol = index_to_yahoo_symbol
dbbase.add_indices_and_stocks(['test123'])
ads = Stock.select(lambda s: 'test123' in s.indexs.name).first()
self.assertNotEqual(ads, None)
Index.get(name='test123').delete()
Symbol.get(name='test123').delete()
def update_prices(self):
"""Update all prices of stocks
"""
# get symbols
prices = list(select((max(p.date), p.symbol) for p in Price))
if ALL_SYMBOLS not in self.symbols:
price_filtered = []
for symbol in set(self.symbols):
if len(prices) == 0:
# download initial data
price_filtered.append(
[
datetime.datetime.now()
- timedelta(days=365 * self.history),
Symbol.get(name=symbol),
]
)
else:
for price in prices:
if symbol == price[1].name:
price_filtered.append(price)
prices = price_filtered
# create update dict
update = {}
for price in prices:
max_date = (price[0] + timedelta(days=1)).strftime('%Y-%m-%d')
if max_date in update:
update[max_date].append(price[1])
else:
update[max_date] = [price[1]]
# update
for key in update:
start = datetime.datetime.strptime(key, '%Y-%m-%d')
end = datetime.datetime.now()
if start.date() >= end.date():
continue
self.download_historicals(
update[key],
start=start.strftime('%Y-%m-%d'),
end=end.strftime('%Y-%m-%d'),
)
commit()
def build(self):
"""
Starts the build process for given filters
:return: nothing
"""
if self.symbols is None or self.filters is None:
return 1
rc = 0
# select all symbols with price connection
if 'ALL' in self.symbols:
# without index symbols
symbols = list(
select(p.symbol.name for p in Price
if Tag.IDX not in p.symbol.item.tags.name)
)
self.symbols = symbols
for symbol_str in self.symbols:
self.logger.info('Create filters for {}.'.format(symbol_str))
# get stock of symbol
stock = Stock.select(
(lambda s: symbol_str in s.price_item.symbols.name)
).first()
symbol = Symbol.get(name=symbol_str)
for my_filter in self.filters:
try:
self.logger.info(
'Execute filter {}.'.format(my_filter.name)
)
self.__build(my_filter, stock, symbol)
except (TypeError, RuntimeError, KeyError, ZeroDivisionError,
IndexError, ValueError):
self.logger.exception(
'Filter {} causes exceptions.'.format(my_filter.name)
)
rc += 1
commit()
return rc