forked from lucidfrontier45/PyFinance
/
getTicker_mongo.py
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/
getTicker_mongo.py
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#! /usr/bin/python
# -*- coding: utf-8 -*-
from sys import argv, exit
import pyfinance.yahoo_finance_jp as yf
from pyfinance import tick_timeseries
from pyfinance import nikkei225
from multiprocessing import Process, Queue
from pyfinance.utils import initSession
import pymongo
mongo_info= {"host":"localhost", "port":27017, "db":"jp_stock"}
def initDB(host):
con = pymongo.MongoClient(host=host)
col = con[mongo_info["db"]]["prices"]
col.ensure_index([("date",1), ("tick_id",1)], unique=True, dropDups=True)
def _workf(tick_id, host, session=None):
ticks = yf.getTick(tick_id, session, length=date_len)
ticks.sort()
ticks.dumpToMongoDB()
class TickDownloadProcess(Process):
def __init__(self, host, input_queue, error_queue):
Process.__init__(self)
self.input_queue = input_queue
self.error_queue = error_queue
self.session = initSession()
self.host = host
def run(self):
while not self.input_queue.empty():
tick_id = self.input_queue.get()
try:
_workf(tick_id, self.host, self.session)
except Exception, e:
print "%s error, %s" %(tick_id, str(e))
self.error_queue.put(tick_id, False)
host = argv[1]
date_len = int(argv[2])
tick_ids = tick_timeseries.getTickIDsFromMongoDB(host=host, match={"market":{"$in":[u"東証1部"]}})
initDB(host)
error_queue = Queue(len(tick_ids))
result_queue = Queue(len(tick_ids))
tick_id_queue = Queue(len(tick_ids))
[tick_id_queue.put(i) for i in tick_ids]
pool = [TickDownloadProcess(host, tick_id_queue, error_queue) for _ in xrange(3)]
for p in pool:
p.start()
for p in pool:
p.join()
while not error_queue.empty():
print error_queue.get()