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68 lines
2.2 KiB
68 lines
2.2 KiB
6 years ago
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#!/usr/bin/env python3
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import sys
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import argparse
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import zmq
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import io
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import json
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import csv
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import datetime
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import struct
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def main():
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parser = argparse.ArgumentParser(description='QHP client')
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parser.add_argument('-o', '--output-file', action='store', dest='output_file', help='Output filename', required=True)
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parser.add_argument('-p', '--timeframe', action='store', dest='timeframe', help='Data timeframe', required=True)
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parser.add_argument('-q', '--qhp', action='store', dest='qhp', help='QHP endpoint', required=True)
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parser.add_argument('-y', '--symbol', action='store', dest='symbol', help='Symbol to download', required=True)
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parser.add_argument('-f', '--from', action='store', dest='from_', help='Starting date', required=True)
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parser.add_argument('-t', '--to', action='store', dest='to', help='Ending date', required=True)
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args = parser.parse_args()
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period = args.timeframe
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symbol = args.symbol
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filename = args.output_file
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ctx = zmq.Context.instance()
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s = ctx.socket(zmq.REQ)
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s.connect(args.qhp)
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start_time = datetime.datetime.strptime(args.from_, "%Y%m%d")
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end_time = datetime.datetime.strptime(args.to, "%Y%m%d")
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rq = {
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"ticker" : symbol,
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"from" : start_time.strftime("%Y-%m-%dT%H:%M:%S"),
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"to" : end_time.strftime("%Y-%m-%dT%H:%M:%S"),
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"timeframe" : period
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}
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s.send_multipart([bytes(json.dumps(rq), "utf-8")])
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parts = s.recv_multipart()
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line_count = 0
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with open(args.output_file, 'w') as f:
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writer = csv.writer(f)
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writer.writerow(['<TICKER>', '<PER>', '<DATE>', '<TIME>', '<OPEN>', '<HIGH>', '<LOW>', '<CLOSE>', '<VOLUME>'])
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for line in struct.iter_unpack("<qddddQ", parts[0]):
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line_count += 1
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timestamp = int(line[0])
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open_ = float(line[1])
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high = float(line[2])
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low = float(line[3])
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close = float(line[4])
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volume = int(line[5])
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dt = datetime.datetime.utcfromtimestamp(timestamp)
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writer.writerow([symbol, period, dt.strftime('%Y%m%d'), dt.strftime('%H%M%S'), str(open_), str(high), str(low), str(close), str(volume)])
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print("Written {} lines".format(line_count))
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if __name__ == '__main__':
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main()
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