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83 lines
2.0 KiB
83 lines
2.0 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 sec_from_period(period):
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if period == "1min":
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return 60
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elif period == "5min":
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return 60 * 5
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elif period == "15min":
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return 60 * 15
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elif period == "30min":
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return 60 * 30
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elif period == "hour":
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return 60 * 60
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elif period == "daily":
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return 86400
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def main():
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parser = argparse.ArgumentParser(description='Finam quote downloader')
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parser.add_argument('-o', '--hap', action='store', dest='hap', help='HAP endpoint')
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parser.add_argument('-y', '--hap-symbol', action='store', dest='hap_symbol', help='HAP symbol')
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period = "15min"
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args = parser.parse_args()
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out_symbol = args.hap_symbol
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ctx = zmq.Context.instance()
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s = ctx.socket(zmq.REQ)
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s.connect(args.hap)
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serialized_bars = io.BytesIO()
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min_dt = None
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max_dt = None
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for i in range(0, 10):
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date = "2020418"
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time = "10{:02d}00".format(i)
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open_ = 1
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high = 2
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low = 3
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close = 4
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volume = 1200
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dt = datetime.datetime.strptime(date + "_" + time, "%Y%m%d_%H%M%S") - datetime.timedelta(hours=3) # Convert to UTC
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serialized_bars.write(struct.pack("<qddddQ", int(dt.timestamp()), float(open_), float(high), float(low), float(close), int(volume)))
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if min_dt is None:
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min_dt = dt
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else:
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if dt < min_dt:
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min_dt = dt
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if max_dt is None:
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max_dt = dt
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else:
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if dt > max_dt:
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max_dt = dt
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rq = {
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"ticker" : out_symbol,
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"start_time" : min_dt.strftime("%Y-%m-%dT%H:%M:%S"),
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"end_time" : max_dt.strftime("%Y-%m-%dT%H:%M:%S"),
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"timeframe_sec" : sec_from_period(period)
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}
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s.send_multipart([bytes(json.dumps(rq), "utf-8"), serialized_bars.getvalue()])
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parts = s.recv_multipart()
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print(parts)
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if __name__ == '__main__':
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main()
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