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Correct delta application

master
Denis Tereshkin 5 years ago
parent
commit
c0aa37f313
  1. 35
      hap_csv_upload.py
  2. 1
      qhp-download.py

35
hap_csv_upload.py

@ -49,7 +49,7 @@ def main():
max_dt = None max_dt = None
time_delta = datetime.timedelta(hours=0) time_delta = datetime.timedelta(hours=0)
if args.time_delta is not None: if args.time_delta is not None:
time_delta = datetime.timedelta(hours=int(args.time_delta)) time_delta = datetime.timedelta(seconds=int(args.time_delta))
print('Applying delta:', time_delta) print('Applying delta:', time_delta)
line_count = 0 line_count = 0
with open(args.input_file, 'r') as f: with open(args.input_file, 'r') as f:
@ -88,26 +88,27 @@ def main():
if dt > max_dt: if dt > max_dt:
max_dt = dt max_dt = dt
if args.force_from is not None: if line_count > 0:
min_dt = datetime.datetime.strptime(args.force_from, "%Y%m%d") if args.force_from is not None:
min_dt = datetime.datetime.strptime(args.force_from, "%Y%m%d")
if args.force_to is not None: if args.force_to is not None:
max_dt = datetime.datetime.strptime(args.force_to, "%Y%m%d") max_dt = datetime.datetime.strptime(args.force_to, "%Y%m%d")
rq = { rq = {
"ticker" : out_symbol, "ticker" : out_symbol,
"start_time" : min_dt.strftime("%Y-%m-%dT%H:%M:%S"), "start_time" : min_dt.strftime("%Y-%m-%dT%H:%M:%S"),
"end_time" : max_dt.strftime("%Y-%m-%dT%H:%M:%S"), "end_time" : max_dt.strftime("%Y-%m-%dT%H:%M:%S"),
"timeframe_sec" : sec_from_period(period) "timeframe_sec" : sec_from_period(period)
} }
print("Read {} lines".format(line_count)) print("Read {} lines".format(line_count))
raw_data = serialized_bars.getvalue() raw_data = serialized_bars.getvalue()
print("Sending {} bytes".format(len(raw_data))) print("Sending {} bytes".format(len(raw_data)))
s.send_multipart([bytes(json.dumps(rq), "utf-8"), raw_data]) s.send_multipart([bytes(json.dumps(rq), "utf-8"), raw_data])
parts = s.recv_multipart() parts = s.recv_multipart()
print("Response:", parts) print("Response:", parts)
if __name__ == '__main__': if __name__ == '__main__':

1
qhp-download.py

@ -119,6 +119,7 @@ def main():
print(parts[0]) print(parts[0])
if parts[0] != b'OK': if parts[0] != b'OK':
print("Error:", parts[1]) print("Error:", parts[1])
sys.exit(1)
line_count = 0 line_count = 0

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