Time zone handling

hap_csv_upload.py

@@ -8,7 +8,9 @@ import json
 import csv
 import datetime
 import struct
+import re
 
+from pytz import timezone
 
 def sec_from_period(period):
     if period == "M1":
@@ -24,21 +26,35 @@ def sec_from_period(period):
     elif period == "D":
         return 86400
 
+
+def get_month_code(month):
+    if month < 1 or month > 12:
+        return None
+    codes = ['F', 'G', 'H', 'J', 'K', 'M', 'N', 'Q', 'U', 'V', 'X', 'Z']
+    return codes[month - 1]
+
 def main():
     parser = argparse.ArgumentParser(description='Finam quote downloader')
     parser.add_argument('-i', '--input-file', action='store', dest='input_file', help='Input filename', required=True)
     parser.add_argument('-p', '--timeframe', action='store', dest='timeframe', help='Data timeframe', required=True)
     parser.add_argument('-o', '--hap', action='store', dest='hap', help='HAP endpoint', required=True)
     parser.add_argument('-y', '--hap-symbol', action='store', dest='hap_symbol', help='HAP symbol', required=True)
-    parser.add_argument('-d', '--time-delta', action='store', dest='time_delta', help='Time delta (hours)')
+    parser.add_argument('-d', '--time-delta', action='store', dest='time_delta', help='Time delta (seconds)')
     parser.add_argument('-f', '--force-from', action='store', dest='force_from', help='Force period start')
     parser.add_argument('-t', '--force-to', action='store', dest='force_to', help='Force period end')
+    parser.add_argument('-z', '--timezone', action='store', dest='timezone', help='Timestamps timezone')
 
 
     args = parser.parse_args()
 
     period = args.timeframe
 
+    utc_tz = timezone('UTC')
+    if args.timezone is None:
+        tz = utc_tz
+    else:
+        tz = timezone(args.timezone)
+
     out_symbol = args.hap_symbol
 
     ctx = zmq.Context.instance()
@@ -52,11 +68,18 @@ def main():
         time_delta = datetime.timedelta(seconds=int(args.time_delta))
         print('Applying delta:', time_delta)
     line_count = 0
+    ticker = None
     with open(args.input_file, 'r') as f:
         reader = csv.reader(f, delimiter=',')
         next(reader)
         for line in reader:
             line_count += 1
+            if ticker is None:
+                ticker = line[0]
+            elif ticker != line[0]:
+                print('Different tickers in file, aborting')
+                break
+                
             date = line[2]
             time = line[3]
             open_ = line[4]
@@ -72,8 +95,9 @@ def main():
             minute = int(time[2:4])
             second = int(time[4:6])
 
-            dt = datetime.datetime(year, month, day, hour, minute, second, 0, datetime.timezone.utc) - time_delta
+            dt = datetime.datetime(year, month, day, hour, minute, second, 0, tz) - time_delta
 
+            dt = dt.astimezone(utc_tz)
             serialized_bars.write(struct.pack("<qddddQ", int(dt.timestamp()), float(open_), float(high), float(low), float(close), int(volume)))
 
             if min_dt is None:
@@ -94,8 +118,23 @@ def main():
     if args.force_to is not None:
         max_dt = datetime.datetime.strptime(args.force_to, "%Y%m%d")
 
+    out_ticker = out_symbol
+
+    if out_symbol[0] == '@':
+        base = out_symbol[1:]
+        matches = re.match('^([^-]+)-(\\d+)\\.(\\d+)$', ticker)
+        if not matches:
+            print('Invalid ticker id in file')
+            return
+        year_code = matches.group(3)[:-1]
+        month_code = get_month_code(int(matches.group(2)))
+
+        out_ticker = base + month_code + year_code
+
+        print("Resulting ticker: {}".format(out_ticker))
+
     rq = {
-        "ticker" : out_symbol,
+        "ticker" : out_ticker,
         "start_time" : min_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)
@@ -108,8 +147,12 @@ def main():
     s.send_multipart([bytes(json.dumps(rq), "utf-8"), raw_data])
     parts = s.recv_multipart()
     print("Response:", parts)
+    return True
 
 
 if __name__ == '__main__':
-    main()
+    ret = main()
+    if ret is None:
+        sys.exit(1)
+