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67 lines
2.2 KiB
67 lines
2.2 KiB
#!/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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