CSV feed

src/naiback/data/bars.py

@@ -1,6 +1,7 @@
 
 from ..exceptions import NaibackException
 
+
 class Bars:
     """
     Basic bar series structure

src/naiback/data/feed.py

@@ -1,4 +1,14 @@
 
+class Bar:
+
+    def __init__(self, open_, high, low, close, volume, timestamp):
+        self.open = open_
+        self.high = high
+        self.low = low
+        self.close = close
+        self.volume = volume
+        self.timestamp = timestamp
+
 class Feed:
     """
     Interface for data source

src/naiback/data/feeds/genericcsvfeed.py

@@ -0,0 +1,29 @@
+
+from naiback.data.feed import Feed, Bar
+import csv
+import datetime
+import itertools
+
+class GenericCSVFeed(Feed):
+
+    def __init__(self, fp):
+        self.bars = []
+        reader = csv.reader(fp, delimiter=',')
+        next(reader)
+        next(reader)
+        for row in reader:
+            try:
+                open_ = row[4]
+                high = row[5]
+                low = row[6]
+                close = row[7]
+                volume = row[8]
+                date = row[2]
+                time = row[3]
+                dt = datetime.datetime.strptime(date + "_" + time, "%Y%m%d_%H%M%S")
+                self.bars.append(Bar(open_, high, low, close, volume, dt))
+            except IndexError:
+                pass
+
+    def items(self):
+        return self.bars

tests/test_genericcsvfeed.py

@@ -0,0 +1,28 @@
+
+
+import pytest
+import datetime
+import io
+
+from naiback.data.feeds.genericcsvfeed import GenericCSVFeed
+
+
+@pytest.fixture
+def sample():
+    return '''
+<TICKER>,<PER>,<DATE>,<TIME>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL>
+MICEX,D,20100111,000000,1411.3700000,1456.7600000,1411.3700000,1444.7800000,51634239250
+MICEX,D,20100112,000000,1444.7800000,1445.6400000,1424.8700000,1427.6700000,38343314792
+MICEX,D,20100113,000000,1417.8000000,1444.7700000,1412.9300000,1435.0100000,42183285247
+MICEX,D,20100114,000000,1439.5500000,1456.2700000,1439.5500000,1455.6500000,44372479120
+'''
+
+def test_feed(sample):
+    feed = GenericCSVFeed(io.StringIO(sample))
+
+    bars = feed.items()
+
+    assert len(bars) == 4
+
+
+