Source Code for Module QSTK.csvconverter.StrategyDataModel

 1  import tables as pt #@UnresolvedImport 
 2  import time 
 3      
 
 4  #I DON'T THINK THIS FILE IS NEEDED ANYMORE SHREYAS JOSHI 22 JUN 2010    
 
 5      
 
 6 -class StrategyDataModel(pt.IsDescription): 
 7      symbol = pt.StringCol(30)           #30 char string; Ticker 
 8      exchange = pt.StringCol(10)         #10 char string; NYSE, NASDAQ, etc. 
 9      adj_high = pt.Float32Col() 
10      adj_low = pt.Float32Col() 
11      adj_open = pt.Float32Col() 
12      adj_close = pt.Float32Col() 
13      close = pt.Float32Col() 
14      volume = pt.Int32Col() 
15      timestamp = pt.Time64Col() 
16      date = pt.Int32Col() 
17      interval = pt.Time64Col() 
18      
 
19 -    def __init__(selfparams): 
20          print "In the constructor" 
21      #constructor done
 
22  
 
23 -def generateDataFile(): 
24      import random 
25      random.seed(1)     
26      #86400 seconds in a day
 
27      stocks = [] 
28      for i in range(30): #stocks 
29          stocks.append('stock%.6i'%i) 
30      
 
31      h5f = pt.openFile('defaultPytablesFile.h5', mode = "w") 
32      group = h5f.createGroup("/", 'StrategyData') 
33      table = h5f.createTable(group, 'StrategyData', StrategyDataModel) 
34      row = table.row 
35  
 
36      for i in range(100): #timestamps 
37          j = 0 
38          for stock in stocks: 
39              adjOpen = random.random() * random.randint(1,100)    
40              adjClose = random.random() * random.randint(1,100)  
41              row['exchange'] = 'NYSE' 
42              row['symbol'] = stock 
43              row['adj_open'] = adjOpen  
44              row['adj_close'] = adjClose 
45              row['adj_high'] = max(adjOpen,adjClose) * random.randint(1,5) 
46              row['adj_low'] = min(adjOpen,adjClose) / random.randint(1,5) 
47              row['close'] = adjClose 
48              row['volume'] = random.randint(1000,10000) 
49              row['timestamp'] = i*86400 
50              row['when_available'] = i*86400 
51              row['interval'] = 86400          
52              row.append() 
53              table.flush() 
54          if i%10==0: 
55              print i, 
56          if i%100==0: 
57              print '' 
58      h5f.close() 
59  #generateDataFile() 
60