Class StockPriceData

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Instance Methods

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__init__(self)

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getSymbols(self, listOfPaths, fileExtensionToRemove)

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getData(self, listOfListOfStocks, listOfInputPaths, startDate, endDate, listOfOutputPaths)
This is where all the work happens

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makeOrUpdateTimestampsFile(self, fileName, listOflistOfStocks, listOfInputPaths, startDate, endDate)

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continueChecking(self, tsList, beginTS, endTS)
This function basically checks if a day that we haven't found any trades on is a weekend. If so- we don't need to keep looking. The converter will work just fine even without this function- but it will take more time- because it will keep looking for timestamps that it is not going to find.

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readTimestampsFromFile(self, fileName, beginTS, endTS)

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keepHDFFilesInSyncWithCSV(self, listOfInputPaths, listOfOutputPaths)
This function removes HDF files that correspond to CSV files that existed in the past- but don't exist anymore. Possibly because the stock was delisted or something like that.

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Method Details

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getSymbols(self, listOfPaths, fileExtensionToRemove)

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Bug: This might not work if the path contains a folder whose name has .csv, or is some random file that has a .csv in it.. So, lets assume that whoever is using this is not going to "cheat" us

getData(self, listOfListOfStocks, listOfInputPaths, startDate, endDate, listOfOutputPaths)

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Attention: Assumption here is that past data never changes

Bug: The exchange is currently set pretty randomly

makeOrUpdateTimestampsFile(self, fileName, listOflistOfStocks, listOfInputPaths, startDate, endDate)

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Bug: Formerly did not take care of DST

Attention: fixed DST bug. No known DST problems now.

continueChecking(self, tsList, beginTS, endTS)

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Bug: There is a Daylight savings time bug here too- but it won't adversely affect anything because DST always happens over the weekends! Though if the time change happens on a weekday sometime in the distant past/future this function may break.