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Code Issues Releases Wiki Activity

Handle empty quotes in Tradeking

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Bradlee Speice
2016-08-25 17:47:36 -04:00
parent 117f4d60b2
commit 003a0024a0
2 changed files with 21 additions and 14 deletions
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2
metrik/__init__.py
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@ -1,2 +1,2 @@
__version__ = '0.3.4' __version__ = '0.3.5'
__release__ = __version__ __release__ = __version__

33
metrik/tasks/tradeking.py
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@ -48,26 +48,33 @@ class Tradeking1mTimesales(MongoCreateTask):
interval=timedelta(minutes=1) interval=timedelta(minutes=1)
) )
if did_acquire: if did_acquire:
json_data = tradeking.api_request('market/timesales', { response = tradeking.api_request('market/timesales', {
'symbols': symbol, 'symbols': symbol,
'interval': '1min', 'interval': '1min',
'startdate': present.strftime('%Y-%m-%d'), 'startdate': present.strftime('%Y-%m-%d'),
'enddate': present.strftime('%Y-%m-%d') 'enddate': present.strftime('%Y-%m-%d')
}).json() })
json_data = response.json()
quotes = json_data['response']['quotes']['quote'] quotes = json_data['response']['quotes']['quote']
def format_quote(quote): def format_quote(quote):
return { if quote == '':
'last': float(quote['last']), logging.warning('Empty quote for symbol {}'.format(symbol))
'lo': float(quote['lo']), return {}
'vl': int(quote['vl']), else:
'datetime': parse(quote['datetime']), return {
'incr_vl': int(quote['incr_vl']), 'last': float(quote['last']),
'hi': float(quote['hi']), 'lo': float(quote['lo']),
'timestamp': parse(quote['timestamp']), 'vl': int(quote['vl']),
'date': parse(quote['date']), 'datetime': parse(quote['datetime']),
'opn': float(quote['opn']) 'incr_vl': int(quote['incr_vl']),
} 'hi': float(quote['hi']),
'timestamp': parse(quote['timestamp']),
'date': parse(quote['date']),
'opn': float(quote['opn'])
}
quotes_typed = [format_quote(q) for q in quotes] quotes_typed = [format_quote(q) for q in quotes]
return { return {