Add Tradeking functionality

Yet to be integrated with the Equities flow, hold your horses.

.idea/inspectionProfiles/Project_Default.xml

@@ -24,6 +24,13 @@
         </value>
       </option>
     </inspection_tool>
+    <inspection_tool class="PyShadowingBuiltinsInspection" enabled="true" level="WEAK WARNING" enabled_by_default="true">
+      <option name="ignoredNames">
+        <list>
+          <option value="format" />
+        </list>
+      </option>
+    </inspection_tool>
     <inspection_tool class="PyUnresolvedReferencesInspection" enabled="false" level="WARNING" enabled_by_default="false">
       <option name="ignoredIdentifiers">
         <list>

.travis.yml

@@ -10,5 +10,8 @@ services:
 
 before_install:
   - export TZ=America/New_York
+  # Encrypted .metrik.enc file contains credentials for services that are behind OAuth, etc.
+  - openssl aes-256-cbc -K $encrypted_4cca49abdb96_key -iv $encrypted_4cca49abdb96_iv -in .metrik.enc -out ~\/.metrik -d
+
 install: pip install -r requirements.txt
 script: python setup.py test

metrik/__init__.py

@@ -1,2 +1,2 @@
-__version__ = '0.2.3'
+__version__ = '0.3.0'
 __release__ = __version__

metrik/tasks/tradeking.py

@@ -0,0 +1,82 @@
+import requests
+from requests_oauthlib import OAuth1Session
+from luigi.parameter import DateParameter, Parameter
+from datetime import timedelta
+from dateutil.parser import parse
+import logging
+
+from metrik.tasks.base import MongoCreateTask, MongoRateLimit
+from metrik.conf import get_config
+
+
+class TradekingApi(object):
+
+    format_json = '.json'
+    format_xml = '.xml'
+    root_url = 'https://api.tradeking.com/v1/'
+
+    def __init__(self):
+        config = get_config()
+        self.session = OAuth1Session(
+            client_key=config.get('tradeking', 'consumer_key'),
+            client_secret=config.get('tradeking', 'consumer_secret'),
+            resource_owner_key=config.get('tradeking', 'oauth_token'),
+            resource_owner_secret=config.get('tradeking', 'oauth_token_secret')
+        )
+
+    def api_request(self, url, params=None, format=format_json, **kwargs):
+        full_url = self.root_url + url + format
+        return self.session.get(full_url, params=params, **kwargs)
+
+
+class Tradeking1mTimesales(MongoCreateTask):
+    # While this is marked as an idempotent task, it only goes back about
+    # a week or so. Be careful.
+    present = DateParameter()
+    symbol = Parameter()
+
+    def acquire_lock(self, service, limit, interval, max_tries=5, backoff=.5):
+        return super(Tradeking1mTimesales, self).acquire_lock(
+            'tradeking', 60, timedelta(minutes=1)
+        )
+
+    @staticmethod
+    def retrieve_data(present, symbol):
+        ratelimit = MongoRateLimit()
+        tradeking = TradekingApi()
+        did_acquire = ratelimit.acquire_lock(
+            service='tradeking',
+            limit=60,
+            interval=timedelta(minutes=1)
+        )
+        if did_acquire:
+            json_data = tradeking.api_request('market/timesales', {
+                'symbols': symbol,
+                'interval': '1min',
+                'startdate': present.strftime('%Y-%m-%d'),
+                'enddate': present.strftime('%Y-%m-%d')
+            }).json()
+
+            quotes = json_data['response']['quotes']['quote']
+            def format_quote(quote):
+                return {
+                    'last': float(quote['last']),
+                    'lo': float(quote['lo']),
+                    'vl': int(quote['vl']),
+                    'datetime': parse(quote['datetime']),
+                    'incr_vl': int(quote['incr_vl']),
+                    'hi': float(quote['hi']),
+                    'timestamp': parse(quote['timestamp']),
+                    'date': parse(quote['date']).date(),
+                    'opn': float(quote['opn'])
+                }
+            quotes_typed = [format_quote(q) for q in quotes]
+
+            return {
+                'symbol': symbol,
+                'quotes': quotes_typed
+            }
+        else:
+            logging.error('Unable to acquire lock for Tradeking ticker {}'
+                          .format(symbol))
+            return {}

setup.py

@@ -26,7 +26,8 @@ setup(
     ],
     tests_require=[
         'pytest',
-        'pytest-catchlog'
+        'pytest-catchlog',
+        'pandas-datareader'
     ],
     entry_points={
         'console_scripts': [

test/tasks/test_tradeking.py

@@ -0,0 +1,37 @@
+from unittest import TestCase
+from datetime import datetime
+from pandas_datareader.data import get_data_yahoo
+from numpy.testing import assert_allclose
+import pytest
+
+from metrik.tasks.tradeking import Tradeking1mTimesales
+from metrik.trading_days import TradingDay
+
+
+@pytest.mark.parametrize('ticker', [
+    'AAPL', 'GOOG', 'SPY', 'REGN', 'SWHC', 'BAC', 'NVCR'
+])
+def test_returns_verifiable(ticker):
+    # Test that the quotes line up with data off of Yahoo
+    now = datetime.now()
+    prior_day = now - TradingDay(1)
+
+    quotes = Tradeking1mTimesales.retrieve_data(prior_day, ticker)
+
+    yahoo_ohlc = map(tuple, get_data_yahoo(ticker, prior_day, prior_day)[
+        ['Open', 'High', 'Low', 'Close']
+    ].values)[0]
+
+    open = high = close = 0
+    low = 999999
+    for index, quote in enumerate(quotes['quotes']):
+        if index == 0:
+            open = quote['opn']
+        if index == len(quotes['quotes']) - 1:
+            close = quote['last']
+        high = max(high, quote['hi'])
+        low = min(low, quote['lo'])
+
+    tradeking_ohlc = (open, high, low, close)
+
+    assert_allclose(tradeking_ohlc, yahoo_ohlc, rtol=1e-3)