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https://github.com/bspeice/metrik
synced 2024-11-04 22:48:11 -05:00
Add fetching options quotes (daily data from Tradeking)
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@ -9,6 +9,13 @@ from metrik.tasks.base import MongoCreateTask, MongoRateLimit, MongoNoBackCreate
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from metrik.conf import get_config
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def batch(iterable, size):
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sourceiter = iter(iterable)
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while True:
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batchiter = islice(sourceiter, size)
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yield chain([batchiter.next()], batchiter)
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class TradekingApi(object):
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format_json = '.json'
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format_xml = '.xml'
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@ -87,6 +94,7 @@ class Tradeking1mTimesales(MongoCreateTask):
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class TradekingOptionsQuotes(MongoNoBackCreateTask):
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batch_size = 75
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symbol = Parameter()
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def get_collection_name(self):
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@ -101,9 +109,19 @@ class TradekingOptionsQuotes(MongoNoBackCreateTask):
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return [r['symbol'] for r in results]
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@staticmethod
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def retrieve_quotes(api, symbols):
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response = api.api_request('market/ext/quotes', {
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'symbols': ','.join(symbols)
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})
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results = response.json()['response']['quotes']['quote']
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return results
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@staticmethod
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def retrieve_data(symbol):
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tradeking = TradekingApi()
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api = TradekingApi()
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# We request a first rate limit lock to get the options chain
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ratelimit = MongoRateLimit()
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@ -112,3 +130,21 @@ class TradekingOptionsQuotes(MongoNoBackCreateTask):
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limit=60,
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interval=timedelta(minutes=1)
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)
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if not chain_acquire:
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return {}
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chain = TradekingOptionsQuotes.retrieve_chain_syms(api, symbol)
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results = []
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for b in batch(chain, TradekingOptionsQuotes.batch_size):
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batch_acquire = ratelimit.acquire_lock(
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service='tradeking',
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limit=60,
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interval=timedelta(minutes=1)
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)
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if batch_acquire:
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batch_results = TradekingOptionsQuotes.retrieve_quotes(api, b)
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results += batch_results
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return results
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@ -6,7 +6,7 @@ import pytest
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from six.moves import map
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from pytz import utc
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from metrik.tasks.tradeking import Tradeking1mTimesales, TradekingOptionsQuotes, TradekingApi
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from metrik.tasks.tradeking import Tradeking1mTimesales, TradekingOptionsQuotes, TradekingApi, batch
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from metrik.trading_days import TradingDay
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from metrik.targets.mongo import MongoTarget
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from test.mongo_test import MongoTest
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@ -40,6 +40,7 @@ def test_returns_verifiable(ticker):
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assert_allclose(tradeking_ohlc, yahoo_ohlc, rtol=1e-3)
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@pytest.mark.parametrize('ticker', [
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'AAPL', 'GOOG', 'SPY', 'REGN', 'SWHC', 'BAC', 'NVCR', 'ARGT'
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])
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@ -49,8 +50,20 @@ def test_chain_returns(ticker):
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assert len(chain) > 20
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class TradekingTest(MongoTest):
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@pytest.mark.parametrize('ticker', [
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'AAPL', 'GOOG', 'SPY'
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])
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def test_options_quote(ticker):
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demo_length = 25
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api = TradekingApi()
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chain = TradekingOptionsQuotes.retrieve_chain_syms(api, ticker)[:demo_length]
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quotes = TradekingOptionsQuotes.retrieve_quotes(api, chain)
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assert len(quotes) == demo_length
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class TradekingTest(MongoTest):
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def test_record_is_saveable(self):
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# Had an issue previously where the `date` type would cause saving
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# to fail. Make sure that doesn't continue
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