Can now fetch LIBOR data correctly

metrik/batch.py

@@ -0,0 +1,9 @@
+from luigi import build
+from metrik.flows.libor_flow import LiborFlow
+from datetime import datetime
+
+
+if __name__ == '__main__':
+    l = LiborFlow(datetime(2016, 5, 9).date())
+
+    build([l], local_scheduler=True)

metrik/conf.py

@@ -1 +1,4 @@
 USER_AGENT = "Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:47.0) Gecko/20100101 Firefox/47.0"
+MONGO_HOST = 'localhost'
+MONGO_PORT = 27017
+MONGO_DATABASE = 'metrik'

metrik/flows/libor_flow.py

@@ -0,0 +1,13 @@
+from luigi import Task, DateParameter, LocalTarget
+
+from metrik.tasks.ice import LiborRateTask
+from metrik.targets.temp_file import TempFileTarget
+
+
+class LiborFlow(Task):
+    date = DateParameter()
+
+    def requires(self):
+        currencies = ['USD']
+        return [LiborRateTask(self.date, currency)
+                for currency in currencies]

metrik/targets/mongo_target.py

@@ -0,0 +1,24 @@
+from luigi import Target
+from pymongo import MongoClient
+from metrik.conf import MONGO_HOST, MONGO_PORT, MONGO_DATABASE
+
+
+class MongoTarget(Target):
+
+    def __init__(self, collection, id):
+        self.connection = MongoClient(MONGO_HOST, MONGO_PORT)[MONGO_DATABASE]
+        self.collection = self.connection[collection]
+        self.id = id
+
+    def exists(self):
+        return self.collection.find_one({
+            '_id': self.id
+        }) is not None
+
+    def persist(self, dict_object):
+        id_dict = dict_object
+        id_dict['_id'] = self.id
+        return self.collection.insert_one(id_dict).inserted_id
+
+    def retrieve(self):
+        return self.collection.find_one({'_id': self.id})

metrik/targets/pickle_target.py

@@ -1,24 +1,12 @@
-from luigi.target import Target
-from pickle import dump, dumps, load, loads
-from os.path import exists, join
-from os import unlink
-from tempfile import tempdir
-import base64
+from pickle import dump, load
+
+from metrik.targets.temp_file import TempFileTarget
 
 
-class PickleTarget(Target):
-    def __init__(self, name):
-        self.name = name
-
-    def full_path(self):
-        return join(tempdir, self.name)
-
-    def exists(self):
-        return exists(self.full_path())
-
-    def write(self, object):
+class PickleTarget(TempFileTarget):
+    def write(self, obj):
         with open(self.full_path(), 'w+b') as handle:
-            dump(object, handle)
+            dump(obj, handle)
 
     def read(self):
         return load(open(self.full_path(), 'rb'))

metrik/targets/temp_file.py

@@ -0,0 +1,15 @@
+from os.path import exists, join
+from tempfile import tempdir
+
+from luigi.target import Target
+
+
+class TempFileTarget(Target):
+    def __init__(self, name):
+        self.name = name
+
+    def full_path(self):
+        return join(tempdir, self.name)
+
+    def exists(self):
+        return exists(self.full_path())

metrik/tasks/ice.py

@@ -1,4 +1,5 @@
 from luigi.task import Task
+from luigi.parameter import DateParameter, Parameter
 # noinspection PyUnresolvedReferences
 from six.moves.urllib.parse import quote_plus
 import pytz
@@ -9,6 +10,8 @@ import csv
 from io import StringIO
 from dateutil.parser import parse
 
+from metrik.targets.mongo_target import MongoTarget
+
 
 LiborRate = namedtuple('LiborRate', [
     'publication', 'overnight', 'one_week', 'one_month', 'two_month',
@@ -18,6 +21,16 @@ LiborRate = namedtuple('LiborRate', [
 
 class LiborRateTask(Task):
 
+    date = DateParameter()
+    currency = Parameter()
+
+    def output(self):
+        return MongoTarget('libor', hash(self.task_id))
+
+    def run(self):
+        libor_record = self.retrieve_data(self.date, self.currency)
+        self.output().persist(libor_record._asdict())
+
     @staticmethod
     def retrieve_data(date, currency):
         url = ('https://www.theice.com/marketdata/reports/icebenchmarkadmin/'