mirror of
				https://github.com/bspeice/metrik
				synced 2025-11-03 18:00:51 -05:00 
			
		
		
		
	Can now fetch LIBOR data correctly
This commit is contained in:
		
							
								
								
									
										9
									
								
								metrik/batch.py
									
									
									
									
									
										Normal file
									
								
							
							
						
						
									
										9
									
								
								metrik/batch.py
									
									
									
									
									
										Normal file
									
								
							@ -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)
 | 
			
		||||
@ -1 +1,4 @@
 | 
			
		||||
USER_AGENT = "Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:47.0) Gecko/20100101 Firefox/47.0"
 | 
			
		||||
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'
 | 
			
		||||
							
								
								
									
										0
									
								
								metrik/flows/__init__.py
									
									
									
									
									
										Normal file
									
								
							
							
						
						
									
										0
									
								
								metrik/flows/__init__.py
									
									
									
									
									
										Normal file
									
								
							
							
								
								
									
										13
									
								
								metrik/flows/libor_flow.py
									
									
									
									
									
										Normal file
									
								
							
							
						
						
									
										13
									
								
								metrik/flows/libor_flow.py
									
									
									
									
									
										Normal file
									
								
							@ -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]
 | 
			
		||||
							
								
								
									
										24
									
								
								metrik/targets/mongo_target.py
									
									
									
									
									
										Normal file
									
								
							
							
						
						
									
										24
									
								
								metrik/targets/mongo_target.py
									
									
									
									
									
										Normal file
									
								
							@ -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})
 | 
			
		||||
@ -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'))
 | 
			
		||||
 | 
			
		||||
							
								
								
									
										15
									
								
								metrik/targets/temp_file.py
									
									
									
									
									
										Normal file
									
								
							
							
						
						
									
										15
									
								
								metrik/targets/temp_file.py
									
									
									
									
									
										Normal file
									
								
							@ -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())
 | 
			
		||||
@ -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/'
 | 
			
		||||
 | 
			
		||||
		Reference in New Issue
	
	Block a user