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Code Issues Releases Wiki Activity

Add NASDAQ processing

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This commit is contained in:
Bradlee Speice 2016-08-23 19:13:06 -04:00
parent 49953e9da4
commit d1d58a1bd7
4 changed files with 23 additions and 8 deletions
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2
metrik/__init__.py
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@ -1,2 +1,2 @@
__version__ = '0.1.2' __version__ = '0.2.0'
__release__ = __version__ __release__ = __version__

13
metrik/batch.py
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@ -11,8 +11,8 @@ flows = {
} }
def run_flow(flow_class, present): def run_flow(flow_class, present, live):
build([flow_class(present=present)]) build([flow_class(present=present, live=live)])
def build_cron_file(): def build_cron_file():
@ -30,10 +30,11 @@ def build_cron_file():
def list_flows(): def list_flows():
return "Avaiable:\n\t" + "\n\t".join(flows.keys()) return "Available:\n\t" + "\n\t".join(flows.keys())
def handle_commandline(): def handle_commandline():
present_moment = datetime.now()
parser = ArgumentParser(description='Capture ALL THE DATA off the Internet.') parser = ArgumentParser(description='Capture ALL THE DATA off the Internet.')
parser.add_argument('-c', '--cron', dest='cron', action='store_true', parser.add_argument('-c', '--cron', dest='cron', action='store_true',
help='Build the cron file used to schedule' help='Build the cron file used to schedule'
@ -41,7 +42,7 @@ def handle_commandline():
parser.add_argument('-d', '--date', dest='present', parser.add_argument('-d', '--date', dest='present',
help='Run a flow as if it was this time ' help='Run a flow as if it was this time '
'(default: %(default)s).', '(default: %(default)s).',
default=datetime.now()) default=present_moment)
parser.add_argument('-f', '--flow', dest='flow', help='The flow to be run') parser.add_argument('-f', '--flow', dest='flow', help='The flow to be run')
parser.add_argument('-l', '--list-flows', dest='list', action='store_true', parser.add_argument('-l', '--list-flows', dest='list', action='store_true',
help='List all available flows to be run.') help='List all available flows to be run.')
@ -53,9 +54,9 @@ def handle_commandline():
print(list_flows()) print(list_flows())
elif args.flow: elif args.flow:
if type(args.present) is datetime: if type(args.present) is datetime:
run_flow(flows[args.flow], args.present) run_flow(flows[args.flow], args.present, True)
else: else:
run_flow(flows[args.flow], parse(args.present)) run_flow(flows[args.flow], parse(args.present), False)
else: else:
print("No actions specified, exiting.") print("No actions specified, exiting.")

3
metrik/flows/base.py
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@ -1,5 +1,5 @@
from luigi.task import WrapperTask from luigi.task import WrapperTask
from luigi.parameter import DateMinuteParameter from luigi.parameter import DateMinuteParameter, BoolParameter
import pandas as pd import pandas as pd
from metrik.trading_days import is_trading_day from metrik.trading_days import is_trading_day
@ -7,6 +7,7 @@ from metrik.trading_days import is_trading_day
class Flow(WrapperTask): class Flow(WrapperTask):
present = DateMinuteParameter() present = DateMinuteParameter()
live = BoolParameter()
def __init__(self, force=False, *args, **kwargs): def __init__(self, force=False, *args, **kwargs):
super(Flow, self).__init__(*args, **kwargs) super(Flow, self).__init__(*args, **kwargs)

13
metrik/flows/equities_flow.py Normal file
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@ -0,0 +1,13 @@
from metrik.flows.base import Flow, MarketClose
from metrik.tasks.nasdaq import NasdaqETFList, NasdaqCompanyList
class EquitiesFlow(Flow):
@staticmethod
def get_schedule():
MarketClose()
def _requires(self):
return [NasdaqETFList(current_datetime=self.present, live=self.live),
NasdaqCompanyList(current_datetime=self.present,
live=self.live)]