Commit Graph

61 Commits (1eb3a120b29c8449d3c55b6cf9e7a99f340c9377)

Author SHA1 Message Date
Bradlee Speice 76193599d0 Be more stingy with connections
I think the act of spinning up ~4000 MongoTargets for the Equities caused things to blow up; this way connections will only by created/used when operations are being performed. This is theoretically less efficient, but from what I've read in the documentation Mongo should have some pooling tricks to not sacrifice performance.
2016-08-25 23:17:35 -04:00
Bradlee Speice 4536278383 Widen the search for bad quotes 2016-08-25 17:56:03 -04:00
Bradlee Speice 003a0024a0 Handle empty quotes in Tradeking 2016-08-25 17:47:36 -04:00
Bradlee Speice 117f4d60b2 Make sure records are actually saveable
MongoDB doesn't like the pure `date` type.
2016-08-25 17:08:37 -04:00
Bradlee Speice 0733725728 Update version code because I forgot. 2016-08-25 09:09:47 -04:00
Bradlee Speice ef10dfac58 Add tradeking into the Equities flow 2016-08-25 09:02:38 -04:00
Bradlee Speice 9fdacd65aa And update the config for the new package_data 2016-08-25 07:45:09 -04:00
Bradlee Speice 8fb5fa9c32 Another update to the cron scripts 2016-08-24 22:47:11 -04:00
Bradlee Speice 0d249af584 Add Tradeking functionality
Yet to be integrated with the Equities flow, hold your horses.
2016-08-24 17:43:11 -04:00
Bradlee Speice af847c16c3 Make sure the MongoTarget is using config correctly 2016-08-24 16:05:00 -04:00
Bradlee Speice 82590f9d3a Use the ConfigParser I'm supposed to... 2016-08-24 15:56:32 -04:00
Bradlee Speice ce71c4bc94 Switch the configuration system
I like this one much better.
2016-08-24 15:52:07 -04:00
Bradlee Speice 7e81f78a6d Make sure there's a newline for the cron jobs 2016-08-24 07:09:43 -04:00
Bradlee Speice 0eb0966729 And make sure that we return a schedule
Rather than just create it.
2016-08-23 22:47:13 -04:00
Bradlee Speice 53407dad5c Add Equities into the flows
Woops, should've done this earlier.
2016-08-23 22:39:32 -04:00
Bradlee Speice 4d36403c59 Add initial rate-limit functionality
Likely needs more tests, but that's all I'm getting done tonight.
2016-08-23 22:23:35 -04:00
Bradlee Speice d1d58a1bd7 Add NASDAQ processing 2016-08-23 19:13:06 -04:00
Bradlee Speice 49953e9da4 Switch `live` to a BoolParameter
Instead of constructor argument
2016-08-23 19:01:09 -04:00
Bradlee Speice ba479389bd Fix printing one more time 2016-08-23 16:47:05 -04:00
Bradlee Speice fd20fa574f Update the version so the upgrades take 2016-08-23 16:43:49 -04:00
Bradlee Speice 8af4330f45 Also make sure listing flows works correctly 2016-08-23 16:38:54 -04:00
Bradlee Speice f2390ba34f Get command-line tools up and running
I now have something that actually gets stuff done.
2016-08-22 21:34:54 -04:00
Bradlee Speice 96c503a106 str -> bytes fixes 2016-08-19 22:09:18 -04:00
Bradlee Speice 88c4401960 Add NASDAQ Company and ETF lists 2016-08-19 22:02:19 -04:00
Bradlee Speice c42f5a6980 Remove Histdata; too many nonces, not worth it 2016-08-16 21:44:03 -04:00
Bradlee Speice 5cf75ebc47 Histdata won't work out, I just want a record that I did something. 2016-08-16 21:40:27 -04:00
Bradlee Speice 3753670a56 Switch default timezone when dateutil can't parse 2016-08-16 17:39:13 -04:00
Bradlee Speice cfa33db624 Remove Bloomberg
Planning to get data from other locations
2016-08-16 17:34:53 -04:00
Bradlee Speice adaeab8aa6 Looks like we're back to timezone issues... 2016-08-16 17:30:28 -04:00
Bradlee Speice 982b9dcb47 Get some tests in place for the MongoDB stuff 2016-08-16 17:21:09 -04:00
Bradlee Speice d581ddf780 Add a trading day timedelta 2016-08-16 16:06:59 -04:00
Bradlee Speice cd7009729e Add a 'now' tag to the database records 2016-08-16 15:38:37 -04:00
Bradlee Speice 36ddd5d323 Minor cleanup 2016-08-13 10:34:47 -04:00
Bradlee Speice 663454c037 Do I actually need to correct EST?
Or was it just install dateutil?
2016-08-13 10:30:20 -04:00
Bradlee Speice 58044a878d Try setting timezone in Travis 2016-08-13 10:14:44 -04:00
Bradlee Speice 136aa6775e Correct for DST as well 2016-08-13 09:54:12 -04:00
Bradlee Speice e6db9f2551 Just set timezone to America/New_York 2016-08-13 02:19:11 -04:00
Bradlee Speice f1d2ec524c Make sure dateutil up to date? 2016-08-13 01:52:01 -04:00
Bradlee Speice dc3c57445b Use an actual package for localization 2016-08-13 00:54:36 -04:00
Bradlee Speice 79c51c16cc Fix localization 2016-08-13 00:25:18 -04:00
Bradlee Speice 285172a14f Try to use local timezone if not parsed 2016-08-13 00:19:44 -04:00
Bradlee Speice 11f0e75fe6 Get timezone on travis 2016-08-13 00:13:52 -04:00
Bradlee Speice 313d8ab775 Logging for Travis 2016-08-13 00:03:47 -04:00
Bradlee Speice 684c68bbe9 Initial Mongo refactoring work 2016-08-12 23:55:12 -04:00
Bradlee Speice 7dc9426eb9 More stable hash ID 2016-08-12 22:59:37 -04:00
Bradlee Speice 98d669eab3 Can now fetch LIBOR data correctly 2016-08-12 20:18:12 -04:00
Bradlee Speice 14e0b404dd Wasn't pandas fault, dates are weird
ICE site is doing something strange...
2016-08-12 19:35:22 -04:00
Bradlee Speice 71d6f951ba Add a logging statement, can't figure out what's going on 2016-08-09 23:55:10 -04:00
Bradlee Speice 54ab89acff assert Pandas + Timezones == Pain 2016-08-09 23:39:30 -04:00
Bradlee Speice 4dd3315d2c Add USD LIBOR rates
Also shift versions lower to what I'm actually testing on
2016-08-09 23:25:22 -04:00