#50: create invest-signal indicators and signal

(ACCEPTED)

--HG--
branch : sandbox

src/misc/dukas2ticks.py

@@ -0,0 +1,62 @@
+# Copyright (c) 2009 Andreas Balogh
+# See LICENSE for details.
+
+''' flatex broker server '''
+
+import getopt
+import sys
+import os
+import re
+import datetime as dt
+
+import logging
+
+logging.basicConfig(level=logging.DEBUG, 
+                    format='%(asctime)s.%(msecs)03d %(levelname)-8s %(message)s',
+                    datefmt='%H:%M:%S')
+
+LOG = logging.getLogger()
+
+
+re_line = r'(\d+)-(\d+)-(\d+);(\d+):(\d+):(\d+);(\d+);(.+);(.+);(.+);(.+)'
+MDF_REO = re.compile(re_line)
+
+
+def dukas2ticks(ifn, odir):
+    ifh = open(ifn, "r")
+    # ofh = open(argv[2], "w")
+    ofh = None
+    tdate = None
+    tz = 1
+    for raw_line in ifh:
+        line = raw_line.strip('\n\r')
+        mobj = MDF_REO.match(line)
+        if mobj is None:
+            LOG.info('skipped [%s]', line)
+            continue
+        (dd, mm, yy, hh, mi, ss, vol, p_open, p_cls, p_low, p_high) = mobj.groups()
+        iyy = int(yy)
+        imm = int(mm)
+        idd = int(dd)
+        if tdate is None or tdate != dt.date(iyy, imm, idd):
+            tdate = dt.date(iyy, imm, idd)
+            if idd == 8:
+                tz = 2
+            if ofh is not None:
+                ofh.close()
+            ofn = '846900-%s%s%s.csv' % (yy, mm, dd)
+            ofp = os.path.join(odir, ofn)
+            ofh = open(ofp, 'w')
+        lhh = int(hh) + tz
+        print >>ofh, '%.02i:%02s:%02i,846900,LAST,%s,0.0' % (lhh, mi, 0, p_open) 
+        print >>ofh, '%.02i:%02s:%s,846900,LAST,%s,0.0' % (lhh, mi, 15, p_low) 
+        print >>ofh, '%.02i:%02s:%s,846900,LAST,%s,0.0' % (lhh, mi, 30, p_high) 
+        print >>ofh, '%.02i:%02s:%s,846900,LAST,%s,0.0' % (lhh, mi, 45, p_cls) 
+    ifh.close()
+    ofh.close()
+    # throw away first line of file (close price from previous day)
+    return  
+
+if __name__ == '__main__':
+    # dukas2ticks(r'E:\rttrd-dev-var\dukascopy\DAX 06-04 bis 09-04.csv', r'E:\rttrd-dev-var\dukascopy')
+    dukas2ticks(r'E:\rttrd-dev-var\dukascopy\DAX 29-03 bis 01-04.csv', r'E:\rttrd-dev-var\dukascopy')

src/template/main.py

@@ -32,7 +32,7 @@ class Usage(Exception):
 class Error(Exception):
     pass
 
-def main(argv = [__name__]):
+def main(argv = [__file__]):
     try:
         # check for parameters
         LOG.debug("starting '%s %s'", argv[0], " ".join(argv[1:]))