# -*-mode: python; py-indent-offset: 4; indent-tabs-mode: nil; encoding: utf-8-dos; coding: utf-8 -*-
"""
``PyTables`` will show a ``NaturalNameWarning`` if a column name
cannot be used as an attribute selector. Generally identifiers that
have spaces, start with numbers, or ``_``, or have ``-`` embedded are not considered
*natural*. These types of identifiers cannot be used in a ``where`` clause
and are generally a bad idea.
"""
import sys
import os
from collections import OrderedDict
import pandas
from OpenTrader.PandasMt4 import oReadMt4Csv
class Omlette(object):
__fOmleteVersion__ = 1.0
def __init__(self, sHdfStore="", oFd=sys.stdout):
self.oHdfStore = None
self.oFd = oFd
if sHdfStore:
# ugly - active
self.oHdfStore = pandas.HDFStore(sHdfStore, mode='w')
self.oFd.write("INFO: hdf store" +self.oHdfStore.filename +'\n')
self.oRecipe = None
self.oChefModule = None
def oAddHdfStore(self, sHdfStore):
if os.path.isabs(sHdfStore):
assert os.path.isdir(os.path.dirname(sHdfStore)), \
"ERROR: directory not found: " +sHdfStore
self.oHdfStore = pandas.HDFStore(sHdfStore, mode='w')
self.oFd.write("INFO: hdf store: " +self.oHdfStore.filename +'\n')
return self.oHdfStore
def oRestore(self, sHdfStore):
assert os.path.exists(sHdfStore)
# FixMe:
self.oHdfStore = None
return self.oHdfStore
# Is this an Omlette method? its generic and the use of self is tangential
# It is because it adds components to the HDF fuke, which is the omlette.
def dGetFeedFrame(self, sCsvFile, sTimeFrame, sSymbol, sYear):
dFeedParams = OrderedDict(sTimeFrame=sTimeFrame, sSymbol=sSymbol, sYear=sYear)
# PandasMt4.dDF_OHLC[sKey = sSymbol + sTimeFrame + sYear]
dFeedParams['mFeedOhlc'] = oReadMt4Csv(sCsvFile, **dFeedParams)
dFeedParams['open_label'] = 'O'
dFeedParams['close_label'] = 'C'
dFeedParams['sKey'] = sSymbol + sTimeFrame + sYear
dFeedParams['sCsvFile'] = sCsvFile
self.vAppendHdf('feed/mt4/' +dFeedParams['sKey'],
dFeedParams['mFeedOhlc'])
dMetadata = dFeedParams.copy()
del dMetadata['mFeedOhlc']
self.vSetMetadataHdf('feed/mt4/' +dFeedParams['sKey'], dMetadata)
self.vSetTitleHdf('feed/mt4', 'Mt4')
self.vSetTitleHdf('feed', 'Feeds')
return dFeedParams
def oAddRecipe(self, sRecipe):
if False:
OpenTraderPkg = __import__('OpenTrader.Omlettes.'+sRecipe)
OmlettesPkg = getattr(OpenTraderPkg, 'Omlettes')
RecipeModule = getattr(OmlettesPkg, sRecipe)
else:
RecipeModule = __import__(sRecipe)
RecipeKlass = getattr(RecipeModule, sRecipe)
self.oRecipe = RecipeKlass()
self.oRecipe.sName = sRecipe
self.oRecipe.sFile = RecipeModule.__file__
self.oRecipe.oOm = self
return self.oRecipe
def oAddChef(self, sChef):
if False:
OpenTraderPkg = __import__('OpenTrader.Omlettes.'+sChef)
OmlettesPkg = getattr(OpenTraderPkg, 'Omlettes')
self.oChefModule = __import__(sChef)
else:
self.oChefModule = getattr(OmlettesPkg, sChef)
# self.sChef = sChef
# FixMe: eliminate
self.oChefModule.sChef = sChef
self.oChefModule.sName = sChef
return self.oChefModule
def dMakeChefsParams(self, **dKw):
self.dChefsParams = OrderedDict(**dKw)
return self.dChefsParams
def vSetTitleHdf(self, sKey, sData):
oHdfStore = self.oHdfStore
if oHdfStore is None: return
self.oHdfStore.get_node(sKey)._g_settitle(sData)
def vSetMetadataHdf(self, sKey, gData):
oHdfStore = self.oHdfStore
if oHdfStore is None: return
self.vAppendHdf(sKey, None, gData)
def vAppendHdf(self, sKey, gData, gMetaData=None):
oHdfStore = self.oHdfStore
if oHdfStore is None: return
if gData is None:
# we need to check if the key exists
pass
# drop through
# assert sCat in ['recipe', 'feed'], "ERROR: unrecognized category: " +sCat
elif type(gData) in [pandas.Series, pandas.DataFrame, pandas.Panel]:
self.oFd.write("INFO: HDF putting " +sKey +'\n')
oHdfStore.put('/' +sKey, gData,
format='table',
data_columns=True)
oHdfStore.flush()
else:
self.oFd.write("ERROR: unsupported datatype for %s: %r \n" % \
(sKey, type(gData),))
return
if gMetaData is None:
return
if type(gMetaData) in [dict, OrderedDict]:
# o = getattr(getattr(oHdfStore.root, sCat), sInst)
o = oHdfStore.get_node('/'+sKey)
o._v_attrs.metadata = [gMetaData]
oHdfStore.flush()
def vClose(self):
if self.oHdfStore is None: return
if False:
self.oFd.write("INFO: closing hdf " +repr(self.oHdfStore) +'\n')
self.oHdfStore.close()
self.oHdfStore = None
def iMain():
"""
Read an hdf file generated by us to make sure
we can recover its content and structure.
Give the name of an hdf5 file as a command-line argument.
"""
assert sys.argv, __doc__
sFile = sys.argv[1]
assert os.path.isfile(sFile)
oHdfStore = pandas.HDFStore(sFile, mode='r')
print oHdfStore.groups()
# bug - no return value
# oSignals = pandas.read_hdf(oHdfStore, '/servings/signals')
mSignals = oHdfStore.select('/recipe/servings/mSignals', auto_close=False)
print mSignals
print oHdfStore.get_node('/recipe')._v_attrs.metadata[0]['sUrl']
if __name__ == '__main__':
iMain()
