# Licensed to the Apache Software Foundation (ASF) under one
# or more contributor license agreements. See the NOTICE file
# distributed with this work for additional information
# regarding copyright ownership. The ASF licenses this file
# to you under the Apache License, Version 2.0 (the
# "License"); you may not use this file except in compliance
# with the License. You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing,
# software distributed under the License is distributed on an
# "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
# KIND, either express or implied. See the License for the
# specific language governing permissions and limitations
# under the License.
from functools import wraps
import logging
import time
import csv
import os
log = logging.getLogger(__name__)
def retry(tries, exceptions=None, delay=0):
"""
Decorator for retrying a function if exception occurs
Source: https://gist.github.com/treo/728327
tries -- num tries
exceptions -- exceptions to catch
delay -- wait between retries
"""
exceptions_ = exceptions or (Exception, )
def _retry(fn):
@wraps(fn)
def __retry(*args, **kwargs):
for _ in range(tries+1):
try:
return fn(*args, **kwargs)
except exceptions_ as e:
log.warning("Exception, retrying...", exc_info=e)
time.sleep(delay)
raise # If no success after tries raise last exception
return __retry
return _retry
def write_bars_to_file(bars, filename, tz):
"""Creates CSV file from list of Bar instances"""
date_format_str = "%Y%m%d %H%M%S"
rows = [{'DateTime': bar.datetime.astimezone(tz).strftime(date_format_str),
'Open': bar.open,
'High': bar.high,
'Low': bar.low,
'Close': bar.close,
'Volume': bar.volume,
} for bar in bars]
if os.path.exists(filename):
raise Exception("File already exists!")
fd = os.popen("gzip > %s" % filename, 'w') if filename.endswith('.gz') else open(filename, 'w')
with fd:
csv_writer = csv.DictWriter(fd, ['DateTime', 'Open', 'High', 'Low', 'Close', 'Volume'])
csv_writer.writeheader()
csv_writer.writerows(rows)
def get_instruments_from_file(filename):
"""Load index from txt file"""
instruments = []
with open(filename, 'r') as f:
for instrument in f:
instruments.append(instrument.rstrip())
return instruments
