moved dev_setup to reference qsim packages

dev_setup.py

@@ -0,0 +1,45 @@
+import tornado.auth
+import tornado.httpserver
+import tornado.ioloop
+from tornado.options import define, options
+import tornado.web
+import pymongo
+import bson
+import hashlib
+import base64
+import uuid
+import os
+import logging
+import datetime
+import random
+
+import qsim.simulator.backtest.util as qutil
+
+MINUTE_COUNT=390
+
+def db_main():
+    tornado.options.parse_command_line()
+    connection, db = qutil.connect_db()
+    
+    #create one mythical company
+    if not db.company_info.find_one({'sid':133}):
+        db.company_info.insert({'sid':133, "exchange" : "NEW YORK STOCK EXCHANGE", "symbol" : "JHF", "first date" : "01/04/1993", "last date" : "10/01/2008", "sid" : 133, "industry code" : "130A", "company name" : "JACK INC"})    
+    
+    #create one mythical company
+    if not db.company_info.find_one({'sid':134}):
+        db.company_info.insert({'sid':134, "exchange" : "NEW YORK STOCK EXCHANGE", "symbol" : "RCF", "first date" : "01/04/1993", "last date" : "10/01/2008", "sid" : 134, "industry code" : "130A", "company name" : "ROCCO INC"})    
+        
+    #create minute equity data collection and populate with a day of random data
+    prices = {133:25.0,134:45.0} #sid, initial price.
+    if not db.equity.trades.minute.find().count() == MINUTE_COUNT * len(prices):
+        db.equity.trades.minute.drop()
+        trade_start = datetime.datetime.now()
+        minute = datetime.timedelta(minutes=1)
+
+        for i in range(MINUTE_COUNT):
+            for sid,price in prices.iteritems():
+                price = price + random.uniform(-0.05,0.05)
+                db.equity.trades.minute.insert({'sid':sid, 'dt':trade_start + (minute * i),'price':price, 'volume':random.randrange(100,10000,100)})
+
+if __name__ == "__main__":
+    db_main()