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https://github.com/wassname/catalyst.git
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fawce
46 lines
1.7 KiB
Python
46 lines
1.7 KiB
Python
import tornado.auth
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import tornado.httpserver
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import tornado.ioloop
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from tornado.options import define, options
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import tornado.web
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import pymongo
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import bson
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import hashlib
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import base64
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import uuid
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import os
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import logging
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import datetime
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import random
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import qsim.simulator.backtest.util as qutil
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MINUTE_COUNT=390
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def db_main():
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tornado.options.parse_command_line()
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connection, db = qutil.connect_db()
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#create one mythical company
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if not db.company_info.find_one({'sid':133}):
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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"})
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#create one mythical company
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if not db.company_info.find_one({'sid':134}):
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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"})
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#create minute equity data collection and populate with a day of random data
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prices = {133:25.0,134:45.0} #sid, initial price.
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if not db.equity.trades.minute.find().count() == MINUTE_COUNT * len(prices):
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db.equity.trades.minute.drop()
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trade_start = datetime.datetime.now()
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minute = datetime.timedelta(minutes=1)
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for i in range(MINUTE_COUNT):
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for sid,price in prices.iteritems():
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price = price + random.uniform(-0.05,0.05)
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db.equity.trades.minute.insert({'sid':sid, 'dt':trade_start + (minute * i),'price':price, 'volume':random.randrange(100,10000,100)})
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if __name__ == "__main__":
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db_main()
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