mirror of
https://github.com/wassname/catalyst.git
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134 lines
3.8 KiB
Python
134 lines
3.8 KiB
Python
import json
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import os
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import pickle
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import urllib
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from datetime import date, datetime
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from catalyst.exchange.exchange_errors import ExchangeAuthNotFound, \
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ExchangeSymbolsNotFound
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from catalyst.utils.paths import data_root, ensure_directory
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SYMBOLS_URL = 'https://raw.githubusercontent.com/enigmampc/catalyst/' \
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'exchange-trading/catalyst/exchange/{exchange}/symbols.json'
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def get_exchange_folder(exchange_name, environ=None):
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if not environ:
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environ = os.environ
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root = data_root(environ)
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exchange_folder = os.path.join(root, 'exchanges', exchange_name)
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ensure_directory(exchange_folder)
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return exchange_folder
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def download_exchange_symbols(exchange_name, environ=None):
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exchange_folder = get_exchange_folder(exchange_name, environ)
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filename = os.path.join(exchange_folder, 'symbols.json')
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url = SYMBOLS_URL.format(exchange=exchange_name)
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response = urllib.urlretrieve(url=url, filename=filename)
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return response
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def get_exchange_symbols(exchange_name, environ=None):
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exchange_folder = get_exchange_folder(exchange_name, environ)
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filename = os.path.join(exchange_folder, 'symbols.json')
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if not os.path.isfile(filename):
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download_exchange_symbols(exchange_name, environ)
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if os.path.isfile(filename):
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with open(filename) as data_file:
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data = json.load(data_file)
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return data
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else:
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raise ExchangeSymbolsNotFound(
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exchange=exchange_name,
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filename=filename
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)
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def get_exchange_auth(exchange_name, environ=None):
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exchange_folder = get_exchange_folder(exchange_name, environ)
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filename = os.path.join(exchange_folder, 'auth.json')
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if os.path.isfile(filename):
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with open(filename) as data_file:
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data = json.load(data_file)
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return data
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else:
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raise ExchangeAuthNotFound(
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exchange=exchange_name,
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filename=filename
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)
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def get_algo_folder(algo_name, environ=None):
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if not environ:
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environ = os.environ
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root = data_root(environ)
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algo_folder = os.path.join(root, 'live_algos', algo_name)
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ensure_directory(algo_folder)
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return algo_folder
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def get_algo_object(algo_name, key, environ=None, rel_path=None):
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folder = get_algo_folder(algo_name, environ)
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if rel_path is not None:
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folder = os.path.join(folder, rel_path)
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filename = os.path.join(folder, key + '.p')
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if os.path.isfile(filename):
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try:
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with open(filename, 'rb') as handle:
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return pickle.load(handle)
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except Exception as e:
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return None
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else:
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return None
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def save_algo_object(algo_name, key, obj, environ=None, rel_path=None):
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folder = get_algo_folder(algo_name, environ)
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if rel_path is not None:
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folder = os.path.join(folder, rel_path)
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ensure_directory(folder)
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filename = os.path.join(folder, key + '.p')
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with open(filename, 'wb') as handle:
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pickle.dump(obj, handle, protocol=pickle.HIGHEST_PROTOCOL)
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def append_algo_object(algo_name, key, obj, environ=None):
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algo_folder = get_algo_folder(algo_name, environ)
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filename = os.path.join(algo_folder, key + '.p')
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mode = 'a+b' if os.path.isfile(filename) else 'wb'
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with open(filename, mode) as handle:
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pickle.dump(obj, handle, protocol=pickle.HIGHEST_PROTOCOL)
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def get_exchange_minute_writer_root(exchange_name, environ=None):
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exchange_folder = get_exchange_folder(exchange_name, environ)
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minute_data_folder = os.path.join(exchange_folder, 'minute_data')
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ensure_directory(minute_data_folder)
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return minute_data_folder
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def perf_serial(obj):
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"""JSON serializer for objects not serializable by default json code"""
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if isinstance(obj, (datetime, date)):
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return obj.isoformat()
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raise TypeError("Type %s not serializable" % type(obj))
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