93 lines
3.0 KiB
Python
93 lines
3.0 KiB
Python
import csv
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import copy
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from datetime import datetime
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from database import Database
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from data.indicators.sma import calculate_sma
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from model.sma import Sma
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from model.ticker import Ticker
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database = Database()
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def load_database(chunk_size=100000):
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database.drop_tables()
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database.create_tables()
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with open("./data/output/tickers.csv") as file:
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try:
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rows = []
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reader = csv.DictReader(file)
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total = 0
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for row in reader:
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ticker = Ticker(
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date=datetime.strptime(row.get("date"), "%Y-%m-%d").date(),
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symbol=row.get("symbol"),
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open=row.get("open"),
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high=row.get("high"),
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low=row.get("low"),
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close=row.get("close"),
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volume=row.get("volume")
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)
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rows.append(ticker)
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if len(rows) >= chunk_size:
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database.session.bulk_save_objects(rows)
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database.session.commit()
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total += chunk_size
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print(f"{total} rows inserted")
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rows = []
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# Insert any remaining rows.
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if rows:
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database.session.bulk_save_objects(rows)
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database.session.commit()
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total += len(rows)
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print(f"{total} inserted")
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except Exception as e:
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import pprint
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pprint.pprint(e)
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def create_sma():
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from sqlalchemy import distinct
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database.drop_table("sma")
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database.create_tables()
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sma_periods = [5, 10, 20, 50, 100, 200]
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symbols = database.session.query(distinct(Ticker.symbol)).all()
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count = 0
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for symbol in symbols:
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try:
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daily_ticker_data = database.session.query(Ticker).filter_by(symbol=symbol[0]).all()
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daily_ticker_data = [ticker.to_dict() for ticker in daily_ticker_data]
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smas = {}
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for period in sma_periods:
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data = copy.deepcopy(daily_ticker_data)
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sma_data = calculate_sma(data, period)
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smas[period] = sma_data
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for i in range(len(daily_ticker_data)):
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row = Sma(
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date=daily_ticker_data[i]['date'],
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symbol=symbol[0],
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sma_5=smas[5][i]['SMA'],
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sma_10=smas[10][i]['SMA'],
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sma_20=smas[20][i]['SMA'],
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sma_50=smas[50][i]['SMA'],
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sma_100=smas[100][i]['SMA'],
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sma_200=smas[200][i]['SMA']
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)
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database.session.add(row)
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database.session.commit()
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count += 1
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print(f"finished {symbol[0]}: {count} of {len(symbols)}: time: {datetime.now()}")
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except Exception as e:
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print(e)
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database.session.rollback()
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if __name__ == "__main__":
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create_sma() |