Add `piker bars` command

For easy testing of questrade historical data from cli.
Re-org the common cli components into a new package to avoid having all
commands defined in a top-level module.

piker/brokers/cli.py

@@ -1,9 +1,9 @@
 """
 Console interface to broker client/daemons.
 """
+import os
 from functools import partial
 import json
-import os
 from operator import attrgetter
 from operator import itemgetter
 
@@ -12,62 +12,17 @@ import pandas as pd
 import trio
 import tractor
 
-from . import watchlists as wl
+from ..cli import cli
-from .log import get_console_log, colorize_json, get_logger
+from .. import watchlists as wl
-from .brokers import core, get_brokermod, data, config
+from ..log import get_console_log, colorize_json, get_logger
-from .brokers.core import maybe_spawn_brokerd_as_subactor, _data_mods
+from ..brokers.core import maybe_spawn_brokerd_as_subactor
+from ..brokers import core, get_brokermod, data
 
 log = get_logger('cli')
 DEFAULT_BROKER = 'questrade'
 
 _config_dir = click.get_app_dir('piker')
 _watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
-_context_defaults = dict(
-    default_map={
-        'monitor': {
-            'rate': 3,
-        },
-        'optschain': {
-            'rate': 1,
-        },
-    }
-)
-
-
-@click.command()
-@click.option('--loglevel', '-l', default='warning', help='Logging level')
-@click.option('--tl', is_flag=True, help='Enable tractor logging')
-@click.option('--host', '-h', default='127.0.0.1', help='Host address to bind')
-def pikerd(loglevel, host, tl):
-    """Spawn the piker broker-daemon.
-    """
-    get_console_log(loglevel)
-    tractor.run_daemon(
-        rpc_module_paths=_data_mods,
-        name='brokerd',
-        loglevel=loglevel if tl else None,
-    )
-
-
-@click.group(context_settings=_context_defaults)
-@click.option('--broker', '-b', default=DEFAULT_BROKER,
-              help='Broker backend to use')
-@click.option('--loglevel', '-l', default='warning', help='Logging level')
-@click.option('--configdir', '-c', help='Configuration directory')
-@click.pass_context
-def cli(ctx, broker, loglevel, configdir):
-    if configdir is not None:
-        assert os.path.isdir(configdir), f"`{configdir}` is not a valid path"
-        config._override_config_dir(configdir)
-
-    # ensure that ctx.obj exists even though we aren't using it (yet)
-    ctx.ensure_object(dict)
-    ctx.obj.update({
-        'broker': broker,
-        'brokermod': get_brokermod(broker),
-        'loglevel': loglevel,
-        'log': get_console_log(loglevel),
-    })
 
 
 @cli.command()
@@ -132,11 +87,10 @@ def quote(config, tickers, df_output):
                 brokermod.log.warn(f"Could not find symbol {ticker}?")
 
     if df_output:
-        cols = next(filter(bool, quotes.values())).copy()
+        cols = next(filter(bool, quotes)).copy()
         cols.pop('symbol')
         df = pd.DataFrame(
-            (quote or {} for quote in quotes.values()),
+            (quote or {} for quote in quotes),
-            index=quotes.keys(),
             columns=cols,
         )
         click.echo(df)
@@ -144,6 +98,41 @@ def quote(config, tickers, df_output):
         click.echo(colorize_json(quotes))
 
 
+@cli.command()
+@click.option('--df-output', '-df', flag_value=True,
+              help='Output in `pandas.DataFrame` format')
+@click.option('--count', '-c', default=10,
+              help='Number of bars to retrieve')
+@click.argument('symbol', required=True)
+@click.pass_obj
+def bars(config, symbol, count, df_output):
+    """Retreive 1m bars for symbol and print on the console in json
+    format.
+    """
+    # global opts
+    brokermod = config['brokermod']
+
+    # broker backend should return at the least a
+    # list of candle dictionaries
+    bars = trio.run(
+        partial(
+            core.bars,
+            brokermod,
+            symbol,
+            count=count,
+        )
+    )
+
+    if not bars:
+        log.error(f"No quotes could be found for {symbol}?")
+        return
+
+    if df_output:
+        click.echo(pd.DataFrame(bars))
+    else:
+        click.echo(colorize_json(bars))
+
+
 @cli.command()
 @click.option('--tl', is_flag=True, help='Enable tractor logging')
 @click.option('--rate', '-r', default=3, help='Quote rate limit')
@@ -184,6 +173,7 @@ def monitor(config, rate, name, dhost, test, tl):
         name='monitor',
         loglevel=loglevel if tl else None,
         rpc_module_paths=['piker.ui.monitor'],
+        start_method='forkserver',
     )
 
 
@@ -406,4 +396,5 @@ def optschain(config, symbol, date, tl, rate, test):
         partial(main, tries=1),
         name='kivy-options-chain',
         loglevel=loglevel if tl else None,
+        start_method='forkserver',
     )

piker/brokers/core.py

@@ -110,3 +110,15 @@ async def contracts(
     async with brokermod.get_client() as client:
         # return await client.get_all_contracts([symbol])
         return await client.get_all_contracts([symbol])
+
+
+async def bars(
+    brokermod: ModuleType,
+    symbol: str,
+    **kwargs,
+) -> Dict[str, Dict[str, Dict[str, Any]]]:
+    """Return option contracts (all expiries) for ``symbol``.
+    """
+    async with brokermod.get_client() as client:
+        # return await client.get_all_contracts([symbol])
+        return await client.bars(symbol, **kwargs)

piker/brokers/questrade.py

@@ -570,14 +570,24 @@ class Client:
             raise SymbolNotFound(symbol)
 
         sid = sids[symbol]
-        est_now = arrow.utcnow().to('US/Eastern').floor('minute')
+
-        est_start = est_now.shift(minutes=-count)
+        # get last market open end time
+        est_end = now = arrow.utcnow().to('US/Eastern').floor('minute')
+        wd = now.isoweekday()
+        if wd > 5:
+            quotes = await self.quote([symbol])
+            est_end = arrow.get(quotes[0]['lastTradeTime'])
+            if est_end.hour == 0:
+                # XXX don't bother figuring out extended hours for now
+                est_end = est_end.replace(hour=17)
+
+        est_start = est_end.shift(minutes=-count)
 
         start = time.time()
         bars = await self.api.candles(
             sid,
             start=est_start.isoformat(),
-            end=est_now.isoformat(),
+            end=est_end.isoformat(),
             interval=_time_frames[time_frame],
         )
         log.debug(

piker/cli/__init__.py

@@ -0,0 +1,67 @@
+"""
+CLI commons.
+"""
+import os
+
+import click
+import tractor
+
+from ..log import get_console_log, get_logger
+from ..brokers import get_brokermod, config
+from ..brokers.core import _data_mods
+
+log = get_logger('cli')
+DEFAULT_BROKER = 'questrade'
+
+# _config_dir = click.get_app_dir('piker')
+# _watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
+_context_defaults = dict(
+    default_map={
+        'monitor': {
+            'rate': 3,
+        },
+        'optschain': {
+            'rate': 1,
+        },
+    }
+)
+
+
+@click.command()
+@click.option('--loglevel', '-l', default='warning', help='Logging level')
+@click.option('--tl', is_flag=True, help='Enable tractor logging')
+@click.option('--host', '-h', default='127.0.0.1', help='Host address to bind')
+def pikerd(loglevel, host, tl):
+    """Spawn the piker broker-daemon.
+    """
+    get_console_log(loglevel)
+    tractor.run_daemon(
+        rpc_module_paths=_data_mods,
+        name='brokerd',
+        loglevel=loglevel if tl else None,
+    )
+
+
+@click.group(context_settings=_context_defaults)
+@click.option('--broker', '-b', default=DEFAULT_BROKER,
+              help='Broker backend to use')
+@click.option('--loglevel', '-l', default='warning', help='Logging level')
+@click.option('--configdir', '-c', help='Configuration directory')
+@click.pass_context
+def cli(ctx, broker, loglevel, configdir):
+    if configdir is not None:
+        assert os.path.isdir(configdir), f"`{configdir}` is not a valid path"
+        config._override_config_dir(configdir)
+
+    # ensure that ctx.obj exists even though we aren't using it (yet)
+    ctx.ensure_object(dict)
+    ctx.obj.update({
+        'broker': broker,
+        'brokermod': get_brokermod(broker),
+        'loglevel': loglevel,
+        'log': get_console_log(loglevel),
+    })
+
+
+# load downstream cli modules
+from ..brokers import cli as _