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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.
questrade_candles
Tyler Goodlet 2020-05-23 15:39:17 -04:00
parent c11946988e
commit ff843372a1
4 changed files with 137 additions and 57 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

99
piker/brokers/cli.py
View File

@ -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 .log import get_console_log, colorize_json, get_logger
from .brokers import core, get_brokermod, data, config
from .brokers.core import maybe_spawn_brokerd_as_subactor, _data_mods
from ..cli import cli
from .. import watchlists as wl
from ..log import get_console_log, colorize_json, get_logger
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()),
index=quotes.keys(),
(quote or {} for quote in quotes),
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',
)

12
piker/brokers/core.py
View File

@ -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)

16
piker/brokers/questrade.py
View File

@ -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(

67
piker/cli/__init__.py 100644
View File

@ -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 _