-
Notifications
You must be signed in to change notification settings - Fork 0
/
QCXE Data Interface - bak.py
373 lines (337 loc) · 16.8 KB
/
QCXE Data Interface - bak.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
# -*- coding:shift-jis -*-
import getpass
user = getpass.getuser()
import os
currentWorkingDirectory = "C:\\Users\\{0}\\Desktop\\PySong2\\eSignal".format(user)
os.chdir(currentWorkingDirectory)
import sys
sys.path.append('../PythonStats/x64/Debug/')
sys.path.append('../PythonUtility/')
import IoUtility as iou
import OsUtility as osu
import DatetimeUtility as dtu
import DataTypeUtility as dpu
import HolidayUtility as hdu
import time
import datetime
from datetime import timedelta
from subprocess import call
import pandas as pd
import re
import pyautogui
import pywinauto
from pywinauto.application import Application
def test(app1,pass1):
try:
app1.Connect(path = pass1)
except:
app1.Start(cmd_line = pass1)
time.sleep(2)
def add_items(_wnd, _items, _portfolio, _interval, _days_back=1):
# portfolio
to_add_portfolio_combo = _wnd['ComboBox2']
to_add_portfolio_combo.Select(_portfolio)
#time.sleep(2)
# to select 'Delete Items'
#to_add_portfolio_combo.Click()
#_wnd.SetFocus()
#_wnd.TypeKeys("{TAB}")
#_wnd.TypeKeys("{LEFT}")
try:
app_form['Edit0'].Click() # bottom [Messages] edit box
app_form.TypeKeys('{TAB 3}{LEFT}')
# Tick, 1min or Daily
bar_interval_combo = _wnd['ComboBox1']
bar_interval_combo.Select(_interval) # 0:tick, 1:1min, Daily:daily
# days back
days_back_textbox = _wnd['Edit3']
days_back_textbox.SetText(_days_back)
# Symbol list
to_add_items_textbox = _wnd['Edit2']
to_add_items_textbox.SetText('\r\n'.join(_items))
# update histrical data
update_item_checkbox = _wnd['Update each item with history dataCheckBox']
if update_item_checkbox.GetCheckState() == 0:
update_item_checkbox.Click()
# delete button
add_btn = _wnd['Add/Update Items NowButton']
add_btn.Click()
except:
print('Retring add_items...')
add_items(_wnd, _items, _portfolio, _interval, _days_back)
def delete_items(_wnd, _items, _portfolio, _interval):
# portfolio
to_delete_portfolio_combo = _wnd['ComboBox2']
to_delete_portfolio_combo.Select(_portfolio)
# to select 'Add Items'
#to_delete_portfolio_combo.Click()
#_wnd.SetFocus()
#_wnd.TypeKeys("{TAB}")
#_wnd.TypeKeys("{RIGHT}")
app_form['Edit0'].Click() # bottom [Messages] edit box
app_form.TypeKeys('{TAB 3}{RIGHT}')
# Tick, 1min or Daily
bar_interval_combo = _wnd['ComboBox3']
bar_interval_combo.Select(_interval) # 0:tick, 1:1min, Daily:daily
# Symbol list
to_delete_items_textbox = _wnd['Edit2']
to_delete_items_textbox.SetText('\r\n'.join(_items))
# delete button
delete_btn = _wnd['Delete Items NowButton']
delete_btn.Click()
def init_app():
#アプリ起動
app = Application()
pass1 = 'D:/Program Files (x86)/QCollector Expert For eSignal/QCXEInterfaceClient.exe'
test(app,pass1)
# focus the main window
app_form = app['QCXE Data Interface Client']
app_form.SetFocus()
app_form.Click()
# select [Client Data Requests] tab
app_form['Edit0'].Click() # bottom [Messages] edit box
app_form.TypeKeys('{TAB}{LEFT 2}')
app_form['Get Portfolio List'].Click()
app_form['Edit0'].Click() # bottom [Messages] edit box
app_form.TypeKeys('{TAB}{RIGHT}')
#app_form.TypeKeys('{RIGHT 2}')
return app_form
# TSE : 9:00～15:15 - 2h45m
# SHG : - 4h
# ASX : - 4h30m ～ 5h30m
# HKG : - 5h30m
# DME (一部 Daily) : - 35m
# BALTIC (1min) : 19:00 or 翌1:00 - 20m
# FUNDS (Daily) :
# NASDAQ : 17:00～翌5:00 - 15m
# S&P500 :
# ARCA : 17:00～翌9:00 -
# LME :
# ARCA : - 1h45m
# EQUIDUCT : 16:00～翌0:35 - 3h30m
# ActiveFutures :
# ETF : 9:00～翌2:30 - 2h30m
# SouthEastAsiaStock : 10h40m
# AsiaFutures :
#
# Chi-X Japan :
# SBI Japanext :
# Phillipine : 10:30～16:20 -
# U.S.OTC : 22:30 - 翌5:00
#
if __name__ == "__main__":
now = datetime.datetime.now()
hour = now.hour
minute = now.minute
today = datetime.date.today()
yesterday = today + datetime.timedelta(days=-1)
twodaysago = today + datetime.timedelta(days=-2)
param = sys.argv
if len(param) == 3:
portfolio = param[1] #'ASX'
interval = param[2]
elif len(param) == 2:
# assign parameter based on this process's current execution time
# opening hours : https://en.wikipedia.org/wiki/List_of_stock_exchange_opening_times
if hour==15 and minute >= 15 and minute <= 20: # 9:00 JST to 11:30 JST, 12:30 JST to 15:00 JST (UTC+9)
portfolio = 'TSE'
elif hour==16 and minute >= 45 and minute <= 50: # 8:45 JST to 15:15 JST, 16:30 JST to 5:30 JST (Rubber : 16:30 JST to 19:00 JST) (UTC+9)
portfolio = 'TOCOM'
elif hour==17 and minute >= 45 and minute <= 50: # 9:30 CST to 11:30 CST, 13:00 CST to 15:00 CST (UTC+8)
portfolio = 'SHG'
elif hour==20 and minute >= 0 and minute <= 5: # 10:00 AEST to 16:00 AES (UTC+10)
portfolio = 'ASX'
elif hour==22 and minute >= 0 and minute <= 5: # 09:15 IST to 15:30 IST (UTC+5.5)
portfolio = 'Bombay'
elif hour==1 and minute >= 45 and minute <= 50: # 09:00 CET to 17:35 CET (UTC+1)
portfolio = 'Luxenberg'
exit() # way too many tickers
elif hour==2 and minute >= 0 and minute <= 5: # PAN EUROPEAN EXCHANGE Where Retail Meets Institutions : 9:01 CET to 17:30 CET (UTC+1)
portfolio = 'EQUIDUCT'
exit()
elif hour==2 and minute >= 25 and minute <= 30: # 10:00 EET to 18:30 EET (UTC+2)
portfolio = 'OMX'
exit() # way too many tickers
elif hour==3 and minute >= 15 and minute <= 20: # 9:00 GMT to 16:00 GMT (UTC+0)
portfolio = 'BALTIC'
exit()
elif hour==3 and minute >= 40 and minute <= 45: # 08:00 GMT to 16:30 GMT (UTC+0)
portfolio = 'LME'
exit()
elif hour==5 and minute >= 45 and minute <= 50: # Various
portfolio = 'FUTURES'
elif hour==6 and minute >= 15 and minute <= 20: # 09:30 EST to 16:00 EST (UTC-5)
portfolio = 'AMEX'
exit()
elif hour==7 and minute >= 15 and minute <= 20: # 09:30 EST to 16:00 EST (UTC-5)
portfolio = 'NASDAQ'
exit()
elif hour==8 and minute >= 15 and minute <= 20: # 09:30 EST to 16:00 EST (UTC-5)
portfolio = 'SP500'
exit()
elif hour==10 and minute >= 10 and minute <= 15: # 4:00 EST to 20:00 EST (UTC-5)
portfolio = 'ARCA'
exit()
elif hour==12 and minute >= 30 and minute <= 35: # Daily
portfolio = 'FUNDS' #, 'MarketStatistics'
exit()
else:
portfolio = 'TSE'
interval = param[1]
else:
print('Wrong number of parameters has been given!')
sys.exit()
msg = 'Lunching QCollector Expert - with portfolio {0}'.format(portfolio)
iou.console_title(msg + ' @ ' + str(now), 'shift-jis')
# 前処理
if portfolio!='不足銘柄':
# 大容量ファイル(>1GB)は予め分割しておく
import subprocess
is_preprocessing = True
win_shell = "python C:/Users/steve/Desktop/PySong2/eSignal/データ分割(DailyTick).py {0} {1}".format(portfolio, is_preprocessing)
print(win_shell,'\n') # to check what been passed to win_shell
cmd = win_shell #"{0}".format(win_shell).replace('\\','\\\\') # replace single backslash with double backslash \ ⇒ \\
#returncode = subprocess.call(cmd) # start and block until done : http://stackoverflow.com/questions/2837214/python-popen-command-wait-until-the-command-is-finished
# rename xxx_0.csv file to xxx_0_yyyy-mm-dd.csv format
#for file in iou.get_writable_files('G:/QCollector Expert For eSignal/{0}'.format(portfolio), '_0.csv'):
# file = 'G:/QCollector Expert For eSignal/' + portfolio + '/' + file
# try:
# date = pd.read_csv(file, header=None).iloc[0].ix[0]
# newfile = file.replace('.csv','_{0}.csv'.format(date.replace('/','-')))
# if iou.file_exist(newfile): # same file already exists
# #to_be_delete_file.append(file)
# iou.delete_file(x) # delete
# else:
# iou.setReadOnly(file)
# os.rename(file, newfile)
# except:
# print('skipped {0}'.format(file))
# QCollectorに追加する銘柄を選別
if portfolio.lower()=='futures':
# find previous business day
for lookbackdays in [-1, -2, -3]:
last_business_day = datetime.date.today() + timedelta(days=lookbackdays)
if dtu.is_weekday(last_business_day.year, last_business_day.month, last_business_day.day):
break
# removing yesterday's active symbols for the exchange
csv1 = pd.read_csv('G:/中心限月/eSignal/es_actives_list_{0}.csv'.format(last_business_day), header=None)
delete_tickers = '\r\n'.join(csv1.ix[:,0]) #１列目
# adding consolidated today's active symbols for the excahnge
last_day = last_business_day if hdu.is_a_holiday('Japan',today) else datetime.date.today() #'2016-05-28'
try:
csv2 = pd.read_csv('G:/中心限月/eSignal/es_actives_list_{0}.csv'.format(last_day), header=None)
except:
csv2 = pd.read_csv('G:/中心限月/eSignal/es_actives_list_{0}.csv'.format(today), header=None)
add_tickers = '\r\n'.join(csv2.ix[:,0]) #１列目
elif portfolio.lower()=='tocom':
# find previous business day in Japan
for lookbackdays in [-1, -2, -3]:
last_business_day = datetime.date.today() + timedelta(days=lookbackdays)
if not hdu.is_a_holiday('Japan',datetime.date(int(last_business_day.year),int(last_business_day.month),int(last_business_day.day))):
break
# removing yesterday's active symbols for the exchange
csv1 = pd.read_csv('G:/中心限月/tocom/{0}.csv'.format(last_business_day), header=None)
delete_tickers = '\r\n'.join(csv1.ix[:,0]) #１列目
# adding consolidated today's active symbols for the excahnge
today = last_business_day if hdu.is_a_holiday('Japan',today) else datetime.date.today() #'2016-05-28'
csv2 = pd.read_csv('G:/中心限月/tocom/{0}.csv'.format(today), header=None)
add_tickers = '\r\n'.join(csv2.ix[:,0]) #１列目
elif portfolio=='不足銘柄':
missing_ticker_list_file = osu.find_latest_file_in_dir('G:/不足銘柄/','.csv')
missing_ticker_date = missing_ticker_list_file.replace('.csv', '')
previous_business_date = dpu.str_to_date(missing_ticker_date) + datetime.timedelta(-1)
while hdu.is_a_holiday('Japan', previous_business_date):
previous_business_date = previous_business_date + datetime.timedelta(-1)
# removing all eSignal registered symbols for the exchange
try: # if the file exists
csv1 = pd.read_csv('G:/不足銘柄/{0}.csv'.format(str(previous_business_date)), header=None)
delete_tickers = '\r\n'.join(csv1.ix[:,0]) #１列目
except:
delete_tickers = []
# adding consolidated yesterday's active symbols for the exchage
csv2 = pd.read_csv('G:/不足銘柄/{0}'.format(missing_ticker_list_file), header=None)
add_tickers = '\r\n'.join(x.split('_0_')[0] for x in csv2.ix[:,0]) #１列目
else: # 現物株
# removing all eSignal registered symbols for the exchange
csv1 = pd.read_csv('G:/QCollector Expert For eSignal/Symbol {0}.csv'.format(portfolio), header=None)
delete_tickers = '\r\n'.join(csv1.ix[:,0]) #１列目
# adding consolidated yesterday's active symbols for the exchage
csv2 = pd.read_csv('G:/QCollector Expert For eSignal/tick_symbols_{0}.csv'.format(portfolio), header=None)
add_tickers = '\r\n'.join(csv2.ix[:,0]) #１列目
#print(tickers)
#print(TSE)
while(True):
try:
app_form = init_app()
break
except:
None
print('QXCE was correctly launched!')
#app_form.print_control_identifiers()
if delete_tickers and (portfolio.lower()=='tocom' or portfolio.lower()=='futures'): # list not empty
delete_items(app_form, [delete_tickers], portfolio, interval)
waittime = max(min(len(csv1)/100, 300),10) # minimum wait time 10sec, maximum wait time 300sec
print('Entering Sleep {0} sec'.format(waittime))
time.sleep(waittime) # wait until deletion cmpletes
app_form.Click()
# lookback期間を決定
if portfolio=='不足銘柄':
day_diff = dtu.diff(missing_ticker_date, yesterday)
days_back = max(0, day_diff)
else:
# if missing tick history data exists, download them all.
#largest_file = osu.find_largest_file_in_dir('G:/QCollector Expert For eSignal/{0}'.format(portfolio), '.csv') # raw ticks
#if largest_file=='':
# largest_file = osu.find_largest_file_in_dir('G:/QCollector Expert For eSignal/{0}/zipped'.format(portfolio), '.zip') # zipped data
#ticker = largest_file.split('_0')[0]
#csv_list = iou.getfiles('G:/QCollector Expert For eSignal/{0}'.format(portfolio), '.csv', ticker)
#zip_list = iou.getfiles('G:/QCollector Expert For eSignal/{0}/zipped'.format(portfolio), '.zip', ticker)
#print(len(csv_list), len(zip_list), ticker)
##last_updated_date = max([f.split('_0_')[1][:-4] for f in filelist]) if filelist else today
#last_updated_date1 = max(csv_list).split('_0_')[1][:-4] if csv_list else dpu.date_to_str(today + datetime.timedelta(days=-90))
#last_updated_date2 = max(zip_list).split('_0_')[1][:-4] if zip_list else dpu.date_to_str(today + datetime.timedelta(days=-90))
#day_diff = dtu.diff(max(last_updated_date1,last_updated_date2), yesterday) + 1 # latest zip file might be short of data
#if portfolio in ['NASDAQ','SP500','ARCA','EQUIDUCT']:
# days_back = max(1, day_diff)
#else:
# days_back = max(0, day_diff)
dirs = osu.get_folder_names_in_a_folder('G:/QCollector Expert For eSignal/{0}/zipped/'.format(portfolio))
if len(dirs) != 0:
lastest_date = max(dirs)
day_diff = dtu.diff(lastest_date, today) + 1 # latest zip file might be short of data
else:
day_diff = 90 # if no zipped folders, we just look back 90 days
days_back = max(1, day_diff)
add_items(app_form, [add_tickers], portfolio, interval, days_back)
print('Successfully completed the operation.')
import win32com.client
shell = win32com.client.Dispatch("WScript.Shell")
shell.SendKeys("{ENTER}", 0)
## Move C:\Python34\Lib\site-packages\pywin32_system32\pythoncom34.dll,pywintypes34.dll
## to
## C:\Python34\Lib\site-packages\win32
## ref : http://yuan-jiu.asablo.jp/blog/2014/04/08/7270185
## ref : http://www.programcreek.com/python/example/13936/win32api.RegisterWindowMessage
## ref : http://stackoverflow.com/questions/14788036/python-win32api-sendmesage
## ref : http://d.hatena.ne.jp/fgshun/20090913/1252813676
#import win32api, win32gui, win32com, win32con
#import os
#import tempfile
## register msg
## Send this message to request a list of the QCollector portfolios. When QCollector recieves this message it will save a list of portofolio to a data file in the QCollector
## application data folder. Set LParam to the window handle where you want the portfolio list request complete message to be sent. wParam is not used.
#msgSend = win32api.RegisterWindowMessage('QCOLLECTOR_CLIENT_PORTFOLIO_LIST_REQUEST')
## After QCollector saves the portfolio list to a temp file, it will send this message to the hWnd that requested the portfolio list. lParam is an Atom holding one string
## value path and file name for the portfolio list file. QCollector
#msgGet = win32api.RegisterWindowMessage('QCOLLECTOR_PORTFOLIO_LIST_REQUEST_COMPLETE')
#hWnd = win32gui.FindWindow('QCDataInterfaceWndClass', None)
##hRecv, tpath = tempfile.mkstemp() #os.fdopen("./file.txt", "w") #This.Handle.ToInt32
#hRecv = os.open('./temp.txt', os.O_RDWR|os.O_CREAT)
##hRecv = os.fdopen(fd, "w") # win32gui.GetForegroundWindow() #os.fdopen('./temp.txt', "w")
#print(hRecv)
#if hWnd != 0:
# res = win32gui.SendMessage(hWnd, msgSend, 0, hRecv)
# # hRecv.close()
# print(hRecv) if res!=0 else None
# recv = win32gui.GetMessage(None, 0, 0)
# print(recv)