Repository navigation
Expand file tree
/
Copy pathstocksim.py
More file actions
executable file
·183 lines (159 loc) · 5.38 KB
/
Copy pathstocksim.py
File metadata and controls
executable file
·183 lines (159 loc) · 5.38 KB
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
#!/usr/bin/env python
# stocksim.py
#
# Stock market simulator. This simulator creates stock market
# data and provides it in several different ways:
#
# 1. Makes periodic updates to a log file stocklog.dat
# 2. Provides stock data through an embedded HTTP server.
#
# The purpose of this module is to provide data to the user
# in different ways in order to write interesting Python examples
import math
import time
history_file = "dowstocks.csv"
# Convert a time string such as "4:00pm" to minutes past midnight
def minutes(tm):
am_pm = tm[-2:]
fields = tm[:-2].split(":")
hour = int(fields[0])
minute = int(fields[1])
if hour == 12:
hour = 0
if am_pm == 'pm':
hour += 12
return hour*60 + minute
# Convert time in minutes to a format string
def minutes_to_str(m):
frac,m = math.modf(m)
hours = m//60
minutes = m % 60
seconds = frac * 60
return "%02d:%02d.%02.f" % (hours,minutes,seconds)
# Read the stock history file as a list of lists
def read_history(filename):
result = []
f = open(filename)
next(f)
for line in f:
str_fields = line.strip().split(",")
fields = [eval(x) for x in str_fields]
fields[3] = minutes(fields[3])
result.append(fields)
return result
# Format CSV record
def csv_record(fields):
s = '"%s",%0.2f,"%s","%s",%0.2f,%0.2f,%0.2f,%0.2f,%d' % tuple(fields)
return s
class StockTrack(object):
def __init__(self,name):
self.name = name
self.history = []
self.price = 0
self.time = 0
self.index = 0
self.open = 0
self.low = 0
self.high = 0
self.volume = 0
self.initial = 0
self.change = 0
self.date = ""
def add_data(self,record):
self.history.append(record)
def reset(self,time):
self.time = time
# Sort the history by time
self.history.sort(key=lambda t:t[3])
# Find the first entry who's time is behind the given time
self.index = 0
while self.index < len(self.history):
if self.history[self.index][3] > time:
break
self.index += 1
self.open = self.history[0][5]
self.initial = self.history[0][1] - self.history[0][4]
self.date = self.history[0][2]
self.update()
self.low = self.price
self.high = self.price
# Calculate interpolated value of a given field based on
# current time
def interpolate(self,field):
first = self.history[self.index][field]
next = self.history[self.index+1][field]
first_t = self.history[self.index][3]
next_t = self.history[self.index+1][3]
try:
slope = (next - first)/(next_t-first_t)
return first + slope*(self.time - first_t)
except ZeroDivisionError:
return first
# Update all computed values
def update(self):
self.price = round(self.interpolate(1),2)
self.volume = int(self.interpolate(-1))
if self.price < self.low:
self.low = self.price
if self.price >= self.high:
self.high = self.price
self.change = self.price - self.initial
# Increment the time by a delta
def incr(self,dt):
self.time += dt
if self.index < (len(self.history) - 2):
while self.index < (len(self.history) - 2) and self.time >= self.history[self.index+1][3]:
self.index += 1
self.update()
def make_record(self):
return [self.name,round(self.price,2),self.date,minutes_to_str(self.time),round(self.change,2),self.open,round(self.high,2),
round(self.low,2),self.volume]
class MarketSimulator(object):
def __init__(self):
self.stocks = { }
self.prices = { }
self.time = 0
self.observers = []
def register(self,observer):
self.observers.append(observer)
def publish(self,record):
for obj in self.observers:
obj.update(record)
def add_history(self,filename):
hist = read_history(filename)
for record in hist:
if record[0] not in self.stocks:
self.stocks[record[0]] = StockTrack(record[0])
self.stocks[record[0]].add_data(record)
def reset(self,time):
self.time = time
for s in self.stocks.values():
s.reset(time)
# Run forever. Dt is in seconds
def run(self,dt):
for s in self.stocks:
self.prices[s] = self.stocks[s].price
self.publish(self.stocks[s].make_record())
while self.time < 1000:
for s in self.stocks:
self.stocks[s].incr(dt/60.0) # Increment is in minutes
if self.stocks[s].price != self.prices[s]:
self.prices[s] = self.stocks[s].price
self.publish(self.stocks[s].make_record())
time.sleep(dt)
self.time += (dt/60.0)
class BasicPrinter(object):
def update(self,record):
print(csv_record(record))
class LogPrinter(object):
def __init__(self,filename):
self.f = open(filename,"w")
def update(self,record):
self.f.write(csv_record(record)+"\n")
self.f.flush()
m = MarketSimulator()
m.add_history(history_file)
m.reset(minutes("9:30am"))
m.register(BasicPrinter())
m.register(LogPrinter("stocklog.csv"))
m.run(1)