markov.py

import sys
import random
import json
import time

from influxdb import InfluxDBClient


def generate_gauss_value(mu, sigma, price=100.0, size=6*60*24*30):
    current_timestamp = int(time.time())
    yield current_timestamp, 100.0

    for i in range(size):
        price += random.gauss(mu, sigma)
        current_timestamp -= 10
        yield current_timestamp, price


def get_markov_chain_points(price=100.0):
    return [[epoch, value] for epoch, value in
        generate_gauss_value(0, 1, price)]


def main():
    db = InfluxDBClient(
        host='influxdb01',
        port=8086,
        username='smly',
        password='secret',
        database='testdb')

    points = get_markov_chain_points(price=100.0)
    while len(points) > 0:
        request_param = [{
            'name': 'markov',
            'columns': ['time', 'value'],
            'points': points[:1000]}]
        db.write_points_with_precision(request_param)
        points = points[1000:]
        sys.stdout.write('.')
        sys.stdout.flush()
    print('done')


if __name__ == '__main__':
    main()