Created
February 11, 2012 01:53
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example of providers/yahoo
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#!/usr/bin/env python | |
#coding=utf-8 | |
import datetime | |
import os | |
import sys | |
from tornado.curl_httpclient import CurlAsyncHTTPClient as AsyncHTTPClient | |
from tornado import ioloop | |
ROOT_PATH = os.path.join(os.path.realpath(os.path.dirname(__file__)), '..') | |
sys.path[0:0] = [ROOT_PATH] | |
from datafeed.exchange import * | |
from datafeed.providers.yahoo import * | |
def main(): | |
f = YahooDayFetcher() | |
s1 = YahooSecurity(SZ(), '000001') | |
s2 = YahooSecurity(SZ(), '000725') | |
def call_back(security, body): | |
iters = YahooDay.parse(security, body) | |
for ohlc in iters: | |
print ohlc.open | |
start_date = datetime.datetime.strptime('2011-01-03', '%Y-%m-%d').date() | |
end_date = datetime.datetime.strptime('2011-02-10', '%Y-%m-%d').date() | |
print dir(f) | |
f.fetch(s1,callback=call_back,start_date=start_date,end_date=end_date) | |
if __name__ == '__main__': | |
main() |
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