Created
December 2, 2021 12:05
-
-
Save yoonbae81/93250831679d307c255bf9920a417f45 to your computer and use it in GitHub Desktop.
Convert timestamp to hhmm format
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
#!/usr/bin/env python3 | |
import argparse | |
from collections import namedtuple, defaultdict | |
from collections.abc import Generator | |
from datetime import datetime | |
from pathlib import Path | |
from zoneinfo import ZoneInfo # requires `pip install tzdata` on Windows | |
FIELDS = ['TICKER', 'PRICE', 'VOL', 'TIMESTAMP'] | |
Record = namedtuple('Record', ['ticker', 'price', 'volume', 'datetime']) | |
def read(file: Path) -> Generator[str]: | |
with file.open() as f: | |
while line := f.readline(): | |
yield line | |
def parse(line: str) -> Record: | |
values = line.strip().split('\t') | |
result = dict(zip(FIELDS, values)) | |
dt = datetime.utcfromtimestamp(int(result['TIMESTAMP'])) | |
result['DATETIME'] = dt.isoformat() | |
return Record( | |
result['TICKER'], | |
result['PRICE'], | |
result['VOL'], | |
result['DATETIME'] | |
) | |
def convert(source, output): | |
print(f'Looking for txt files in {source}') | |
for f in source.glob('**/*.txt'): | |
print(f'Loading {f}') | |
with Path(output / f.name).open('w', encoding='utf-8') as o: | |
print(f'Writing {o}') | |
count = 0 | |
for line in read(f): | |
r = parse(line) | |
# print(f'{r.ticker}\t{r.price}\t{r.volume}\t{r.datetime[11:16]}') | |
o.write(f'{r.ticker}\t{r.price}\t{r.volume}\t{r.datetime[11:16]}\n') | |
count += 1 | |
print(f'Found {count} record') | |
if __name__ == '__main__': | |
parser = argparse.ArgumentParser() | |
parser.add_argument('-s', '--source', default=Path.cwd() / 'source') | |
parser.add_argument('-o', '--output', default=Path.cwd() / 'output') | |
args = parser.parse_args() | |
convert(args.source, args.output) | |
""" Sample Data | |
<TICKER>,<PER>,<DATE>,<TIME>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL>,<OPENINT> | |
TQQQ.US,5,20211012,153000,126.17,126.62,124.75,126.35,1251346,0 | |
""" |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment