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pytse.py
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pytse.py
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import requests as rq
import re
from pytse.constants import BASE_URL, CLIENT_TYPE_URL, SYMBOL_PAGE_URL
class SymbolData:
__regex = re.compile(
r"(QTotTran5JAvg\=\'(?P<QTotTran5JAvg>\d+)\')|(KAjCapValCpsIdx\=\'(?P<KAjCapValCpsIdx>\d+)\')")
def __init__(self):
super().__init__()
def fill_data(self):
if(not "inscode" in self.__dict__):
raise Exception(
"this method is not allowed on object without inscode attribute")
symbol_page_raw = rq.get(
SYMBOL_PAGE_URL.format(inscode=self.inscode), timeout=PyTse.request_timeout).text
matches = SymbolData.__regex.finditer(symbol_page_raw)
for match in matches:
groups = match.groupdict()
for key in groups:
value = groups[key]
if value:
self[key] = value
def __setattr__(self, name, value):
return super().__setattr__(name, value)
def __setitem__(self, name, value):
setattr(self, name, value)
def __getitem__(self, name):
return getattr(self, name)
def get(self, name, default=None):
return getattr(self, name, default)
def toJSON(self):
import json
return json.dumps(self.__dict__, default=lambda x: x.__dict__)
def __str__(self):
return self.toJSON()
class PyTse:
request_timeout = 30
def __init__(self, read_symbol_data=True, read_client_type=False):
super().__init__()
self.__symbols_data = {}
self.__symbols_data_by_id = {}
if(read_symbol_data):
self.read_symbols()
if(read_client_type):
self.read_client_type()
@property
def symbols_data(self):
return self.__symbols_data
def __parse_symbol_data(self, symbol_raw_data):
symbol_splitted_data = symbol_raw_data.split(",")
symbol = SymbolData()
symbol.inscode = symbol_splitted_data[0]
symbol.iid = symbol_splitted_data[1]
symbol.l18 = symbol_splitted_data[2]
symbol.l30 = symbol_splitted_data[3]
symbol.heven = symbol_splitted_data[4]
symbol.pf = symbol_splitted_data[5]
symbol.pc = int(symbol_splitted_data[6])
symbol.pl = int(symbol_splitted_data[7])
symbol.tno = int(symbol_splitted_data[8])
symbol.tvol = int(symbol_splitted_data[9])
symbol.tval = symbol_splitted_data[10]
symbol.pmin = int(symbol_splitted_data[11])
symbol.pmax = int(symbol_splitted_data[12])
symbol.py = int(symbol_splitted_data[13])
symbol.eps = None if symbol_splitted_data[14] == "" else int(
symbol_splitted_data[14])
symbol.bvol = symbol_splitted_data[15]
symbol.visitcount = symbol_splitted_data[16]
symbol.flow = symbol_splitted_data[17]
symbol.cs = symbol_splitted_data[18]
symbol.tmax = symbol_splitted_data[19]
symbol.tmin = symbol_splitted_data[20]
symbol.z = symbol_splitted_data[21]
symbol.yval = symbol_splitted_data[22]
symbol.pcc = symbol.pc-symbol.py
symbol.pcp = round(100*symbol.pcc/symbol.py, 2)
symbol.plc = 0 if symbol.tno == 0 else int(symbol.pl) - symbol.py
symbol.plp = 0 if symbol.tno == 0 else round(
100*symbol.plc / symbol.py, 2)
symbol.pe = "" if not symbol.eps else round(
100*symbol.pc / symbol.eps, 2)
return symbol
def __merge_symbol_data(self, symbol_data, best_limit):
if(not hasattr(symbol_data, "best_limit")):
symbol_data["best_limit"] = []
best_limit_data = symbol_data.best_limit
for item in best_limit:
pos = int(item[1])
symbol_data["zo"+item[1]] = item[2]
symbol_data["zd"+item[1]] = item[3]
symbol_data["pd"+item[1]] = item[4]
symbol_data["po"+item[1]] = item[5]
symbol_data["qd"+item[1]] = item[6]
symbol_data["qo"+item[1]] = item[7]
best_limit_data.insert(pos, {"zo": item[2],
"zd": item[3],
"pd": item[4],
"po": item[5],
"qd": item[6],
"qo": item[7]})
def __read_best_limits(self, best_limit_raw_data):
bestLimit = {}
for item in best_limit_raw_data.split(";"):
best_limits_splitted = item.split(",")
d = bestLimit.get(best_limits_splitted[0])
if(d == None):
d = []
bestLimit[best_limits_splitted[0]] = d
d.append(best_limits_splitted)
return bestLimit
def __get_data_from_server(self, url):
return rq.get(url, timeout=PyTse.request_timeout).text
def read_client_type(self):
client_type_body = self.__get_data_from_server(CLIENT_TYPE_URL)
if(client_type_body == ""):
raise Exception("Error in reading client type 'Empty Body'")
client_type_cp = client_type_body.split(";")
for cols in [x.split(",") for x in client_type_cp]:
if cols[0] in self.__symbols_data_by_id:
self.__symbols_data_by_id[cols[0]].ct = SymbolData()
self.__symbols_data_by_id[cols[0]
].ct["Buy_CountI"] = int(cols[1])
self.__symbols_data_by_id[cols[0]
].ct["Buy_CountN"] = int(cols[2])
self.__symbols_data_by_id[cols[0]
].ct["Buy_I_Volume"] = int(cols[3])
self.__symbols_data_by_id[cols[0]
].ct["Buy_N_Volume"] = int(cols[4])
self.__symbols_data_by_id[cols[0]
].ct["Sell_CountI"] = int(cols[5])
self.__symbols_data_by_id[cols[0]
].ct["Sell_CountN"] = int(cols[6])
self.__symbols_data_by_id[cols[0]
].ct["Sell_I_Volume"] = int(cols[7])
self.__symbols_data_by_id[cols[0]
].ct["Sell_N_Volume"] = int(cols[8])
def read_symbols(self):
page_body = self.__get_data_from_server(BASE_URL)
page_components = page_body.split("@")
first_part, second_part, symbols_data, other_symbols_data, *other = page_components
symbols_splitted = symbols_data.split(";")
bestLimit = self.__read_best_limits(other_symbols_data)
for symbol_raw_data in symbols_splitted:
symbol = self.__parse_symbol_data(symbol_raw_data)
if(symbol.inscode in bestLimit):
self.__merge_symbol_data(symbol, bestLimit[symbol.inscode])
self.__symbols_data[symbol.iid] = symbol
self.__symbols_data_by_id[symbol.inscode] = symbol