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/app/lib/leech/generate_fake.py

https://bitbucket.org/ajish/priceticker
Python | 36 lines | 29 code | 7 blank | 0 comment | 4 complexity | 63401e10d868d26b49b690557a656900 MD5 | raw file
  1. import sys
  2. from pandas.io.pytables import HDFStore
  3. import pandas
  4. from sucker import TickerStore
  5. import ticker_config
  6. import datetime
  7. import numpy as np
  8. feeds_f = pandas.io.parsers.read_csv(ticker_config.SYMBOL_FILE)
  9. feeds = feeds_f[TickerStore.KEYS]
  10. d = datetime.datetime(2012,03,16)
  11. delta = datetime.timedelta(seconds=1)
  12. enddate = d + datetime.timedelta(minutes=30)
  13. a = HDFStore("blah.h5")
  14. objs = feeds.shape[0]
  15. try:
  16. f = a['store']
  17. except:
  18. f = None
  19. while d <= enddate:
  20. print d.strftime("%Y-%m-%d %H:%M:%S")
  21. d += delta
  22. mat = feeds
  23. mat['datetime']=d
  24. mat['clear_price'] = np.random.random(objs)
  25. mat['volume'] = np.random.random_integers( 10,1000, objs)
  26. if not f:
  27. a['store'] = mat
  28. else:
  29. a['store'] = a['store'].append( mat, ignore_index=True)