jgtfx2console 0.4.19__py3-none-any.whl → 0.4.20__py3-none-any.whl

jgtfx2console/LiveChartDataExport.py

@@ -0,0 +1,428 @@
+import numpy as np
+import time
+import argparse
+import os
+import sys
+
+from jgtutils import jgtcommon
+
+
+path_from_where_we_call = os.getcwd()
+
+sys.path.insert(0, os.path.abspath(os.path.dirname(__file__)))
+
+c_script_dir_name = os.path.dirname(__file__)
+abs_path_of_this_file = os.path.abspath(c_script_dir_name)
+print("abs_path_of_this_file: "+abs_path_of_this_file)
+print("c_script_dir_name: "+c_script_dir_name)
+path1 = os.path.join(c_script_dir_name, '.')
+print("path1: "+path1)
+abs_path1 = os.path.abspath(path1)
+print("abs_path1: "+abs_path1)
+sys.path.append(abs_path1)
+#cd to : abs_path_of_this_file #@STCIssue Wont go further that CONNECTED if we are not in that directory.
+os.chdir(abs_path_of_this_file)
+
+from forexconnect import fxcorepy, ForexConnect
+from forexconnect import Common, LiveHistoryCreator
+
+from dateutil import parser
+
+import xml.etree.ElementTree as ET
+
+import common_samples
+import csv
+import pytz
+from datetime import timedelta, datetime
+
+delimiter = None
+datetime_separator = None
+format_decimal_places = None
+timezone = None
+
+
+def parse_args():
+    arg_parser = argparse.ArgumentParser(description='Process command parameters.')
+    arg_parser.add_argument('-p',
+                            metavar="PASSWORD",
+                            required=False,
+                            help='Your password.')
+    arg_parser.add_argument('-config', metavar="CONFIG_FILE", default='jgtfxliveconfig.xml',
+                            help='Config file')
+
+    args = arg_parser.parse_args()
+    return args
+
+
+verbose = 0
+order_request_id = ""
+
+
+class SaveNewBar:
+    def __init__(self, symbol, bars):
+        self.symbol = symbol
+        self.bars = bars
+
+    def save_bar(self, instrument, history, filename):
+        global delimiter
+        global datetime_separator
+        global format_decimal_places
+        global timezone
+
+        if timezone == 'Local':
+            time_difference = -time.timezone
+        else:
+            tz = pytz.timezone(timezone)
+            time_difference = tz.utcoffset(datetime.now).total_seconds()
+
+        hist = history[:-1].tail(1)
+        with open(filename, "a", newline="") as file:
+            writer = csv.writer(file, delimiter=delimiter)
+            last_complete_data_frame = hist
+            dtime = str(last_complete_data_frame.index.values[0])
+
+            dtime = dtime.replace('T', ' ')
+            dt = parser.parse(dtime)
+            dt = dt+timedelta(0, time_difference)
+            dt = str(dt)
+            dtime = dt.replace(' ', datetime_separator)
+            out = [dtime]
+            str_prices = dtime + ", "
+            for price_name in last_complete_data_frame:
+                price_entry = last_complete_data_frame.get(price_name)
+                price_value = price_entry.values[0]
+                str_prices += price_name + "=" + str(price_value) + ", "
+                price = price_entry.values[0]
+                if format_decimal_places and price_name != "Volume":
+                    if instrument.find("JPY") >= 0:
+                        out.append("%.3f" % price)
+                    else:
+                        out.append("%.5f" % price)
+                else:
+                    out.append(price)
+            writer.writerow(out)
+            file.close()
+            print("New bar saved to "+filename+": "+str_prices[0: -2])
+
+        return
+
+
+order_created_count = 0
+
+
+def find_in_tree(tree, node):
+    found = tree.find(node)
+    if found is None:
+        found = []
+    return found
+
+
+def on_request_completed(request_id, response):
+    del request_id, response
+    global order_created_count
+    order_created_count += 1
+    return True
+
+
+def on_changed(live_history, instrument):
+    def _on_changed(table_listener, row_id, row):
+        del table_listener, row_id
+        try:
+            if row.table_type == fxcorepy.O2GTableType.OFFERS and row.instrument == instrument:
+                live_history.add_or_update(row)
+        except Exception as e:
+            common_samples.print_exception(e)
+            return
+
+    return _on_changed
+
+
+def on_bar_added(instrument, filename):
+    def _on_bar_added(history):
+        snb = SaveNewBar(instrument, history[:-1])
+        snb.save_bar(instrument, history, filename)
+
+    return _on_bar_added
+
+
+def session_status_changed(fx, live_history, instrument, str_user_id, str_password, str_url, str_connection,
+                           reconnect_on_disconnected):
+    offers_listener = None
+    first_call = reconnect_on_disconnected
+    orders_listener = None
+
+    def _session_status_changed(session, status):
+        nonlocal offers_listener
+        nonlocal first_call
+        nonlocal orders_listener
+        if not first_call:
+            common_samples.session_status_changed(session.trading_session_descriptors, status)
+        else:
+            first_call = False
+        if status == fxcorepy.AO2GSessionStatus.O2GSessionStatus.CONNECTED:
+            offers = fx.get_table(ForexConnect.OFFERS)
+            if live_history is not None:
+                on_changed_callback = on_changed(live_history, instrument)
+                offers_listener = Common.subscribe_table_updates(offers, on_change_callback=on_changed_callback)
+        elif status == fxcorepy.AO2GSessionStatus.O2GSessionStatus.DISCONNECTING or \
+                status == fxcorepy.AO2GSessionStatus.O2GSessionStatus.RECONNECTING or \
+                status == fxcorepy.AO2GSessionStatus.O2GSessionStatus.SESSION_LOST:
+            if orders_listener is not None:
+                orders_listener.unsubscribe()
+                orders_listener = None
+            if offers_listener is not None:
+                offers_listener.unsubscribe()
+                offers_listener = None
+        elif status == fxcorepy.AO2GSessionStatus.O2GSessionStatus.DISCONNECTED and reconnect_on_disconnected:
+            fx.session.login(str_user_id, str_password, str_url, str_connection)
+
+    return _session_status_changed
+
+
+def check_params(instr, tf, offer):
+    if not instr:
+        raise Exception(
+            "The instrument is empty")
+
+    if not tf:
+        raise Exception(
+            "The timeframe is empty")
+
+    if not offer:
+        raise Exception(
+            "The instrument '{0}' is not valid".format(instr))
+
+
+def parse_xml(config_file):
+    try:
+        jgtconf=jgtcommon.readconfig()
+        #print(jgtconf)
+    except:
+        raise Exception(
+            "The JGT configuration file '$HOME/config.json' does not exist")
+    try:
+        os.stat(config_file)
+    except OSError:
+        raise Exception(
+            "The configuration file '{0}' does not exist".format(config_file))
+
+    xmlfile = open(config_file, "r")
+    conf = ET.parse(xmlfile)
+    root = conf.getroot()
+
+    settings = find_in_tree(root, "Settings")
+
+
+    str_user_id = find_in_tree(settings, "Login").text
+    if str_user_id == '0' or str_user_id == '' or str_user_id is None:
+        str_user_id =jgtconf.get('user_id') 
+        
+    str_url = find_in_tree(settings, "Url").text
+    str_connection = find_in_tree(settings, "Connection").text
+    if str_connection == '' or str_connection is None or str_connection=='0':
+        str_connection = os.getenv('connection') or jgtconf.get('connection')
+    str_session_id = find_in_tree(settings, "SessionID").text
+    str_pin = find_in_tree(settings, "Pin").text
+    delim = find_in_tree(settings, "Delimiter").text
+    output_dir = find_in_tree(settings, "OutputDir").text
+    #test if our path is relative
+    if output_dir and output_dir[0] != '/':
+        output_dir = os.path.join(path_from_where_we_call, output_dir)
+        #print("relative output_dir modified: "+output_dir)
+    if output_dir == '' or output_dir is None or output_dir=='0':
+        output_dir = os.getenv('JGTPY_DATA') or jgtconf.get('JGTPY_DATA')
+    dt_separator = find_in_tree(settings, "DateTimeSeparator").text
+    fdp = find_in_tree(settings, "FormatDecimalPlaces").text
+    tzone = find_in_tree(settings, "Timezone").text
+
+    if tzone != 'EST' and tzone != 'UTC' and tzone != 'Local':
+        print('Timezone is not recognized, using EST')
+        tzone = 'UTC' #Default timezone
+
+    print("=============================")
+    print("User ID: " + str_user_id)
+    print("URL: " + str_url)
+    print("Connection: " + str_connection)
+    #print("Session ID: " + str_session_id)
+    #print("Pin: " + str_pin)
+    print("Delimiter: " + delim)
+    print("Output Directory: " + output_dir)
+    print("DateTime Separator: " + dt_separator)
+    print("Format Decimal Places: " + fdp)
+    print("Timezone: " + tzone)
+
+    print("=============================")
+
+    if output_dir:
+        if not os.path.exists(output_dir):
+            raise Exception(
+                "The output directory '{0}' does not exist. (try writting an absolute path in the config or use 0 so it will read the JGTPY_DATA environment variable)".format(output_dir))
+
+    if fdp == "Y" or fdp == "y":
+        fdp = True
+    else:
+        fdp = False
+
+    data = []
+
+    for elem in settings.findall("History"):
+        data2 = [find_in_tree(elem, "Instrument").text]
+        data2.append(find_in_tree(elem, "Timeframe").text)
+        if output_dir:
+            ifn = find_in_tree(elem, "Filename").text
+            data2.append(os.path.join(output_dir, ifn))
+        else:
+            data2.append(find_in_tree(elem, "Filename").text)
+        data2.append(find_in_tree(elem, "NumBars").text)
+        data2.append(find_in_tree(elem, "Headers").text)
+        data.append(data2)
+
+    if len(data) == 0:
+        raise Exception(
+            "No instruments in the config file are present")
+
+    return str_user_id, str_url, str_connection, str_session_id, str_pin, \
+           delim, output_dir, dt_separator, fdp, tzone, data
+
+
+def set_init_history(fx, lhc, instr, tf, filename, numbars, str_user_id, str_password, str_url, str_connection):
+    lhc.append(LiveHistoryCreator(tf))
+    last_index = len(lhc)-1
+    on_bar_added_callback = on_bar_added(instr, filename)
+    lhc[last_index].subscribe(on_bar_added_callback)
+    session_status_changed_callback = session_status_changed(fx, lhc[last_index], instr, str_user_id,
+                                                            str_password, str_url, str_connection, True)
+    session_status_changed_callback(fx.session, fx.session.session_status)
+    fx.set_session_status_listener(session_status_changed_callback)
+
+    nd_array_history = fx.get_history(instr, tf, None, None, int(numbars)+2)
+
+    lhc[last_index].history = nd_array_history
+
+    return lhc, nd_array_history
+
+
+def get_time_difference(tzone):
+    if tzone == 'Local':
+        time_difference = -time.timezone
+    else:
+        tz = pytz.timezone(tzone)
+        time_difference = tz.utcoffset(datetime.now).total_seconds()
+    return time_difference
+
+
+def save_old_history(instr, filename, headers, nd_array_history, time_difference, dt_separator):
+    header = ['DateTime', 'Bid Open', 'Bid High', 'Bid Low', 'Bid Close', 'Ask Open', 'Ask High',
+              'Ask Low', 'Ask Close', 'Volume']
+    with open(filename, "w", newline="") as file:
+        writer = csv.writer(file, delimiter=delimiter)
+        if headers:
+            head = [headers]
+            writer.writerow(head)
+        else:
+            writer.writerow(header)
+        for i in range(1, len(nd_array_history)-1):
+            last_complete_data_frame = nd_array_history[i:i+1]
+            str2 = str(last_complete_data_frame[0])
+            str2 = str2.replace('(', '')
+            str2 = str2.replace(')', '')
+            str2 = str2.replace("'", '')
+            str2 = str2.replace(' ', '')
+            str2 = str2.split(',')
+            array = np.array(str2)
+            array[0] = array[0].replace('T', ' ')
+            dt = parser.parse(array[0])
+            dt = dt+timedelta(0, time_difference)
+            dt = str(dt)
+            array[0] = dt.replace(' ', dt_separator)
+            out = [array[0]]
+            for i2 in range(1, len(array)-1):
+                price = float(array[i2])
+                if format_decimal_places:
+                    if instr.find("JPY") >= 0:
+                        out.append("%.3f" % price)
+                    else:
+                        out.append("%.5f" % price)
+                else:
+                    out.append(price)
+            out.append(array[len(array)-1])
+            writer.writerow(out)
+
+def main():
+    global delimiter
+    global datetime_separator
+    global format_decimal_places
+    global timezone
+
+    args = parse_args()
+    config_file = args.config
+    if not os.path.exists(config_file):
+        config_file=os.path.join(path_from_where_we_call,config_file)
+
+    jgtconf=jgtcommon.readconfig()
+    
+    if args.p:
+        str_password = args.p
+    else:
+        str_password = jgtconf.get('password') or os.getenv('password') 
+    
+    if str_password is None:
+        raise Exception("Password is required. Use -p option or export password=mypasswd")
+        sys.exit("Password is required. Use -p option or export password=mypasswd")
+
+    str_user_id, str_url, str_connection, str_session_id, str_pin, delimiter, output_dir, \
+        datetime_separator, format_decimal_places, timezone, data = parse_xml(config_file)
+
+    # print("cwd: "+os.getcwd())
+    # os.chdir(abs_path_of_this_file)
+    # print("cwd: "+os.getcwd())
+    with ForexConnect() as fx:
+        try:
+            print("Connecting to: user id:"+str_user_id+", url:"+str_url+", Connection:"+str_connection)
+            try:
+                fx.login(str_user_id, str_password, str_url,
+                         str_connection, str_session_id, str_pin,
+                         common_samples.session_status_changed)
+            except Exception as e:
+                print("Exception: " + str(e))
+                raise Exception(
+                    "Login failed. Invalid parameters")
+
+            lhc = []
+            for param in data:
+                offer = Common.get_offer(fx, param[0])
+
+                check_params(param[0], param[1], offer)
+
+                tf = ForexConnect.get_timeframe(fx, param[1])
+                if not tf:
+                    raise Exception(
+                        "The timeframe '{0}' is not valid".format(param[1]))
+
+                lhc, nd_array_history = set_init_history(fx, lhc, param[0], param[1], param[2], param[3], 
+                                                         str_user_id, str_password, str_url, str_connection)
+
+                time_difference = get_time_difference(timezone)
+
+                save_old_history(param[0], param[2], param[4], nd_array_history, time_difference, datetime_separator)
+
+                print("Old history saved to "+param[2])
+
+            while True:
+                time.sleep(60)
+
+        except Exception as e:
+            common_samples.print_exception(e)
+        try:
+            fx.set_session_status_listener(session_status_changed(fx, None, None, str_user_id, str_password,
+                                                                  str_url, str_connection, False))
+            fx.logout()
+        except Exception as e:
+            common_samples.print_exception(e)
+
+
+if __name__ == "__main__":
+    main()
+    print("")
+    input("Done! Press enter key to exit\n")
+

jgtfx2console/__init__.py

@@ -42,6 +42,6 @@ with warnings.catch_warnings():
     # your code here
 
 
-__version__ = "0.4.19"
+__version__ = "0.4.20"
 
 

jgtfx2console/config_generator.py

@@ -0,0 +1,74 @@
+import argparse
+
+
+import os
+import xml.etree.ElementTree as ET
+
+def generate_config(instruments, timeframes, nb_bar=500, default_headers="DateTime,Bid Open,Bid Close,Ask High,Ask Low,Volume", data_dir=None):
+  # Split the CSV strings into lists
+  instruments = instruments.split(',')
+  timeframes = timeframes.split(',')
+
+  # Create the root element
+  config = ET.Element('configuration')
+
+  # Create the Settings element
+  settings = ET.SubElement(config, 'Settings')
+
+  # Add the Login, OutputDir, and Url elements
+  ET.SubElement(settings, 'Login').text = '0'#os.getenv('user_id','0')
+  ET.SubElement(settings, 'OutputDir').text = data_dir or os.getenv('JGTPY_DATA')
+  ET.SubElement(settings, 'Url').text = os.getenv('url','https://www.fxcorporate.com/Hosts.jsp')
+
+  # Add the other elements
+  ET.SubElement(settings, 'Connection').text = os.getenv('connection','Real')
+  ET.SubElement(settings, 'SessionID').text = ''
+  ET.SubElement(settings, 'Pin').text = ''
+  ET.SubElement(settings, 'Delimiter').text = ','
+  ET.SubElement(settings, 'DateTimeSeparator').text = 'T'
+  ET.SubElement(settings, 'FormatDecimalPlaces').text = 'Y'
+  ET.SubElement(settings, 'Timezone').text = 'UTC'
+
+  # Add the History elements
+  for instrument in instruments:
+    for timeframe in timeframes:
+      history = ET.SubElement(settings, 'History')
+      ET.SubElement(history, 'Instrument').text = instrument
+      ET.SubElement(history, 'Timeframe').text = timeframe
+      ifn = instrument.replace("/","-")
+      ET.SubElement(history, 'Filename').text = f'{ifn}_{timeframe}.csv'
+      ET.SubElement(history, 'NumBars').text = str(nb_bar)
+      ET.SubElement(history, 'Headers').text = default_headers
+
+  # Return the XML as a string
+  return ET.tostring(config, encoding='utf8', method='xml').decode()
+
+def main():
+  import argparse
+  parser = argparse.ArgumentParser(description='Generate a configuration file for the ptoLiveChartDataExport')
+  parser.add_argument('--instruments', help='The list of instruments to export (comma-separated)')
+  parser.add_argument('--timeframes', help='The list of timeframes to export (comma-separated)')
+  parser.add_argument('--outxml', type=str,default="jgtfxliveconfig.xml", help='Output XML file')
+
+  #data_dir = os.getenv('JGTPY_DATA') or if --data_dir
+  parser.add_argument('--data_dir', help='The directory where the data will be saved')
+
+
+
+  args = parser.parse_args()
+  instruments = args.instruments
+  timeframes = args.timeframes
+  data_dir =  args.data_dir or os.getenv('JGTPY_DATA')
+  outxml = args.outxml
+
+  # Generate the configuration
+  config = generate_config(instruments, timeframes, data_dir=data_dir)
+
+  # Print the configuration
+  print(config)
+  with open(outxml, 'w') as f:
+    f.write(config)
+    print("Configuration file written to:", outxml)
+
+if __name__ == '__main__':
+  main()

{jgtfx2console-0.4.19.dist-info → jgtfx2console-0.4.20.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: jgtfx2console
-Version: 0.4.19
+Version: 0.4.20
 Summary: PDS Services
 Home-page: https://github.com/jgwill/jgtfx2console
 Author: GUillaume Isabelle

{jgtfx2console-0.4.19.dist-info → jgtfx2console-0.4.20.dist-info}/RECORD

@@ -1,4 +1,6 @@
-jgtfx2console/__init__.py,sha256=d2ZjTBf1ZErmm3jAtwHb_89qfjf3SLAdajfrvxbpi88,1611
+jgtfx2console/LiveChartDataExport.py,sha256=Diqo49bOOLlqMF4spwcmpH5iNakmvx5z5zHFKhYwrOo,15202
+jgtfx2console/__init__.py,sha256=0uXiOgT0kYlhowNnbfV_X2selvurEgSez1B-lQ6OZyo,1611
+jgtfx2console/config_generator.py,sha256=hJ7P9luXFxY2E8YsOCI51tFtQMXEM4uA3IPeuP7GZeo,2827
 jgtfx2console/fxcli2console.py,sha256=oI4d01jkXNriP2tF8aHcdep_r2YORWMfSnysrIHEAqQ,7426
 jgtfx2console/forexconnect/EachRowListener.py,sha256=jbRaSqhHtoaRnEnLGoUmVLvE6VPt-WXYtglRPzK440k,1649
 jgtfx2console/forexconnect/ForexConnect.py,sha256=Yf6AcLdgMSD8rd1s2DTIJPfzJ7BljIaZy_8vTfPfSOI,25755
@@ -29,9 +31,9 @@ jgtfx2console/forexconnect/lib/linux/libpython3.7m.so,sha256=UQzwU5QcaVnwQdt2yXi
 jgtfx2console/forexconnect/lib/linux/libquotesmgr2.so.2.8,sha256=QIUMvjI-4m3YX3N23Pad9TIhYbmk17raTTW0gyrElkM,1245248
 jgtfx2console/forexconnect/lib/linux/libsqlite3.8.so,sha256=aqjV6ZcluDkzyr_bbWQCOHt9uitLvp7uPS-53Z3toQk,641120
 jgtfx2console/forexconnect/lib/linux/requirements.txt,sha256=62zntle4oq_jlsvrAK1bbfgYvAcRPtVHkGYu_eWiRZs,77
-jgtfx2console-0.4.19.dist-info/LICENSE,sha256=uCA_HysYVK9qIMbDEFjcDYhCoKTg19AJhKhM71EKSGA,1086
-jgtfx2console-0.4.19.dist-info/METADATA,sha256=QVK3KW_3eRrMNfWIqK6Fdhbtonpdnj4lHyBfUzbtNfk,2201
-jgtfx2console-0.4.19.dist-info/WHEEL,sha256=GJ7t_kWBFywbagK5eo9IoUwLW6oyOeTKmQ-9iHFVNxQ,92
-jgtfx2console-0.4.19.dist-info/entry_points.txt,sha256=iSwe90GK9NXcJIDBaKiASHxFPDsYv0FqyKYcq-D2kdo,210
-jgtfx2console-0.4.19.dist-info/top_level.txt,sha256=PBNCBgqX42I7ctUTX9FcTnIX0utvgRqzuflefzZ30D8,14
-jgtfx2console-0.4.19.dist-info/RECORD,,
+jgtfx2console-0.4.20.dist-info/LICENSE,sha256=uCA_HysYVK9qIMbDEFjcDYhCoKTg19AJhKhM71EKSGA,1086
+jgtfx2console-0.4.20.dist-info/METADATA,sha256=ykt2gYX4HZUJx0pA3Iv1EKW-lA04IktIp3PsLVr-bEE,2201
+jgtfx2console-0.4.20.dist-info/WHEEL,sha256=GJ7t_kWBFywbagK5eo9IoUwLW6oyOeTKmQ-9iHFVNxQ,92
+jgtfx2console-0.4.20.dist-info/entry_points.txt,sha256=5-2VwwmwQtOqI0d2qvq3Lupgu9sUVe8S6zOYf-9whQ4,164
+jgtfx2console-0.4.20.dist-info/top_level.txt,sha256=PBNCBgqX42I7ctUTX9FcTnIX0utvgRqzuflefzZ30D8,14
+jgtfx2console-0.4.20.dist-info/RECORD,,

jgtfx2console-0.4.20.dist-info/entry_points.txt

@@ -0,0 +1,4 @@
+[console_scripts]
+fxcli2console = jgtfx2console.fxcli2console:main
+fxlive = jgtfx2console.LiveChartDataExport:main
+fxliveconf = jgtfx2console.config_generator:main

jgtfx2console-0.4.19.dist-info/entry_points.txt

@@ -1,4 +0,0 @@
-[console_scripts]
-fxcli2console = jgtfx2console.fxcli2console:main
-fxlive = jgtfx2console.ptoLiveChartDataExport.LiveChartDataExport:main
-fxliveconf = jgtfx2console.ptoLiveChartDataExport.config_generator:main