Fix local

.travis.yml

@@ -0,0 +1,6 @@
+language: python
+python:
+  - "3.5"
+install:
+  - pip install -r requirements.txt
+script: make test

Makefile

@@ -1,3 +1,8 @@
+.PHONY: test test-register test-release register release
+
+test:
+	@python3 -m unittest discover -s ./duka/tests -p "test_*"
+
 test-register:
 	python setup.py register -r pypitest
 

README.md

@@ -40,12 +40,15 @@ pip install duka
 
  optional arguments:
      -h           show help message and exit 
+     -v           show program's version number and exit
      -d DAY       specific day format YYYY-MM-DD (default today)
      -s STARTDATE start date format YYYY-MM-DD (default today)
      -e ENDDATE   end date format YYYY-MM-DD (default today)
-     -c CANDLE    use candles instead of ticks. Accepted values 1M 5M 10M 15M 30M 1H 4H 1D
+     -c CANDLE    use candles instead of ticks. Accepted values M1 M2 M5 M10 M15 M30 H1 H4 D1
      -f FOLDER    the dowloaded data will be saved in FOLDER (default '.')
      -t THREAD    number of threads (default 10)
+     --header     include CSV header (default false)
+     --local-time use local time (default GMT)
 ```
 
 ## Examples

duka/app/app.py

@@ -52,22 +52,7 @@ def avg(fetch_times):
         return -1
 
 
-def name(symbol, timeframe, start, end):
-    ext = ".csv"
-
-    for x in dir(TimeFrame):
-        if getattr(TimeFrame, x) == timeframe:
-            ts_str = x
-
-    name = symbol + "_" + ts_str + "_" + str(start)
-
-    if start != end:
-        name += "_" + str(end)
-
-    return name + ext
-
-
-def app(symbols, start, end, threads, timeframe, folder, header):
+def app(symbols, start, end, threads, timeframe, folder, header, local_time):
     if start > end:
         return
     lock = threading.Lock()
@@ -85,7 +70,7 @@ def do_work(symbol, day, csv):
         star_time = time.time()
         Logger.info("Fetching day {0}".format(day))
         try:
-            csv.append(day, decompress(day, fetch_day(symbol, day)))
+            csv.append(day, decompress(day, local_time, fetch_day(symbol, day)))
         except Exception as e:
             print("ERROR for {0}, {1} Exception : {2}".format(day, symbol, str(e)))
         elapsed_time = time.time() - star_time
@@ -98,7 +83,7 @@ def do_work(symbol, day, csv):
 
     with concurrent.futures.ThreadPoolExecutor(max_workers=threads) as executor:
 
-        files = {symbol: CSVDumper(symbol, timeframe, start, end, folder, header) for symbol in symbols}
+        files = {symbol: CSVDumper(symbol, timeframe, start, end, folder, header, local_time) for symbol in symbols}
 
         for symbol in symbols:
             for day in days(start, end):

duka/core/csv_dumper.py

@@ -5,7 +5,7 @@
 from .candle import Candle
 from .utils import TimeFrame, stringify, Logger
 
-TEMPLATE_FILE_NAME = "{}-{}_{:02d}_{:02d}-{}_{:02d}_{:02d}.csv"
+TEMPLATE_FILE_NAME = "{}-{}_{:02d}_{:02d}-{}_{:02d}_{:02d}-{}.csv"
 
 
 def format_float(number):
@@ -39,14 +39,15 @@ def write_candle(writer, candle):
 
 
 class CSVDumper:
-    def __init__(self, symbol, timeframe, start, end, folder, header=False):
+    def __init__(self, symbol, timeframe, start, end, folder, header=False, local_time=False):
         self.symbol = symbol
         self.timeframe = timeframe
         self.start = start
         self.end = end
         self.folder = folder
         self.include_header = header
         self.buffer = {}
+        self.local_time = local_time
 
     def get_header(self):
         if self.timeframe == TimeFrame.TICK:
@@ -75,10 +76,16 @@ def append(self, day, ticks):
         if self.timeframe != TimeFrame.TICK:
             self.buffer[day].append(Candle(self.symbol, previous_key, self.timeframe, current_ticks))
 
+    def get_timezone(self):
+        if self.local_time:
+            return "local_time"
+        else:
+            return "GMT"
+
     def dump(self):
         file_name = TEMPLATE_FILE_NAME.format(self.symbol,
                                               self.start.year, self.start.month, self.start.day,
-                                              self.end.year, self.end.month, self.end.day)
+                                              self.end.year, self.end.month, self.end.day, self.get_timezone())
 
         Logger.info("Writing {0}".format(file_name))
 

duka/core/processor.py

@@ -1,5 +1,6 @@
 import struct
 from datetime import timedelta, datetime
+from dateutil import tz
 from lzma import LZMADecompressor, LZMAError, FORMAT_AUTO
 from .utils import is_dst
 
@@ -57,16 +58,17 @@ def add_hour(ticks):
     return ticks
 
 
-def normalize(day, ticks):
+def normalize(day, local_time, ticks):
     def norm(time, ask, bid, volume_ask, volume_bid):
         date = datetime(day.year, day.month, day.day) + timedelta(milliseconds=time)
-        # date.replace(tzinfo=datetime.tzinfo("UTC"))
+        if local_time:
+            date.replace(tzinfo=tz.tzlocal())
         return date, ask / 100000, bid / 100000, round(volume_ask * 1000000), round(volume_bid * 1000000)
 
     return add_hour(list(map(lambda x: norm(*x), ticks)))
 
 
-def decompress(day, compressed_buffer):
+def decompress(day, local_time, compressed_buffer):
     if compressed_buffer.nbytes == 0:
         return compressed_buffer
-    return normalize(day, tokenize(decompress_lzma(compressed_buffer)))
+    return normalize(day, local_time, tokenize(decompress_lzma(compressed_buffer)))

duka/main.py

@@ -7,7 +7,7 @@
 from duka.core import valid_date, set_up_signals
 from duka.core.utils import valid_timeframe, TimeFrame
 
-VERSION = '0.2.0'
+VERSION = '0.2.1'
 
 
 def main():
@@ -23,9 +23,10 @@ def main():
     parser.add_argument('-t', '--thread', type=int, help='number of threads (default 20)', default=5)
     parser.add_argument('-f', '--folder', type=str, help='destination folder (default .)', default='.')
     parser.add_argument('-c', '--candle', type=valid_timeframe,
-                        help='use candles instead of ticks. Accepted values 1M 5M 10M 15M 30M 1H 4H',
+                        help='use candles instead of ticks. Accepted values M1 M2 M5 M10 M15 M30 H1 H4',
                         default=TimeFrame.TICK)
     parser.add_argument('--header', action='store_true', help='include CSV header (default false)', default=False)
+    parser.add_argument('--local-time', action='store_true', help='use local time (default GMT)', default=False)
     args = parser.parse_args()
 
     if args.startdate is not None:
@@ -39,7 +40,7 @@ def main():
         end = args.day
 
     set_up_signals()
-    app(args.symbols, start, end, args.thread, args.candle, args.folder, args.header)
+    app(args.symbols, start, end, args.thread, args.candle, args.folder, args.header, args.local_time)
 
 
 if __name__ == '__main__':

duka/tests/test_dates_generator.py

@@ -1,6 +1,6 @@
 import unittest
 from datetime import date
-from ..app.app import days
+from duka.app.app import days
 
 
 class TestDateGenerator(unittest.TestCase):

duka/tests/test_find_sunday.py

@@ -38,21 +38,21 @@ def test_dst_2015(self):
         self.assertEqual(end.month, 11)
 
     def test_is_dst(self):
-        day = datetime.datetime(2015, 4, 5)
+        day = datetime.date(2015, 4, 5)
         self.assertTrue(is_dst(day))
 
     def test_is_not_dst(self):
-        day = datetime.datetime(2015, 1, 1)
+        day = datetime.date(2015, 1, 1)
         self.assertFalse(is_dst(day))
 
     def test_day_change_is_dst(self):
-        day = datetime.datetime(2015, 3, 8)
+        day = datetime.date(2015, 3, 8)
         self.assertTrue(is_dst(day))
 
     def test_day_change_back_is_not_dst(self):
-        day = datetime.datetime(2015, 11, 1)
+        day = datetime.date(2015, 11, 1)
         self.assertFalse(is_dst(day))
 
     def test_is_dst(self):
-        day = datetime.datetime(2013, 11, 3)
+        day = datetime.date(2013, 11, 3)
         self.assertFalse(is_dst(day))

requirements.txt

@@ -0,0 +1,2 @@
+requests>=2.9.1
+python-dateutil

setup.py

@@ -3,12 +3,12 @@
 from setuptools import setup, find_packages
 
 NAME = "duka"
-VERSION = '0.2.0'
+VERSION = '0.2.1'
 
 setup(
     name=NAME,
     packages=find_packages(),
-    install_requires=['requests>=2.9.1'],
+    install_requires=['requests>=2.9.1', 'python-dateutil'],
     version=VERSION,
     description='Dukascopy Bank SA historical data downloader',
     author='Giuseppe Pes',