DataScrub.py File Reference

Namespaces
	pyRT.crypto.util.DataScrub

Functions
def	pyRT.crypto.util.DataScrub.DateTimeUs
	Return string-ified time as YYYY-MM-DD HH:MM:SS.uuuuuu. More...
def	pyRT.crypto.util.DataScrub.IsPY3
def	pyRT.crypto.util.DataScrub.ProgressBar
	Helpers #. More...
def	pyRT.crypto.util.DataScrub.ReadFile
def	pyRT.crypto.util.DataScrub.TimeUs
	Return string-ified time as HH:MM:SS.uuuuuu. More...

Variables
float	pyRT.crypto.util.DataScrub._MIKE = 0.000001
	Hard-coded. More...
string	pyRT.crypto.util.DataScrub._QTE_STR = ',ask_amount,ask_price,bid_price,bid_amount'
string	pyRT.crypto.util.DataScrub._TRD_STR = ',id,side,price,amount'
list	pyRT.crypto.util.DataScrub.ask = kv[5]
list	pyRT.crypto.util.DataScrub.aSz = kv[4]
string	pyRT.crypto.util.DataScrub.aVal = '%.2f'
list	pyRT.crypto.util.DataScrub.bid = kv[6]
tuple	pyRT.crypto.util.DataScrub.bQte = ( hdr.count( _QTE_STR ) != 0 )
list	pyRT.crypto.util.DataScrub.bSz = kv[7]
tuple	pyRT.crypto.util.DataScrub.bTrd = ( hdr.count( _TRD_STR ) != 0 )
string	pyRT.crypto.util.DataScrub.bVal = '%.2f'
	pyRT.crypto.util.DataScrub.cout = sys.stdout
list	pyRT.crypto.util.DataScrub.hdr = sdb[0]
string	pyRT.crypto.util.DataScrub.ins = ','
list	pyRT.crypto.util.DataScrub.kv = sdb[i]
tuple	pyRT.crypto.util.DataScrub.ns = len( sdb )
string	pyRT.crypto.util.DataScrub.ofile = ifile+'-scrubbed'
tuple	pyRT.crypto.util.DataScrub.op = open( ofile, 'w' )
list	pyRT.crypto.util.DataScrub.pfx = [ kv[0], kv[1], tm, '+' ]
list	pyRT.crypto.util.DataScrub.prc = kv[6]
string	pyRT.crypto.util.DataScrub.qHdr = 'Exch,Sym,Time,+,BidSize,BidVal,Bid,Ask,AskVal,AskSize'
list	pyRT.crypto.util.DataScrub.qty = kv[7]
list	pyRT.crypto.util.DataScrub.row = [ '', bSz, bVal, bid, ask, aVal, aSz ]
list	pyRT.crypto.util.DataScrub.rows = [ qHdr + ',+,' + tHdr ]
tuple	pyRT.crypto.util.DataScrub.sdb = ReadFile( ifile )
	# main() # # More...
list	pyRT.crypto.util.DataScrub.side = kv[5]
string	pyRT.crypto.util.DataScrub.tHdr = 'Side,TrdPrc,TrdVal,TrdSz'
tuple	pyRT.crypto.util.DataScrub.tm = TimeUs( _MIKE * int( kv[3] ) )
string	pyRT.crypto.util.DataScrub.tVal = '%.2f'