pyRT.crypto.util.DataScrub Namespace Reference

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

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

Function Documentation

def pyRT.crypto.util.DataScrub.DateTimeUs

(

t

)

Return string-ified time as YYYY-MM-DD HH:MM:SS.uuuuuu.

Parameters

t	- Unix Time;

Returns

string-ified time as YYYY-MM-DD HH:MM:SS.uuuuuu

def pyRT.crypto.util.DataScrub.IsPY3

(

)

def pyRT.crypto.util.DataScrub.ProgressBar	(		i,
			tck = 10000
	)

Helpers #.

def pyRT.crypto.util.DataScrub.ReadFile

(

pFile

)

def pyRT.crypto.util.DataScrub.TimeUs

(

t

)

Return string-ified time as HH:MM:SS.uuuuuu.

Parameters

t	- Unix Time

Returns

string-ified time as HH:MM:SS.uuuuuu

Variable Documentation

float pyRT.crypto.util.DataScrub._MIKE = 0.000001

Hard-coded.

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() # #

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'