Support Board

def getRecords(filename, tzadj):
"""
Read in records from SierraChart .scid data filename
Output a list of DateTimes and list of rows
"""
def deserialize(date_and_time):
date_tok = int(date_and_time)
time_tok = round(86400*(date_and_time - date_tok))
d = date(1899, 12, 30) + timedelta(date_tok)
t = time(*helper(time_tok, (24, 60, 60, 1000000)))
return datetime.combine(d, t)

def helper(factor, units):
factor /= 86399.99
result = list()
for unit in units:
value, factor = divmod(factor * unit, 1)
result.append(int(value))
result[3] = int(0)
return result

sizeHeader = 0x38
sizeRecord = 0x28
if tzadj == 99999:
tzAdjust = datetime.fromtimestamp(0) - datetime.utcfromtimestamp(0)
else:
tzAdjust = timedelta(hours=tzadj)
with open(filename, 'rb') as fscid:
fscid.read(sizeHeader) # discard header
rows = []
ix = []
for i in xrange(1000000):
data = fscid.read(sizeRecord)
if data != "":
d = struct.unpack('d4f4I', data)
datarow = [d[1], d[2], d[3], d[4], d[5], d[6]]
rows.append(datarow)
ix.append(deserialize(d[0] + tzAdjust.seconds/86400.0))
else:
break
return (rows, ix)


def getDataFrame(filename, tzadj):
data, ix = getRecords(filename, tzadj)
return pd.DataFrame(data, index=ix, columns=['O', 'H', 'L', 'C', 'V', 'T'])


if __name__ == '__main__':
"""
Takes a SierraChart scid file (input argument 1) and converts
it to a tab separated file (tsv)
Timezone conversion can follow the users local timezone, or a
specified integer (input l or an integer but if the default
filename is being used, '' must be specified for the filename)
"""
filename = '/home/john/zRamdisk/SierraChart/Data/HSI-201303-HKFE-TD.scid'
tzvar = 0
if len(sys.argv) > 1:
if len(sys.argv[1]):
filename = sys.argv[1]
if len(sys.argv) > 2 and len(sys.argv[2]):
print sys.argv[2], type(sys.argv[2])
if sys.argv[2] == 'l':
tzvar = 99999
print tzvar, type(tzvar)
else:
tzvar = float(sys.argv[2])
print tzvar, type(tzvar)
tzvar = 99999
df = getDataFrame(filename, tzvar)
print df[0:10]
print 'fin'