running on thread and save to db

ejtraderMT/api/mql.py

@@ -1,4 +1,5 @@
 from datetime import datetime, timedelta, date
+import symbol
 from pytz import timezone
 from tzlocal import get_localzone
 from queue import Queue
@@ -251,20 +252,91 @@ def __init__(self, host=None, real_volume=None, tz_local=None, dbtype=None,dbhos
  def balance(self):
  return self.__api.Command(action="BALANCE")
 
- def calendar(self,symbol=None, fromDate=None, toDate=None):
+
+ def calendar(self,symbol=None, fromDate=None, toDate=None, database=None):
+ self._symbol = symbol
+ self._fromDate = fromDate
+ self._toDate = toDate
+ self.__calendarQ = Queue()
+ self.__database = database
  try:
- df = self.__api.Command(action="CALENDAR", actionType="DATA", symbol=None, 
- fromDate=self.__date_to_timestamp(fromDate), toDate=self.__date_to_timestamp(toDate))
- df = pd.DataFrame(df['data'])
- df.columns = ['date','currency', 'impact','event','country','actual','forecast','previous']
- df['date'] = pd.to_datetime(df['date'], errors='coerce')
- df = df.dropna(subset=['date'])
- df = df.set_index('date')
- df.index = pd.to_datetime(df.index)
+ start(self._calendar,repeat=1, max_threads=20)
  except:
- pass
+ print("Error: unable to start History thread")
+
+ return self.__calendarQ.get()
+
+
+
+
+ def _calendar(self,data):
+ symbol = self._symbol
+ fromDate = self._fromDate 
+ toDate = self._toDate
+ # count data
+ if not isinstance(fromDate, int):
+ start_date = datetime.strptime(fromDate, "%d/%m/%Y")
+ else:
+ start_date = self.__brokerTimeDelta(fromDate)
+ if not toDate:
+ end_date = self.__brokerTimeDelta(0)
+ else:
+ end_date = datetime.strptime(toDate, "%d/%m/%Y")
+
+
+ delta = timedelta(days=1)
+ delta2 = timedelta(days=1)
+ diff_days = start_date - end_date
+ days_count = diff_days.days
+ pbar = tqdm(total=abs(days_count))
+ appended_data = []
+
+ while start_date <= end_date:
+ pbar.update(delta.days)
+ fromDate = start_date.strftime("%d/%m/%Y")
+ toDate = start_date
+ toDate += delta2
+ toDate = toDate.strftime("%d/%m/%Y")
+ if fromDate and toDate:
+ try:
+ df = self.__api.Command(action="CALENDAR", actionType="DATA", symbol=symbol, 
+ fromDate=self.__date_to_timestamp(fromDate), toDate=self.__date_to_timestamp(toDate))
+
+ except:
+ pass
+ elif isinstance(fromDate, str) and toDate==None:
+ try:
+ df = self.__api.Command(action="CALENDAR", actionType="DATA", symbol=symbol, 
+ fromDate=self.__date_to_timestamp(fromDate), toDate=self.__date_to_timestamp(toDate))
+ except:
+ pass
+ self.__api.Command(action="RESET")
+ try:
+ df = pd.DataFrame(df['data'])
+ df.columns = ['date','currency', 'impact','event','country','actual','forecast','previous']
+ df['date'] = pd.to_datetime(df['date'], errors='coerce')
+ df = df.dropna(subset=['date'])
+ df = df.set_index('date')
+ df.index = pd.to_datetime(df.index)
+ except:
+ pass
+
+
+ appended_data.append(df)
+
+ start_date += delta
+ pbar.close()
+ df = pd.concat(appended_data)
+ if self.__database:
+ start(self.__save_to_db,data=[df],repeat=1, max_threads=20)
+ else:
+ try:
+ self.__set_utc_or_localtime_tz_df(df)
+ self.__calendarQ.put(df)
+ except AttributeError:
+ pass
+
 
- return df
 
 
  def accountInfo(self):