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Add toggle option for moscow time and market time #13

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Add toggle option for moscow time and market time #13

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15 changes: 11 additions & 4 deletions finam/export.py
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Original file line number Diff line number Diff line change
Expand Up @@ -64,7 +64,6 @@ class Timeframe(IntEnum):
WEEKLY = 9
MONTHLY = 10


class LookupComparator(IntEnum):

EQUALS = 1
Expand Down Expand Up @@ -304,8 +303,6 @@ class Exporter(object):
'dtf': '1',
'tmf': '3',
'MSOR': '0',
'mstime': 'on',
'mstimever': '1',
'sep': '3',
'sep2': '1',
'at': '1'
Expand Down Expand Up @@ -350,8 +347,13 @@ def download(self,
market,
start_date=datetime.date(2007, 1, 1),
end_date=None,
timeframe=Timeframe.DAILY):
timeframe=Timeframe.DAILY,
moscowtime=True):

if moscowtime:
mstimever='1'
else:
mstimever='0'
items = self._meta.lookup(id_=id_, market=market)
# i.e. for markets 91, 519, 2
# id duplicates are feasible, looks like corrupt data on finam
Expand All @@ -376,11 +378,16 @@ def download(self,
'yt': end_date.year,
'cn': code,
'code': code,
#1 for moscow time 0 for market time
'mstimever': mstimever,
# I would guess this param denotes 'data format'
# that differs for ticks only
'datf': 6 if timeframe == Timeframe.TICKS.value else 5
}

if moscowtime:
params['mstime']='on'

url = self._build_url(params)
# deliberately not using pd.read_csv's ability to fetch
# urls to fully control what's happening
Expand Down
10 changes: 8 additions & 2 deletions scripts/finam-download.py
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Original file line number Diff line number Diff line change
Expand Up @@ -79,8 +79,13 @@ def _arg_split(ctx, param, value):
@click.option('--ext',
help='Resulting file extension',
default='csv')
@click.option('--moscowtime',
help='Moscow time True or False',
required=False,
default=True,
type=bool)
def main(contracts, market, timeframe, destdir, lineterm,
delay, startdate, enddate, skiperr, ext):
delay, startdate, enddate, skiperr, ext, moscowtime):
exporter = Exporter()

if not any((contracts, market)):
Expand Down Expand Up @@ -108,7 +113,8 @@ def main(contracts, market, timeframe, destdir, lineterm,
start_date=startdate,
end_date=enddate,
timeframe=Timeframe[timeframe],
market=Market(contract.market))
market=Market(contract.market),
moscowtime=moscowtime)
except FinamExportError as e:
if skiperr:
logger.error(repr(e))
Expand Down