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support of pkl output format and compression #14

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8 changes: 8 additions & 0 deletions finam/const.py
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Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,7 @@

__all__ = ['Market',
'Timeframe',
'Fileformat'
]


Expand Down Expand Up @@ -40,3 +41,10 @@ class Timeframe(IntEnum):
DAILY = 8
WEEKLY = 9
MONTHLY = 10

class Fileformat(IntEnum):

CSV = 1
CSVGZ = 2
PKL = 3
PKLXZ = 4
29 changes: 24 additions & 5 deletions scripts/finam-download.py
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Original file line number Diff line number Diff line change
Expand Up @@ -14,7 +14,8 @@
Timeframe,
Market,
FinamExportError,
FinamObjectNotFoundError)
FinamObjectNotFoundError,
Fileformat)
from finam.utils import click_validate_enum


Expand Down Expand Up @@ -79,8 +80,13 @@ def _arg_split(ctx, param, value):
@click.option('--ext',
help='Resulting file extension',
default='csv')
@click.option('--format',
help='Format of output file with data',
default='CSV',
callback=partial(click_validate_enum, Fileformat),
required=False)
def main(contracts, market, timeframe, destdir, lineterm,
delay, startdate, enddate, skiperr, ext):
delay, startdate, enddate, skiperr, ext, format):
exporter = Exporter()

if not any((contracts, market)):
Expand Down Expand Up @@ -115,10 +121,23 @@ def main(contracts, market, timeframe, destdir, lineterm,
continue
else:
raise
destpath = os.path.join(destdir, '{}-{}.{}'
.format(contract.code, timeframe, ext))
destpath = os.path.join(destdir, '{}-{}'
.format(contract.code, timeframe))

# extention is taken from param if output file is in csv format
if format == 'CSV':
destpath += f'.{ext}'
data.to_csv(destpath, index=False, line_terminator=lineterm)
elif format == 'CSVGZ':
destpath += f'.csv.gz'
data.to_csv(destpath, index=False, line_terminator=lineterm, compression='gzip')
if format == 'PKL':
destpath += f'.pkl'
data.to_pickle(destpath)
if format == 'PKLXZ':
destpath += f'.pkl.xz'
data.to_pickle(destpath, compression='xz')

data.to_csv(destpath, index=False, line_terminator=lineterm)
if delay > 0:
logger.info('Sleeping for {} second(s)'.format(delay))
time.sleep(delay)
Expand Down