Fixed issue with Dukascopy

cuemacro · May 14, 2023 · 4d6b719 · 4d6b719
1 parent ba27b4b
commit 4d6b719
Show file tree

Hide file tree

Showing 11 changed files with 200 additions and 121 deletions.
diff --git a/README.md b/README.md
@@ -115,6 +115,7 @@ individual data providers)
 
 # Release Notes
 
+* 0.1.29 - findatapy (14 May 2023)
 * 0.1.28 - findatapy (19 Jul 2022)
 * 0.1.27 - findatapy (20 May 2022)
 * 0.1.26 - findatapy (07 Oct 2021)
@@ -135,6 +136,10 @@ individual data providers)
 
 # Coding log
 
+* 12 May 2023
+  * Fixed Dukascopy downloader
+* 29 Aug 2022
+  * Reformatted text for line length
 * 23 Aug 2022
   * Simplified MarketDataRequest
 * 12 Aug 2022

diff --git a/findatapy/market/datavendorbbg.py b/findatapy/market/datavendorbbg.py
@@ -162,7 +162,8 @@ def load_ticker(self, md_request):
                                                  md_request_vendor)
 
                 # if data_frame is not None:
-                #     # Convert fields with release-dt to dates (special case!) and assume everything else numerical
+                #     # Convert fields with release-dt to dates (special case!)
+                #     # and assume everything else numerical
                 #     for c in data_frame.columns:
                 #         try:
                 #             if 'release-dt' in c:
@@ -446,7 +447,7 @@ def download_intraday(self, md_request):
         # Bloomberg OpenAPI implementation
         low_level_loader = BBGLowLevelIntraday()
 
-        # by default we download all available fields!
+        # By default we download all available fields!
         data_frame = low_level_loader.load_time_series(md_request)
 
         # self.kill_session() # need to forcibly kill_session since can't
@@ -472,7 +473,7 @@ def download_ref(self, md_request):
 
         md_request_vendor_selective = copy.copy(md_request)
 
-        # special case for future date releases
+        # Special case for future date releases
         # if 'release-date-time-full' in md_request.fields:
         #     md_request_vendor_selective.fields = ['ECO_FUTURE_RELEASE_DATE_LIST']
         #
@@ -706,7 +707,7 @@ def start_bloomberg_session(self):
         logger = LoggerManager().getLogger(__name__)
 
         # Try up to 5 times to start a session
-        while (tries < 5):
+        while tries < 5:
             try:
                 # fill SessionOptions
                 sessionOptions = blpapi.SessionOptions()

diff --git a/findatapy/market/datavendorweb.py b/findatapy/market/datavendorweb.py
@@ -1784,8 +1784,18 @@ def fetch_tick(self, tick_url, try_time):
                 # If URL has not been found try again
                 if tick_request.status_code == 404:
                     logger.warning(
-                        "Error downloading.. " + tick_url + " returned 404 "
-                                                            "URL not found message! Are you sure Dukascopy has this asset?")
+                        "Error downloading.. "
+                            + tick_url + " returned 404 " +
+                            "URL not found message! Are you sure Dukascopy has this asset?")
+
+                    tick_request_content = None
+                    tick_request.close()
+
+                    break
+                elif tick_request.status_code == 503:
+                    logger.warning(
+                        "Error downloading.. " + tick_url +
+                        " returned 503 and service unavailable")
 
                     tick_request_content = None
                     tick_request.close()
@@ -1798,13 +1808,13 @@ def fetch_tick(self, tick_url, try_time):
 
                     content_text = tick_request_content.decode("latin1")
 
-                    # Can sometimes get back an error HTML page, in which 
+                    # Can sometimes get back an error HTML page, in which
                     # case retry
                     if 'error' not in str(content_text):
                         break
                     else:
                         logger.warning(
-                            "Error downloading.. " + tick_url + " " 
+                            "Error downloading.. " + tick_url + " "
                             + content_text + " will try again "
                             + str(download_counter) + " occasion")
             except Exception as e:
@@ -2811,6 +2821,8 @@ def download_data_frame(data_source):
                 data_frame = IOEngine().read_time_series_cache_from_disk(
                     full_path, engine=data_engine)
 
+            # data_frame.to_csv("temp.csv")
+
             if data_frame is None or data_frame.index is []: return None
 
             if data_frame is not None:
@@ -2831,8 +2843,13 @@ def download_data_frame(data_source):
                 data_frame.columns = ticker_combined
                 data_frame.index.name = "Date"
 
+                msg = str(ticker_combined)
+
+                if len(msg) > 100:
+                    msg = msg[:99] + "...]"
+
                 logger.info("Completed request from " + str(
-                    data_source) + " for " + str(ticker_combined))
+                    data_source) + " for " + msg)
 
             return data_frame