Ticket #3573 (assigned enhancement)

Opened 5 months ago

Last modified 3 weeks ago

[with patch, with spkg, needs review] finance - Implementation of Sage interface to opentick

Reported by: cswiercz Assigned to: cswiercz (accepted)
Priority: major Milestone: sage-feature
Component: finance Keywords: finance, opentick,
Cc: robertwb

Description (Last modified by mabshoff)

opentick is a collection of APIs for obtaining free real-time and historical market data for trading systems and trading platforms. With these APIs, we will enable Sage to be able to stream and manipulate real-time market data.

This ticket depends on #3621.

Attachments

sage-3573-opentick1.patch (2.6 kB) - added by cswiercz on 08/28/2008 11:27:20 AM.
sage-3573-opentick2.patch (16.0 kB) - added by cswiercz on 08/28/2008 11:27:30 AM.

Change History

07/10/2008 09:11:46 PM changed by cswiercz

Ignore that patch. Messed up with hg. Accidentally overwrote a patch that this one depended on.

07/16/2008 06:41:11 AM changed by cswiercz

Typo. Put the files in OTHeaders.tar.bz2 in /usr/local/include, _NOT_ in /usr/local/bin.

07/16/2008 06:59:43 AM changed by mabshoff

Hi,

please do not attach binaries to trac tickets since those will be backup up daily until the end of time :). I have deleted both the library and the headers.

Instead link them from the safe place, i.e. you sage.math account. In general your approach is completely wrong. What you need to do is to build an optinal OpenTick?.spkg.

Cheers,

Michael

07/17/2008 08:56:32 AM changed by robertwb

  • cc set to robertwb.

07/18/2008 07:33:43 AM changed by was

  • summary changed from Finance - Implementation of opentick to finance - Implementation of Sage interface to opentick.

08/25/2008 11:34:58 AM changed by mabshoff

  • description changed.

08/28/2008 11:27:20 AM changed by cswiercz

  • attachment sage-3573-opentick1.patch added.

08/28/2008 11:27:30 AM changed by cswiercz

  • attachment sage-3573-opentick2.patch added.

08/28/2008 11:30:35 AM changed by cswiercz

  • status changed from new to assigned.
  • summary changed from finance - Implementation of Sage interface to opentick to [with patch, with spkg, needs review] finance - Implementation of Sage interface to opentick.

08/28/2008 12:36:03 PM changed by cswiercz

This ticket comes with an spkg. Alas, I don't have administrative privileges on Trac so I can't attach it here. You can find the spkg on sage.math at /home/cswiercz/opentick1.1.spkg. I will also post it at the top of http://cswiercz.blogspot.com.

10/26/2008 06:08:28 AM changed by mvngu

For the documentation in the patch sage-3573-opentick2.patch, here are some possible fixes to typos:

1. The word "minutely" is usually associated with considering something in close details. The expression "by minute" (or something similar) more accurately describes a time interval. 

-data on a variety of time intervals: hourly, minutely, or even
+data on a variety of time intervals: hourly, by minute, or even


2. Again, a similar comment to that in 1. applies here. I would use "by second" or something similar, but not "secondly", which hardly describes a time interval. 

-hourly, minutely, and even secondly. To enable use of opentick, enter
+hourly, by minute, and even by second. To enable use of opentick, enter


3. Again, a similar comment to that in 2. applies here. 

-to obtain data on an hourly, minutely, or even secondly rate. This
+to obtain data on an hourly rate, or by minute, or even by second. This


4. 

-enddate are \code{datetime.date} objects. Retreives data using the
+enddate are \code{datetime.date} objects. Retrieves data using the


5. 

-Return string representation of Opentick interface.
+Return a string representation of Opentick interface.


6. 

-in once of the following two formats where the time
+in one of the following two formats where the time


7. 

-Where 'Mon' is the first three letters of the coressponding month.
+where 'Mon' is the first three letters of the corresponding month.


Disclaimer: I'm an Australian, so maybe my suggestions don't make sense.