Ticket #3573 (needs_work enhancement)

Opened 5 years ago

Last modified 4 years ago

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

Reported by: cswiercz Owned by: cswiercz
Priority: major Milestone: sage-5.10
Component: finance Keywords: finance, opentick,
Cc: robertwb Work issues:
Report Upstream: Reviewers:
Authors: Merged in:
Dependencies: Stopgaps:

Description (last modified by mabshoff) (diff)

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 Download (2.6 KB) - added by cswiercz 5 years ago.
sage-3573-opentick2.patch Download (16.0 KB) - added by cswiercz 5 years ago.

Change History

comment:1 Changed 5 years ago by cswiercz

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

comment:2 Changed 5 years ago by cswiercz

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

comment:3 Changed 5 years ago 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

comment:4 Changed 5 years ago by robertwb

  • Cc robertwb added

comment:5 Changed 5 years ago by was

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

comment:6 Changed 5 years ago by mabshoff

  • Description modified (diff)

Changed 5 years ago by cswiercz

Changed 5 years ago by cswiercz

comment:7 Changed 5 years ago 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

comment:8 Changed 5 years ago 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.

comment:9 Changed 5 years ago 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
    


  1. 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 
    


  1. 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
    


  1. -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.

comment:10 Changed 4 years ago by was

  • Milestone changed from sage-feature to sage-3.2.2

comment:11 Changed 4 years ago by TimothyClemans

  • Summary changed from [with patch, with spkg, needs review] finance - Implementation of Sage interface to opentick to [with patch, with spkg, needs to be rebased] finance - Implementation of Sage interface to opentick

sage-3573-opentick2.patch doesn't apply with sage-3.2 and with #3621 applied

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