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moneygo/scripts/gen_security_list.py

96 lines
3.1 KiB
Python
Executable File

#!/usr/bin/env python
import csv
from xml.dom import minidom
from urllib import request
class Security(object):
def __init__(self, name, description, number, _type, precision):
self.name = name
self.description = description
self.number = number
self.type = _type
self.precision = precision
def __str__(self):
return """\tSecurity{
\t\tName: \"%s\",
\t\tDescription: \"%s\",
\t\tSymbol: \"%s\",
\t\tPrecision: %d,
\t\tType: %s,
\t\tAlternateId: \"%s\"},\n""" % (self.name, self.description, self.name, self.precision, self.type, str(self.number))
class SecurityList(object):
def __init__(self, comment):
self.comment = comment
self.currencies = {}
def add(self, currency):
self.currencies[currency.number] = currency
def __str__(self):
string = "\t// "+self.comment+"\n"
for key in sorted(self.currencies.keys()):
string += str(self.currencies[key])
return string
def process_ccyntry(currency_list, node):
name = ""
nameSet = False
number = 0
numberSet = False
description = ""
precision = 0
for n in node.childNodes:
if n.nodeName == "Ccy":
name = n.firstChild.nodeValue
nameSet = True
elif n.nodeName == "CcyNm":
description = n.firstChild.nodeValue
elif n.nodeName == "CcyNbr":
number = int(n.firstChild.nodeValue)
numberSet = True
elif n.nodeName == "CcyMnrUnts":
if n.firstChild.nodeValue == "N.A.":
precision = 0
else:
precision = int(n.firstChild.nodeValue)
if nameSet and numberSet:
currency_list.add(Security(name, description, number, "Currency", precision))
def get_currency_list():
currency_list = SecurityList("ISO 4217, from http://www.currency-iso.org/en/home/tables/table-a1.html")
with request.urlopen('http://www.currency-iso.org/dam/downloads/lists/list_one.xml') as f:
xmldoc = minidom.parse(f)
for isonode in xmldoc.childNodes:
if isonode.nodeName == "ISO_4217":
for ccytblnode in isonode.childNodes:
if ccytblnode.nodeName == "CcyTbl":
for ccyntrynode in ccytblnode.childNodes:
if ccyntrynode.nodeName == "CcyNtry":
process_ccyntry(currency_list, ccyntrynode)
return currency_list
def get_cusip_list(filename):
cusip_list = SecurityList("")
with open(filename, newline='') as csvfile:
csvreader = csv.reader(csvfile, delimiter=',')
for row in csvreader:
cusip = row[0]
name = row[1]
description = ",".join(row[2:])
cusip_list.add(Security(name, description, cusip, "Stock", 5))
return cusip_list
def main():
currency_list = get_currency_list()
cusip_list = get_cusip_list('cusip_list.csv')
print("package main\n")
print("var SecurityTemplates = []Security{")
print(str(currency_list))
print(str(cusip_list))
print("}")
if __name__ == "__main__":
main()