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compress_data_parallel.py
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# -*- coding: utf-8 -*-
import tarfile
import gzip
import bz2
import os
import sys
import StringIO
import time
import itertools
import multiprocessing
import get_lists as getl
import HDFcreate as HDFcreate
def compress_tickers_parallel(tickers=None, directories=None, compression='bz2', complevel=9, n_process=1):
"""
mode 1: Tickers is list of individual tickers to compress, directories is corresponding directories.
If directories is a single direectory, all tickers are in that directory
mode 2: Tickers=None and directories is a list of directories.
All files in directories are compressed
"""
"""
Step 1: Get list of tickers
"""
#check tickers argument
if tickers!=None:
assert type(tickers)==list
assert type(directories)==list
TICKERs=tickers
if len(directories)==1:
dir_=directories*len(tickers)
listdir = 0
elif directories!=None:
assert type(directories)==list
TICKERs=[] #list of tickers
listdir=0
dir_=[] #directories for each ticker in TICKERs
for directory in directories:
tickers_, listdir_ = getl.get_list_tickers_in_dir(directory)
TICKERs.extend(tickers_)
# listdir = listdir.extend(listdir_)
dir_.extend([directory]*len(tickers_))
#create dictionary {ticker:directory}
dirs = dict(itertools.izip(TICKERs,dir_))
"""
Allocate workload to each process
"""
#allocate tickers to different processes
length = len(TICKERs)
index=[]
ls_list=[]
for i in range(n_process):
index.append(range(i,length, n_process)) #indicies for each process
ls = [TICKERs[x] for x in index[i]] #tickers corresponding to indicies
ls_list.append(ls) #list of lists
assert len(ls_list) == n_process
"""
run the (multiple) process(es)
"""
start = time.time()
if n_process==1: #single process instance
tickers=ls_list[0]
compress_data_multi_tickers(tickers,dirs,start, compression,complevel)
else: #initiate seperate processes to combine dates
jobs=[]
for tickers in ls_list:
p = multiprocessing.Process(target=compress_data_multi_tickers, args=(tickers,dirs,start,compression,complevel))
jobs.append(p)
p.start()
for j in jobs:
j.join()
print 'Joined other threads'
return
def compress_data_multi_tickers(TICKERs, dirs, start, compression='bz2', complevel=9, supress='yes'):
i=0
pName = multiprocessing.current_process().name
listdir=0 #get the listdir within the single ticker file
for ticker in TICKERs:
i=i+1
directory=dirs[ticker]
if supress=='yes': #suppress printing to stdout
sys.stdout = StringIO.StringIO()
string = compress_data_single_ticker(ticker, listdir, directory,compression,complevel)
if supress=='yes': #switch printing to stdout back on
sys.stdout = sys.__stdout__
if type(string)!=str:
string=''
print '%s: %-8s:%s compressed, iter=%-4.0d of %-4.0d, time=%5.2f'%(pName,ticker,string,i,len(TICKERs),((time.time()-start)/60))
sys.stdout.flush()
return
def compress_data_single_ticker(TCKR, listdir, directory, compression='bz2', complevel=9):
start_dir = os.getcwd()
os.chdir(directory)
if listdir==0:
listdir=os.listdir(directory)
#get list of files for ticker
files_for_ticker = getl.get_csv_file_list(TCKR, listdir, directory)
if (files_for_ticker==0):
sys.stdout.flush()
return 0
if (files_for_ticker=='no tickers'):
print TCKR + ': no files to archive in directory:' +directory
string ='none '
sys.stdout.flush()
return string
if len(files_for_ticker)==0:
print TCKR + ': no files to archive in directory:' +directory
string ='none '
sys.stdout.flush()
return string
#check if hdf file exists for this ticker
hdf = TCKR+'.combined.h5'
if not(os.path.isfile(hdf)):
# HDFcreate.create(TCKR, directory)
print TCKR+': no hdf5 file in:'+directory
print 'could not archive any .csv files for:' +TCKR
print 'create hdf5 file first with tick_data_combine'
print 'program terminated'
f = open('D:\\Financial Data\\Netfonds\\DailyTickDataPull\\errorlog.txt','a')
f.write('%-8s: no hdf5 file in directory:%s \n'%(TCKR,directory))
f.close()
sys.stdout.flush()
return 0
#remove combined files #and files not merged into h5 file
for fl in files_for_ticker:
if 'combined' in fl:
files_for_ticker.remove(fl)
if len(files_for_ticker)==0:
print TCKR+': no .csv files exist '
sys.stdout.flush()
string ='none '
return string
#open the tarball
tar = tarfile.open(TCKR+'.tar','a')
already_archived_files = tar.getnames()
#remove names already in the tarball
for fl in already_archived_files:
if fl.replace('.'+compression,'') in files_for_ticker:
os.remove(fl.replace('.'+compression,''))
files_for_ticker.remove(fl.replace('.'+compression,''))
#loop through remainng files and compress
comp_files=[]
for fl in files_for_ticker:
outf = fl+'.'+compression
inf = open(fl, 'rb')
data = inf.read()
inf.close()
if compression =='gz':
fcomp = gzip.open(outf, 'wb', compresslevel=complevel)
elif compression =='bz2':
fcomp = bz2.BZ2File(outf, 'wb', compresslevel=complevel)
fcomp.write(data)
fcomp.close()
#create list of compressed files for adding to tarball
comp_files.append(outf)
for fl in files_for_ticker:
os.remove(fl)
#loop through compressed files and add to tarball
i=0
for fl in comp_files:
if (fl in tar.getnames()): #check if its already in there
print fl+': is already in tarball'
f = open('D:\\Financial Data\\Netfonds\\DailyTickDataPull\\errorlog.txt','a')
f.write('%-8s: already in TAR archive:%s \n'%(fl,directory))
f.close()
sys.stdout.flush()
continue
tar.add(fl)
i+=1
tar.close()
#remove compressed files outside of archive
for fl in comp_files:
os.remove(fl)
os.chdir(start_dir)
sys.stdout.flush()
return str(i)
if __name__ == '__main__':
os.chdir('D:\\Google Drive\\Python\\FinDataDownload')
directories = ['D:\\Financial Data\\Netfonds\\temp\\DailyTickDataPull\\Combined\\ETF']
compress_tickers_parallel(tickers=None, directories=directories, compression='bz2', complevel=9, n_process=3)