patch download to process files

Author: jonromero

cot.py

@@ -43,7 +43,7 @@ def process(lines_of_cot, commodity_name='EURO FX'):
                                                  'short': changes[4],
                                                  'spreads': changes[5]}}
 
-            return results
+            return results, current, changes
 
     return 0
 
@@ -131,7 +131,7 @@ def _visualize(json_data, currency, report_date):
         report_date = None
 
     with open(report, 'r') as fd:
-        data = process(fd.readlines(), arguments['<currency>'])
+        data, current, changes  = process(fd.readlines(), arguments['<currency>'])
         _visualize(data, arguments['<currency>'], report_date)
 
 

download_all_cot.py

@@ -1,13 +1,17 @@
 """
-Downloading all COT reports from the offical source
+Downloading all COT reports from the official source
+and adding some info as a CSV
 
 Jon V (darksun4@gmail.com)
 23rd of January 2017
 """
 from datetime import datetime, timedelta
-from cot import _download_report
+from cot import _download_report, process
 
 if __name__ == "__main__":
+    csv_file = open("all_data.csv", "w+")
+    csv_file.write("non_com_long;non_com_short;spreads;com_long;com_short\n")
+    
     start, end = datetime(2005, 01, 4), datetime(2017, 01, 23)
     days = (start + timedelta(days=i) for i in range((end - start).days + 1))
     all_tuesdays = [d for d in days if d.weekday() == 1]
@@ -16,8 +20,16 @@
 
     for tuesday in all_tuesdays:
         str_tuesday = str(tuesday.month).zfill(2) + "/" + str(tuesday.day).zfill(2) + "/" + str(tuesday.year)
-        
+
         try:
-            print _download_report(str_tuesday)
+            report =_download_report(str_tuesday)
+            with open(report, 'r') as fd:
+                data, current, changes = process(fd.readlines(), 'EURO')
+                for c in current[:5]:
+                    csv_file.write(c+";")
+                csv_file.write(str_tuesday+"\n")
         except:
             print "Something went wrong"
+            
+
+