48 lines
1.8 KiB
Python
48 lines
1.8 KiB
Python
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import os
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import pandas as pd
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import paramiko
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import schedule
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import time
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import zipfile
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quotes_directory = os.environ['DOWNLOAD_DIRECTORY']
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download_directory = quotes_directory + 'Zip Archive/'
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def process_file(file: str):
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quote_data = pd.read_csv(file)
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current_date = quote_data.iloc[0]['quote_datetime'][:10]
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zero_dte_quotes = quote_data[(quote_data['expiration'] == current_date) & (quote_data['root'] == 'SPXW')]
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if not zero_dte_quotes.empty:
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zero_dte_quotes.to_csv(os.path.join(quotes_directory, current_date[:4], current_date + '.csv'), index=False)
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def download_quotes():
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client = paramiko.SSHClient()
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client.set_missing_host_key_policy(paramiko.AutoAddPolicy())
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client.connect(
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hostname='sftp.datashop.livevol.com',
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username=os.environ['USER'],
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password=os.environ['PASSWORD']
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)
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sftp = client.open_sftp()
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sftp.chdir('./subscriptions/' + os.environ['ORDER'] + '/' + os.environ['ITEM'])
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files = sftp.listdir()
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for file in files:
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local_file = download_directory + file
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if not os.path.exists(local_file):
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print('Downloading', file)
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sftp.get(file, local_file)
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with zipfile.ZipFile(local_file, 'r') as zip_file:
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print('Extracting', file)
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zip_file.extractall(download_directory)
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extracted_file = local_file.replace('.zip', '.csv')
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print('Processing', extracted_file)
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process_file(extracted_file)
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print('Deleting', extracted_file)
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os.remove(extracted_file)
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client.close()
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if __name__ == '__main__':
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schedule.every().day.at('04:00', 'America/Los_Angeles').do(download_quotes)
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while True:
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schedule.run_pending()
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time.sleep(1)
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