"""

An example saving historical data to 'test.csv'

The data has 7-days data, and the sampling is 1 minute.

The following data is a content of 'test.csv'.

date,close,high,low,open

2015-11-04 22:26:00,121.272,121.295,121.267,121.291

2015-11-04 22:25:00,121.291,121.298,121.274,121.279

2015-11-04 22:24:00,121.279,121.281,121.27,121.272

2015-11-04 22:23:00,121.272,121.284,121.257,121.28

2015-11-04 22:22:00,121.28,121.28,121.258,121.265

...

"""

import sys

import forexconnect

import lib.login_manager as lm

import datetime

import pandas

if len(sys.argv) < 3:

print "Usage: python save_historical_data.py instrument(etc. 'EUR/USD') filename"

sys.exit()

instrument = sys.argv[1]

out_file = sys.argv[2]

username, password, connection = lm.get_login_params()

try:

client = forexconnect.ForexConnectClient(username,

password,

connection)

except:

lm.clear_cache()

sys.exit()

data, last_var_time = client.get_historical_prices(instrument,

datetime.datetime.now() - datetime.timedelta(days = 7),

datetime.datetime.now())

data = [d[0].__getstate__()[0] for d in data]

df = pandas.DataFrame.from_records(data, index = "date")

df.to_csv(out_file)