##

# @file serialize.py

# @brief

# @author Wells

# @version 0.5

# @date 2016-08-07

from datetime import datetime

import pandas as pd

from quantdigger.datastruct import PContract, Contract

import json

from json import JSONEncoder

class DataStructCoder(JSONEncoder):

def default(self, o):

return o.__dict__

def serialize_pcontract_bars(str_pcontract, bars):

data = {

'pcontract': str_pcontract,

'datetime': list(map(lambda x: str(x), bars.index)),

'open': bars.open.tolist(),

'close': bars.close.tolist(),

'high': bars.high.tolist(),

'low': bars.low.tolist(),

'vol': bars.volume.tolist(),

}

return json.dumps(data)

def deserialize_pcontract_bars(data):

data = json.loads(data)

dt = list(map(lambda x: datetime.strptime(x, "%Y-%m-%d %H:%M:%S"), data['datetime']))

# datetime.datetime.strptime(string_date, "%Y-%m-%d %H:%M:%S.%f")

pcon = data['pcontract']

del data['pcontract']

del data['datetime']

return pcon, pd.DataFrame(data, index=dt)

def serialize_all_pcontracts(pcontracts):

return [str(pcontract) for pcontract in pcontracts]

def serialize_all_contracts(contracts):

return [str(contract) for contract in contracts]

def deserialize_all_pcontracts(pcontracts):

return [PContract.from_string(strpcon) for strpcon in pcontracts]

def deserialize_all_contracts(contracts):

return [Contract.from_string(strcon) for strcon in contracts]