Support Board

"""
Takes a SierraChart scid file (input argument 1) and converts
it to a comma separated file (comma)

Timezone conversion can follow the users local timezone, or a
specified integer (input l or an integer but if the default
filename is being used, '' must be specified for the filename)

Inputs: filename & tz adjust (else UTC).
if the filename is 'all' then all scids in directory are converted
"""
import csv
import re
import sys
import os
import struct
from datetime import date, datetime, time, timedelta


def deserialize(excelDateAndTime):
"""
Returns excel date time as Python datetime object
"""
date_tok = int(excelDateAndTime)
time_tok = round(86400*(excelDateAndTime - date_tok))
d = date(1899, 12, 30) + timedelta(date_tok)
t = time(*helper(time_tok, (24, 60, 60, 1000000)))
return datetime.combine(d, t)


def helper(factor, units):
factor /= 86399.99
result = list()
for unit in units:
value, factor = divmod(factor * unit, 1)
result.append(int(value))
result[3] = int(0)
return result


def datetimeTwo(excelDateAndTime, tzAdjust):
"""
Returns excel date time in format YYYYMMDD HHMMSS
"""
t = str(deserialize(excelDateAndTime + tzAdjust.seconds/86400.0))
return (re.sub(r'(:|-)', '', t)[:8], re.sub(r'(:|-)', '', t)[9:15])


def excelTimeAdjust(date_and_time, tzAdjust):
return date_and_time + tzAdjust.seconds/86400.0


def convertRecords(filename, fileoutput, tzvar, dtformat):
"""
Read in records from SierraChart .scid data filename
dtformat determines the datetime representation in column 1 (and 2)
"""
sizeHeader = 0x38
sizeRecord = 0x28
if tzvar == 99999:
tzAdjust = datetime.fromtimestamp(0) - datetime.utcfromtimestamp(0)
else:
tzAdjust = timedelta(hours=tzvar)

header = ('Date', 'Time', 'O', 'H', 'L', 'C', 'V', 'T')
ftsv = open(fileoutput, 'w')
fileout = csv.writer(ftsv, delimiter=',')
with open(filename, 'rb') as fscid:
fscid.read(sizeHeader) # discard header
fileout.writerow(header)
data = fscid.read(sizeRecord)
while data:
if dtformat == 2: # post SC2151 Microsecond timing
dataRow = struct.unpack('q4f4I', data)
date, time = datetimeTwo(dataRow[0]/86400000000, tzAdjust)
outrow = (date, time,
str(dataRow[1]), str(dataRow[2]), str(dataRow[3]),
str(dataRow[4]), str(dataRow[5]), str(dataRow[6]))
fileout.writerow(outrow)
else:
dataRow = struct.unpack('d4f4I', data)
if dtformat == 0:
adjustedTime = dataRow[0] + tzAdjust.seconds/86400.0
outrow = (str(adjustedTime), str(adjustedTime),
str(dataRow[1]), str(dataRow[2]), str(dataRow[3]),
str(dataRow[4]), str(dataRow[5]), str(dataRow[6]))
fileout.writerow(outrow)
elif dtformat == 1:
date, time = datetimeTwo(dataRow[0], tzAdjust)
outrow = (date, time,
str(dataRow[1]), str(dataRow[2]), str(dataRow[3]),
str(dataRow[4]), str(dataRow[5]), str(dataRow[6]))
fileout.writerow(outrow)
data = fscid.read(sizeRecord)
return


if __name__ == '__main__':
filename = '/home/john/zRamdisk/Data/EUR.USD-CASH-IDEALPRO.scid'
# filename = '/home/john/zRamdisk/Data/HSI-202106-HKFE.scid'
tzvar = 0
if len(sys.argv) > 1:
filename = sys.argv[1]
if len(sys.argv) > 2:
print(sys.argv[2], type(sys.argv[2]))
if sys.argv[2] == 'l':
tzvar = 99999
print(tzvar, type(tzvar))
else:
tzvar = float(sys.argv[2])
print(tzvar, type(tzvar))
# filename = 'all' ############## remove ##########################
if filename != "all":
convertRecords(filename, filename[:-4] + 'csv', tzvar, 2)
else:
files = os.listdir(path='.')
for filename in files:
if filename[-5:] == '.scid':
print("Converting this file", filename, "using Tz", tzvar)
convertRecords(filename, filename[:-4] + 'csv', tzvar, 2)