#!/usr/bin/env python

# ------------------------------------------------------------------------------

#
# Disclaimer:
#
# DTN grants you an nonexclusive copyright license to use this code and you can
# use it to prepare similar functions tailored to your own needs.
#
# The code is provided for illustrative purposes only and has not been tested under
# all conditions.  For that reason, DTN provides this code to you "AS IS" without
# any warranties of any kind.
#

# ------------------------------------------------------------------------------

#
# Code to invoke PXWeb operations.
#

# Imports
from datetime import date, datetime
import urllib.request
import urllib.parse
import xml.etree.ElementTree as eTree

# ------------------------------------------------------------------------------

# PXWeb URL
URL = 'https://pxweb.dtn.com/PXWebSvc/PXServiceWeb.svc'

# Request string formats
GETMARKETSCANS = 'GetMarketScans?UserID=UserID&Password=Password&Report={}&Market={}&Type={}&Limit={}'
GETOPTIONGREEKS = 'GetOptionGreeks?UserID=UserID&Password=Password&Type={}&Basis={}&Symbol={}'
GETQUOTESNAP = 'GetQuoteSnap?UserID=UserID&Password=Password&Type={}&Symbol={}&Market={}&Vendor={}'
GETDAILYHISTORY = 'GetDailyHistory?UserID=UserID&Password=Password&Symbol={}&Interval={}&StartDate={}&EndDate={}&Limit={}&Market={}&Vendor={}'
GETMINUTEHISTORY = 'GetMinuteHistory?UserID=UserID&Password=Password&Symbol={}&Interval={}&StartTime={}&EndTime={}&Limit={}&Market={}&Vendor={}'
GETTICKHISTORY = 'GetTickHistory?UserID=UserID&Password=Password&Symbol={}&Filter={}&StartTime={}&EndTime={}&Limit={}&Market={}&Vendor={}'
GETFORWARDCURVE = 'GetForwardCurve?UserID=UserID&Password=Password&Root={}&CurveDate={}&Limit={}&Market={}&Vendor={}'
GETNEWSINDEX = 'GetNewsIndex?UserID=UserID&Password=Password&Filter={}&Limit={}&TZOffset={}'
GETNEWSSTORY = 'GetNewsStory?UserID=UserID&Password=Password&Key={}'
FINDSYMBOL = 'FindSymbol?UserID=UserID&Password=Password&Category={}&SearchType={}&SearchString={}&Limit={}'
GETACCOUNTSTATUS = 'GetAccountStatus?UserID=UserID&Password=Password&Group={}'

# ==============================================================================

# Client class for PXServiceWeb web service
class PXServiceWebClient:

# ------------------------------------------------------------------------------

	# Constructor
	def __init__( self, userId, passwd, url=URL ):
		self.userId = f'UserID={userId}'
		self.passwd = f'Password={passwd}'
		self.url = url

# ------------------------------------------------------------------------------

	# Send a request to PXWeb and return and XML tree object
	def __send( self, request ):

		# Prepare final URL
		url = self.url + '/' + urllib.parse.quote( request, '?&=:' )
		url = url.replace( 'UserID=UserID', self.userId )
		url = url.replace( 'Password=Password', self.passwd )

		# Send request and get response as an XML string
		web = urllib.request.urlopen( url )
		response = web.read()

		# Check response header
		assert response.startswith( b'<?xml' ), f'Missing "<?xml ..." header in the response "{response}"'

		# Convert string to XML tree and check for errors
		xml = eTree.fromstring( response )
		assert xml.tag != 'Exception', xml[ 0 ].text

		# Return XML tree
		return xml

# ------------------------------------------------------------------------------

	# GetMarketScans function
	def getMarketScans( self, report='', market='', type='', limit='' ):
		request = GETMARKETSCANS.format( report, market, type, limit )
		return self.__send( request )

# ------------------------------------------------------------------------------

	# GetOptionGreeks function
	def getOptionGreeks( self, type='', basis='', symbol='' ):
		request = GETOPTIONGREEKS.format( type, basis, symbol )
		return self.__send( request )

# ------------------------------------------------------------------------------

	# GetQuoteSnap function
	def getQuoteSnap( self, type='', symbol='', market='', vendor='' ):
		request = GETQUOTESNAP.format( type, symbol, market, vendor )
		return self.__send( request )

# ------------------------------------------------------------------------------

	# GetDailyHistory function
	def getDailyHistory( self, symbol='', interval='', startDate='', endDate='', limit='', market='', vendor='' ):
		request = GETDAILYHISTORY.format( symbol, interval, startDate, endDate, limit, market, vendor )
		return self.__send( request )

# ------------------------------------------------------------------------------

	# GetMinuteHistory function
	def getMinuteHistory( self, symbol='', interval='', startTime='', endTime='', limit='', market='', vendor='' ):
		request = GETMINUTEHISTORY.format( symbol, interval, startTime, endTime, limit, market, vendor )
		return self.__send( request )

# ------------------------------------------------------------------------------

	# GetTickHistory function
	def getTickHistory( self, symbol='', filter='', startTime='', endTime='', limit='', market='', vendor='' ):
		request = GETTICKHISTORY.format( symbol, filter, startTime, endTime, limit, market, vendor )
		return self.__send( request )

# ------------------------------------------------------------------------------

	# GetForwardCurve function
	def getForwardCurve( self, root='', curveDate='', limit='', market='', vendor='' ):
		request = GETFORWARDCURVE.format( root, curveDate, limit, market, vendor )
		return self.__send( request )

# ------------------------------------------------------------------------------

	# GetNewsIndex function
	def getNewsIndex( self, filter='', limit='', tzOffset='' ):
		request = GETNEWSINDEX.format( filter, limit, tzOffset )
		return self.__send( request )

# ------------------------------------------------------------------------------

	# GetNewsStory function
	def getNewsStory( self, key='' ):
		request = GETNEWSSTORY.format( key )
		return self.__send( request )

# ------------------------------------------------------------------------------

	# FindSymbol function
	def findSymbol( self, category='', searchType='', searchString='', limit='' ):
		request = FINDSYMBOL.format( category, searchType, searchString, limit )
		return self.__send( request )

# ------------------------------------------------------------------------------

	# GetAccountStatus function
	def getAccountStatus( self, group='' ):
		request = GETACCOUNTSTATUS.format( group )
		return self.__send( request )

# ==============================================================================

#
class PXDailyHistoryData:

# ------------------------------------------------------------------------------

	# Constructor
	def __init__( self, xml ):

		# Data area and list of ordered symbols
		data = {}
		symbols = []

		# Data borders
		priceMax = 0
		priceMin = 1000000
		daysMax = 0
		daysMin = 1000000
		dateMax = '0000-00-00'
		dateMin = '9999-99-99'

		# Current date
		today = date.today()

		# For each <History> node returned
		for hNode in xml:

			# Get actual symbol
			symbol = hNode.attrib[ 'TickerSymbol' ]
			data[ symbol ] = hList = []
			symbols.append( symbol )

			# For each <Day> in <History> node
			for dNode in hNode: 

				# Get date and days from today
				dDateStr = dNode.attrib[ 'Date' ]
				dDate = datetime.strptime( dDateStr , '%Y-%m-%d' ).date()
				days = ( today - dDate ).days

				# Append days and price as coordinates
				price = float( dNode.attrib[ 'Close' ] )
				hList.append( ( days, price, ) )

				# Save border values
				priceMax = max( price, priceMax )
				priceMin = min( price, priceMin )
				daysMax = max( days, daysMax )
				daysMin = min( days, daysMin )
				dateMax = max( dDateStr, dateMax )
				dateMin = min( dDateStr, dateMin )

		# Save actual object properties
		self.data = data
		self.symbols = symbols
		self.priceMax = priceMax
		self.priceMin = priceMin
		self.daysMax = daysMax
		self.daysMin = daysMin
		self.dateMax = dateMax
		self.dateMin = dateMin
		self.today = today