Add scripts to generate lists of securities

scripts/gen_security_list.py

@@ -0,0 +1,95 @@
+#!/usr/bin/env python
+
+import csv
+from xml.dom import minidom
+from urllib import request
+
+class Security(object):
+    def __init__(self, name, description, number, _type, precision):
+        self.name = name
+        self.description = description
+        self.number = number
+        self.type = _type
+        self.precision = precision
+    def __str__(self):
+        return """\tSecurity{
+\t\tName: \"%s\",
+\t\tDescription: \"%s\",
+\t\tSymbol: \"%s\",
+\t\tPrecision: %d,
+\t\tType: %s,
+\t\tAlternateId: \"%s\"},\n""" % (self.name, self.description, self.name, self.precision, self.type, str(self.number))
+
+class SecurityList(object):
+    def __init__(self, comment):
+        self.comment = comment
+        self.currencies = {}
+    def add(self, currency):
+        self.currencies[currency.number] = currency
+    def __str__(self):
+        string = "\t// "+self.comment+"\n"
+        for key in sorted(self.currencies.keys()):
+            string += str(self.currencies[key])
+        return string
+
+def process_ccyntry(currency_list, node):
+    name = ""
+    nameSet = False
+    number = 0
+    numberSet = False
+    description = ""
+    precision = 0
+    for n in node.childNodes:
+        if n.nodeName == "Ccy":
+            name = n.firstChild.nodeValue
+            nameSet = True
+        elif n.nodeName == "CcyNm":
+            description = n.firstChild.nodeValue
+        elif n.nodeName == "CcyNbr":
+            number = int(n.firstChild.nodeValue)
+            numberSet = True
+        elif n.nodeName == "CcyMnrUnts":
+            if n.firstChild.nodeValue == "N.A.":
+                precision = 0
+            else:
+                precision = int(n.firstChild.nodeValue)
+    if nameSet and numberSet:
+        currency_list.add(Security(name, description, number, "Currency", precision))
+
+def get_currency_list():
+    currency_list = SecurityList("ISO 4217, from http://www.currency-iso.org/en/home/tables/table-a1.html")
+
+    with request.urlopen('http://www.currency-iso.org/dam/downloads/lists/list_one.xml') as f:
+        xmldoc = minidom.parse(f)
+        for isonode in xmldoc.childNodes:
+            if isonode.nodeName == "ISO_4217":
+                for ccytblnode in isonode.childNodes:
+                    if ccytblnode.nodeName == "CcyTbl":
+                        for ccyntrynode in ccytblnode.childNodes:
+                            if ccyntrynode.nodeName == "CcyNtry":
+                                process_ccyntry(currency_list, ccyntrynode)
+    return currency_list
+
+def get_cusip_list(filename):
+    cusip_list = SecurityList("")
+    with open(filename, newline='') as csvfile:
+        csvreader = csv.reader(csvfile, delimiter=',')
+        for row in csvreader:
+            cusip = row[0]
+            name = row[1]
+            description = ",".join(row[2:])
+            cusip_list.add(Security(name, description, cusip, "Stock", 5))
+    return cusip_list
+
+def main():
+    currency_list = get_currency_list()
+    cusip_list = get_cusip_list('cusip_list.csv')
+
+    print("package main\n")
+    print("var SecurityTemplates = []Security{")
+    print(str(currency_list))
+    print(str(cusip_list))
+    print("}")
+
+if __name__ == "__main__":
+    main()