Add parameters settings using CLI

requirements.txt

@@ -13,3 +13,4 @@ scipy==0.15.1
 seaborn==0.5.1
 six==1.9.0
 urllib3==1.10.4
+click

scripts/generate_simulated_pair.py

@@ -1,5 +1,7 @@
 from __future__ import print_function
 
+import click
+
 import calendar
 import copy
 import datetime
@@ -23,58 +25,61 @@ def month_weekdays(year_int, month_int):
         if d.weekday() < 5 and d.year == year_int
     ]
 
+@click.command()
+@click.option('--seed', default=42, help='Seed (Fix the randomness by default but use a negative value for true randomness)')
+@click.option('--pair', default='GBPUSD', help='Currency pair')
+@click.option('--s0', default=1.5000, help='S0')
+@click.option('--spread', default=0.002, help='spread')
+@click.option('--mu_dt', default=1400, help='mu_dt (Milliseconds)')
+@click.option('--sigma_dt', default=100, help='sigma_dt (Milliseconds)')
+@click.option('--year', default=2014, help='Year')
+@click.option('--month', default=1, help='Month')
+def main(seed, pair, s0, spread, mu_dt, sigma_dt, year, month):
+    if seed >= 0:
+        np.random.seed(seed)
 
-if __name__ == "__main__":
-    try:
-        pair = sys.argv[1]
-    except IndexError:
-        print("You need to enter a currency pair, e.g. GBPUSD, as a command line parameter.")
-    else:
-        np.random.seed(42)  # Fix the randomness
+    ask = copy.deepcopy(s0) + spread / 2.0
+    bid = copy.deepcopy(s0) - spread / 2.0
+    days = month_weekdays(year, month)  # January 2014 by default
+    current_time = datetime.datetime(
+        days[0].year, days[0].month, days[0].day, 0, 0, 0,
+    )
 
-        S0 = 1.5000
-        spread = 0.002
-        mu_dt = 1400  # Milliseconds
-        sigma_dt = 100  # Millseconds
-        ask = copy.deepcopy(S0) + spread / 2.0
-        bid = copy.deepcopy(S0) - spread / 2.0
-        days = month_weekdays(2014, 1)  # January 2014
-        current_time = datetime.datetime(
-            days[0].year, days[0].month, days[0].day, 0, 0, 0,
-        )
+    # Loop over every day in the month and create a CSV file
+    # for each day, e.g. "GBPUSD_20150101.csv"
+    for d in days:
+        current_time = current_time.replace(day=d.day)
+        print(d.day)
+        outfile = open(
+            os.path.join(
+                settings.CSV_DATA_DIR, 
+                "%s_%s.csv" % (
+                    pair, d.strftime("%Y%m%d")
+                )
+            ), 
+        "w")
+        outfile.write("Time,Ask,Bid,AskVolume,BidVolume\n")     
+
+        # Create the random walk for the bid/ask prices
+        # with fixed spread between them
+        while True:
+            dt = abs(np.random.normal(mu_dt, sigma_dt))
+            current_time += datetime.timedelta(0, 0, 0, dt)
+            if current_time.day != d.day:
+                outfile.close()
+                break
+            else:
+                W = np.random.standard_normal() * dt / 1000.0 / 86400.0
+                ask += W
+                bid += W
+                ask_volume = 1.0 + np.random.uniform(0.0, 2.0)
+                bid_volume = 1.0 + np.random.uniform(0.0, 2.0)
+                line = "%s,%s,%s,%s,%s\n" % (
+                    current_time.strftime("%d.%m.%Y %H:%M:%S.%f")[:-3], 
+                    "%0.5f" % ask, "%0.5f" % bid,
+                    "%0.2f00" % ask_volume, "%0.2f00" % bid_volume
+                )
+                outfile.write(line)
 
-        # Loop over every day in the month and create a CSV file
-        # for each day, e.g. "GBPUSD_20150101.csv"
-        for d in days:
-            print(d.day)
-            current_time = current_time.replace(day=d.day)
-            outfile = open(
-                os.path.join(
-                    settings.CSV_DATA_DIR, 
-                    "%s_%s.csv" % (
-                        pair, d.strftime("%Y%m%d")
-                    )
-                ), 
-            "w")
-            outfile.write("Time,Ask,Bid,AskVolume,BidVolume\n")     
-
-            # Create the random walk for the bid/ask prices
-            # with fixed spread between them
-            while True:
-                dt = abs(np.random.normal(mu_dt, sigma_dt))
-                current_time += datetime.timedelta(0, 0, 0, dt)
-                if current_time.day != d.day:
-                    outfile.close()
-                    break
-                else:
-                    W = np.random.standard_normal() * dt / 1000.0 / 86400.0
-                    ask += W
-                    bid += W
-                    ask_volume = 1.0 + np.random.uniform(0.0, 2.0)
-                    bid_volume = 1.0 + np.random.uniform(0.0, 2.0)
-                    line = "%s,%s,%s,%s,%s\n" % (
-                        current_time.strftime("%d.%m.%Y %H:%M:%S.%f")[:-3], 
-                        "%0.5f" % ask, "%0.5f" % bid,
-                        "%0.2f00" % ask_volume, "%0.2f00" % bid_volume
-                    )
-                    outfile.write(line)
+if __name__ == "__main__":
+    main()