import_data_set.py

"""
Import VIX - CBOE Volatility Index - from "vix-daily.csv" file into InfluxDB 2.0

https://datahub.io/core/finance-vix#data
"""

from collections import OrderedDict
from csv import DictReader

import rx
from rx import operators as ops

from influxdb_client import Point, InfluxDBClient, WriteOptions


def parse_row(row: OrderedDict):
    """Parse row of CSV file into Point with structure:

        financial-analysis,type=vix-daily close=18.47,high=19.82,low=18.28,open=19.82 1198195200000000000

    CSV format:
        Date,VIX Open,VIX High,VIX Low,VIX Close\n
        2004-01-02,17.96,18.68,17.54,18.22\n
        2004-01-05,18.45,18.49,17.44,17.49\n
        2004-01-06,17.66,17.67,16.19,16.73\n
        2004-01-07,16.72,16.75,15.5,15.5\n
        2004-01-08,15.42,15.68,15.32,15.61\n
        2004-01-09,16.15,16.88,15.57,16.75\n
        ...

    :param row: the row of CSV file
    :return: Parsed csv row to [Point]
    """

    """
    For better performance is sometimes useful directly create a LineProtocol to avoid unnecessary escaping overhead:
    """
    # from pytz import UTC
    # import ciso8601
    # from influxdb_client.client.write.point import EPOCH
    #
    # time = (UTC.localize(ciso8601.parse_datetime(row["Date"])) - EPOCH).total_seconds() * 1e9
    # return f"financial-analysis,type=vix-daily" \
    #        f" close={float(row['VIX Close'])},high={float(row['VIX High'])},low={float(row['VIX Low'])},open={float(row['VIX Open'])} " \
    #        f" {int(time)}"

    return Point("financial-analysis") \
        .tag("type", "vix-daily") \
        .field("open", float(row['VIX Open'])) \
        .field("high", float(row['VIX High'])) \
        .field("low", float(row['VIX Low'])) \
        .field("close", float(row['VIX Close'])) \
        .time(row['Date'])


"""
Converts vix-daily.csv into sequence of data point
"""
data = rx \
    .from_iterable(DictReader(open('vix-daily.csv', 'r'))) \
    .pipe(ops.map(lambda row: parse_row(row)))

with InfluxDBClient(url="http://localhost:8086", token="my-token", org="my-org", debug=True) as client:

    """
    Create client that writes data in batches with 50_000 items.
    """
    with client.write_api(write_options=WriteOptions(batch_size=50_000, flush_interval=10_000)) as write_api:

        """
        Write data into InfluxDB
        """
        write_api.write(bucket="my-bucket", record=data)

    """
    Querying max value of CBOE Volatility Index
    """
    query = 'from(bucket:"my-bucket")' \
            ' |> range(start: 0, stop: now())' \
            ' |> filter(fn: (r) => r._measurement == "financial-analysis")' \
            ' |> max()'
    result = client.query_api().query(query=query)

    """
    Processing results
    """
    print()
    print("=== results ===")
    print()
    for table in result:
        for record in table.records:
            print('max {0:5} = {1}'.format(record.get_field(), record.get_value()))