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threadmap #39

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threadmap #39

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10 changes: 6 additions & 4 deletions src/jobs/equities.clj
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Original file line number Diff line number Diff line change
Expand Up @@ -310,9 +310,11 @@
:date
util/joda-date->date-str)}
query-params)
data (->> (concat alpha-vantage tiingo morningstar quandl)
(map #(api/get-data % query-params*))
data (->> (concat #_alpha-vantage tiingo morningstar quandl)
util/tmap ;api/get-data query-params*))
#_(map #(future (api/get-data % query-params*)))
flatten)]
(execute! cxn data)))
(println data)
#_(execute! cxn data)))

(util/notify-healthchecks-io (-> :healthchecks-io-api-key env)))
#_(util/notify-healthchecks-io (-> :healthchecks-io-api-key env)))
6 changes: 5 additions & 1 deletion src/markets_etl/api.clj
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Original file line number Diff line number Diff line change
Expand Up @@ -57,7 +57,8 @@
(query-alpha-vantage-api! ticker {}))
([url ticker paramz]
{:pre [(every? true? (allowed? paramz))]}
(Thread/sleep 5500)
(log/info "query-alpha-vantage-api! called")
(Thread/sleep 3500)
(let [params (dissoc paramz :limit)
response (try
(http/get url)
Expand Down Expand Up @@ -107,6 +108,7 @@
(query-tiingo! ticker {}))
([ticker paramz]
{:pre [(every? true? (allowed? paramz))]}
(log/info "query-tiingo! called")
(let [params (dissoc paramz :limit)
url (str (:protocol tiingo-api)
(:url tiingo-api)
Expand Down Expand Up @@ -170,6 +172,7 @@
(query-morningstar! ticker {}))
([ticker paramz]
{:pre [(every? true? (allowed? paramz))]}
(log/info "query-morningstar! called")
(let [params (dissoc paramz :limit)
url (str (:protocol morningstar-api)
(:url morningstar-api)
Expand Down Expand Up @@ -204,6 +207,7 @@
(query-quandl! dataset ticker {}))
([dataset ticker paramz]
{:pre [(every? true? (allowed? paramz))]}
(log/info "query-quandl! called")
(let [url (str (:protocol quandl-api)
(:url quandl-api)
(str dataset "/")
Expand Down
20 changes: 19 additions & 1 deletion src/markets_etl/util.clj
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Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,9 @@
[clj-time.core :as time]
[clj-time.format :as formatter]
[clojure.pprint :as pprint]
[clojure.string :as string]))
[clojure.string :as string]
[markets-etl.api :as api])
(:import (java.util.concurrent Executors)))

; -- dev -----------------------------------------------
(defn print-it [coll]
Expand Down Expand Up @@ -83,6 +85,22 @@
(map string/join)
(string/join "\n")))

; -- parallelization -----------------------------------
(defn tiled-pmap [grain-size f xs]
(->> xs
(partition-all grain-size)
(pmap (fn [pgroup] (doall (map f pgroup)))) (apply concat)))

(defn tmap [data] ; threadmap
(let [pool (Executors/newFixedThreadPool 3)
query-params {:limit 500
:start_date util/last-week
:end_date util/now}
tasks (map #(api/get-data % query-params) data)]
(doseq [future (.invokeAll pool tasks)]
(println (.get future)))
(.shutdown pool)))

; -- alerts --------------------------------------------
(defn notify-healthchecks-io [api-key]
(http/get (str "https://hchk.io/"
Expand Down