Merge branch 'pr/16'

marketflow/ITCHbin.py

@@ -4,6 +4,7 @@
 
 import struct
 import gzip
+import csv
 
 
 class ITCHv5:
@@ -103,6 +104,23 @@ def print_records(self):
             # 6-byte integer
             print(','.join(self.to_string(r) for r in rec))
 
+    def base_fname(self):
+        '''Get the file name, excluding any filepath chars,
+        file extensions, and version numbers
+        '''
+        return self.fname[self.fname.rfind('/')+1 : self.fname.find('-')]
+
+    def to_fixed_width(self):
+        '''Output the records to a fixed-width text for each message type'''
+        base = self.base_fname()
+        for rec in self.records():
+            rec = [self.to_string(r) for r in rec]
+            msg_type = rec[0]
+            with open(base+'_'+rec[0]+'.txt', 'a') as outfile:
+                writer = csv.writer(outfile)
+                writer.writerow([' '.join(rec[3:])])
+
+
 def main():
     from sys import argv, exit
 
@@ -112,4 +130,8 @@ def main():
         print('Usage: ITCHbin.py <ITCH v5.0 file>')
         exit(1)
 
-    itch.print_records()
+    # itch.print_records()
+    itch.to_fixed_width()
+
+if __name__ == '__main__':
+    main()