Tabtools - SQL & streaming processing in command line
Install
python3 -m pip install --user tabtools
Tests
make test
Examples
Demo file consists of HSBC daily stock data.
> head tabtools/tests/files/hsbc-stock.tsv
Date Open High Low Close Volume
2014-02-21 84.35 84.45 83.9 83.45 17275.0
2014-02-24 83.85 84.4 83.75 84.35 10549.0
2014-02-25 81.65 82.3 81.6 83.9 31186.0
2014-02-26 81.15 81.65 81.0 81.65 18937.0
2014-02-27 81.85 82.4 81.0 81.15 19688.0
2014-02-28 82.25 82.45 81.8 81.9 10806.0
2014-03-05 81.4 81.7 81.15 81.5 6101.0
2014-03-06 81.5 81.75 81.05 81.4 8642.0
2014-03-07 81.3 81.45 81.05 81.45 15464.0Convert daily data to weekly:
> head tabtools/tests/files/hsbc-stock.tsv \
| ttreduce -g 'week=strftime("%U", DateEpoch(Date))' \
-s "Date=FIRST(Date); Open=FIRST(Open); High=MAX(High)" \
-s "Low=MIN(Low); Close=LAST(Close); Volume=SUM(Volume)" \
| ttpretty
week | Date | Open | High | Low | Close | Volume
-----|------------|-------|-------|-------|-------|--------
07 | 2014-02-21 | 84.35 | 84.45 | 83.9 | 83.45 | 17275.0
08 | 2014-02-24 | 83.85 | 84.4 | 81.0 | 81.9 | 91166
09 | 2014-03-05 | 81.4 | 81.75 | 81.05 | 81.45 | 30207Sort original file, compute 3 different EMAs (exponential moving averages), MACD and simple moving average indicators, select last 10 lines and prettify output:
> cat tabtools/tests/files/hsbc-stock.tsv \
| ttsort -k Date \
| ttmap -s "*" \
-s "fast_macd = EMA(Close, 12) - EMA(Close, 26); slow_macd = EMA(fast_macd, 9)" \
-s "macd_histogram = fast_macd - slow_macd; ma50 = AVG(Close, 50)" \
| tttail \
| ttpretty
Date | Open | High | Low | Close | Volume | fast_macd | slow_macd | macd_histogram | ma50
-----------|-------|-------|-------|-------|---------|-----------|-----------|----------------|--------
2015-07-02 | 69.55 | 69.75 | 69.3 | 70.15 | 17180.0 | -0.577588 | -0.302581 | -0.275007 | 73.7404
2015-07-03 | 69.55 | 70.25 | 69.45 | 69.55 | 13640.0 | -0.74297 | -0.390658 | -0.352311 | 73.7224
2015-07-06 | 67.6 | 68.85 | 67.0 | 69.55 | 34244.0 | -0.864075 | -0.485342 | -0.378734 | 73.6964
2015-07-07 | 68.7 | 69.0 | 68.35 | 67.9 | 15676.0 | -1.08074 | -0.604421 | -0.476315 | 73.6454
2015-07-08 | 66.2 | 67.6 | 66.0 | 68.45 | 31911.0 | -1.19429 | -0.722395 | -0.471898 | 73.5984
2015-07-09 | 67.05 | 67.5 | 65.35 | 65.75 | 29040.0 | -1.48504 | -0.874924 | -0.610114 | 73.4374
2015-07-10 | 68.1 | 68.45 | 67.0 | 67.75 | 31350.0 | -1.53636 | -1.00721 | -0.529149 | 73.2634
2015-07-13 | 69.0 | 69.05 | 67.0 | 68.1 | 16601.0 | -1.53114 | -1.112 | -0.419145 | 73.0974
2015-07-14 | 68.25 | 69.0 | 68.0 | 69.05 | 15219.0 | -1.43382 | -1.17636 | -0.257459 | 72.9294
2015-07-15 | 69.0 | 69.45 | 68.7 | 68.55 | 9676.0 | -1.38112 | -1.21731 | -0.163806 | 72.7614
