import json
import datetime
import requests
from common import root
import sys
import os
import pytz
#from quantlib.time.date import Date
#from quantlib.time import imm

ticker = "GE"
monthcodes = ["F", "G", "H", "J", "K", "M", "N", "Q", "U", "V", "X", "Z"]

def nextIMMDates(startdate, length = 8):
    y = startdate.year
    r = []
    for y in range(startdate.year, startdate.year + 10):
        for m in [3, 6, 9, 12]:
            wednesdays = [datetime.date(y, m, i) for i in range(15, 22) \
                              if datetime.date(y, m, i).weekday()==0]
            immdate = wednesdays[0]
            if immdate > startdate:
                r.append(immdate)
                if len(r) == 8:
                    return r

if len(sys.argv)>1:
    workdate = datetime.datetime.strptime(sys.argv[1], "%Y-%m-%d")
else:
    workdate = datetime.datetime.today()

# get next 8 futures maturities
# code = imm.next_code(Date.from_datetime(workdate))
# contracts = ["GE" + code]
# for _ in range(7):
#     code = imm.next_code(code)
#     contracts.append("GE" + code)

contracts = ["GE" + monthcodes[d.month-1] + str(d.year)[-1:] for d in nextIMMDates(workdate.date())]

#putting a historic date doesn't work
if sys.version_info >= (3,3):
    ts = int(datetime.datetime.timestamp(workdate) * 1000)
else:
    ts = datetime.datetime.strftime(workdate, '%s') + '000'

uri = "http://www.cmegroup.com/CmeWS/md/MDServer/V1/Venue/G/Exchange/XCME/FOI/FUT/Product/GE?currentTime={0}&contractCDs={1}".format(ts, ",".join(contracts))
r = requests.get(uri)
quotes = json.loads(r.text)

central = pytz.timezone('US/Central')
with open(os.path.join(root, "data", "Yield Curves",
                       "futures-{0}.csv".format(workdate.date())), "w") as fh:
    for q in quotes[u'marketDataInfoAsStringList'][u'message']:
        q['tradeDate'] = q['tradeDate'].strip(' ').strip()
        tradedate = datetime.datetime.strptime(q['tradeDate'],
                                               "%I:%M:%S %p CT<br/>%m/%d/%Y")
        tradedate = central.localize(tradedate)
        fh.write("{0},{1},{2}\n".format(q['ticker'], q['tradePrice'], tradedate))