def __init__(self, sids, properties):
''' Combine rethinkdb and quandl backends '''
# Should save datafames downloaded from quandl ?
self._save_missing_data = properties.get('save_missing')
# Allow downloads ?
self._offline = properties.get('offline')
# Only get from db or quandl this field
select = properties.get('select')
self._select = [select] if select else []
self.db = RethinkdbFinance(db=properties.get('db', 'quotes'))
self.quandl = DataQuandl()
# TODO Check with dates
self._missing_sids = [
sid for sid in sids if not self.db.available(sid)
]
# Select the right mapping
if self._select:
self.mapping_choice = 'whatever_dataframe'
else:
if properties['universe'].exchange == 'forex':
self.mapping_choice = 'forex_panel'
else:
#if properties['universe'].exchange.find('paris') > 0:
self.mapping_choice = 'stock_panel'
def __init__(self, db='quotes'):
self.db = RethinkdbFinance(db=db)
log.info('using {} as data provider'.format('quandl.com'))
self.feed = DataQuandl()
