def get(self, tickers, fields) -> List:
ref_data_service = self._session.getService(REF_DATA_SERVICE_URI)
request = ref_data_service.createRequest("ReferenceDataRequest")
set_tickers(request, tickers)
set_fields(request, fields)
self._session.sendRequest(request)
return self._receive_reference_response(fields)
def get(self, tickers: Sequence[BloombergTicker], fields):
ref_data_service = self._session.getService(REF_DATA_SERVICE_URI)
request = ref_data_service.createRequest("ReferenceDataRequest")
tickers_str = [t.as_string() for t in tickers]
set_tickers(request, tickers_str)
set_fields(request, fields)
self._session.sendRequest(request)
return self._receive_reference_response(tickers, fields)
def _create_and_send_request(self, tickers):
ref_data_service = self._session.getService(REF_DATA_SERVICE_URI)
request = ref_data_service.createRequest("ReferenceDataRequest")
set_tickers(request, tickers, )
set_fields(request, ["FUT_CHAIN"])
# Set the parameters to include all the future contracts, that already expired
override_names = ("CHAIN_DATE", "INCLUDE_EXPIRED_CONTRACTS")
override_values = (convert_to_bloomberg_date(datetime.now()), "Y")
override_fields = ("fieldId", "value")
self._set_overrides(request, override_fields, override_names, override_values)
self._session.sendRequest(request)
def get(self, tickers, fields, override_names, override_values) -> List:
ref_data_service = self._session.getService(REF_DATA_SERVICE_URI)
request = ref_data_service.createRequest("ReferenceDataRequest")
set_tickers(request, tickers)
set_fields(request, fields)
if override_names is not None:
overrides = request.getElement("overrides")
for override_name, override_value in zip(override_names,
override_values):
override = overrides.appendElement()
override.setElement("fieldId", override_name)
override.setElement("value", override_value)
self._session.sendRequest(request)
return self._receive_reference_response(fields)
def _get_historical_data(self, ref_data_service, tickers, fields,
start_date, end_date, frequency, currency,
override_name, override_value):
request = ref_data_service.createRequest("HistoricalDataRequest")
self._set_time_period(request, start_date, end_date, frequency)
set_tickers(request, tickers)
set_fields(request, fields)
self._set_currency(currency, request)
if override_name is not None:
self._set_override(request, override_name, override_value)
self._session.sendRequest(request)
return self._receive_historical_response(tickers, fields)
def _get_historical_data(self, ref_data_service,
tickers: Sequence[BloombergTicker],
fields: Sequence[str], start_date: datetime,
end_date: datetime, frequency: Frequency,
currency: str, override_name: str,
override_value: Any):
request = ref_data_service.createRequest("HistoricalDataRequest")
ticker_strings = [t.as_string() for t in tickers]
set_tickers(request, ticker_strings)
set_fields(request, fields)
self._set_time_period(request, start_date, end_date, frequency)
self._set_currency(currency, request)
if override_name is not None:
self._set_override(request, override_name, override_value)
self._session.sendRequest(request)
return self._receive_historical_response(tickers, fields)
def get(self, tickers: Sequence[str], fields: Sequence[str],
start_date: datetime, end_date: datetime, frequency: Frequency,
currency: str, override_name: str,
override_value: Any) -> QFDataArray:
"""
Gets historical data from Bloomberg.
"""
ref_data_service = self._session.getService(REF_DATA_SERVICE_URI)
request = ref_data_service.createRequest("HistoricalDataRequest")
set_tickers(request, tickers)
set_fields(request, fields)
self._set_time_period(request, start_date, end_date, frequency)
self._set_currency(currency, request)
if override_name is not None:
self._set_override(request, override_name, override_value)
self._session.sendRequest(request)
qf_data_array = self._receive_historical_response(tickers, fields)
return qf_data_array