def refresh_eod_data_all():
tick_sym_all = d_un.retrieve('US_Universe_Cur')['Ticker'].values
de_listed = []
for i in tick_sym_all:
print('Processing %s' % i)
x = _refresh_eod_data(i, d_rw)
if np.isnan(x):
de_listed.append(i)
# add code to remove delisted stocks
if len(de_listed) > 0:
tick_data = d_un.retrieve('US_Universe_Cur')
de_idx = [j for j, i in enumerate(tick_data['Ticker'].values.astype('str')) if i in de_listed]
lst_idx = [i for i in list(range(0, tick_data.shape[0])) if i not in de_idx]
tick_data = tick_data[lst_idx, :]
d_un.store('US_Universe_Cur', tick_data)
# recreate cluster files
crct.create_clusters_in_univ_file()
crct.save_listed_clusters()
def rectify_univ():
pos_merger_all = []
for i in range(0, 8):
if i != 6:
lev = d_comb[i].retrieve('Lev_CC_30D')
levi = lev[lev.shape[0]-1, lev.tick_cols()].values.astype(float)
levi1 = np.where(levi > 2)[0]
pos_merger = [j for i, j in enumerate(lev.tick_cols()) if i in levi1]
if len(pos_merger) > 0:
pos_merger_all += pos_merger
if len(pos_merger_all) > 0:
tick_data = d_un.retrieve('US_Universe_Cur')
de_idx = [j for j, i in enumerate(tick_data['Ticker'].values.astype('str')) if i in pos_merger_all]
lst_idx = [i for i in list(range(0, tick_data.shape[0])) if i not in de_idx]
tick_data = tick_data[lst_idx, :]
d_un.store('US_Universe_Cur', tick_data)
crct.create_clusters_in_univ_file()
crct.save_listed_clusters()
crpc.create_combined_data()
crpc.generate_adv()
crpc.generate_ret()
refresh_stats()
return None
