def __init__(self, config_file):
self.config = configwrapper.ConfigWrapper(config_file=config_file)
collections = self.build_collections()
self.collections = collections
self.cq = commonqueries.CommonQueries(
port=self.config.get_int('FINANCIALDATA_MONGO', 'port'),
host=self.config.get_string('FINANCIALDATA_MONGO', 'host'),
username=self.config.get_string('FINANCIALDATA_MONGO', 'username'),
password=self.config.get_string('FINANCIALDATA_MONGO', 'password'),
dbname=self.config.get_string('FINANCIALDATA_MONGO', 'dbname'),
collections=collections)
return
def __init__(self, config_file='finance_cfg.cfg'):
self.config = configwrapper.ConfigWrapper(config_file=config_file)
collections = self.build_collections()
self.collections = collections
self.cq = commonqueries.CommonQueries(
port=self.config.get_int('FINANCIALDATA_MONGO', 'port'),
host=self.config.get_string('FINANCIALDATA_MONGO', 'host'),
username=self.config.get_string('FINANCIALDATA_MONGO', 'username'),
password=self.config.get_string('FINANCIALDATA_MONGO', 'password'),
dbname=self.config.get_string('FINANCIALDATA_MONGO', 'dbname'),
collections=collections)
self.q = quantvaluedata.quantvaluedata(self.cq.get_all_tags())
self.last_valid_day = pd.to_datetime(
self.cq.get_last_complete_market_day())
self.valid_figis = [
x['figi'] for x in list(self.cq.mongo.db[
collections['intrinio_prices']].find({
'figi': {
'$exists': True
},
'date': {
"$gte": self.last_valid_day.date().strftime("%Y-%m-%d")
}
}))
]
self.spyprices = self.cq.get_intrinio_prices(
value='BBG000BDTBL9', key='figi'
) #because sometimes the index does not update in time...
if pd.to_datetime(self.spyprices['date'].max()) != self.last_valid_day:
logging.error('our SPY prices are not up to date')
exit()
companies = self.cq.get_companies()
self.companies = companies
self.companies = self.companies[
pd.to_datetime(self.companies['latest_filing_date']).dt.date >=
datetime.now().date() - relativedelta(months=6)]
self.companies = self.companies[self.companies['standardized_active']
== True]
self.companies = self.companies[self.companies['ticker'].isin(
self.get_valid_instrument_symbols())]
self.companies['figi'] = self.companies['ticker'].apply(
self.cq.ticker2figi)
self.companies = self.companies[self.companies['figi'].isin(
self.valid_figis)]
self.total_market_cap = self.get_total_market_cap()
return
def __init__(self, config_file=None):
self.config = configwrapper.ConfigWrapper(config_file=config_file)
data_collections = self.build_collections('FINANCIALDATA_COLLECTIONS')
user_collections = self.build_collections('USERS_COLLECTIONS')
self.data_collections = data_collections
self.user_collections = user_collections
self.data_cq = commonqueries.CommonQueries(
port=self.config.get_int('FINANCIALDATA_MONGO', 'port'),
host=self.config.get_string('FINANCIALDATA_MONGO', 'host'),
username=self.config.get_string('FINANCIALDATA_MONGO', 'username'),
password=self.config.get_string('FINANCIALDATA_MONGO', 'password'),
dbname=self.config.get_string('FINANCIALDATA_MONGO', 'dbname'),
collections=data_collections)
self.user_cq = commonqueries.CommonQueries(
port=self.config.get_int('USERS_MONGO', 'port'),
host=self.config.get_string('USERS_MONGO', 'host'),
username=self.config.get_string('USERS_MONGO', 'username'),
password=self.config.get_string('USERS_MONGO', 'password'),
dbname=self.config.get_string('USERS_MONGO', 'dbname'),
collections=user_collections)
self.key_file = self.config.get_string(
'GOOGLE_CLOUD', 'service_file') #get the google key file
return
def __init__(self,
config_file,
proxies=None,
timeout=300,
max_retries=20,
error_codes=range(500, 600),
internal_error_codes=range(400, 500),
host='localhost',
port=27017,
username=None,
password=None,
dbname='finance',
collections=None):
self.config = configwrapper.ConfigWrapper(config_file=config_file)
collections = self.build_collections()
self.collections = collections
if proxies is None:
proxies = {}
if collections is None:
collections = {}
self.av = alphavantagewrapper.AlphaVantage(
api_key=self.config.get_string('ALPHAVANTAGE', 'api_key'),
proxies=proxies,
timeout=timeout,
max_retries=max_retries,
error_codes=error_codes,
internal_error_codes=internal_error_codes)
self.mongo = mongomanager.MongoManager(
port=self.config.get_int('FINANCIALDATA_MONGO', 'port'),
host=self.config.get_string('FINANCIALDATA_MONGO', 'host'),
username=self.config.get_string('FINANCIALDATA_MONGO', 'username'),
password=self.config.get_string('FINANCIALDATA_MONGO', 'password'),
dbname=self.config.get_string('FINANCIALDATA_MONGO', 'dbname'))
self.cq = commonqueries.CommonQueries(
port=self.config.get_int('FINANCIALDATA_MONGO', 'port'),
host=self.config.get_string('FINANCIALDATA_MONGO', 'host'),
username=self.config.get_string('FINANCIALDATA_MONGO', 'username'),
password=self.config.get_string('FINANCIALDATA_MONGO', 'password'),
dbname=self.config.get_string('FINANCIALDATA_MONGO', 'dbname'),
collections=collections)
return
def __init__(self, config_file):
self.config = configwrapper.ConfigWrapper(config_file=config_file)
collections = self.build_collections()
self.collections = collections
if collections is None:
collections = {}
self.mongo = mongomanager.MongoManager(
port=self.config.get_int('FINANCIALDATA_MONGO', 'port'),
host=self.config.get_string('FINANCIALDATA_MONGO', 'host'),
username=self.config.get_string('FINANCIALDATA_MONGO', 'username'),
password=self.config.get_string('FINANCIALDATA_MONGO', 'password'),
dbname=self.config.get_string('FINANCIALDATA_MONGO', 'dbname'))
self.cq = commonqueries.CommonQueries(
port=self.config.get_int('FINANCIALDATA_MONGO', 'port'),
host=self.config.get_string('FINANCIALDATA_MONGO', 'host'),
username=self.config.get_string('FINANCIALDATA_MONGO', 'username'),
password=self.config.get_string('FINANCIALDATA_MONGO', 'password'),
dbname=self.config.get_string('FINANCIALDATA_MONGO', 'dbname'),
collections=collections)
self.collections = collections
self.n = nasdaqwrapper.NasdaqWrapper()
self.mongo.create_collections(self.collections.values())
return
def __init__(self,
config_file,
proxies=None,
timeout=300,
max_retries=50,
error_codes=[500, 503],
internal_error_codes=[401, 403, 404, 429]):
self.config = configwrapper.ConfigWrapper(config_file=config_file)
collections = self.build_collections()
self.collections = collections
auth = (self.config.get_string('INTRINIO', 'username'),
self.config.get_string('INTRINIO', 'password'))
if auth is None:
auth = ()
if proxies is None:
proxies = {}
if collections is None:
collections = {}
self.mongo = mongomanager.MongoManager(
port=self.config.get_int('FINANCIALDATA_MONGO', 'port'),
host=self.config.get_string('FINANCIALDATA_MONGO', 'host'),
username=self.config.get_string('FINANCIALDATA_MONGO', 'username'),
password=self.config.get_string('FINANCIALDATA_MONGO', 'password'),
dbname=self.config.get_string('FINANCIALDATA_MONGO', 'dbname'))
self.cq = commonqueries.CommonQueries(
port=self.config.get_int('FINANCIALDATA_MONGO', 'port'),
host=self.config.get_string('FINANCIALDATA_MONGO', 'host'),
username=self.config.get_string('FINANCIALDATA_MONGO', 'username'),
password=self.config.get_string('FINANCIALDATA_MONGO', 'password'),
dbname=self.config.get_string('FINANCIALDATA_MONGO', 'dbname'),
collections=collections)
self.intrinio = intriniowrapper.IntrinioWrapper(
auth, proxies, timeout, max_retries, error_codes,
internal_error_codes)
self.last_trade_day = pd.to_datetime(
self.cq.get_last_complete_market_day())
return