def bloomberg_history_query(response_key, prepared_entries, fields, use_terminal):
cache.set(response_key, 0.0)
for tickers in batch(prepared_entries, 50):
response = BloombergTasks.send_bloomberg_get_history(tickers, ticker_type='TICKER', fields=fields, use_terminal=use_terminal)
cache.set('data_' + response_key, response)
cache.set('type_' + response_key, 'historical')
cache.set(response_key, 0.5)
populate_tracks_from_bloomberg_protobuf(response)
cache.set(response_key, 1.0)
def bloomberg_update_query(response_key, bulk_information, use_terminal):
awaited = 0
for field in bulk_information.keys():
awaited += len(bulk_information[field].keys())
step = 1.0 / float(awaited)
LOGGER.info("Waiting for " + str(awaited) + " responses from Bloomberg")
cache.set(response_key, 0.0)
for field in bulk_information.keys():
for start_date in bulk_information[field].keys():
if len(bulk_information[field][start_date]):
if str(start_date)=='None':
response = BloombergTasks.send_bloomberg_get_history(bulk_information[field][start_date], [field], 'TICKER', use_terminal)
else:
response = BloombergTasks.send_bloomberg_get_history(bulk_information[field][start_date], [field], 'TICKER', use_terminal, start_date)
cache.set('data_' + response_key, response)
cache.set('type_' + response_key, 'historical')
populate_tracks_from_bloomberg_protobuf(response, True)
cache.set(response_key, cache.get(response_key) + step)
def bloomberg_data_query(response_key, prepared_entries, use_terminal):
cache.set(response_key, 0.0)
all_fields = BloombergDataContainerMapping.objects.all().values_list('short_name__code', flat=True)
response = BloombergTasks.send_bloomberg_get_data(prepared_entries, ticker_type='TICKER', use_terminal=use_terminal, fields=all_fields)
cache.set('data_' + response_key, response)
cache.set('type_' + response_key, 'securities')
cache.set(response_key, 0.5)
securities, final_tickers, errors = populate_security_from_bloomberg_protobuf(response)
result = []
new_securities_count = 0
for security in securities.keys():
with_isin = []
with_bloomberg = []
isin_field = securities[security].aliases.filter(alias_type__name='ISIN')
isin_code = None
if isin_field.exists():
with_isin = sorted(securities[security].__class__.objects.filter(aliases__alias_type__name='ISIN', aliases__alias_value=isin_field[0].alias_value), key=lambda x: x.id)
isin_code = isin_field[0].alias_value
bloomberg_field = securities[security].aliases.filter(alias_type__name='BLOOMBERG')
bloomberg_code = None
if bloomberg_field.exists():
with_bloomberg = sorted(securities[security].__class__.objects.filter(aliases__alias_type__name='BLOOMBERG', aliases__alias_value=bloomberg_field[0].alias_value), key=lambda x: x.id)
bloomberg_code = bloomberg_field[0].alias_value
if len(with_bloomberg)>1:
securities[security].delete()
result.append(with_bloomberg[0])
elif len(with_isin)>1 and (bloomberg_code==None or bloomberg_code==isin_code):
securities[security].delete()
result.append(with_isin[0])
else:
new_securities_count += 1
result.append(securities[security])
cache.set('securities_' + response_key, result)
cache.set('errors_' + response_key, errors)
cache.set(response_key, 1.0)
# Getting all kind of containers
all_containers = {}
for security in result:
if not all_containers.has_key(security.type.identifier):
all_containers[security.type.identifier] = []
try:
all_containers[security.type.identifier].append(security.aliases.get(alias_type__name='BLOOMBERG').alias_value)
except:
all_containers[security.type.identifier].append(security.aliases.get(alias_type__name='ISIN').alias_value)
for key in all_containers.keys():
fields = BloombergTrackContainerMapping.objects.filter(Q(container__identifier='CONT_SECURITY') | Q(container__identifier=key), Q(active=True)).values_list('short_name__code', flat=True)
all_containers[key] = [to_bloomberg_code(ticker,use_terminal) for ticker in all_containers[key]]
history_key = uuid.uuid4().get_hex()
bb_thread = threading.Thread(None, bloomberg_history_query, history_key, (history_key, all_containers[key], fields, True))
bb_thread.start()
bb_thread.join()
