Python source_to_records Examples

Example #1

File: benchmarks.py Project: aeppert/zipline

def get_benchmark_data(symbol):
    """
    Benchmarks from Yahoo.
    """
    start_date = datetime(year=1950, month=1, day=3)
    end_date = datetime.utcnow()

    raw_benchmark_data = get_raw_benchmark_data(start_date, end_date, symbol)
    # Reverse data so we can load it in reverse chron order.
    benchmarks_source = reversed(list(raw_benchmark_data))

    mappings = benchmark_mappings()

    return source_to_records(mappings, benchmarks_source)

Example #2

File: benchmarks.py Project: pprett/zipline

def get_benchmark_data():
    """
    Benchmarks from Yahoo's GSPC source.
    """
    start_date = datetime(year=1950, month=1, day=3)
    end_date = datetime.utcnow()

    raw_benchmark_data = get_raw_benchmark_data(start_date, end_date)
    # Reverse data so we can load it in reverse chron order.
    benchmarks_source = reversed(list(raw_benchmark_data))

    mappings = benchmark_mappings()

    return source_to_records(mappings, benchmarks_source)

Example #3

File: benchmarks.py Project: aidoom/zipline

def get_benchmark_data(symbol, start_date=None, end_date=None):
    """
    Benchmarks from Yahoo.
    """
    if start_date is None:
        start_date = datetime(year=1950, month=1, day=3)
    if end_date is None:
        end_date = datetime.utcnow()

    raw_benchmark_data = get_raw_benchmark_data(start_date, end_date, symbol)

    mappings = benchmark_mappings()

    return source_to_records(mappings, raw_benchmark_data)

Example #4

File: benchmarks.py Project: pgari/zipline

def get_benchmark_data(symbol, start_date=None, end_date=None):
    """
    Benchmarks from Yahoo.
    """
    if start_date is None:
        start_date = datetime(year=1950, month=1, day=3)
    if end_date is None:
        end_date = datetime.utcnow()

    raw_benchmark_data = get_raw_benchmark_data(start_date, end_date, symbol)

    mappings = benchmark_mappings()

    return source_to_records(mappings, raw_benchmark_data)

Example #5

File: benchmarks.py Project: jiaqiyao620/zipline

def get_benchmark_data(symbol, start_date=None, end_date=None):
    """
    Benchmarks from Yahoo.
    """
    if start_date is None:
        start_date = datetime(year=1950, month=1, day=3)
    if end_date is None:
        end_date = datetime.utcnow()

    raw_benchmark_data = get_raw_benchmark_data(start_date, end_date, symbol)
    # Reverse data so we can load it in reverse chron order.
    benchmarks_source = reversed(list(raw_benchmark_data))

    mappings = benchmark_mappings()

    return source_to_records(mappings, benchmarks_source)

Example #6

File: treasuries.py Project: Falaina/zipline

def get_treasury_data():
    mappings = treasury_mappings()
    source = get_treasury_source()
    return source_to_records(mappings, source)

Example #7

File: treasuries.py Project: pprett/zipline

def get_treasury_data():
    mappings = treasury_mappings()
    source = get_treasury_source()
    return source_to_records(mappings, source)