def import_external_grouped_data(data_source, data_type):
LOGGER.info('Loading working data')
query = QUERIES[data_source][data_type]['query']
group_by = QUERIES[data_source][data_type]['group_by']
LOGGER.info('Importing ' + str(data_type) + ' from ' + str(data_source))
LOGGER.info('Using query:' + str(query))
results = dbutils.query_to_dicts(query, data_source)
database = getattr(client, data_source)
all_values = {}
for result in results:
keys = []
for key in group_by:
if isinstance(result[key], datetime.date):
keys.append(epoch_time(dt.combine(result[key],dt.min.time())))
else:
keys.append(result[key].replace('.','___'))
# Clean the data
new_entry = convert_to_mongo(result)
current_values = all_values
for key in keys[:-1]:
if not current_values.has_key(key):
current_values[key] = {}
current_values = current_values[key]
if not current_values.has_key(keys[-1]):
current_values[keys[-1]] = []
current_values[keys[-1]].append(new_entry)
for key in all_values.keys():
LOGGER.info("Inserting " + data_type + " with _id: " + str(key))
database[data_type].remove({'_id': key})
database[data_type].insert({'_id': key, 'values': all_values[key]})
def import_external_tracks(data_source):
nav_value = Attributes.objects.get(identifier='NUM_TYPE_NAV', active=True)
final_status = Attributes.objects.get(identifier='NUM_STATUS_FINAL', active=True)
official_type = Attributes.objects.get(identifier='PRICE_TYPE_OFFICIAL', active=True)
daily = Attributes.objects.get(identifier='FREQ_DAILY', active=True)
data_provider = Attributes.objects.get(identifier='SCR_DP', active=True)
provider = CompanyContainer.objects.get(short_name__icontains=data_source)
external_provider = RelatedCompany.objects.get(company=provider, role=data_provider)
query = QUERIES[data_source]['tracks']['query']
securities = SecurityContainer.objects.filter(aliases__alias_type__short_name=data_source.upper()).distinct()
for security in securities:
LOGGER.info("Working on " + security.name)
if not TrackContainer.objects.filter(effective_container_id = security.id).exists():
# Switch to new data provider
if security.associated_companies.filter(role=data_provider).exists():
security.associated_companies.remove(security.associated_companies.get(role=data_provider))
security.save()
security.associated_companies.add(external_provider)
security.save()
try:
track = TrackContainer.objects.get(
effective_container_id=security.id,
type__id=nav_value.id,
quality__id=official_type.id,
source__id=provider.id,
frequency__id=daily.id,
status__id=final_status.id)
LOGGER.info("\tTrack already exists")
except:
track = TrackContainer()
track.effective_container = security
track.type = nav_value
track.quality = official_type
track.source = provider
track.status = final_status
track.frequency = daily
track.frequency_reference = None
track.save()
all_values = []
# TODO: Change while import of universe is correct
alias = security.aliases.filter(alias_type__short_name=data_source.upper())
alias = alias[0]
results = dbutils.query_to_dicts(query%alias.alias_value, data_source)
for result in results:
if result['prezzo']!='' and result['prezzo']!=None:
all_values.append({'date': dt.combine(result['data_ins'], dt.min.time()), 'value': float(result['prezzo'])})
else:
LOGGER.warning("\tInvalid price value " + unicode(result))
set_track_content(track, all_values, True)
if len(all_values)>0 and security.associated_companies.filter(company=provider, role=data_provider).exists():
populate_perf(track.effective_container, track)
populate_monthly_track_from_track(track.effective_container, track)
populate_weekly_track_from_track(track.effective_container, track)
LOGGER.info("\tFound " + str(len(all_values)) + " tokens in external track [" + str(alias.alias_value) + "]")
def import_external_data_sequence(data_source, data_type):
LOGGER.info('Loading working data')
query = QUERIES[data_source][data_type]['query']
group_by = QUERIES[data_source][data_type]['group_by']
LOGGER.info('Importing ' + str(data_type) + ' from ' + str(data_source))
LOGGER.info('Using query:' + str(query))
results = dbutils.query_to_dicts(query, data_source)
database = getattr(client, data_source)
database[data_type].drop()
all_data = {}
for result in results:
key = result[group_by]
new_entry = convert_to_mongo(result)
if not all_data.has_key(key):
all_data[key] = {'_id': key, 'data': []}
all_data[key]['data'].append(new_entry)
[database[data_type].save(e) for e in all_data.values()]
def import_external_data(data_source, data_type):
LOGGER.info('Loading working data')
query = QUERIES[data_source][data_type]['query']
group_by = QUERIES[data_source][data_type]['group_by']
external_alias = Attributes.objects.get(identifier='ALIAS_' + data_source.upper())
if data_type=='securities':
bloomberg_alias = Attributes.objects.get(identifier='ALIAS_BLOOMBERG')
isin_alias = Attributes.objects.get(identifier='ALIAS_ISIN')
sec_container_type = Attributes.objects.get(identifier='CONT_SECURITY')
fund_container_type = Attributes.objects.get(identifier='CONT_FUND')
bond_container_type = Attributes.objects.get(identifier='CONT_BOND')
stock_container_type = Attributes.objects.get(identifier='CONT_SECURITY')
security_type = Attributes.objects.get(identifier='SECTYP_SECURITY')
fund_type = Attributes.objects.get(identifier='SECTYP_FUND')
bond_type = Attributes.objects.get(identifier='SECTYP_BOND')
stock_type = Attributes.objects.get(identifier='SECTYP_STOCK')
daily = Attributes.objects.get(identifier='FREQ_DAILY', active=True)
bloomberg_provider = get_bloomberg_provider()
universe = get_universe_from_datasource(data_source)
LOGGER.info('Cleaning already imported aliases for ' + data_source)
securities = SecurityContainer.objects.filter(aliases__alias_type__short_name=data_source.upper()).distinct()
for security in securities:
for alias in security.aliases.all():
if alias.alias_type.short_name==data_source.upper():
security.aliases.remove(alias)
security.save()
LOGGER.info('\tCleaning done')
LOGGER.info('Importing ' + str(data_type) + ' from ' + str(data_source))
LOGGER.info('Using query:' + str(query))
results = dbutils.query_to_dicts(query, data_source)
database = getattr(client, data_source)
database[data_type].drop()
all_tickers = []
for result in results:
# Clean the data
new_entry = convert_to_mongo(result)
# LOGGER.info('Removing entries with name ' + new_entry[QUERIES[data_source][data_type]['name']])
# SecurityContainer.objects.filter(name=new_entry[QUERIES[data_source][data_type]['name']]).delete()
for group_id in group_by:
if new_entry[group_id]!=None and new_entry[group_id]!='':
# LOADING INTO MONGO
LOGGER.info('Adding entry [' + group_id + '=' + str(new_entry[group_id]) + "]")
new_entry['_id'] = new_entry[group_id]
if QUERIES[data_source][data_type].has_key('joins'):
for join_info in QUERIES[data_source][data_type]['joins']:
values = [new_entry[identifier] for identifier in join_info['on']]
underlying_query = join_info['query']
for value in values:
underlying_query = underlying_query%value
new_entry[join_info['name']] = []
under_results = dbutils.query_to_dicts(underlying_query, data_source)
for under_result in under_results:
LOGGER.info('\tAdding underlying [' + join_info['name'] + ', ' + group_id + '=' + str(new_entry[group_id]) + "]")
# Clean the data
under_entry = convert_to_mongo(under_result)
new_entry[join_info['name']].append(under_entry)
try:
database[data_type].save(new_entry)
except DuplicateKeyError:
LOGGER.error("The following entry already exists:")
# CONVERTING TO FINALE
if group_id==QUERIES[data_source][data_type]['EXTERNAL'] and data_type=='securities':
name_field = QUERIES[data_source][data_type]['name']
short_name_field = QUERIES[data_source][data_type]['short_name']
bloomberg_ticker = result[QUERIES[data_source][data_type]['BLOOMBERG']]
isin_code = result[QUERIES[data_source][data_type]['ISIN']]
currency = result[QUERIES[data_source][data_type]['currency']]
currency = Attributes.objects.filter(type='currency', short_name=currency)
if currency.exists():
currency = currency[0]
else:
currency = None
security = SecurityContainer.objects.filter(aliases__alias_type__short_name=data_source.upper(), aliases__alias_value=result[group_id])
external_append = False
additional = ''
if not security.exists():
security = SecurityContainer.objects.filter(aliases__alias_type__id=bloomberg_alias.id, aliases__alias_value=bloomberg_ticker)
additional = result[name_field]
external_append = True
if is_fund(data_source, result):
container = fund_container_type
stype = fund_type
elif is_bond(data_source, result):
container = bond_container_type
stype = bond_type
elif is_stock(data_source, result):
container = stock_container_type
stype = stock_type
else:
container = sec_container_type
stype = security_type
if not security.exists():
LOGGER.info("Creating security with " + data_source + " id [" + str(result[group_id]) + "]")
security = SecurityContainer()
security.name = result[name_field]
security.short_name = result[short_name_field] if result[short_name_field]!=None and result[short_name_field]!='' else result[name_field]
security.save()
security.associated_companies.add(bloomberg_provider)
security.save()
else:
LOGGER.info("Security with " + data_source + " id [" + str(result[group_id]) + "] already exists.")
security = security[0]
if not security.associated_companies.filter(role__identifier='SCR_DP').exists():
security.associated_companies.add(bloomberg_provider)
security.save()
security.update_alias(external_alias, result[group_id], additional, external_append)
security.currency = currency
security.frequency = daily
security.type = container
security.security_type = stype
security.save()
if bloomberg_ticker!=None and bloomberg_ticker!='':
all_tickers.append(bloomberg_ticker)
elif isin_code!=None and isin_code!='':
all_tickers.append(isin_code)
if bloomberg_ticker!=None and bloomberg_ticker!='':
security.update_alias(bloomberg_alias, bloomberg_ticker)
if isin_code!=None and isin_code!='':
security.update_alias(isin_alias, isin_code)
universe.members.add(security)
if data_type=='securities':
universe.save()
all_containers = {}
for member in universe.members.all():
member = get_effective_instance(member)
if not all_containers.has_key(member.type.identifier):
all_containers[member.type.identifier] = []
try:
all_containers[member.type.identifier].append(member.aliases.get(alias_type__name='BLOOMBERG').alias_value)
except:
try:
all_containers[member.type.identifier].append(member.aliases.get(alias_type__name='ISIN').alias_value)
except:
LOGGER.info("There is no Bloomberg nor ISIN code available for this security [" + member.name + "]")
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,True) 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()
def get_unique_id(self):
with self.lock:
results = dbutils.query_to_dicts("SELECT nextval('edm_sequence')")
for result in results:
return str(result['nextval'])
