def __init__(self, ativos, initial_date='', final_date='', timedelta = ''): self.sessionOptions = blpapi.SessionOptions() self.sessionOptions.setServerHost("192.168.15.102") self.sessionOptions.setServerPort(8194) self.session = blpapi.Session(self.sessionOptions) if not self.session.start(): raise Exception("Can't start session.") self.mgr = dm.BbgDataManager() self.now = datetime.now() if initial_date != '': self.initial_date = initial_date if isinstance(initial_date, str): self.initial_date = datetime.strptime(initial_date,'%Y-%m-%d') if final_date != '': self.final_date = final_date if isinstance(final_date, str): self.final_date = datetime.strptime(final_date,'%Y-%m-%d') if initial_date != '' and final_date != '': self.timedelta = self.final_date - self.initial_date elif final_date != '' and initial_date == '': self.timedelta = timedelta self.initial_date = self.final_date - relativedelta(days=timedelta) elif final_date == '' and initial_date == '': self.timedelta = timedelta self.final_date = datetime.now().replace(hour=0, minute=0, second=0, microsecond=0) self.initial_date = self.final_date - relativedelta(days=timedelta) self.ativos = self.mgr[ativos]
def setup_bbg(): # Globals in Python are global to a module, not across all modules global mgr mgr = dm.BbgDataManager() ms = dm.MemoryStorage() #default compression # cache for faster retrival global cmgr cmgr = dm.CachedDataManager(mgr, ms, pd.datetime.now()) # rerun if issue storing data print "New bbg cache created!"
def SaveToFile(securities=False): # Choose the key parameters start = '1/1/2000' end = '10/31/2017' if not securities: securities = [ 'EUSA10 Index', 'USSW10 Index', 'BPSW10 Index', 'ASWABUND Index', 'ASWABOBL Index', 'ASWASHTZ Index', 'ASWEBUND Index', 'ASWEBOBL Index', 'ASWESHTZ Index', 'TYAISP Comdty', 'SX5E Index', 'SX7E Index', 'SPX Index', 'DAX Index', 'UKX Index', 'VIX Index', 'V2X Index', 'EONIA Index', 'EUSWEC Index', 'EURUSD Curncy', 'EURGBP Curncy', 'GBPUSD Curncy', 'AUDUSD Curncy', 'AUDNZD Curncy', 'JPY Curncy', 'EUR003M Index', 'EUSA2 Index', 'ER1 Comdty', 'ER2 Comdty', 'ER3 Comdty', 'ER4 Comdty', 'ER5 Comdty', 'ER6 Comdty', 'ER7 Comdty', 'ER8 Comdty', 'NFP TCH Index', 'CPURNSA% Index', 'ECCPEMUM Index', ] # Load and pre-process the data import tia.bbg.datamgr as dm mgr = dm.BbgDataManager() levels_df = mgr[securities].get_historical('PX_LAST', start, end) levels_df.to_csv('dataDump.csv') return (levels_df)
def bdhs( symbol, start, addfield, addfieldname, end=datetime.date.today(), ): """ Download any field without any default fields """ import tia.bbg.datamgr as dm fields = addfield fieldnames = addfieldname mgr = dm.BbgDataManager() security = mgr[symbol] data = pd.DataFrame(security.get_historical(fields, start, end)) data.columns = fieldnames return data
columns = [i for i in booty.values()] baf = pd.concat(frames, keys=columns, join='outer', axis=1) baf = baf.fillna(method='ffill') baf = baf.dropna() #ISM Manufacturing PMI Composite Index start_date = '01/01/1980' vendor_ticker = 'ISM/MAN_PMI' df = quandl.get(vendor_ticker, start_date=start_date) df = df.rename(columns={'Index': 'PMI'}) df = df.resample('M').last() #US Consumer Confidence mgr = dm.BbgDataManager() # set dates, securities, and fields start_date = '01/01/1980' end_date = "{:%m/%d/%Y}".format(datetime.now()) IDs5 = ['CONCCONF Index'] sids5 = mgr[IDs5] fields5 = ['LAST PRICE'] df2 = sids5.get_historical(fields5, start_date, end_date) df2.columns = df2.columns.droplevel(-1) #df8 = df8.resample('MS').mean() #not sure this is the best way to do this #d27 = df7.tshift(-1,freq='MS') df2 = df2.rename(columns={'CONCCONF Index': 'Con_Conf'}) frames2 = [baf, df, df2] baf2 = pd.concat(frames2, join='outer', axis=1)
import pandas as pd from tia.bbg import LocalTerminal from bnyCompliance.equity.lowPriceSec import executedOrderReport import tia.bbg.datamgr as dm import os from pandas import ExcelWriter import datetime from pandas.tseries.offsets import BDay import glob t1 = datetime.date.today() - BDay(1) t1 = t1.strftime('%Y%m%d') mgr = dm.BbgDataManager() #this is used to access the bloomberg api with python, used in getAdvs method in class class lowPriceSecBackDate(object): BASE_DIR = 'T://CMI//MUNI//FidessaComplianceReportingBKCM' FILE_DIR = '' RUN_DATE = '' SAVE = 'H:\\Post June 11, 2010\\Equity Low Priced Report\\' save = 'H:\\Post June 11, 2010\\Equity Low Priced Report' df = '' def __init__(self, date1, threshold, advthreshold): self.date1 = date1 self.date2 = date1 self.date3 = date1 self.threshold = threshold self.advthreshold = advthreshold def __str__(self):