from collections import defaultdict, namedtuple
from datetime import datetime
import blpapi
import pandas as pd
import numpy as np
import tia.util.log as log
SecurityErrorAttrs = ['security', 'source', 'code', 'category', 'message', 'subcategory']
SecurityError = namedtuple('SecurityError', SecurityErrorAttrs)
FieldErrorAttrs = ['security', 'field', 'source', 'code', 'category', 'message', 'subcategory']
FieldError = namedtuple('FieldError', FieldErrorAttrs)
logger = log.get_logger(__name__)
__all__ = ['Terminal']
class XmlHelper(object):
@staticmethod
def security_iter(nodearr):
""" provide a security data iterator by returning a tuple of (Element, SecurityError) which are mutually exclusive """
assert nodearr.name() == 'securityData' and nodearr.isArray()
for i in range(nodearr.numValues()):
node = nodearr.getValue(i)
err = XmlHelper.get_security_error(node)
result = (None, err) if err else (node, None)
yield result
"message",
"subcategory",
]
SecurityError = namedtuple("SecurityError", SecurityErrorAttrs)
FieldErrorAttrs = [
"security",
"field",
"source",
"code",
"category",
"message",
"subcategory",
]
FieldError = namedtuple("FieldError", FieldErrorAttrs)
logger = log.get_logger(__name__)
__all__ = ["Terminal"]
class XmlHelper(object):
@staticmethod
def security_iter(nodearr):
""" provide a security data iterator by returning a tuple of (Element, SecurityError) which are mutually exclusive """
assert nodearr.name() == "securityData" and nodearr.isArray()
for i in range(nodearr.numValues()):
node = nodearr.getValue(i)
err = XmlHelper.get_security_error(node)
result = (None, err) if err else (node, None)
yield result