def save_time_series_csv(ts, id):
utils.serialise_csv(ts, get_csv_filename(id))
def get_bbg_data():
t = datetime.datetime.today()
today_date = datetime.datetime(t.year, t.month, t.day)
start_date = datetime.datetime(1990, 1, 1)
end_date = today_date - datetime.timedelta(1)
index_list = ('SPX Index', 'DJI Index', 'RTY Index')
equity_set = set()
for index in index_list:
field = ''
if index == 'DJI Index':
field = 'INDX_MWEIGHT'
else:
field = 'INDX_MWEIGHT_HIST'
idx_data = data_retrieval.get_time_series(
'download_bbg_timeseries',
{
'symbol': index,
'start': start_date,
'end': end_date,
'field' : field
})
if idx_data is not None:
utils.serialise_csv(idx_data, data_retrieval.get_csv_filename('_'.join((index, 'COMPOSITION'))))
for date,equity_list in idx_data:
equity_set.update(equity_list)
fields = (
'PX_LAST',
'PX_OFFICIAL_CLOSE',
'PX_OPEN',
'PX_LAST',
'PX_OPEN',
'PX_LOW',
'TOT_RETURN_INDEX_GROSS_DVDS',
'DAY_TO_DAY_TOT_RETURN_GROSS_DVDS',
'EQY_DPS',
'SECURITY_DES',
'TRAIL_12M_GROSS_MARGIN',
'ASSET_TURNOVER',
'BS_SH_OUT',
'TRAIL_12M_CASH_FROM_OPER',
'CF_CASH_FROM_OPER',
'BS_LT_BORROW',
'LT_DEBT_TO_TOT_ASSET',
'LIVE_LT_DEBT_TO_TOTAL_ASSETS',
'CUR_RATIO',
'CASH_RATIO',
'QUICK_RATIO',
'NET_INCOME',
'CF_CASH_FROM_OPER',
'RETURN_ON_ASSET',
'EBIT',
'EBITDA',
'TOT_DEBT_TO_TOT_ASSET',
'TOT_DEBT_TO_COM_EQY',
'BS_TOT_ASSET',
'HISTORICAL_MARKET_CAP')
for equity in equity_set:
equity = equity + " Equity"
for field in fields:
equ_data = data_retrieval.get_time_series(
'download_bbg_timeseries',
{
'symbol': equity,
'start': start_date,
'end': end_date,
'field' : field
})
if equ_data is not None:
utils.serialise_csv(equ_data, data_retrieval.get_csv_filename('_'.join((equity, field))))