def get_lack_of_liquity_symbols(self, window=100):
from dateutil.relativedelta import relativedelta
result = []
today = datetime.date.today()
current = datetime.date(2011, 1, 1)
tradable_symbols = Symbols.get_all_tradeable_symbols()
set_symbols = set(
['BIL', 'IEF', 'XIV', 'VIX', 'GLD', 'SLV', 'TLT', 'ZIV'])
while current <= today:
result.append(current)
current += relativedelta(months=1)
for date in result:
print date
symbols = self.filter_liquidity_symbols(date, window=window)
set_symbols = set_symbols.union(set(symbols))
# print 'set_symbols = %s'%set_symbols
return filter(lambda x: x not in set_symbols, tradable_symbols)
def get_symbols_mapping():
symbols = Symbols.get_all_tradeable_symbols()
items = map(lambda x: '\'%s\':symbol(\'%s\')' % (x, x), symbols)
return '{%s}' % ','.join(items)