def get_vix_records():
futures = CBOEScraper.get_vix_future()
records = []
for future in futures:
record = VIX()
symbol = future[0].replace('X/', '')
record.symbol = '%s1%s'%(symbol[0:3], symbol[3])
# record.dailyDate1dAgo = future[1]
record.dailyDate1dAgo = datetime.date.today() - datetime.timedelta(days=1)
record.lastPrice = future[2]
record.dailyLastPrice = future[2]
records.append(record)
return records
def parse_vix_data(self):
df = pd.read_hdf(self.vix_data_file, 'VIX')
vix = VIX()
for index, row in df.iterrows():
vix.symbol = index
vix.lastPrice = row['lastPrice']
vix.priceChange = row['priceChange']
vix.openPrice = row['openPrice']
vix.highPrice = row['highPrice']
vix.lowPrice = row['lowPrice']
vix.previousPrice = row['previousPrice']
vix.volume = row['volume']
vix.tradeTime = row['tradeTime']
vix.dailyLastPrice = row['dailyLastPrice']
vix.dailyPriceChange = row['dailyPriceChange']
vix.dailyOpenPrice = row['dailyOpenPrice']
vix.dailyHighPrice = row['dailyHighPrice']
vix.dailyLowPrice = row['dailyLowPrice']
vix.dailyPreviousPrice = row['dailyPreviousPrice']
vix.dailyVolume = row['dailyVolume']
vix.dailyDate1dAgo = row['dailyDate1dAgo']
self.vix_records.append(vix)