def bloomberg_data_query(response_key, prepared_entries, use_terminal):
cache.set(response_key, 0.0)
all_fields = BloombergDataContainerMapping.objects.all().values_list('short_name__code', flat=True)
response = BloombergTasks.send_bloomberg_get_data(prepared_entries, ticker_type='TICKER', use_terminal=use_terminal, fields=all_fields)
cache.set('data_' + response_key, response)
cache.set('type_' + response_key, 'securities')
cache.set(response_key, 0.5)
securities, final_tickers, errors = populate_security_from_bloomberg_protobuf(response)
result = []
new_securities_count = 0
for security in securities.keys():
with_isin = []
with_bloomberg = []
isin_field = securities[security].aliases.filter(alias_type__name='ISIN')
isin_code = None
if isin_field.exists():
with_isin = sorted(securities[security].__class__.objects.filter(aliases__alias_type__name='ISIN', aliases__alias_value=isin_field[0].alias_value), key=lambda x: x.id)
isin_code = isin_field[0].alias_value
bloomberg_field = securities[security].aliases.filter(alias_type__name='BLOOMBERG')
bloomberg_code = None
if bloomberg_field.exists():
with_bloomberg = sorted(securities[security].__class__.objects.filter(aliases__alias_type__name='BLOOMBERG', aliases__alias_value=bloomberg_field[0].alias_value), key=lambda x: x.id)
bloomberg_code = bloomberg_field[0].alias_value
if len(with_bloomberg)>1:
securities[security].delete()
result.append(with_bloomberg[0])
elif len(with_isin)>1 and (bloomberg_code==None or bloomberg_code==isin_code):
securities[security].delete()
result.append(with_isin[0])
else:
new_securities_count += 1
result.append(securities[security])
cache.set('securities_' + response_key, result)
cache.set('errors_' + response_key, errors)
cache.set(response_key, 1.0)
# Getting all kind of containers
all_containers = {}
for security in result:
if not all_containers.has_key(security.type.identifier):
all_containers[security.type.identifier] = []
try:
all_containers[security.type.identifier].append(security.aliases.get(alias_type__name='BLOOMBERG').alias_value)
except:
all_containers[security.type.identifier].append(security.aliases.get(alias_type__name='ISIN').alias_value)
for key in all_containers.keys():
fields = BloombergTrackContainerMapping.objects.filter(Q(container__identifier='CONT_SECURITY') | Q(container__identifier=key), Q(active=True)).values_list('short_name__code', flat=True)
all_containers[key] = [to_bloomberg_code(ticker,use_terminal) for ticker in all_containers[key]]
history_key = uuid.uuid4().get_hex()
bb_thread = threading.Thread(None, bloomberg_history_query, history_key, (history_key, all_containers[key], fields, True))
bb_thread.start()
bb_thread.join()
def bloomberg_wizard_execute(request, entity):
# TODO: Check user
# TODO: Check Bloomberg method
entries = [str(entry).strip() for entry in request.POST['bloombergList'].split('\r')]
try:
use_terminal = request.POST['bloombergSource']=='True'
except:
use_terminal = False
prepared_entries = [to_bloomberg_code(entry,use_terminal) for entry in entries]
response_key = uuid.uuid4().get_hex()
# TODO: Implement CONSTANTS and dynamic choice
if entity=='financials':
bb_thread = threading.Thread(None, bloomberg_data_query, response_key, (response_key, prepared_entries, use_terminal))
bb_thread.start()
context = {'response_key': response_key}
return render(request,entity + '/bloomberg/wizard_waiting.html', context)
def bloomberg_update(request):
# TODO: Check user
# TODO: Check Bloomberg method (Terminal/DL)
bloomberg_company = CompanyContainer.objects.get(name='Bloomberg LP')
bloomberg_fields = {entry[0]: entry[1] for entry in BloombergTrackContainerMapping.objects.values_list('name__name', 'short_name__name')}
try:
universe_id = request.GET['universe_id']
except:
universe_id = None
if universe_id!=None:
universe = Universe.objects.filter(Q(id=universe_id), Q(public=True)|Q(owner__id=request.user.id))
if universe.exists():
universe = universe[0]
all_tracks = TrackContainer.objects.filter(effective_container_id__in=universe.members.all().values_list('id', flat=True), source__id=bloomberg_company.id).order_by('end_date')
else:
all_tracks = TrackContainer.objects.filter(source__id=bloomberg_company.id).order_by('end_date')
bulk_information = {}
count = 0
for track in all_tracks:
if track.end_date==None or dates.AddDay(track.end_date,1)<datetime.datetime.combine(datetime.date.today(), datetime.datetime.min.time()):
if track.end_date!=None:
key = dates.AddDay(track.end_date,1)
else:
key = 'None'
if bloomberg_fields.has_key(track.type.name):
track_field = bloomberg_fields[track.type.name]
if not bulk_information.has_key(track_field):
bulk_information[track_field] = {}
if not bulk_information[track_field].has_key(key):
bulk_information[track_field][key] = []
try:
bb_code = track.effective_container.aliases.get(alias_type__name='BLOOMBERG').alias_value
bulk_information[track_field][key].append(to_bloomberg_code(bb_code, True))
count += 1
except:
#traceback.print_exc()
LOGGER.error("No associated BLOOMBERG information for " + str(track.effective_container.name))
if count>0:
history_key = uuid.uuid4().get_hex()
update_thread = threading.Thread(None, bloomberg_update_query, history_key, (history_key, bulk_information, True))
update_thread.start()
# TODO: Return error message
return redirect('universes.html')
def import_external_data(data_source, data_type):
LOGGER.info('Loading working data')
query = QUERIES[data_source][data_type]['query']
group_by = QUERIES[data_source][data_type]['group_by']
external_alias = Attributes.objects.get(identifier='ALIAS_' + data_source.upper())
if data_type=='securities':
bloomberg_alias = Attributes.objects.get(identifier='ALIAS_BLOOMBERG')
isin_alias = Attributes.objects.get(identifier='ALIAS_ISIN')
sec_container_type = Attributes.objects.get(identifier='CONT_SECURITY')
fund_container_type = Attributes.objects.get(identifier='CONT_FUND')
bond_container_type = Attributes.objects.get(identifier='CONT_BOND')
stock_container_type = Attributes.objects.get(identifier='CONT_SECURITY')
security_type = Attributes.objects.get(identifier='SECTYP_SECURITY')
fund_type = Attributes.objects.get(identifier='SECTYP_FUND')
bond_type = Attributes.objects.get(identifier='SECTYP_BOND')
stock_type = Attributes.objects.get(identifier='SECTYP_STOCK')
daily = Attributes.objects.get(identifier='FREQ_DAILY', active=True)
bloomberg_provider = get_bloomberg_provider()
universe = get_universe_from_datasource(data_source)
LOGGER.info('Cleaning already imported aliases for ' + data_source)
securities = SecurityContainer.objects.filter(aliases__alias_type__short_name=data_source.upper()).distinct()
for security in securities:
for alias in security.aliases.all():
if alias.alias_type.short_name==data_source.upper():
security.aliases.remove(alias)
security.save()
LOGGER.info('\tCleaning done')
LOGGER.info('Importing ' + str(data_type) + ' from ' + str(data_source))
LOGGER.info('Using query:' + str(query))
results = dbutils.query_to_dicts(query, data_source)
database = getattr(client, data_source)
database[data_type].drop()
all_tickers = []
for result in results:
# Clean the data
new_entry = convert_to_mongo(result)
# LOGGER.info('Removing entries with name ' + new_entry[QUERIES[data_source][data_type]['name']])
# SecurityContainer.objects.filter(name=new_entry[QUERIES[data_source][data_type]['name']]).delete()
for group_id in group_by:
if new_entry[group_id]!=None and new_entry[group_id]!='':
# LOADING INTO MONGO
LOGGER.info('Adding entry [' + group_id + '=' + str(new_entry[group_id]) + "]")
new_entry['_id'] = new_entry[group_id]
if QUERIES[data_source][data_type].has_key('joins'):
for join_info in QUERIES[data_source][data_type]['joins']:
values = [new_entry[identifier] for identifier in join_info['on']]
underlying_query = join_info['query']
for value in values:
underlying_query = underlying_query%value
new_entry[join_info['name']] = []
under_results = dbutils.query_to_dicts(underlying_query, data_source)
for under_result in under_results:
LOGGER.info('\tAdding underlying [' + join_info['name'] + ', ' + group_id + '=' + str(new_entry[group_id]) + "]")
# Clean the data
under_entry = convert_to_mongo(under_result)
new_entry[join_info['name']].append(under_entry)
try:
database[data_type].save(new_entry)
except DuplicateKeyError:
LOGGER.error("The following entry already exists:")
# CONVERTING TO FINALE
if group_id==QUERIES[data_source][data_type]['EXTERNAL'] and data_type=='securities':
name_field = QUERIES[data_source][data_type]['name']
short_name_field = QUERIES[data_source][data_type]['short_name']
bloomberg_ticker = result[QUERIES[data_source][data_type]['BLOOMBERG']]
isin_code = result[QUERIES[data_source][data_type]['ISIN']]
currency = result[QUERIES[data_source][data_type]['currency']]
currency = Attributes.objects.filter(type='currency', short_name=currency)
if currency.exists():
currency = currency[0]
else:
currency = None
security = SecurityContainer.objects.filter(aliases__alias_type__short_name=data_source.upper(), aliases__alias_value=result[group_id])
external_append = False
additional = ''
if not security.exists():
security = SecurityContainer.objects.filter(aliases__alias_type__id=bloomberg_alias.id, aliases__alias_value=bloomberg_ticker)
additional = result[name_field]
external_append = True
if is_fund(data_source, result):
container = fund_container_type
stype = fund_type
elif is_bond(data_source, result):
container = bond_container_type
stype = bond_type
elif is_stock(data_source, result):
container = stock_container_type
stype = stock_type
else:
container = sec_container_type
stype = security_type
if not security.exists():
LOGGER.info("Creating security with " + data_source + " id [" + str(result[group_id]) + "]")
security = SecurityContainer()
security.name = result[name_field]
security.short_name = result[short_name_field] if result[short_name_field]!=None and result[short_name_field]!='' else result[name_field]
security.save()
security.associated_companies.add(bloomberg_provider)
security.save()
else:
LOGGER.info("Security with " + data_source + " id [" + str(result[group_id]) + "] already exists.")
security = security[0]
if not security.associated_companies.filter(role__identifier='SCR_DP').exists():
security.associated_companies.add(bloomberg_provider)
security.save()
security.update_alias(external_alias, result[group_id], additional, external_append)
security.currency = currency
security.frequency = daily
security.type = container
security.security_type = stype
security.save()
if bloomberg_ticker!=None and bloomberg_ticker!='':
all_tickers.append(bloomberg_ticker)
elif isin_code!=None and isin_code!='':
all_tickers.append(isin_code)
if bloomberg_ticker!=None and bloomberg_ticker!='':
security.update_alias(bloomberg_alias, bloomberg_ticker)
if isin_code!=None and isin_code!='':
security.update_alias(isin_alias, isin_code)
universe.members.add(security)
if data_type=='securities':
universe.save()
all_containers = {}
for member in universe.members.all():
member = get_effective_instance(member)
if not all_containers.has_key(member.type.identifier):
all_containers[member.type.identifier] = []
try:
all_containers[member.type.identifier].append(member.aliases.get(alias_type__name='BLOOMBERG').alias_value)
except:
try:
all_containers[member.type.identifier].append(member.aliases.get(alias_type__name='ISIN').alias_value)
except:
LOGGER.info("There is no Bloomberg nor ISIN code available for this security [" + member.name + "]")
for key in all_containers.keys():
fields = BloombergTrackContainerMapping.objects.filter(Q(container__identifier='CONT_SECURITY') | Q(container__identifier=key), Q(active=True)).values_list('short_name__code', flat=True)
all_containers[key] = [to_bloomberg_code(ticker,True) for ticker in all_containers[key]]
history_key = uuid.uuid4().get_hex()
bb_thread = threading.Thread(None, bloomberg_history_query, history_key, (history_key, all_containers[key], fields, True))
bb_thread.start()
bb_thread.join()
