Exemple #1
0
def get_history_dict(symbols, start, end, data_path):

    symbols_ls = list(symbols)
    for ticker in symbols:
        print ticker,
        try:
            #see if csv data available
            data = pd.read_csv(data_path + ticker + '.csv',\
                                index_col='Date', parse_dates=True)
        except:
            #if no csv data, create an empty dataframe
            data = pd.DataFrame(data=None, index=[start])

        #check if there is data for the start-end data range

        if data.index[-1].toordinal() < end.toordinal() - 3 :

            print 'Refresh data.. ',
            try:
                new_data = get_yahoo_data(ticker, start, end)
                if new_data.empty==False:
                    if data.empty==False:
                        try:
                            ticker_data = data.append(new_data)\
                            .groupby(level=0, by=['rownum']).last()
                        except:
                            print 'Merge failed.. '
                    else:
                        ticker_data = new_data
                    try:
                        ticker_data.to_csv(data_path + ticker + '.csv')
                        print ' UPDATED.. '
                    except:
                        print 'Save failed.. '
                else:
                    print 'No new data.. '
            except:
                print 'Download failed.. '
                # remove symbol from list
                symbols_ls.remove(ticker)
        else:
            print 'OK.. '
        pass

    pdata = dict((symbols_ls[i], pd.read_csv(data_path + symbols_ls[i] + '.csv',\
                     index_col='Date', parse_dates=True).sort(ascending=True)\
                  .ix[start:end]) for i in range(len(symbols_ls)))


    return pdata
Exemple #2
0
def update_csv_data(symbols, data_path):

    # set start way back if no saved data yet
    start = dt.datetime(1990, 1, 1).date()
    end = dt.datetime.today().date()

    for ticker in symbols:
        print ticker,
        try:
            # see if csv data available
            data = pd.read_csv(data_path + ticker + ".csv", index_col="Date", parse_dates=True)
        except:
            # if no csv data, create an empty dataframe
            print "No saved data..",
            data = pd.DataFrame(data=None, index=[start])

        if data.empty == False:
            start = data.index.max().date()

        # check if there is data for the start-end data range
        print data.index[-1].toordinal(), end.toordinal() - 3,

        if data.index[-1].toordinal() < end.toordinal() - 3:

            print "Get Yahoo data.. ",
            try:
                new_data = get_yahoo_data(ticker, start, end)
            except:
                print "Download failed.. "
            if new_data.empty == False:
                if data.empty == False:
                    try:
                        ticker_data = data.append(new_data).groupby(level=0, by=["rownum"]).last()
                    except:
                        print "Merge failed.. "
                else:
                    ticker_data = new_data
                try:
                    ticker_data.to_csv(data_path + ticker + ".csv")
                    print " UPDATED.. "
                except:
                    print "Save failed.. "
            else:
                print "No new data.. "
        else:
            print "OK.. "
            status = "OK"
        pass

    return