def __init__(self, ativos, initial_date='', final_date='', timedelta = ''):
self.sessionOptions = blpapi.SessionOptions()
self.sessionOptions.setServerHost("192.168.15.102")
self.sessionOptions.setServerPort(8194)
self.session = blpapi.Session(self.sessionOptions)
if not self.session.start():
raise Exception("Can't start session.")
self.mgr = dm.BbgDataManager()
self.now = datetime.now()
if initial_date != '':
self.initial_date = initial_date
if isinstance(initial_date, str):
self.initial_date = datetime.strptime(initial_date,'%Y-%m-%d')
if final_date != '':
self.final_date = final_date
if isinstance(final_date, str):
self.final_date = datetime.strptime(final_date,'%Y-%m-%d')
if initial_date != '' and final_date != '':
self.timedelta = self.final_date - self.initial_date
elif final_date != '' and initial_date == '':
self.timedelta = timedelta
self.initial_date = self.final_date - relativedelta(days=timedelta)
elif final_date == '' and initial_date == '':
self.timedelta = timedelta
self.final_date = datetime.now().replace(hour=0, minute=0, second=0, microsecond=0)
self.initial_date = self.final_date - relativedelta(days=timedelta)
self.ativos = self.mgr[ativos]
def setup_bbg():
# Globals in Python are global to a module, not across all modules
global mgr
mgr = dm.BbgDataManager()
ms = dm.MemoryStorage() #default compression
# cache for faster retrival
global cmgr
cmgr = dm.CachedDataManager(mgr, ms, pd.datetime.now()) # rerun if issue storing data
print "New bbg cache created!"
def SaveToFile(securities=False):
# Choose the key parameters
start = '1/1/2000'
end = '10/31/2017'
if not securities:
securities = [
'EUSA10 Index',
'USSW10 Index',
'BPSW10 Index',
'ASWABUND Index',
'ASWABOBL Index',
'ASWASHTZ Index',
'ASWEBUND Index',
'ASWEBOBL Index',
'ASWESHTZ Index',
'TYAISP Comdty',
'SX5E Index',
'SX7E Index',
'SPX Index',
'DAX Index',
'UKX Index',
'VIX Index',
'V2X Index',
'EONIA Index',
'EUSWEC Index',
'EURUSD Curncy',
'EURGBP Curncy',
'GBPUSD Curncy',
'AUDUSD Curncy',
'AUDNZD Curncy',
'JPY Curncy',
'EUR003M Index',
'EUSA2 Index',
'ER1 Comdty',
'ER2 Comdty',
'ER3 Comdty',
'ER4 Comdty',
'ER5 Comdty',
'ER6 Comdty',
'ER7 Comdty',
'ER8 Comdty',
'NFP TCH Index',
'CPURNSA% Index',
'ECCPEMUM Index',
]
# Load and pre-process the data
import tia.bbg.datamgr as dm
mgr = dm.BbgDataManager()
levels_df = mgr[securities].get_historical('PX_LAST', start, end)
levels_df.to_csv('dataDump.csv')
return (levels_df)
def bdhs(
symbol,
start,
addfield,
addfieldname,
end=datetime.date.today(),
):
"""
Download any field without any default fields
"""
import tia.bbg.datamgr as dm
fields = addfield
fieldnames = addfieldname
mgr = dm.BbgDataManager()
security = mgr[symbol]
data = pd.DataFrame(security.get_historical(fields, start, end))
data.columns = fieldnames
return data
columns = [i for i in booty.values()]
baf = pd.concat(frames, keys=columns, join='outer', axis=1)
baf = baf.fillna(method='ffill')
baf = baf.dropna()
#ISM Manufacturing PMI Composite Index
start_date = '01/01/1980'
vendor_ticker = 'ISM/MAN_PMI'
df = quandl.get(vendor_ticker, start_date=start_date)
df = df.rename(columns={'Index': 'PMI'})
df = df.resample('M').last()
#US Consumer Confidence
mgr = dm.BbgDataManager()
# set dates, securities, and fields
start_date = '01/01/1980'
end_date = "{:%m/%d/%Y}".format(datetime.now())
IDs5 = ['CONCCONF Index']
sids5 = mgr[IDs5]
fields5 = ['LAST PRICE']
df2 = sids5.get_historical(fields5, start_date, end_date)
df2.columns = df2.columns.droplevel(-1)
#df8 = df8.resample('MS').mean() #not sure this is the best way to do this
#d27 = df7.tshift(-1,freq='MS')
df2 = df2.rename(columns={'CONCCONF Index': 'Con_Conf'})
frames2 = [baf, df, df2]
baf2 = pd.concat(frames2, join='outer', axis=1)
import pandas as pd
from tia.bbg import LocalTerminal
from bnyCompliance.equity.lowPriceSec import executedOrderReport
import tia.bbg.datamgr as dm
import os
from pandas import ExcelWriter
import datetime
from pandas.tseries.offsets import BDay
import glob
t1 = datetime.date.today() - BDay(1)
t1 = t1.strftime('%Y%m%d')
mgr = dm.BbgDataManager() #this is used to access the bloomberg api with python, used in getAdvs method in class
class lowPriceSecBackDate(object):
BASE_DIR = 'T://CMI//MUNI//FidessaComplianceReportingBKCM'
FILE_DIR = ''
RUN_DATE = ''
SAVE = 'H:\\Post June 11, 2010\\Equity Low Priced Report\\'
save = 'H:\\Post June 11, 2010\\Equity Low Priced Report'
df = ''
def __init__(self, date1, threshold, advthreshold):
self.date1 = date1
self.date2 = date1
self.date3 = date1
self.threshold = threshold
self.advthreshold = advthreshold
def __str__(self):
