def downloadHistData(self, startDate=(2010,1,1),endDate=date.today().timetuple()[:3],\
source = 'yahoo'):
'''
get historical OHLC data from a data source (yahoo is default)
startDate and endDate are tuples in form (d,m,y)
'''
self.log.debug('Getting OHLC data')
self.ohlc = getHistoricData(self.name, startDate, endDate)
def _getYahooData(self, startDate=(2007, 1, 1)):
""" fetch historic data """
data = {}
for symbol in self.symbols:
print 'Downloading %s' % symbol
data[symbol] = (getHistoricData(symbol, startDate)['adj_close'])
self.histClose = DataFrame(data).dropna()
def _getYahooData(self, startDate=(2007,1,1)):
""" fetch historic data """
data = {}
for symbol in self.symbols:
print 'Downloading %s' % symbol
data[symbol]=(yahoo.getHistoricData(symbol,startDate)['adj_close'] )
self.price = pd.DataFrame(data).dropna()
def downloadHistData(self, startDate=(2010,1,1),endDate=date.today().timetuple()[:3],\
source = 'yahoo'):
'''
get historical OHLC data from a data source (yahoo is default)
startDate and endDate are tuples in form (d,m,y)
'''
self.log.debug('Getting OHLC data')
self.ohlc = yahoo.getHistoricData(self.name,startDate,endDate)
def _missingDates(self):
''' check for missing dates based on spy data'''
print 'Getting yahoo data to determine business dates... ',
spy = yf.getHistoricData('SPY',sDate = (2010,1,1))
busDates = [d.date() for d in spy.index ]
print 'Date range: ', busDates[0] ,'-', busDates[-1]
missing = []
for d in busDates:
if d not in self.dates:
missing.append(d)
return missing