def num_tkrs_in_bundle(bundle_name):
return len(get_ticker_sid_dict_from_bundle(bundle_name))
if __name__ == '__main__':
fields = ['member']
dimensions = ['SP500']
from zipline.data.bundles.core import register
from alphacompiler.data.loaders.sep_quandl import from_sep_dump
BUNDLE_NAME = 'sep'
register(
BUNDLE_NAME,
from_sep_dump('.'),
)
num_tickers = num_tkrs_in_bundle(BUNDLE_NAME)
print('number of tickers: ', num_tickers)
all_tickers_for_bundle(fields, dimensions,
'sep') # downloads the data to /raw
pack_sparse_data(
num_tickers + 1, # number of tickers in buldle + 1
os.path.join(BASE, RAW_FLDR),
fields,
ZIPLINE_DATA_DIR + FN) # write directly to the zipline data dir
print("this worked master")
def demo():
# demo works on free data
tickers = {"WMT": 3173, "HD": 2912, "DOGGY": 69, "CSCO": 2809}
fields = ["GP", "CAPEX", "EBIT", "ASSETS"]
populate_raw_data(tickers, fields)
def all_tickers_for_bundle(fields,
bundle_name,
raw_path=os.path.join(BASE, RAW_FLDR)):
tickers = get_ticker_sid_dict_from_bundle(bundle_name)
#populate_raw_data({"WMT":3173, "HD":2912, "DOGGY":69, "CSCO":2809}, fields, raw_path)
populate_raw_data(tickers, fields, raw_path)
return len(tickers)
if __name__ == '__main__':
#demo()
#fields = ["ROE_ART", "BVPS_ARQ", "SPS_ART", "FCFPS_ARQ", "PRICE"]
fields = ["marketcap", "pb"]
num_tickers = all_tickers_for_bundle(fields, 'quantopian-quandl')
pack_sparse_data(
num_tickers + 1, # number of tickers in buldle + 1
os.path.join(BASE, RAW_FLDR),
fields,
os.path.join(BASE, FN))
print("this worked boss")
else:
all_fields = all_fields.join(df) # join data of all fields
# write to file: raw/
all_fields.to_csv("{}/{}.csv".format(RAW_FLDR, sid))
except quandl.errors.quandl_error.NotFoundError:
print("error with ticker: {}".format(ticker))
def demo():
# demo works on free data
tickers = {"WMT": 3173, "HD": 2912, "DOGGY": 69, "CSCO": 2809}
fields = ["GP", "CAPEX", "EBIT", "ASSETS"]
populate_raw_data(tickers, fields)
def all_tickers_for_bundle(fields):
tickers = get_ticker_sid_dict_from_bundle('quantopian-quandl')
populate_raw_data(tickers, fields)
if __name__ == '__main__':
#demo()
fields = ["ROE_ART", "BVPS_ARQ", "SPS_ART", "FCFPS_ARQ", "PRICE"]
#all_tickers_for_bundle()
pack_sparse_data(3193, BASE + RAW_FLDR, fields, BASE + FN)
print("this worked boss")