market = Market(market_data_generator=MarketDataGenerator())
# We can grab market data, by using MarketDataRequest objects
# However, sometimes we might wish to create more freeform requests
# eg. if we have tickers stored in a spreadsheet)
# eg. from a single string (either for predefined tickers or any tickers/vendor_tickers combinations we want)
# Here, we show how to this, and also how to call tickers which are already predefined in the CSV config files
# Now we will try various examples with Bloomberg
# only works if you have Bloomberg terminal installed and the Python API!
# In this case, we are using the special 'fx' category
md_request = MarketDataRequest(start_date='week', category='fx', data_source='bloomberg')
# Let's try creating a MarketDataRequest overwrites in the tickers field
md_request.freeform_md_request = [{'tickers' : ['AUDJPY']}, {'tickers' : ['AUDJPY', 'AUDUSD']}]
md_request_list = market.create_md_request_from_freeform(md_request)
print(md_request_list)
# Now, we can do the same thing with a more complicated overwrite
md_request.freeform_md_request = [{'tickers' : ['AUDJPY'], 'fields' : 'close'},
{'tickers' : ['AUDJPY', 'AUDUSD'], 'fields' : 'close'}]
md_request_list = market.create_md_request_from_freeform(md_request)
print(md_request_list)
# We can also create MarketDataRequest by passing a str that relates to predefined tickers
md_request = market.create_md_request_from_str('backtest.fx.bloomberg.daily.NYC.EURUSD.close')
# tickers/vendor_tickers combinations we want)
# Here, we show how to this, and also how to call tickers which are
# already predefined in the CSV config files
# Now we will try various examples with Bloomberg
# only works if you have Bloomberg terminal installed and the Python API!
# In this case, we are using the special "fx" category
md_request = MarketDataRequest(start_date="week",
category="fx",
data_source="bloomberg")
# Let"s try creating a MarketDataRequest overwrites in the tickers field
md_request.freeform_md_request = [{
"tickers": ["AUDJPY"]
}, {
"tickers": ["AUDJPY", "AUDUSD"]
}]
md_request_list = market.create_md_request_from_freeform(md_request)
print(md_request_list)
# Now, we can do the same thing with a more complicated overwrite
md_request.freeform_md_request = [{
"tickers": ["AUDJPY"],
"fields": "close"
}, {
"tickers": ["AUDJPY", "AUDUSD"],
"fields": "close"
}]
