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
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
