def get_fx_spot_series(self) -> pd.Series: ds = Dataset('WMFXSPOT') coverage = ds.get_coverage() cross = self.currency + '/' + self.source_asset.currency asset_id = coverage[coverage['name'] == cross]['assetId'].values[0] time_series = ds.get_data(assetId=asset_id, start=dt.date(1970, 1, 1))['midPrice'] time_series = time_series[~time_series.index.duplicated(keep='last')] time_series.name = cross return time_series
# test API connectivity request_url = 'https://api.marquee.gs.com/v1/users/self' request = session.get(url=request_url) print(request.text) ''' from datetime import date from gs_quant.data import Dataset from gs_quant.markets.securities import SecurityMaster, AssetIdentifier from gs_quant.session import GsSession client_id = '' client_secret = '' scopes = GsSession.Scopes.get_default() GsSession.use(client_id=client_id, client_secret=client_secret, scopes=scopes) ds = Dataset('USCANFPP_MINI') print (ds) gsids = ds.get_coverage()['gsid'].values.tolist() df = ds.get_data(date(2012, 7, 2), date(2017, 6, 30), gsid=gsids[0:5]) print (df) for idx, row in df.iterrows(): marqueeAssetId = row['assetId'] asset = SecurityMaster.get_asset(marqueeAssetId, AssetIdentifier.MARQUEE_ID) df.loc[df['assetId'] == marqueeAssetId, 'assetName'] = asset.name print (df)
from datetime import date from gs_quant.data import Dataset from gs_quant.markets.securities import SecurityMaster, AssetIdentifier from gs_quant.session import GsSession import pandas as pd itdoesntmatterjustdowhatever = open("data_raw.txt", 'w') #sys.stdout = itdoesntmatterjustdowhatever client_id = "b2a0a48a91854045b5c7eb12c8973901" client_secret = "2cb4ec68204ddee53a1a892ea70ee110bc5db9c30aa04024336d69ea9e4fafc6" scopes = GsSession.Scopes.get_default() GsSession.use(client_id=client_id, client_secret=client_secret, scopes=scopes) ds = Dataset("USCANFPP_MINI") gsids = ds.get_coverage()["gsid"].values.tolist() data = ds.get_data(date(2017, 1, 15), date(2018, 1, 15), gsid=gsids[0:5]) print(data.head()) for idx, row in data.iterrows(): marqueeAssetId = row["assetId"] asset = SecurityMaster.get_asset(marqueeAssetId, AssetIdentifier.MARQUEE_ID) data.loc[data["assetId"] == marqueeAssetId, "assetName"] = asset.name print(data.head()) itdoesntmatterjustdowhatever.write(data.to_string())