''' Created on Jul 8, 2015 @author: shaunz ''' from QuandlAPI import QuandlAPI from influxdb.influxdb08 import DataFrameClient from QuandlTicker import Quandl_ticker_list import timeit quandl = QuandlAPI() df = DataFrameClient('localhost', 8086, 'root', 'root') if({'name':'Quandl'} not in df.get_list_database()): df.create_database('Quandl') df.switch_database('Quandl') for series in df.get_list_series(): df.delete_series(series) start = timeit.default_timer() for item in Quandl_ticker_list: results = quandl.get_series(item[1],item[2],item[3]) results = results.replace(to_replace='NaN',value='.') print item df.write_points({item[0]:results}) print 'total time in seconds: %.2f' % (timeit.default_timer() - start)
[ 'cpi_us_communication_yoy', '(cpi_us_communication/lag(cpi_us_communication,12)-1)*100' ], [ 'wage_us_yoy', '(wage_us_weekly_nonsupervisory/lag(wage_us_weekly_nonsupervisory,12)-1)*100' ], [ 'wti_yoy', '(avg(wti_spot,M)/lag(avg(wti_spot,M),12)-1)*100' ], [ 'zillow_median_sale_price_yoy', '(zillow_median_sale_price/lag(zillow_median_sale_price,12)-1)*100' ], [ 'ng_yoy', '(ng_hh_spot/lag(ng_hh_spot,12)-1)*100' ], [ 'gdp_us_yoy', '(gdp_us/lag(gdp_us,4)-1)*100' ], ] processed_list = [ [ 'wage_lag_15m', 'mlag(wage_us_yoy,15)' ], [ 'zillow_median_sale_price_15m', 'mlag(zillow_median_sale_price_yoy,15)' ], ] df = DataFrameClient('localhost',8086,'root','root') if({'name':'Econ'} not in df.get_list_database()): df.create_database('Econ') df.switch_database('Econ') #add all items in interested list start = timeit.default_timer() for item in interest_list: if item[0] in df.get_list_series(): df.delete_series(item[0]) results = influx_Fred.interpret(item[1]) results = results.replace(to_replace='NaN',value='.') results = DataFrame({'value':results['value']}) df.write_points({item[0]:results}) print item print 'total time in seconds: %.2f' % (timeit.default_timer() - start)
''' Created on Jul 2, 2015 @author: shaunz ''' from influxdb.influxdb08 import DataFrameClient from pandas import DataFrame from FredAPI import FredLink from FredLink.FredTicker import Fred_ticker_list import timeit fred = FredLink() df = DataFrameClient('localhost', 8086, 'root', 'root') if({'name':'FRED'} not in df.get_list_database()): df.create_database('FRED') df.switch_database('FRED') for series in df.get_list_series(): df.delete_series(series) start = timeit.default_timer() for item in Fred_ticker_list: results = fred.get_series(item[1]) results = results.replace(to_replace='NaN',value='.') data = DataFrame({'value': results}) print item df.write_points({item[0]:data}) print 'total time in seconds: %.2f' % (timeit.default_timer() - start)