def fcn(security, interval, startDate, endDate, event, kwargs):
from mDataStore.bloomberg import blp
blp1 = blp()
df = blp1.getIntradayHistoricData(security, interval, startDate,
endDate, event, **kwargs)
return df
def fcn(securities, fields, startDate, endDate, kwargs):
global blp1
from mDataStore.bloomberg import blp
# if blp1 is None:
blp1 = blp()
dfs = blp1.getHistoricData(securities, fields, startDate, endDate,
**kwargs)
return dfs
def fcn(feeder_id,
interval,
startDate,
endDate,
md,
event='TRADE',
mds=None,
**kwargs):
from mDataStore.bloomberg import blp
blp1 = blp()
df = blp1.getIntradayHistoricDataBA(feeder_id,
interval,
startDate,
endDate,
md,
event='TRADE',
mds=None,
**kwargs)
return df
def startBLP(self):
self.evenHandler = blpEventHandler1(self)
self.blp = blp(eventHandler=self.evenHandler)
def fcn(securities, fields, overrides, kwargs):
from mDataStore.bloomberg import blp
blp1 = blp()
res = blp1.getRefData(securities, fields, overrides, **kwargs)
return res