def fetchds_update(self):
quandl.ApiConfig.api_key = self.apiK
for code in self.qdcodes:
logger.info("Debug: code: " + code)
if self.dtype == 'tb':
ext = code.split("_")
logger.info("Debug: ext: " + str(ext[1]))
qdata = quandl.Datatable(str(ext[0]) + '/' +
str(ext[1])).data()
latest = str(qdata.meta['end_date'])
logger.info("Debug: latest: " + latest)
qdata = quandl.Datatable(str(ext[0]) + '/' + str(ext[1])).data(
params={'start_date': latest})
else:
dtable = self.tgtdata
if len(dtable) < 3:
dtable = dtable + str(dtable)[-1]
table = self.dynamodb.Table(dtable)
resp = table.scan(FilterExpression=Key('type').eq(code))
qdata = quandl.Dataset(self.tgtdata + '/' + code).data()
count = int(resp['Count'])
if count < 1:
last = str(qdata.meta['start_date'])
else:
last = resp['Items'][-1]['date']
latest = str(qdata.meta['end_date'])
qdata = quandl.Dataset(self.tgtdata + '/' +
code).data(params={
'start_date': last,
'end_date': latest
})
headers = qdata.column_names
logger.info("Debug: headers: " + str(headers))
qdata_list = qdata.to_list()
qlen = len(qdata_list)
qidx = 0 #qdata index
if self.dtype == 'ts': #set the date type fields and update index
headers[0] = 'date'
for i in range(qidx, qlen): #for each q data index
item = {}
if self.dtype == 'ts':
item = {"type": code}
hlen = len(headers)
for h in range(0, hlen):
item[headers[h]] = str(qdata_list[i][h])
# Define dtable to table name meets 3 char minimum
dtable = self.tgtdata
if len(dtable) < 3:
dtable = dtable + str(dtable)[-1]
table = self.dynamodb.Table(dtable)
item = json.dumps(item)
resp = table.put_item(Item=json.loads(item))
logger.info("put_item response...")
logger.info(json.dumps(resp, indent=4, cls=DecimalEncoder))
def before_trading_start(context, data):
# May need to increase the number of stocks
num_stocks = 50
context.fundamental_df = pipeline_output('fundamentals')
# Get blacklist of companies which returns a list of SIDs
blacklist = context.contract.getBlacklist()
set_do_not_order_list(blacklist)
# get current balance to determine capital_base
context.capital_base = context.contract.getBalance()
# update quandl fundamentals
context.fundamentals_quandl = quandl.Datatable('SF0').data().to_numpy()
def apply(self):
if self._subparser_name == 'test':
self._manager = WatchlistManager()
self._manager.addStock("ABC")
self._manager.addStock("123")
self._manager.addStock("UTR")
self._manager.showStockDf()
self._manager.removeStock("ABC")
self._manager.addStock("XYZ")
self._manager.showStockDf()
elif self._subparser_name == 'apikey':
yaml_dict = yaml.load(open('config/api_key.yaml'), Loader=yaml.CLoader)
print(yaml_dict['api_key'])
elif self._subparser_name == 'quandl':
yaml_dict = yaml.load(open('config/api_key.yaml'), Loader=yaml.CLoader)
key = yaml_dict['api_key']
if key == 'YOUR_KEY_HERE':
print('Error: The user needs to put their API Key for this software in config/api_key.yaml. See README.')
_sys.exit()
else:
quandl.ApiConfig.api_key = key
#data = quandl.Dataset('WIKI/AAPL').data(params={ 'limit': 1, 'page' : 2 })[0]
data = quandl.Datatable('ZACKS/P').data(params={'ticker': 'AAPL'})
for i in data.column_names:
print(i)
#print(data.data_fields())
print(data)
elif self._subparser_name == 'gui':
self._run_gui = True
def get_qmj():
today = datetime.today()
daily_data_date = (today - timedelta(100)).strftime('%Y-%m-%d')
data_list = []
cursor_id = None
while True:
data = quandl.Datatable('SHARADAR/SF1').data(
params={
'dimension': 'ARQ',
'datekey': {
'gte': daily_data_date
},
'qopts': {
'columns':
['datekey', 'ticker', 'revenue', 'cor', 'assets']
}
})
cursor_id = data.meta['next_cursor_id']
data_list.append(data)
if cursor_id is None:
break
data = data.to_pandas()
data = data.loc[data.groupby('ticker').datekey.idxmax(), :]
data['qmj'] = (data.revenue - data.cor) / data.assets
qmj = data.qmj**(1 / 3)
data.qmj = qmj
data.index = data['ticker'].values
data = data.drop(['datekey', 'revenue', 'cor', 'assets'], axis=1)
data = data.rename(columns={'ticker': 'symbol'})
qmjdf = pd.DataFrame(index=data.symbol,
data={
'qmj_t01': data.qmj,
'qmj_t02': data.qmj,
'qmj_t03': data.qmj,
'qmj_t04': data.qmj,
'qmj_t05': data.qmj,
'qmj_t06': data.qmj,
'qmj_t07': data.qmj,
'qmj_t08': data.qmj,
'qmj_t09': data.qmj,
'qmj_t10': data.qmj,
'symbol': data.symbol
})
return qmjdf
def fetchds(self):
quandl.ApiConfig.api_key = self.apiK
for code in self.qdcodes:
logger.info("Debug: code: " + code)
if self.dtype == 'tb':
ext = code.split("_")
logger.info("Debug: ext: " + str(ext[1]))
qdata = quandl.Datatable(str(ext[0]) + '/' +
str(ext[1])).data()
else:
qdata = quandl.Dataset(self.tgtdata + '/' + code).data()
headers = qdata.column_names
logger.info("Debug: headers: " + str(headers))
qdata_list = qdata.to_list()
qlen = len(qdata_list)
qidx = 0 #qdata index
if self.dtype == 'ts': #set the date type fields and update index
headers[0] = 'date'
for i in range(qidx, qlen): #for each q data index
item = {}
if self.dtype == 'ts':
item = {"type": code}
hlen = len(headers)
for h in range(0, hlen):
item[headers[h]] = str(qdata_list[i][h])
# Define dtable to table name meets 3 char minimum
dtable = self.tgtdata
if len(dtable) < 3:
dtable = dtable + str(dtable)[-1]
table = self.dynamodb.Table(dtable)
item = json.dumps(item)
resp = table.put_item(Item=json.loads(item))
logger.info("put_item response...")
logger.info(json.dumps(resp, indent=4, cls=DecimalEncoder))
def get_table_metadata(self):
'''Make a metadata requestfor a specific table'''
metadata = quandl.Datatable(self.datatable_code).data().meta
return metadata