#Examples
#CL H2 = WTI H12
def wsjfs_data(symbol):
coded = urllib.quote(symbol)
url = 'http://ifs.futuresource.com/charts/charts.jsp?cID=WSJ&iFSsymbols=%s&iFScompareTo=&iFSperiod=D&iFSvminutes=&iFSchartsize=800x550&iFSbardensity=LOW&iFSbartype=BAR&iFSstudies=&iFSohlc=true' % (coded)
print url
f = urllib.urlopen(url)
txt = f.read()
soup = BeautifulSoup(txt)
ars = soup.findAll('area')
data = map( lambda x: x['onmouseover'], ars)
splitre = re.compile('Date: *([0-9/]*) *Open: *([0-9.]*) *High: *([0-9.]*) *Low: *([0-9.]*) *Close: *([0-9.]*)')
df = DataFrame()
for row in data:
m = splitre.search(row)
if not m:
continue
S = { 'date' : Series([datetime.strptime(m.group(1), '%m/%d/%Y').date()]) }
for k,v in zip( ['open', 'high', 'low', 'close' ], [ m.group(2), m.group(3), m.group(4), m.group(5) ] ):
S[k] = Series([float(v)])
df = df.append(DataFrame(S), ignore_index=True)
return df
wsjfs_data_wrapped = wrap(wsjfs_data)
def wsjfs(p, ticker, element='close'):
df = wsjfs_data_wrapped( ticker )
return p.applyrange(Series(df[element],index=df['date'],name='%s'%(ticker)))
for row in m2[1:]:
pair_strs = row.split(',')
pairs = []
for ps in pair_strs:
ix = ps.index(':')
a,b = ps[1:ix-1], ps[ix+1:]
pairs.append( (a, b) )
S = {}
for p in pairs:
if p[1] == '' or 'UTime' in p[0]:
continue
elif 'Date' not in p[0]:
v = float(p[1])
else:
m = numsre.search(p[1])
v = float(m.group(0))
v = datetime.fromtimestamp(v/1000)
S[p[0]] = Series([v])
df = df.append(DataFrame(S),ignore_index=True)
ds = df['EndDate']
df['date'] = map(lambda x: x.date(), ds)
if df[-1:]['date'] == df[-2:-1]['date']:
df = df[:-1]
return df
bigcharts_data_wrapped = wrap(bigcharts_data)
def bigcharts(p, country, ticker, element='Last'):
df = bigcharts_data_wrapped( country, ticker )
return p.applyrange(Series(df[element],index=df['date'],name='%s:%s' %(country,ticker)))
import datetime
from tsdata.util import applyrange
from tsdata.func.cache import wrap
def bbgquote_data(ticker):
url = 'http://www.bloomberg.com/apps/data?pid=webpxta&Securities=%s&TimePeriod=5Y&Outfields=HDATE,PR005-H,PR006-H,PR007-H,PR008-H,PR013-H' % (ticker)
f = urllib2.build_opener(urllib2.HTTPCookieProcessor()).open(url)
txt = f.read()
f.close()
s = txt.splitlines()
df = DataFrame()
for row in s[1:-1]:
d,c,o,h,l,v = row.split('"')
d = int(d)
date = datetime.date(year = d / 10000, month = (d / 100) % 100, day = d % 100)
S = { 'date' : [date] }
for key,val in zip(['close','open','high','low','volume'],[c,o,h,l,v]):
try:
S[key] = [float(val.replace(',',''))]
except:
pass
df = df.append(DataFrame(S), ignore_index=True)
return df
bbgquote_data_wrapped = wrap(bbgquote_data,str.upper)
def bbgquote(p, ticker, element='close'):
df = bbgquote_data_wrapped(ticker)
ts = Series(df[element], index=df['date'])
return p.applyrange(ts)
