コード例 #1
0
ファイル: rebuild_samples.py プロジェクト: Cayman77/zipline
def main():
    start_date = pd.Timestamp('2014')
    end_date = pd.Timestamp('2015')
    symbols = ['AAPL', 'MSFT', 'BRK_A', 'ZEN']
    for sym in symbols:
        url = format_wiki_url(
            api_key=None,
            symbol=sym,
            start_date=start_date,
            end_date=end_date,
        )
        print("Fetching from %s" % url)
        response = requests.get(url)
        response.raise_for_status()

        path = zipfile_path(sym)
        print("Writing compressed data to %s" % path)
        write_compressed(path, response.content)
コード例 #2
0
def main():
    start_date = pd.Timestamp('2014')
    end_date = pd.Timestamp('2015')
    symbols = ['AAPL', 'MSFT', 'BRK_A', 'ZEN']
    for sym in symbols:
        url = format_wiki_url(
            api_key=None,
            symbol=sym,
            start_date=start_date,
            end_date=end_date,
        )
        print("Fetching from %s" % url)
        response = requests.get(url)
        response.raise_for_status()

        path = zipfile_path(sym)
        print("Writing compressed data to %s" % path)
        write_compressed(path, response.content)
コード例 #3
0
ファイル: rebuild_samples.py プロジェクト: 280185386/zipline
def main():
    start_date = pd.Timestamp('2014')
    end_date = pd.Timestamp('2015')
    symbols = 'AAPL', 'MSFT', 'BRK_A', 'ZEN'
    names = (
        'Apple Inc.',
        'Microsoft Corporation',
        'Berkshire Hathaway Inc. Class A',
        'Zendesk Inc',
    )
    print('Downloading equity data')
    for sym in symbols:
        url = format_wiki_url(
            api_key=None,
            symbol=sym,
            start_date=start_date,
            end_date=end_date,
        )
        print('Fetching from %s' % url)
        response = requests.get(url)
        response.raise_for_status()

        path = zipfile_path(sym)
        print('Writing compressed data to %s' % path)
        write_compressed(path, response.content)

    print('Writing mock metadata')
    cols = b'dataset_code,name,oldest_available_date,newest_available_date\n'
    metadata = cols + b'\n'.join(
        b','.join(map(methodcaller('encode', 'ascii'), (
            symbol,
            name,
            str(start_date.date()), str(end_date.date()))
        ))
        for symbol, name in zip(symbols, names)
    )
    path = zipfile_path('metadata-1')
    print('Writing compressed data to %s' % path)
    write_compressed(path, metadata)
    path = zipfile_path('metadata-2')
    print('Writing compressed data to %s' % path)
    write_compressed(path, cols)
コード例 #4
0
ファイル: rebuild_samples.py プロジェクト: daiab/neutron
def main():
    start_date = pd.Timestamp('2014')
    end_date = pd.Timestamp('2015')
    symbols = 'AAPL', 'MSFT', 'BRK_A', 'ZEN'
    names = (
        'Apple Inc.',
        'Microsoft Corporation',
        'Berkshire Hathaway Inc. Class A',
        'Zendesk Inc',
    )
    print('Downloading equity data')
    for sym in symbols:
        url = format_wiki_url(
            api_key=None,
            symbol=sym,
            start_date=start_date,
            end_date=end_date,
        )
        print('Fetching from %s' % url)
        response = requests.get(url)
        response.raise_for_status()

        path = zipfile_path(sym)
        print('Writing compressed data to %s' % path)
        write_compressed(path, response.content)

    print('Writing mock metadata')
    cols = b'dataset_code,name,oldest_available_date,newest_available_date\n'
    metadata = cols + b'\n'.join(b','.join(
        map(methodcaller('encode', 'ascii'),
            (symbol, name, str(start_date.date()), str(end_date.date()))))
                                 for symbol, name in zip(symbols, names))
    path = zipfile_path('metadata-1')
    print('Writing compressed data to %s' % path)
    write_compressed(path, metadata)
    path = zipfile_path('metadata-2')
    print('Writing compressed data to %s' % path)
    write_compressed(path, cols)