def refresh_eod_data_all(): tick_sym_all = d_un.retrieve('US_Universe_Cur')['Ticker'].values de_listed = [] for i in tick_sym_all: print('Processing %s' % i) x = _refresh_eod_data(i, d_rw) if np.isnan(x): de_listed.append(i) # add code to remove delisted stocks if len(de_listed) > 0: tick_data = d_un.retrieve('US_Universe_Cur') de_idx = [j for j, i in enumerate(tick_data['Ticker'].values.astype('str')) if i in de_listed] lst_idx = [i for i in list(range(0, tick_data.shape[0])) if i not in de_idx] tick_data = tick_data[lst_idx, :] d_un.store('US_Universe_Cur', tick_data) # recreate cluster files crct.create_clusters_in_univ_file() crct.save_listed_clusters()
def rectify_univ(): pos_merger_all = [] for i in range(0, 8): if i != 6: lev = d_comb[i].retrieve('Lev_CC_30D') levi = lev[lev.shape[0]-1, lev.tick_cols()].values.astype(float) levi1 = np.where(levi > 2)[0] pos_merger = [j for i, j in enumerate(lev.tick_cols()) if i in levi1] if len(pos_merger) > 0: pos_merger_all += pos_merger if len(pos_merger_all) > 0: tick_data = d_un.retrieve('US_Universe_Cur') de_idx = [j for j, i in enumerate(tick_data['Ticker'].values.astype('str')) if i in pos_merger_all] lst_idx = [i for i in list(range(0, tick_data.shape[0])) if i not in de_idx] tick_data = tick_data[lst_idx, :] d_un.store('US_Universe_Cur', tick_data) crct.create_clusters_in_univ_file() crct.save_listed_clusters() crpc.create_combined_data() crpc.generate_adv() crpc.generate_ret() refresh_stats() return None