def get_ETF_data(self, tickers) : data = {} settings = Settings() coll = settings.get_mongo_coll('ETF', 'Quandl', local=True) for t in tickers: l = list(coll.find({'name':t})) if l == []: print 'ticker {t} cannot be found'.format(t=t) continue df = pd.DataFrame(l) df['Date'] = pd.to_datetime(df['Date'] * 1000 * 1000) df['price'] = df['Close'] df['volume'] = df['Volume'] df = df.set_index('Date') df = df.sort_index() try : df.index = df.index.tz_localize('UTC') except : df.index = df.index.tz_convert('UTC') data[t] = df return data
def get_ETF_data(self, tickers): data = {} settings = Settings() coll = settings.get_mongo_coll('ETF', 'Quandl', local=True) for t in tickers: l = list(coll.find({'name': t})) if l == []: print 'ticker {t} cannot be found'.format(t=t) continue df = pd.DataFrame(l) df['Date'] = pd.to_datetime(df['Date'] * 1000 * 1000) df['price'] = df['Close'] df['volume'] = df['Volume'] df = df.set_index('Date') df = df.sort_index() try: df.index = df.index.tz_localize('UTC') except: df.index = df.index.tz_convert('UTC') data[t] = df return data
def get_Fred_data(self, tickers) : data = {} settings = Settings() coll = settings.get_mongo_coll('Fred', local=True) for t in tickers: df = pd.DataFrame(list(coll.find({'name': t}))) df['Date'] = pd.to_datetime(df['Date'] * 1000 * 1000) df = df.set_index('Date') df = df.sort_index() try : df.index = df.index.tz_localize('UTC') except : df.index = df.index.tz_convert('UTC') data[t] = df return data
def get_Fred_data(self, tickers): data = {} settings = Settings() coll = settings.get_mongo_coll('Fred', local=True) for t in tickers: df = pd.DataFrame(list(coll.find({'name': t}))) df['Date'] = pd.to_datetime(df['Date'] * 1000 * 1000) df = df.set_index('Date') df = df.sort_index() try: df.index = df.index.tz_localize('UTC') except: df.index = df.index.tz_convert('UTC') data[t] = df return data