def get_ohlcv(self, symbol, params={}):
custom_params = deep_extend(self.ohlcv_headers, params)
headers = {
'url': self.urls['chart'],
'symbol': symbol,
'data_fields': custom_params['data_fields'],
'frequency': chart_time_interval_dct[custom_params['frequency']],
}
params = deep_extend(custom_params, headers)
return self._get_ohlcv(params)
def __init__(self, symbol, params={}):
self.base = deep_extend(self.base, params)
pure_symbol, suffix, asset_type = symbol.split(' ')[:]
base = {
'info': {
'type': 'bloomberg',
'symbol': symbol,
'pure_symbol': pure_symbol,
'suffix': suffix,
},
'symbol': pure_symbol,
'asset_type': asset_type
}
self.base = deep_extend(self.base, base)
def get_events(self, symbol, params={}):
custom_params = deep_extend(self.events_headers, params)
headers = {
'symbol':
symbol,
'data_fields':
custom_params['data_fields'],
'req_data_fields': [
hist_fields_dct[field]
for field in self.events_headers['data_fields']
],
'frequency':
'daily'
}
params = deep_extend(custom_params, headers)
return self._get_events(params)
def get_ohlcv(self, symbol, params={}):
custom_params = deep_extend(self.ohlcv_headers, params)
custom_params['data_fields'].append('ADJ_CLOSE') if custom_params['adjusted'] == True and 'ADJ_CLOSE' not in \
custom_params['data_fields'] else True
headers = {
'symbol':
symbol,
'data_fields':
custom_params['data_fields'],
'req_data_fields':
[hist_fields_dct[field] for field in custom_params['data_fields']],
'frequency':
time_interval_dct[custom_params['frequency']],
}
params = deep_extend(custom_params, headers)
return self._get_ohlcv(params)
def get_ohlcv_curl(self, symbol, params={}):
custom_params = deep_extend(self.ohlcv_headers, params)
headers = {
'url':
self.urls['ohlcv'],
'symbol':
symbol,
'data_fields':
custom_params['data_fields'],
'req_data_fields':
[hist_fields_dct[field] for field in custom_params['data_fields']],
'frequency':
time_interval_dct[custom_params['frequency']],
}
params = deep_extend(custom_params, headers)
return self._get_ohlcv(params)
def yahoo(self, params={}):
base = deep_extend(self.base, params)
base_symbol = base['symbol']
base_symbol = base_symbol.replace('/', '-')
if base['info']['suffix'] == 'US':
y_symbol = '{}'.format(base_symbol)
elif suffix_yahoo_dic.get(base['info']['suffix'], None) is not None:
y_symbol = '{}.{}'.format(base_symbol,
suffix_yahoo_dic[base['info']['suffix']])
else:
y_symbol = '{}.{}'.format(base_symbol, base['info']['suffix'])
return y_symbol
def naver(self, params={}):
base = deep_extend(self.base, params)
return base['symbol']
def _base(self, params={}):
base = deep_extend(self.base, params)
return base['info']['symbol']
def yahoo(self, params={}):
base = deep_extend(self.base, params)
return base['symbol'] if base['info']['suffix'] == 'US' \
else '{}.{}'.format(base['symbol'], base['info']['suffix'])
