def get_vxmt_daily():
url = 'http://www.cboe.com/publish/ScheduledTask/MktData/datahouse/vxmtdailyprices.csv'
content = HttpHelper.http_get(url)
records = content.split('\r\n')[3:-1]
yahoo_records = ['Date,Open,High,Low,Close,Adj Close,Volume'] + map(CBOEScraper.to_yahoo_format, records)
yahoo_content = '\r\n'.join(yahoo_records)
path = PathMgr.get_historical_etf_path('^VXMT')
write_to_file(path, yahoo_content)
def ingest_all_historical_etf(date_from = '1993-01-29', date_to=None, symbols=None):
if symbols is None:
symbols = Symbols.get_all_symbols()
date_to = date_to or datetime.date.today().strftime("%Y-%m-%d")
logger = Logger(__name__, PathMgr.get_log_path())
for symbol in symbols:
logger.info('ingest for %s...' % symbol)
path = PathMgr.get_historical_etf_path(symbol)
content = YahooScraper.download_quote2(symbol, date_from, date_to)
write_to_file(path, content)
time.sleep(1)
def insert_all(self):
for symbol in Symbols.get_all_symbols():
self.logger.info('insert data for %s...' % symbol)
path = PathMgr.get_historical_etf_path(symbol)
df = pd.read_csv(path)
self.insert(symbol, df)
def save_all(self, symbols=Symbols.get_all_symbols()):
for symbol in symbols:
self.logger.info('save data for %s...' % symbol)
path = PathMgr.get_historical_etf_path(symbol)
df = pd.read_csv(path)
self.save(symbol, df)