def missing_info(**kwargs) -> str:
"""
Full infomation for missing query
"""
func = kwargs.pop('func', 'unknown')
if 'ticker' in kwargs:
kwargs['ticker'] = kwargs['ticker'].replace('/', '_')
info = utils.to_str(kwargs, fmt='{value}', sep='/')[1:-1]
return f'{func}/{info}'
def missing_info(**kwargs) -> str:
"""
Full infomation for missing query
"""
func = kwargs.pop('func', 'unknown')
if 'ticker' in kwargs: kwargs['ticker'] = kwargs['ticker'].replace('/', '_')
for dt in ['dt', 'start_dt', 'end_dt', 'start_date', 'end_date']:
if dt not in kwargs: continue
kwargs[dt] = utils.fmt_dt(kwargs[dt])
info = utils.to_str(kwargs, fmt='{value}', sep='/')[1:-1]
return f'{func}/{info}'
def info_key(ticker: str, dt, typ='TRADE', **kwargs):
"""
Generate key from given info
Args:
ticker: ticker name
dt: date to download
typ: [TRADE, BID, ASK, BID_BEST, ASK_BEST, BEST_BID, BEST_ASK]
**kwargs: other kwargs
Returns:
str
Examples:
>>> info_key('X US Equity', '2018-02-01', OtherInfo='Any')
'{ticker=X US Equity, dt=2018-02-01, typ=TRADE, OtherInfo=Any}'
"""
return utils.to_str(
dict(ticker=ticker,
dt=pd.Timestamp(dt).strftime('%Y-%m-%d'),
typ=typ,
**kwargs))
def ref_file(
ticker: str, fld: str, has_date=False, cache=False, ext='parq', **kwargs
) -> str:
"""
Data file location for Bloomberg reference data
Args:
ticker: ticker name
fld: field
has_date: whether add current date to data file
cache: if has_date is True, whether to load file from latest cached
ext: file extension
**kwargs: other overrides passed to ref function
Returns:
file location
Examples:
>>> import shutil
>>>
>>> os.environ['BBG_ROOT'] = ''
>>> ref_file('BLT LN Equity', fld='Crncy') == ''
True
>>> os.environ['BBG_ROOT'] = '/data/bbg'
>>> ref_file('BLT LN Equity', fld='Crncy', cache=True)
'/data/bbg/Equity/BLT LN Equity/Crncy/ovrd=None.parq'
>>> ref_file('BLT LN Equity', fld='Crncy')
''
>>> cur_dt = utils.cur_time(tz=utils.DEFAULT_TZ)
>>> ref_file(
... 'BLT LN Equity', fld='DVD_Hist_All', has_date=True, cache=True,
... ).replace(cur_dt, '[cur_date]')
'/data/bbg/Equity/BLT LN Equity/DVD_Hist_All/asof=[cur_date], ovrd=None.parq'
>>> ref_file(
... 'BLT LN Equity', fld='DVD_Hist_All', has_date=True,
... cache=True, DVD_Start_Dt='20180101',
... ).replace(cur_dt, '[cur_date]')[:-5]
'/data/bbg/Equity/BLT LN Equity/DVD_Hist_All/asof=[cur_date], DVD_Start_Dt=20180101'
>>> sample = 'asof=2018-11-02, DVD_Start_Dt=20180101, DVD_End_Dt=20180501.pkl'
>>> root_path = 'xbbg/tests/data'
>>> sub_path = f'{root_path}/Equity/AAPL US Equity/DVD_Hist_All'
>>> os.environ['BBG_ROOT'] = root_path
>>> for tmp_file in files.all_files(sub_path): os.remove(tmp_file)
>>> files.create_folder(sub_path)
>>> sample in shutil.copy(f'{root_path}/{sample}', sub_path)
True
>>> new_file = ref_file(
... 'AAPL US Equity', 'DVD_Hist_All', DVD_Start_Dt='20180101',
... has_date=True, cache=True, ext='pkl'
... )
>>> new_file.split('/')[-1] == f'asof={cur_dt}, DVD_Start_Dt=20180101.pkl'
True
>>> old_file = 'asof=2018-11-02, DVD_Start_Dt=20180101, DVD_End_Dt=20180501.pkl'
>>> old_full = '/'.join(new_file.split('/')[:-1] + [old_file])
>>> updated_file = old_full.replace('2018-11-02', cur_dt)
>>> updated_file in shutil.copy(old_full, updated_file)
True
>>> exist_file = ref_file(
... 'AAPL US Equity', 'DVD_Hist_All', DVD_Start_Dt='20180101',
... has_date=True, cache=True, ext='pkl'
... )
>>> exist_file == updated_file
False
>>> exist_file = ref_file(
... 'AAPL US Equity', 'DVD_Hist_All', DVD_Start_Dt='20180101',
... DVD_End_Dt='20180501', has_date=True, cache=True, ext='pkl'
... )
>>> exist_file == updated_file
True
"""
data_path = os.environ.get(assist.BBG_ROOT, '').replace('\\', '/')
if (not data_path) or (not cache): return ''
proper_ticker = ticker.replace('/', '_')
cache_days = kwargs.pop('cache_days', 10)
root = f'{data_path}/{ticker.split()[-1]}/{proper_ticker}/{fld}'
if len(kwargs) > 0: info = utils.to_str(kwargs)[1:-1].replace('|', '_')
else: info = 'ovrd=None'
# Check date info
if has_date:
cur_dt = utils.cur_time()
missing = f'{root}/asof={cur_dt}, {info}.{ext}'
to_find = re.compile(rf'{root}/asof=(.*), {info}\.pkl')
cur_files = list(filter(to_find.match, sorted(
files.all_files(path_name=root, keyword=info, ext=ext)
)))
if len(cur_files) > 0:
upd_dt = to_find.match(cur_files[-1]).group(1)
diff = pd.Timestamp('today') - pd.Timestamp(upd_dt)
if diff >= pd.Timedelta(days=cache_days): return missing
return sorted(cur_files)[-1]
else: return missing
else: return f'{root}/{info}.{ext}'
def ref_file(ticker: str,
fld: str,
has_date=False,
cache=False,
ext='parq',
**kwargs) -> str:
"""
Data file location for Bloomberg reference data
Args:
ticker: ticker name
fld: field
has_date: whether add current date to data file
cache: if has_date is True, whether to load file from latest cached
ext: file extension
**kwargs: other overrides passed to ref function
Returns:
str: file location
Examples:
>>> import shutil
>>>
>>> os.environ['BBG_ROOT'] = ''
>>> ref_file('BLT LN Equity', fld='Crncy') == ''
True
>>> os.environ['BBG_ROOT'] = '/data/bbg'
>>> ref_file('BLT LN Equity', fld='Crncy', cache=True)
'/data/bbg/Equity/BLT LN Equity/Crncy/ovrd=None.parq'
>>> ref_file('BLT LN Equity', fld='Crncy')
''
>>> cur_dt_ = utils.cur_time(tz=utils.DEFAULT_TZ)
>>> ref_file(
... 'BLT LN Equity', fld='DVD_Hist_All', has_date=True, cache=True,
... ).replace(cur_dt_, '[cur_date]')
'/data/bbg/Equity/BLT LN Equity/DVD_Hist_All/asof=[cur_date], ovrd=None.parq'
>>> ref_file(
... 'BLT LN Equity', fld='DVD_Hist_All', has_date=True,
... cache=True, DVD_Start_Dt='20180101',
... ).replace(cur_dt_, '[cur_date]')[:-5]
'/data/bbg/Equity/BLT LN Equity/DVD_Hist_All/asof=[cur_date], DVD_Start_Dt=20180101'
>>> sample = 'asof=2018-11-02, DVD_Start_Dt=20180101, DVD_End_Dt=20180501.pkl'
>>> root_path = 'xbbg/tests/data'
>>> sub_path = f'{root_path}/Equity/AAPL US Equity/DVD_Hist_All'
>>> os.environ['BBG_ROOT'] = root_path
>>> for tmp_file in files.all_files(sub_path): os.remove(tmp_file)
>>> files.create_folder(sub_path)
>>> sample in shutil.copy(f'{root_path}/{sample}', sub_path)
True
>>> new_file = ref_file(
... 'AAPL US Equity', 'DVD_Hist_All', DVD_Start_Dt='20180101',
... has_date=True, cache=True, ext='pkl'
... )
>>> new_file.split('/')[-1] == f'asof={cur_dt_}, DVD_Start_Dt=20180101.pkl'
True
>>> old_file = 'asof=2018-11-02, DVD_Start_Dt=20180101, DVD_End_Dt=20180501.pkl'
>>> old_full = '/'.join(new_file.split('/')[:-1] + [old_file])
>>> updated_file = old_full.replace('2018-11-02', cur_dt_)
>>> updated_file in shutil.copy(old_full, updated_file)
True
>>> exist_file = ref_file(
... 'AAPL US Equity', 'DVD_Hist_All', DVD_Start_Dt='20180101',
... has_date=True, cache=True, ext='pkl'
... )
>>> exist_file == updated_file
False
>>> exist_file = ref_file(
... 'AAPL US Equity', 'DVD_Hist_All', DVD_Start_Dt='20180101',
... DVD_End_Dt='20180501', has_date=True, cache=True, ext='pkl'
... )
>>> exist_file == updated_file
True
"""
data_path = os.environ.get(overrides.BBG_ROOT, '').replace('\\', '/')
if (not data_path) or (not cache): return ''
proper_ticker = ticker.replace('/', '_')
cache_days = kwargs.pop('cache_days', 10)
root = f'{data_path}/{ticker.split()[-1]}/{proper_ticker}/{fld}'
ref_kw = {k: v for k, v in kwargs.items() if k not in overrides.PRSV_COLS}
if len(ref_kw) > 0: info = utils.to_str(ref_kw)[1:-1].replace('|', '_')
else: info = 'ovrd=None'
# Check date info
if has_date:
cache_file = f'{root}/asof=[cur_date], {info}.{ext}'
cur_dt = utils.cur_time()
start_dt = pd.date_range(end=cur_dt, freq=f'{cache_days}D',
periods=2)[0]
for dt in pd.date_range(start=start_dt, end=cur_dt,
normalize=True)[1:][::-1]:
cur_file = cache_file.replace('[cur_date]',
dt.strftime("%Y-%m-%d"))
if files.exists(cur_file): return cur_file
return cache_file.replace('[cur_date]', cur_dt)
return f'{root}/{info}.{ext}'
