import pandas as pd
from datetime import datetime
from pydatastream import Datastream
from utils import write_pickle
from private import DS_USERNAME, DS_PASSWORD
DWE = Datastream(username=DS_USERNAME, password=DS_PASSWORD)
def get_prices(mnem, date_from, date_to):
template = '{}(RI)~~USD'.format(mnem)
data = DWE.fetch(template, date_from=date_from, date_to=date_to)
return data['P'].rename(mnem)
holdings = pd.read_csv('assets/holdings.csv')
date_from = datetime(2016, 12, 31)
date_to = datetime(2017, 12, 31)
prices = []
exceptions = []
for i, row in holdings.iterrows():
try:
print(i / len(holdings))
prices.append(get_prices(row['ISIN'], date_from, date_to))
except Exception as error:
print(error)
print(row['ISIN'])
exceptions.append(row['ISIN'])
print('Re-download exceptions')
for isin in exceptions:
def DatastreamInit():
from pydatastream import Datastream
key = getkey("datastream")
return Datastream(username=key.user, password=key.password)