def get_symbol_frame(**kwargs):
frame_type = kwargs['frame_type']
settle_date = kwargs['settle_date']
if frame_type == 'nasdaq':
symbol_address = nasdaq_symbol_address
elif frame_type == 'other':
symbol_address = other_symbol_address
output_dir = dn.get_directory_name(ext='stock_data')
file_name = output_dir + '/' + frame_type + '_' + str(settle_date) + '.pkl'
if os.path.isfile(file_name):
return pd.read_pickle(file_name)
else:
datetime_now = dt.datetime.now()
if datetime_now.weekday() in [5, 6]:
last_settle_date = exp.doubledate_shift_bus_days()
elif 100 * datetime_now.hour + datetime_now.minute > 930:
last_settle_date = cu.get_doubledate()
else:
last_settle_date = exp.doubledate_shift_bus_days()
if settle_date == last_settle_date:
data_list = sd.download_txt_from_web(web_address=symbol_address)
column_names = data_list[0].decode('iso-8859-1').split("|")
parset_data_list = [
data_list[x].decode('iso-8859-1').split("|")
for x in range(1,
len(data_list) - 1)
]
symbol_frame = pd.DataFrame(parset_data_list, columns=column_names)
symbol_frame.to_pickle(file_name)
else:
symbol_frame = pd.DataFrame()
return symbol_frame
commodity_address = 'ftp://ftp.cmegroup.com/pub/settle/stlags'
equity_address = 'ftp://ftp.cmegroup.com/pub/settle/stleqt'
fx_address = 'ftp://ftp.cmegroup.com/pub/settle/stlcur'
interest_rate_address = 'ftp://ftp.cmegroup.com/pub/settle/stlint'
comex_futures_csv_address = 'ftp://ftp.cmegroup.com/pub/settle/comex_future.csv'
comex_options_csv_address = 'ftp://ftp.cmegroup.com/pub/settle/comex_option.csv'
nymex_futures_csv_address = 'ftp://ftp.cmegroup.com/pub/settle/nymex_future.csv'
nymex_options_csv_address = 'ftp://ftp.cmegroup.com/pub/settle/nymex_option.csv'
#folder_date = cu.get_doubledate()
folder_date = exp.doubledate_shift_bus_days()
options_data_dir = dn.get_dated_directory_extension(folder_date=folder_date,
ext='raw_options_data')
commodity_output = sd.download_txt_from_web(web_address=commodity_address)
equity_output = sd.download_txt_from_web(web_address=equity_address)
fx_output = sd.download_txt_from_web(web_address=fx_address)
interest_rate_output = sd.download_txt_from_web(
web_address=interest_rate_address)
comex_futures_output = sd.download_csv_from_web(
web_address=comex_futures_csv_address)
comex_options_output = sd.download_csv_from_web(
web_address=comex_options_csv_address)
nymex_futures_output = sd.download_csv_from_web(
web_address=nymex_futures_csv_address)
nymex_options_output = sd.download_csv_from_web(
web_address=nymex_options_csv_address)
import ta.prepare_daily as prep
commodity_address = 'ftp://ftp.cmegroup.com/pub/settle/stlags'
equity_address = 'ftp://ftp.cmegroup.com/pub/settle/stleqt'
fx_address = 'ftp://ftp.cmegroup.com/pub/settle/stlcur'
interest_rate_address = 'ftp://ftp.cmegroup.com/pub/settle/stlint'
comex_futures_csv_address = 'ftp://ftp.cmegroup.com/pub/settle/comex_future.csv'
comex_options_csv_address = 'ftp://ftp.cmegroup.com/pub/settle/comex_option.csv'
nymex_futures_csv_address = 'ftp://ftp.cmegroup.com/pub/settle/nymex_future.csv'
nymex_options_csv_address = 'ftp://ftp.cmegroup.com/pub/settle/nymex_option.csv'
folder_date = cu.get_doubledate()
options_data_dir = dn.get_dated_directory_extension(folder_date=folder_date, ext='raw_options_data')
commodity_output = sd.download_txt_from_web(web_address=commodity_address)
equity_output = sd.download_txt_from_web(web_address=equity_address)
fx_output = sd.download_txt_from_web(web_address=fx_address)
interest_rate_output = sd.download_txt_from_web(web_address=interest_rate_address)
comex_futures_output = sd.download_csv_from_web(web_address=comex_futures_csv_address)
comex_options_output = sd.download_csv_from_web(web_address=comex_options_csv_address)
nymex_futures_output = sd.download_csv_from_web(web_address=nymex_futures_csv_address)
nymex_options_output = sd.download_csv_from_web(web_address=nymex_options_csv_address)
with open(options_data_dir + '/commodity.pkl', 'wb') as handle:
pickle.dump(commodity_output, handle)
with open(options_data_dir + '/equity.pkl', 'wb') as handle:
pickle.dump(equity_output, handle)