def spotfx_from_csv_and_investing_dot_com(datapath,
ADD_TO_ARCTIC=True,
ADD_TO_CSV=True,
ADD_EXTRA_DATA=True):
# You can adapt this for different providers by changing these parameters
if ADD_EXTRA_DATA:
investingDotCom_csv_fx_prices = csvFxPricesData(
datapath=datapath, config=investing_dot_com_config)
if ADD_TO_ARCTIC:
arctic_fx_prices = arcticFxPricesData()
my_csv_fx_prices_data = csvFxPricesData()
list_of_ccy_codes = my_csv_fx_prices_data.get_list_of_fxcodes()
for currency_code in list_of_ccy_codes:
print(currency_code)
fx_prices_my_csv = my_csv_fx_prices_data.get_fx_prices(currency_code)
fx_prices = investingDotCom_csv_fx_prices.get_fx_prices(currency_code)
if ADD_EXTRA_DATA:
fx_prices_investingDotCom = investingDotCom_csv_fx_prices.get_fx_prices(
currency_code)
print("%d rows for my csv files, %d rows for investing.com" %
(len(fx_prices_my_csv), len(fx_prices_investingDotCom)))
# Merge;
last_date_in_my_csv = fx_prices_my_csv.index[-1]
fx_prices_investingDotCom = fx_prices_investingDotCom[
last_date_in_my_csv:]
fx_prices = pd.concat(
[fx_prices_my_csv, fx_prices_investingDotCom])
fx_prices = fx_prices.loc[~fx_prices.index.duplicated(
keep="first")]
else:
fx_prices = fx_prices_my_csv
print("%d rows to write for %s" % (len(fx_prices), currency_code))
if ADD_TO_CSV:
my_csv_fx_prices_data.add_fx_prices(currency_code,
fx_prices,
ignore_duplication=True)
if ADD_TO_ARCTIC:
arctic_fx_prices.add_fx_prices(currency_code,
fx_prices,
ignore_duplication=True)
def _get_fx_data_object(self):
pathname = self._resolve_path("spot_fx_data")
csv_fx_prices_data = csvFxPricesData(pathname)
csv_fx_prices_data.log = self.log
return csv_fx_prices_data
from sysdata.arctic.arctic_spotfx_prices import arcticFxPricesData
from sysdata.csv.csv_spot_fx import csvFxPricesData
import pandas as pd
ADD_TO_ARCTIC = True
ADD_TO_CSV = True
# You may need to change this!
# There must be ONLY fx prices here, with filenames "GBPUSD.csv" etc
INVESTING_DATA_PATH = "data.other_sources.investing_dot_com.spotfx"
if __name__ == '__main__':
# You can adapt this for different providers by changing these parameters
investingDotCom_csv_fx_prices = csvFxPricesData(
datapath=INVESTING_DATA_PATH,
price_column="Price",
date_column="Date",
date_format="%b %d, %Y")
if ADD_TO_ARCTIC:
arctic_fx_prices = arcticFxPricesData()
my_csv_fx_prices = csvFxPricesData()
list_of_ccy_codes = investingDotCom_csv_fx_prices.get_list_of_fxcodes()
for currency_code in list_of_ccy_codes:
print(currency_code)
fx_prices_investingDotCom = investingDotCom_csv_fx_prices.get_fx_prices(
currency_code)
fx_prices_my_csv = my_csv_fx_prices.get_fx_prices(currency_code)
def _get_fx_data_object(self):
pathname = self._resolve_path("spot_fx_data")
csv_fx_prices_data = csvFxPricesData(pathname)
csv_fx_prices_data.log = self.log
return csv_fx_prices_data
"""
Get FX prices from arctic and write to csv
WARNING WILL OVERWRITE EXISTING!
"""
from sysdata.arctic.arctic_spotfx_prices import arcticFxPricesData
from sysdata.csv.csv_spot_fx import csvFxPricesData
if __name__ == "__main__":
arctic_fx_prices = arcticFxPricesData()
csv_fx_prices = csvFxPricesData()
list_of_ccy_codes = csv_fx_prices.get_list_of_fxcodes()
for currency_code in list_of_ccy_codes:
fx_prices = arctic_fx_prices.get_fx_prices(currency_code)
print(fx_prices)
csv_fx_prices.add_fx_prices(currency_code,
fx_prices,
ignore_duplication=True)
"""
Get FX prices from Quandl and write to Arctic
"""
from sysdata.quandl.quandl_spotfx_prices import quandlFxPricesData
from sysdata.arctic.arctic_spotfx_prices import arcticFxPricesData
from sysdata.csv.csv_spot_fx import csvFxPricesData
# could get these from stdin
ADD_TO_ARCTIC = True
ADD_TO_CSV = False
if __name__ == '__main__':
quandl_fx_prices = quandlFxPricesData()
arctic_fx_prices = arcticFxPricesData()
csv_fx_prices = csvFxPricesData()
list_of_ccy_codes = quandl_fx_prices.get_list_of_fxcodes()
for currency_code in list_of_ccy_codes:
fx_prices = quandl_fx_prices.get_fx_prices(currency_code)
print(fx_prices)
if ADD_TO_CSV:
csv_fx_prices.add_fx_prices(currency_code, fx_prices)
if ADD_TO_ARCTIC:
arctic_fx_prices.add_fx_prices(currency_code, fx_prices)