def _get_fx_prices_without_checking(self, currency_code):
new_log = self.log.setup(currency_code=currency_code)
ibfxcode = self._get_ibfxcode(currency_code)
if ibfxcode is missing_instrument:
new_log.warn(
"Can't get prices as missing IB config for %s" %
currency_code)
return fxPrices.create_empty()
ccy1, ccy2, invert = ibfxcode
raw_fx_prices = self.ibconnection.broker_get_daily_fx_data(
ccy1, ccy2=ccy2, bar_freq="D"
)
raw_fx_prices_as_series = raw_fx_prices["FINAL"]
if len(raw_fx_prices_as_series) == 0:
new_log.warn("No available IB prices for %s" % currency_code)
return fxPrices.create_empty()
# turn into a fxPrices
raw_fx_prices = fxPrices(raw_fx_prices_as_series)
if invert:
fx_prices = 1.0 / raw_fx_prices
else:
fx_prices = raw_fx_prices
new_log.msg("Downloaded %d prices" % len(fx_prices))
return fx_prices
def _get_fx_prices_without_checking(self, currency_code):
qcode = self._get_qcode(currency_code)
try:
fx_prices = quandl.get(qcode)
except Exception as exception:
self.log.warn("Can't get QUANDL data for %s error %s" %
(qcode, exception))
return fxPrices.create_empty()
fx_prices = fx_prices.Rate
return fxPrices(fx_prices)
def _get_fx_prices_without_checking(self, code):
filename = self._filename_given_fx_code(code)
try:
fx_data = pd_readcsv(filename)
except OSError:
self.log.warning("Can't find currency price file %s" % filename)
return fxPrices.create_empty()
fx_data = pd.Series(fx_data.iloc[:, 0])
fx_data = fxPrices(fx_data)
return fx_data
def _get_fx_prices_without_checking(self, code):
filename = self._filename_given_fx_code(code)
try:
fx_data = pd_readcsv(filename)
except OSError:
self.log.warning("Can't find currency price file %s" % filename)
return fxPrices.create_empty()
fx_data = pd.Series(fx_data.iloc[:, 0])
fx_data = fxPrices(fx_data)
return fx_data
def _get_fx_prices_without_checking(self, code):
filename = self._filename_given_fx_code(code)
price_column = self._price_column
date_column = self._date_column
date_format = self._date_format
try:
fx_data = pd_readcsv(filename,
date_format=date_format,
date_index_name=date_column)
except OSError:
self.log.warn("Can't find currency price file %s" % filename)
return fxPrices.create_empty()
fx_data = pd.Series(fx_data[price_column])
fx_data = fxPrices(fx_data.sort_index())
return fx_data