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