def build_ETF(ETF, ETF_dic, host='localhost:27017'):
N = len(ETF)
# Initialize the collection ETF
client = MongoClient([host])
# client.drop_database('RoboAdvisor')
db = client.RoboAdvisor
db.ETF.drop()
posts = db.ETF
# Add ticker as _id
for e in range(N):
posts.insert_one({'_id': ETF[e]})
# Add Asset class
for e in range(N):
asset = ETF[e]
assetClass = ETF_dic[asset]
posts.update_one({'_id': asset}, {'$set': {"asset_class": assetClass}})
# Add summary data
add_summary(ETF, posts, N)
# Add historical data
summary_data = get_summary_data_all(host)
for e in range(N):
asset = ETF[e]
today = time.strftime("%Y-%m-%d")
print(asset + " is start!")
ETFs_data = Share(asset).get_historical(
summary_data["inception_date"][asset], today)
ETFs_data = json_normalize(ETFs_data)
ETFs_data = ETFs_data.set_index("Date")
dates = sorted(ETFs_data["Adj_Close"].keys())
n = len(dates)
# date = dates[0].to_datetime().strftime('%Y-%m-%d')
# date = dates[0].to_datetime()
date = dates[0]
close = ETFs_data["Adj_Close"][dates[0]]
volume = ETFs_data["Volume"][dates[0]]
posts.update_one({'_id': asset}, {
'$set': {
'hist_data': [{
'date':
datetime.datetime.strptime(date, '%Y-%m-%d'),
'quotes': {
'close': float(close),
'volume': float(volume)
}
}]
}
})
for x in range(1, n):
# date = dates[x].to_datetime().strftime('%Y-%m-%d')
# date = dates[x].to_datetime()
date = dates[x]
close = ETFs_data["Close"][dates[x]] # "%.2f" %
volume = ETFs_data["Volume"][dates[x]]
histData = {
'$push': {
'hist_data': {
'date': datetime.datetime.strptime(date, '%Y-%m-%d'),
'quotes': {
'close': float(close),
'volume': float(volume)
}
}
}
}
posts.update_one({'_id': asset}, histData)
return
