def get_ETF_data(self, tickers) :
data = {}
settings = Settings()
coll = settings.get_mongo_coll('ETF', 'Quandl', local=True)
for t in tickers:
l = list(coll.find({'name':t}))
if l == []:
print 'ticker {t} cannot be found'.format(t=t)
continue
df = pd.DataFrame(l)
df['Date'] = pd.to_datetime(df['Date'] * 1000 * 1000)
df['price'] = df['Close']
df['volume'] = df['Volume']
df = df.set_index('Date')
df = df.sort_index()
try :
df.index = df.index.tz_localize('UTC')
except :
df.index = df.index.tz_convert('UTC')
data[t] = df
return data
def get_ETF_data(self, tickers):
data = {}
settings = Settings()
coll = settings.get_mongo_coll('ETF', 'Quandl', local=True)
for t in tickers:
l = list(coll.find({'name': t}))
if l == []:
print 'ticker {t} cannot be found'.format(t=t)
continue
df = pd.DataFrame(l)
df['Date'] = pd.to_datetime(df['Date'] * 1000 * 1000)
df['price'] = df['Close']
df['volume'] = df['Volume']
df = df.set_index('Date')
df = df.sort_index()
try:
df.index = df.index.tz_localize('UTC')
except:
df.index = df.index.tz_convert('UTC')
data[t] = df
return data
def get_Fred_data(self, tickers) :
data = {}
settings = Settings()
coll = settings.get_mongo_coll('Fred', local=True)
for t in tickers:
df = pd.DataFrame(list(coll.find({'name': t})))
df['Date'] = pd.to_datetime(df['Date'] * 1000 * 1000)
df = df.set_index('Date')
df = df.sort_index()
try :
df.index = df.index.tz_localize('UTC')
except :
df.index = df.index.tz_convert('UTC')
data[t] = df
return data
def get_Fred_data(self, tickers):
data = {}
settings = Settings()
coll = settings.get_mongo_coll('Fred', local=True)
for t in tickers:
df = pd.DataFrame(list(coll.find({'name': t})))
df['Date'] = pd.to_datetime(df['Date'] * 1000 * 1000)
df = df.set_index('Date')
df = df.sort_index()
try:
df.index = df.index.tz_localize('UTC')
except:
df.index = df.index.tz_convert('UTC')
data[t] = df
return data
