def get_index_universe(config):
''' get indices information '''
query = ''' SELECT ticker FROM indices '''
conn = get_mysql_connection(config)
rs = None
try:
with conn.cursor() as cursor:
cursor.execute(query)
rs = cursor.fetchall()
except Exception as ex:
logging.error('get_indices error - %s' % str(ex.args))
rows = []
for rec in rs:
rows.append(rec[0])
return rows
def get_etf_universe(config):
''' get etf symbols '''
query = ''' SELECT symbol FROM etf_universe '''
conn = get_mysql_connection(config)
rs = None
try:
with conn.cursor() as cursor:
cursor.execute(query)
rs = cursor.fetchall()
except Exception as ex:
logging.error('get_etf_universe - %s' % str(ex.args))
securities = []
for rec in rs:
securities.append(rec[0])
return securities
def get_security_universe_all(config):
''' get security universe '''
query = ''' SELECT symbol, `name` as company FROM securitymaster
WHERE exchange in ('NYSE', 'NASDAQ', 'AMEX') '''
conn = get_mysql_connection(config)
rs = None
try:
with conn.cursor() as cursor:
cursor.execute(query)
rs = cursor.fetchall()
except Exception as ex:
logging.error('get_security_universe_all error - %s' % str(ex.args))
rows = {}
for rec in rs:
rows[rec[0]] = rec[1]
return rows
def get_fx_pairs(config):
''' get fx pairs '''
query = ''' SELECT symbol, alternate
FROM fx_pairs '''
conn = get_mysql_connection(config)
rs = None
try:
with conn.cursor() as cursor:
cursor.execute(query)
rs = cursor.fetchall()
except Exception as ex:
logging.error('get_fx_pairs error - %s' % str(ex.args))
rows = {}
for rec in rs:
rows[rec[0]] = rec[1]
return rows
def get_universe_by_index(config, index_name):
''' get security universe '''
query = ''' SELECT symbol
FROM securitymaster
WHERE index_name = \'%s\' ''' % (index_name)
conn = get_mysql_connection(config)
rs = None
try:
with conn.cursor() as cursor:
cursor.execute(query)
rs = cursor.fetchall()
except Exception as ex:
logging.error('get_universe_by_index - %s' % str(ex.args))
rows = []
for rec in rs:
rows.append(rec[0])
return rows
def get_security_universe_combined(config):
''' get security universe combined '''
query = ''' SELECT distinct symbol
FROM index_universe
WHERE index_name in (\'SP500\', \'NDX100\', \'DJI\') '''
conn = get_mysql_connection(config)
rs = None
try:
with conn.cursor() as cursor:
cursor.execute(query)
rs = cursor.fetchall()
except Exception as ex:
logging.error('get_security_universe_combined - %s' % str(ex.args))
securities = []
for rec in rs:
securities.append(rec[0])
return securities
def get_security_universe(config, index_name):
''' get security universe '''
query = ''' SELECT symbol
FROM index_universe
WHERE index_name = '%s' ''' % (index_name)
conn = get_mysql_connection(config)
rs = None
try:
with conn.cursor() as cursor:
cursor.execute(query)
rs = cursor.fetchall()
except Exception as ex:
logging.error('get_security_universe - %s' % str(ex.args))
securities = []
for rec in rs:
securities.append(rec[0])
return securities
def get_security_universe_with_exch(config):
''' get security universe '''
query = ''' SELECT distinct symbol, `name` as company, exchange
FROM securitymaster sp
WHERE exchange in ('NYSE', 'NASDAQ')
AND index_name in ('$SPX', '$DOWC', '$DOWI', '$DOWT', '$DOWU', '$IQY') '''
conn = get_mysql_connection(config)
rs = None
try:
with conn.cursor() as cursor:
cursor.execute(query)
rs = cursor.fetchall()
except Exception as ex:
logging.error('get_security_universe_with_exch error - %s' %
str(ex.args))
rows = {}
for rec in rs:
rows[rec[0]] = {'company': rec[1], 'exchange': rec[2]}
return rows