def get_comp_data(self, ticker):
        """
        returns all the industries objects in which the given ticker is a part of
        """
        # first get all of the sics the company is a part of
        self.snapshotXmlReader.set_ticker(ticker)

        # NOTE - the sics reported via IB ARE NOT THE SAME AS REPORTED IN SEC - thus we use sec for now
        # comp_sics = self.snapshotXmlReader.get_sics() cont here mofo # {sic_code : text, ...}
        comp_sics = self.snapshotXmlReader.get_sic_via_sec()

        industries = {}
        # get the local SIC dict
        local_sic_dict = self.get_local_sics_dict()

        for sic in comp_sics:
            sic = str(sic)
            # get the industry obj
            try:
                ind_obj = local_sic_dict[sic]
            except KeyError as e:
                self.update_local_sic_dict_by_sic(sic)
                proj_utils.print_warning_msg(
                    "did not found SIC: {} in local dict - updating ".format(
                        sic))
                local_sic_dict = self.get_local_sics_dict()
                ind_obj = local_sic_dict[sic]

            industries.update({sic: ind_obj})

        return industries
Пример #2
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    def _remove_tickers_data_from_industry_data(self, new_ticker_obj : Ticker_data_c):
        ticker = new_ticker_obj.get_ticker()

        # first get old tickers data and compare to new data
        old_ticker_obj = self.industry_data[ticker]

        if (old_ticker_obj == new_ticker_obj):
            return
        else:
            old_analyzed_data = old_ticker_obj.get_analyzed_data()
            num_of_companies  = len(self.tickers)
            for data_name, val in old_analyzed_data.items():

                # get the func to do base on data name ("MKCAP, EV...")

                func_to_perform = self._get_add_remove_function("REMOVE", data_name)
                val_to_remove   = float(val)

                current_industry_val = float(self.industry_data[data_name])
                if func_to_perform == None:
                    proj_utils.print_warning_msg("{}: data name {} was not added to industry data".format(ticker, data_name))
                    new_ticker_obj.set_in_indutry_avg(data_name, False)
                else:
                    new_industry_val = func_to_perform(current_industry_val, num_of_companies, val_to_remove)
                    self.industry_data[data_name] = new_industry_val
                    new_ticker_obj.set_in_indutry_avg(data_name, True)

        return new_ticker_obj
Пример #3
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    def register_outgoing_req(self, historical):

        while self._halt_due_to_pacing:
            cfg.time.sleep(60)
            proj_utils.print_warning_msg(
                str(__file__) +
                ": Halting new requests to avoid pacing issues")

        if (len(self.avail_requests) == 0):

            new_avail_requests = [
                i for i in range(self.current_requests_ids,
                                 self.current_requests_ids * 2)
            ]

            # new_avail_requests = new_avail_requests[self.current_requests_ids:]

            self.current_requests_ids *= 2
            self.avail_requests = new_avail_requests

        outgoind_id = self.avail_requests.pop()
        outgoind_id = int(outgoind_id)
        self.outgoing_reqs.update({outgoind_id: OUT})
        self.waiting_for_response = True
        self.reqs_counter -= 1
        if (self.reqs_counter == 1):
            self._halt_due_to_pacing = True
        return outgoind_id
Пример #4
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 def _check_max_requests(self):
     while self.id_handler.get_num_outgoing_reqs(
     ) >= cfg.IB_MAX_REQUESTS_PER_SEC - 1:  # and
         # self.id_handler:
         proj_utils.print_warning_msg(
             f"Holding on request - reached max request per second limit {cfg.IB_MAX_REQUESTS_PER_SEC}"
         )
         cfg.time.sleep(1)
Пример #5
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    def _add_ticker_data_to_industry_data(self, new_ticker_obj : Ticker_data_c):
        new_analyzed_data = new_ticker_obj.get_analyzed_data()
        num_of_companies = len(self.tickers)

        # print(f"Adding ticker {new_ticker_obj}\n")
        for data_name, new_val in new_analyzed_data.items():

            func_to_perform = self._get_add_remove_function("add",data_name)
            new_val = float(new_val)

            if func_to_perform == None:
                proj_utils.print_warning_msg("{}: data name {} was not added to industry data".format(new_ticker_obj.get_ticker()
                                                                                                      , data_name))
                new_ticker_obj.set_in_indutry_avg(data_name, False)

            else:
                try:
                    current_industry_val = float(self.industry_data[data_name])
                except:
                    current_industry_val = 0.0

                new_industry_val = func_to_perform(current_industry_val, num_of_companies, new_val)
                self.industry_data[data_name] = new_industry_val
        return new_ticker_obj