def test_bdh_single_field_single_security(self): tester = pybbg.Pybbg() data = tester.bdh( 'AMZN US Equity', 'PX_LAST', datetime.datetime.today() + datetime.timedelta(days=-10), datetime.datetime.today()) print(data)
def test_bdp(securities, roundingData): try: pipeline = pybbg.Pybbg() data = pd.DataFrame(pipeline.bdp(securities, roundingData[0])) except Exception as e: print(e) return (data)
def test_bdh_bad_sec(self): tester = pybbg.Pybbg() data = tester.bdh( '260555 Equity', ['PX_LAST', 'PX_BID', 'PX_ASK'], datetime.datetime.today() + datetime.timedelta(days=-10), datetime.datetime.today()) print(data)
def test_bdh(self): tester = pybbg.Pybbg() data = tester.bdh(['AMZN US Equity', 'IBM US Equity'], ['PX_LAST', 'PX_BID', 'PX_ASK'], datetime.datetime.today() + datetime.timedelta(days=-10), datetime.datetime.today()) print(data)
def test_bdh_mixed_dates_weekly(self): tester = pybbg.Pybbg() data = tester.bdh( ['EONIA Index', 'USSWAP10 Curncy'], 'PX_LAST', datetime.date.today() - relativedelta(years=2), datetime.date.today(), 'WEEKLY', overrides=dict(CALENDAR_CONVENTION= 1 # calendar convention 'calendar' flds rk408 ), other_request_parameters=dict( periodicityAdjustment='CALENDAR', nonTradingDayFillMethod='PREVIOUS_VALUE', returnRelativeDate=True), move_dates_to_period_end=True).iloc[::-1] print(data)
def test_bdh_single_field(self): tester = pybbg.Pybbg() ticks = ['AAPL US Equity', 'SPX Index'] tip = [ 'PX_LAST', 'PX_OPEN', 'PX_HIGH', 'PX_LOW', 'PX_VOLUME', 'PX_BID', 'PX_ASK' ] for tick in ticks: for ti in tip: data = tester.bdh( tick, ti, datetime.datetime.today() + datetime.timedelta(days=-100), datetime.datetime.today()) print(data) data['tick'] = tick data['field'] = ti with open('first.csv', 'a') as f: data.to_csv(f, header=True)
import pybbg from datetime import datetime from datetime import timedelta import pandas as pd # define export file paths export_path = 'H:/Course Docs/Big Data/Final Project/Data/IntradayPrices/' # initialize retrieval tool bbg = pybbg.Pybbg() bbg.service_refData() # define tickers and fields to download tickers = ['AAPL', 'FB', 'TSLA'] fld_list = ['open', 'high', 'low', 'close', 'volume'] # set end date to the day before today end_date = datetime(datetime.today().year, datetime.today().month, datetime.today().day) + timedelta(days=-1) # for each ticker for ticker in tickers: # retrieve intraday prices df = bbg.bdib(ticker + ' US Equity', fld_list, datetime(2017, 3, 1), end_date, eventType='TRADE', interval=1) # subtract five hours to adjust the default GMT time back to Eastern Standard Time (EST) df.index = [x - pd.to_timedelta(5, unit='h') for x in df.index]
def test_bdp(self): tester = pybbg.Pybbg() data = tester.bdp(['AMZN US Equity', 'IBM US Equity'], ['PX_LAST', 'PX_BID', 'PX_ASK']) print(data)
def test_bdp_bad_sec(self): tester = pybbg.Pybbg() data = tester.bdp('260555 Equity', ['TICKER_AND_EXCH_CODE']) print(data)
def test_bds_override(self): tester = pybbg.Pybbg() data = tester.bds('EDA Comdty', 'FUT_CHAIN_LAST_TRADE_DATES', overrides={'INCLUDE_EXPIRED_CONTRACTS': 'Y'}) print(data)
def test_bds_col_access(self): tester = pybbg.Pybbg() data = tester.bds('MSFT US Equity', 'DVD_HIST_ALL') print(data['Declared Date'])
def test_bds(self): tester = pybbg.Pybbg() data = tester.bds('EDA Comdty', 'OPT_FUTURES_CHAIN_DATES') print(data)
def test_bdh_single_field_single_security_with_some_data(self): tester = pybbg.Pybbg() data = tester.bdh(['LW US Equity','AAPL US Equity'], 'PX_LAST', datetime.date(2007,10,12), datetime.date(2009,3,9)) print(data)