def refresh_bond_universe():
"""Function to refresh bond universe. Function is called by:
FlowTradingGUI > MainForm.onUpdateBondUniverse()
"""
bonds = pandas.ExcelFile(DEFPATH + "bonduniverse.xls").parse("list", index_col=0, has_index_names=True)
targetBonds = (
bonds.loc[pandas.isnull(bonds["SECURITY_NAME"]), "REGS"] + " Corp"
).to_dict() # this works better than coupon
targetFields = list(set(bonds.columns) - set(["REGS", "144A", "TRADITION", "BGC", "GARBAN", "TULLETT", "GFI"]))
bonds.loc[targetBonds.keys(), targetFields] = blpapiwrapper.simpleReferenceDataRequest(targetBonds, targetFields)
print bonds.loc[targetBonds.keys(), targetFields]
bonds.to_excel(DEFPATH + "bonduniverse.xls", "list")
print "The file bonduniverse.xls has been updated."
def refresh_bond_universe_old():
"""Function to refresh bond universe. Function is called by:
FlowTradingGUI > MainForm.onUpdateBondUniverse()
"""
bonds = pandas.ExcelFile(DEFPATH + "bonduniverse.xls").parse("list", index_col=0, has_index_names=True)
targetBonds = bonds[pandas.isnull(bonds["SECURITY_NAME"])] # this works better than coupon
targetFields = list(set(bonds.columns) - set(["REGS", "144A", "TRADITION", "BGC", "GARBAN", "TULLETT", "GFI"]))
blpts = blpapiwrapper.BLPTS(list(targetBonds["REGS"] + " Corp"), targetFields)
blpts.get()
blpts.closeSession()
blpts.output["REGS"] = blpts.output.index.str[:-5]
blpts.output["Bond"] = blpts.output["REGS"].replace(isinsregs)
blpts.output.set_index("Bond", inplace=True)
bonds.loc[blpts.output.index, targetFields] = blpts.output
print blpts.output
bonds.to_excel(DEFPATH + "bonduniverse.xls", "list")
print "The file bonduniverse.xls has been updated."
def refresh_bond_universe_very_old():
"""Function to refresh bond universe. Function is called by:
FlowTradingGUI > MainForm.onUpdateBondUniverse()
"""
bbgapi = blpapiwrapper.BLP()
bonds = pandas.ExcelFile(DEFPATH + "bonduniverse.xls").parse("list", index_col=0, has_index_names=True)
for bond in bonds.index:
if pandas.isnull(bonds.loc[bond, "COUPON"]):
print "Updating " + bond
for field in bonds.columns:
if field in ["REGS", "144A", "TRADITION", "BGC", "GARBAN", "TULLETT", "GFI"]:
continue
x = bbgapi.bdp(bonds.loc[bond, "REGS"] + " Corp", str(field)) # otherwise field is u'string'
if field == "COUPON" or field == "AMT_OUTSTANDING":
x = float(x)
if field == "MATURITY":
x = x[5:7] + "/" + x[:2] + "/" + x[:4]
bonds.loc[bond, field] = x
print bonds.loc[bond]
bonds.to_excel(DEFPATH + "bonduniverse.xls", "list")
print "The file bonduniverse.xls has been updated."
