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)
