from sharadar.pipeline.engine import symbols, make_pipeline_engine from sharadar.util.output_dir import get_output_dir import os from zipline.pipeline import Pipeline from zipline.pipeline.data import USEquityPricing pipe_start = pd.to_datetime('2009-02-03', utc=True) pipe_end = pd.to_datetime('2020-02-07', utc=True) screen = StaticAssets(symbols(['IBM', 'F', 'AAPL'])) universes_db_path = os.path.join(get_output_dir(), "universes.sqlite") universe_name = 'my_universe1' UniverseWriter(universes_db_path).write(universe_name, screen, pipe_start, pipe_end) sids = UniverseReader(universes_db_path).get_sid(universe_name, '2020-02-07') print(sids) sids = UniverseReader(universes_db_path).get_sid(universe_name, '2002-02-07') print(sids) spe = make_pipeline_engine() pipe = Pipeline(columns={ 'Close': USEquityPricing.close.latest, }, screen=NamedUniverse('my_universe1')) stocks = spe.run_pipeline(pipe, pipe_start, pipe_end) print(stocks)
def __init__(self, universes_db_path): self.engine = make_pipeline_engine() self.universes_db_path = universes_db_path