def get_snp500(date='2015-10-30'):
try:
from snp500 import SNP500, print_symbol
except:
url = 'https://raw.githubusercontent.com/yangphysics/snp500/master/snp500.py'
import subprocess
msg = subprocess.check_output("wget {0}".format(url), shell=True)
print(msg)
from snp500 import SNP500, print_symbol
# read in symbols included in S&P 500
snp0 = SNP500(is_print=True)
snp = snp0(date=date)
print_symbol(snp)
return snp
def get_snp500(date='2015-10-30'):
try:
from snp500 import SNP500,print_symbol
except:
url = 'https://raw.githubusercontent.com/yangphysics/snp500/master/snp500.py'
import subprocess
msg = subprocess.check_output("wget {0}".format(url), shell=True)
print(msg)
from snp500 import SNP500,print_symbol
# read in symbols included in S&P 500
snp0 = SNP500(is_print=True)
snp = snp0(date=date)
print_symbol(snp)
return snp
def prepare_database(db_name="./snp500_db_test.sqlite", date=pd.datetime(2015, 10, 30), period=4000):
# import snp500 package
try:
from snp500 import SNP500,print_symbol
except:
url = 'https://raw.githubusercontent.com/yangphysics/snp500/master/snp500.py'
import subprocess
msg = subprocess.check_output("wget {0}".format(url), shell=True)
print(msg)
from snp500 import SNP500,print_symbol
# read in symbols included in S&P 500
snp0 = SNP500(is_print=True)
snp = snp0(date=date.strftime('%Y-%m-%d'))
print_symbol(snp)
# open the data-base file to start writing
con = sqlite3.connect(db_name)
for i,symbol in enumerate(snp[:10]):
print(' {0} {1}'.format(i,symbol))
s = get_stock_period(symbol, d=date, period=period)
con.execute("DROP TABLE IF EXISTS sid_{0}".format(symbol.replace('-', '_')))
s.to_sql('sid_{0}'.format(symbol.replace('-', '_')), con)