mirror of
https://github.com/bspeice/metrik
synced 2024-11-04 22:48:11 -05:00
Add State Street holdings to the EquitiesFlow
I mean, I know it's all ETF's, but they have a lot of equities!
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@ -1,2 +1,2 @@
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__version__ = '0.3.9'
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__version__ = '0.4.0'
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__release__ = __version__
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@ -8,4 +8,21 @@ mongo_database=metrik
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consumer_key=
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consumer_secret=
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oauth_token=
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oauth_token_secret=
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oauth_token_secret=
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[statestreet]
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etf_holdings:
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# Dow Jones
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DIA,
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# Russell 1000, 2000, 3000
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ONEK,TWOK,THRK,
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# S&P 500, small-cap, mid-cap, and growth
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SPY,SLY,MDY,SPYG,
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# Sector-specific
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XLY,XLP,XLE,XLF,XLFS,XLV,XLB,XLRE,XLK,XLU,
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# Smart-beta
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SPYD,ONEV,ONEO,ONEY,SPYB,
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# Active ETFs
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SYE,SYG,SYV,
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# Environmental, Social, Governance
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LOWC,SPYX,SHE
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@ -1,6 +1,8 @@
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from metrik.flows.base import Flow, MarketClose
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from metrik.tasks.nasdaq import NasdaqETFList, NasdaqCompanyList
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from metrik.tasks.tradeking import Tradeking1mTimesales
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from metrik.tasks.state_street import StateStreetHoldings
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from metrik.conf import get_config
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class EquitiesFlow(Flow):
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@ -12,6 +14,8 @@ class EquitiesFlow(Flow):
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return MarketClose()
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def _run(self):
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config = get_config()
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# When we yield dependencies in `run` instead of `_requires`,
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# they get executed dynamically and we can use their results inline
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etfs = NasdaqETFList(current_datetime=self.present, live=self.live)
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@ -32,3 +36,11 @@ class EquitiesFlow(Flow):
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symbol=c['Symbol']
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) for c in companies.output().retrieve()['companies']]
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yield tradeking_companies
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state_street_etfs = config.get('statestreet', 'etf_holdings')
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state_street_holdings = [
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StateStreetHoldings(current_datetime=self.present, live=self.live,
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ticker=t.strip())
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for t in state_street_etfs.split(',')
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]
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yield state_street_holdings
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