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https://github.com/bspeice/metrik
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Remove Bloomberg
Planning to get data from other locations
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848865a82d
commit
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@ -1,70 +0,0 @@
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from luigi import Task, Parameter
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from pyquery import PyQuery as pq
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import logging
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# noinspection PyUnresolvedReferences
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from six.moves.urllib.parse import quote_plus
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# noinspection PyUnresolvedReferences
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from six.moves.html_parser import HTMLParser
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from six import PY2
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class BloombergEquityInfo(Task):
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bbg_code = Parameter()
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user_agent = Parameter()
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@staticmethod
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def retrieve_info(bbg_code, user_agent):
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class EquityInfoParser(HTMLParser):
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def __init__(self, keys):
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if PY2:
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HTMLParser.__init__(self)
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else:
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super(EquityInfoParser, self).__init__()
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self.keys = keys
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self.records = {k: None for k in keys}
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self.do_record = {k: False for k in keys}
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def handle_data(self, data):
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stripped = data.strip()
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# Ignore blank lines
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if not stripped:
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return
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for k, v in self.do_record.items():
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if v:
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self.records[k] = stripped
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self.do_record[k] = False
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if stripped in self.keys:
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self.do_record[stripped] = True
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def get_records(self):
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return self.records
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url = 'http://www.bloomberg.com/quote/{}'.format(
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quote_plus(bbg_code))
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logging.info('Visiting "{}" with agent "{}'.format(url, user_agent))
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html = pq(url, {'User-Agent': user_agent}).html()
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keys = ['Sector', 'Industry', 'Sub-Industry']
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eq_info = EquityInfoParser(keys)
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eq_info.feed(html)
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records = eq_info.get_records()
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return [records[k] for k in keys]
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class BloombergFXPrice(Task):
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bbg_code = Parameter()
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user_agent = Parameter()
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@staticmethod
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def retrieve_price(bbg_code, user_agent):
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url = 'http://www.bloomberg.com/quote/{}'.format(
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quote_plus(bbg_code)
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)
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logging.info('Visiting "{}" with agent "{}"'.format(url, user_agent))
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html = pq(url, {'User-Agent': user_agent})
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price = float(html('.price').text())
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logging.info('Found FX price {}: {}'.format(bbg_code, price))
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return price
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@ -1,39 +0,0 @@
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from unittest import TestCase
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from metrik.conf import USER_AGENT
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from metrik.tasks.bloomberg import BloombergEquityInfo
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from metrik.tasks.bloomberg import BloombergFXPrice
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class BloombergTest(TestCase):
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def test_correct_info_apple(self):
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sector, industry, sub_industry = \
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BloombergEquityInfo.retrieve_info("AAPL:US", USER_AGENT)
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assert sector == 'Technology'
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assert industry == 'Hardware'
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assert sub_industry == 'Communications Equipment'
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def test_correct_info_kcg(self):
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sector, industry, sub_industry = \
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BloombergEquityInfo.retrieve_info("KCG:US", USER_AGENT)
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assert sector == 'Financials'
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assert industry == 'Institutional Financial Svcs'
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assert sub_industry == 'Institutional Brokerage'
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def test_fx_triangle_euj(self):
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eur_usd = BloombergFXPrice.retrieve_price('EURUSD:CUR', USER_AGENT)
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usd_jpy = BloombergFXPrice.retrieve_price('USDJPY:CUR', USER_AGENT)
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eur_jpy = BloombergFXPrice.retrieve_price('EURJPY:CUR', USER_AGENT)
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diff = abs(eur_usd * usd_jpy - eur_jpy)
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assert diff < .05
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def test_fx_triangle_ghc(self):
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gbp_hkd = BloombergFXPrice.retrieve_price('GBPHKD:CUR', USER_AGENT)
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hkd_inr = BloombergFXPrice.retrieve_price('HKDCAD:CUR', USER_AGENT)
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gbp_inr = BloombergFXPrice.retrieve_price('GBPCAD:CUR', USER_AGENT)
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diff = abs(gbp_hkd * hkd_inr - gbp_inr)
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assert diff < .05
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