Add initial State Street holdings functionality

.idea/inspectionProfiles/Project_Default.xml

@@ -4,13 +4,11 @@
     <inspection_tool class="PyCompatibilityInspection" enabled="true" level="WARNING" enabled_by_default="true">
       <option name="ourVersions">
         <value>
-          <list size="6">
+          <list size="4">
             <item index="0" class="java.lang.String" itemvalue="2.7" />
-            <item index="1" class="java.lang.String" itemvalue="3.1" />
-            <item index="2" class="java.lang.String" itemvalue="3.2" />
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-            <item index="4" class="java.lang.String" itemvalue="3.4" />
-            <item index="5" class="java.lang.String" itemvalue="3.5" />
+            <item index="1" class="java.lang.String" itemvalue="3.3" />
+            <item index="2" class="java.lang.String" itemvalue="3.4" />
+            <item index="3" class="java.lang.String" itemvalue="3.5" />
           </list>
         </value>
       </option>

metrik/tasks/state_street.py

@@ -0,0 +1,44 @@
+import requests
+from luigi.parameter import Parameter
+import pandas as pd
+
+from metrik.tasks.base import MongoNoBackCreateTask
+
+
+class StateStreetHoldings(MongoNoBackCreateTask):
+    ticker = Parameter()  # type: str
+
+    @staticmethod
+    def retrieve_data(ticker, current_datetime, live):
+        # TODO: Actually make this static
+        base_url = 'https://www.spdrs.com/site-content/xls/{fund}_All_Holdings.xls'
+        fund_url = base_url.format(fund=ticker)
+
+        excel_content = pd.read_excel(fund_url, header=None)
+
+        # The actual stuff we care about is arranged in tabular format, thus
+        # we actually want to get the rows where the far-right column is
+        # not null.
+        final_column_index = len(excel_content.columns) - 1
+        # And build a series of True/False for "We do want this row" and
+        # "we do not want this row" respectively
+        do_retain = excel_content[[final_column_index]].isnull() == False
+        retain_index = do_retain[do_retain[final_column_index] == True].index
+
+        # Actual content is in rows 2 onwards
+        holding_df = excel_content.ix[retain_index[1:]]
+        # Headers are in row 1
+        holding_df.columns = excel_content.ix[retain_index[0]]
+
+        # And also get the metadata that are in the rows prior to content
+        metadata = excel_content.ix[0:retain_index[0]-1].dropna(axis=1)
+        metadata_dict = {row[0].strip(':'): row[1]
+                         for i, row in metadata.iterrows()}
+
+        return dict(
+            holdings=holding_df.to_dict(orient='record'),
+            **metadata_dict
+        )
+
+    def get_collection_name(self):
+        return 'state_street_holdings'

test/tasks/test_state_street.py

@@ -0,0 +1,49 @@
+# coding=utf-8
+from unittest import TestCase
+from datetime import datetime
+
+from metrik.tasks.state_street import StateStreetHoldings
+
+
+class StateStreetHoldingTest(TestCase):
+    def test_spy_holdings(self):
+        holdings_dict = StateStreetHoldings.retrieve_data(
+            'SPY', datetime.now(), True
+        )
+
+        self.assertEqual(holdings_dict['Ticker Symbol'], 'SPY')
+        self.assertEqual(holdings_dict['Fund Name'], u'SPDR® S&P 500® ETF')
+        self.assertGreaterEqual(len(holdings_dict['holdings']), 500)
+        # Long live AAPL
+        self.assertTrue(holdings_dict['holdings'][0]['Identifier'] == u'AAPL')
+
+    def test_sdy_holdings(self):
+        holdings_dict = StateStreetHoldings.retrieve_data(
+            'SDY', datetime.now(), True
+        )
+
+        self.assertEqual(holdings_dict['Ticker Symbol'], 'SDY')
+        self.assertEqual(holdings_dict['Fund Name'], u'SPDR® S&P® Dividend ETF')
+        self.assertTrue(holdings_dict['holdings'][0]['Identifier'] == 'HCP')
+
+    def test_spyd_holdings(self):
+        holdings_dict = StateStreetHoldings.retrieve_data(
+            'SPYD', datetime.now(), True
+        )
+
+        self.assertEqual(holdings_dict['Ticker Symbol'], 'SPYD')
+        self.assertEqual(holdings_dict['Fund Name'], u'SPDR® S&P® 500 High Dividend ETF')
+
+    def test_r3k_holdings(self):
+        holdings_dict = StateStreetHoldings.retrieve_data(
+            'THRK', datetime.now(), True
+        )
+
+        self.assertEqual(holdings_dict['Ticker Symbol'], 'THRK')
+        self.assertEqual(holdings_dict['Fund Name'], u'SPDR Russell 3000® ETF')
+        # Interesting story: the fund is not required to actually invest in all
+        # 3000 Russell equities, but just seeks to track the index in general.
+        # That's why the test is against 2000, not 3000.
+        # This also means that we can't check lists of say iShares against this
+        # because they're not guaranteed to be consistent.
+        self.assertGreaterEqual(len(holdings_dict['holdings']), 2000)