Commit Graph

111 Commits (master)

Author SHA1 Message Date
Bradlee Speice 9823503d35 Version bump (should've done it earlier, oh well). 2016-12-06 08:24:33 -05:00
Bradlee Speice 167928a7e3 SDY changed holdings again
I'm actually a bit surprised that it changes this often...
2016-12-06 08:23:55 -05:00
Bradlee Speice 6fda62fa4d Fix a BIG issue with flows getting scheduled incorrectly... 2016-12-06 08:19:08 -05:00
Bradlee Speice 64bcb9cc1d Fix the Options quotes not getting the right symbol 2016-12-06 08:15:51 -05:00
bspeice c3484ac0cc Add the OptionsFlow to batch processing 2016-11-24 18:57:49 -05:00
bspeice a8871af4e7 Add a flow for options quotes 2016-11-24 18:33:52 -05:00
bspeice 6fc85653cb Add fetching options quotes (daily data from Tradeking) 2016-11-24 18:27:29 -05:00
bspeice fb023e0dea Add code to get the options chain for a stock 2016-11-24 15:10:36 -05:00
bspeice 3ba12bf224 Primary holding is now T, not HCP 2016-11-24 14:26:13 -05:00
bspeice 80e5a17acf Add CBOE Optionable list 2016-11-24 13:34:37 -05:00
bspeice a44635c660 Idiot forgot datetime was immutable 2016-09-06 21:15:36 -04:00
bspeice 061b4256fd Fix microsecond-level issues 2016-09-06 21:07:59 -04:00
bspeice eb0c96b691 Add time- and version-stamps to created objects 2016-09-06 18:59:16 -04:00
bspeice 5e6bc68a33 Remove the LIBOR stuff
Focus on data I can't retrieve historically - LIBOR rates I can get in the future.
2016-09-06 12:07:57 -04:00
Bradlee Speice d8f32d8128 Test that we can create 10000 Mongo targets simultaneously 2016-09-03 09:40:12 -04:00
Bradlee Speice 1ebebd6404 And include XLRD in the dependencies. Oops. 2016-09-01 14:52:55 -04:00
Bradlee Speice 086e893054 Add State Street holdings to the EquitiesFlow
I mean, I know it's all ETF's, but they have a lot of equities!
2016-09-01 14:44:06 -04:00
Bradlee Speice d48649c565 Add initial State Street holdings functionality 2016-09-01 14:22:58 -04:00
Bradlee Speice 52049b7d0f Fix a bad test-case (again) 2016-08-30 09:26:16 -04:00
Bradlee Speice 4bc3f53081 Fix a bad test-case 2016-08-30 08:53:23 -04:00
Bradlee Speice 84d8103c29 Add `tainted` mode so I can try and restore the data that I destroyed while unit-testing. 2016-08-30 08:36:02 -04:00
Bradlee Speice 529375e10b Guard against improper drops
I have destroyed a good bit of data so far because unit tests (correctly) dropped databases when they were done, but the config told it to drop the live database (incorrectly)
2016-08-30 08:32:23 -04:00
Bradlee Speice 2232283ec5 Fix an issue with Py2-3 compatibility in the test
The actual code is still running fine.
2016-08-29 23:17:54 -04:00
Bradlee Speice 905fb6092c Initial tests for merging script 2016-08-29 23:05:35 -04:00
Bradlee Speice e88547c47d Initial fixes, bump the version 2016-08-29 19:02:08 -04:00
Bradlee Speice 7d56d68728 Add a `merge` command to do a simple left-right merge
I'm running this off a RPi at the moment, this is needed to get around the 2GB limit on a 32-bit MongoDB
2016-08-29 19:02:08 -04:00
bspeice 1eb3a120b2 No longer using pyquery 2016-08-27 20:08:29 -04:00
Bradlee Speice 76193599d0 Be more stingy with connections
I think the act of spinning up ~4000 MongoTargets for the Equities caused things to blow up; this way connections will only by created/used when operations are being performed. This is theoretically less efficient, but from what I've read in the documentation Mongo should have some pooling tricks to not sacrifice performance.
2016-08-25 23:17:35 -04:00
Bradlee Speice 4536278383 Widen the search for bad quotes 2016-08-25 17:56:03 -04:00
Bradlee Speice 1375669888 Make the test a bit more lenient
If it's not 'fast' enough that's OK, we're mostly trying to make sure we don't go too fast
2016-08-25 17:49:25 -04:00
Bradlee Speice 003a0024a0 Handle empty quotes in Tradeking 2016-08-25 17:47:36 -04:00
Bradlee Speice 117f4d60b2 Make sure records are actually saveable
MongoDB doesn't like the pure `date` type.
2016-08-25 17:08:37 -04:00
Bradlee Speice 0733725728 Update version code because I forgot. 2016-08-25 09:09:47 -04:00
Bradlee Speice ef10dfac58 Add tradeking into the Equities flow 2016-08-25 09:02:38 -04:00
Bradlee Speice 9fdacd65aa And update the config for the new package_data 2016-08-25 07:45:09 -04:00
Bradlee Speice a1e71e3ecd Add the default config to the distributed files 2016-08-25 07:44:51 -04:00
Bradlee Speice d3c9e10031 Remove cron string test 2016-08-25 07:41:11 -04:00
Bradlee Speice 8fb5fa9c32 Another update to the cron scripts 2016-08-24 22:47:11 -04:00
Bradlee Speice 1ba75cab31 Fix `map` between Py2/3 2016-08-24 17:52:52 -04:00
Bradlee Speice 6e50cd5540 Fix install path for the encrypted settings 2016-08-24 17:48:08 -04:00
Bradlee Speice 0d249af584 Add Tradeking functionality
Yet to be integrated with the Equities flow, hold your horses.
2016-08-24 17:43:11 -04:00
Bradlee Speice 65de3a782a Fix one last import 2016-08-24 16:09:54 -04:00
Bradlee Speice af847c16c3 Make sure the MongoTarget is using config correctly 2016-08-24 16:05:00 -04:00
Bradlee Speice 82590f9d3a Use the ConfigParser I'm supposed to... 2016-08-24 15:56:32 -04:00
Bradlee Speice ce71c4bc94 Switch the configuration system
I like this one much better.
2016-08-24 15:52:07 -04:00
Bradlee Speice 7e81f78a6d Make sure there's a newline for the cron jobs 2016-08-24 07:09:43 -04:00
Bradlee Speice 0eb0966729 And make sure that we return a schedule
Rather than just create it.
2016-08-23 22:47:13 -04:00
Bradlee Speice 53407dad5c Add Equities into the flows
Woops, should've done this earlier.
2016-08-23 22:39:32 -04:00
Bradlee Speice 12bb7427e4 Fix a test using the wrong collection 2016-08-23 22:34:27 -04:00
Bradlee Speice 4d36403c59 Add initial rate-limit functionality
Likely needs more tests, but that's all I'm getting done tonight.
2016-08-23 22:23:35 -04:00