Bradlee Speice
167928a7e3
SDY changed holdings again
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I'm actually a bit surprised that it changes this often...
2016-12-06 08:23:55 -05:00
Bradlee Speice
64bcb9cc1d
Fix the Options quotes not getting the right symbol
2016-12-06 08:15:51 -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
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
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
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
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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
1375669888
Make the test a bit more lenient
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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
117f4d60b2
Make sure records are actually saveable
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MongoDB doesn't like the pure `date` type.
2016-08-25 17:08:37 -04:00
Bradlee Speice
ef10dfac58
Add tradeking into the Equities flow
2016-08-25 09:02:38 -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
0d249af584
Add Tradeking functionality
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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
ce71c4bc94
Switch the configuration system
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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
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Rather than just create it.
2016-08-23 22:47:13 -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
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Likely needs more tests, but that's all I'm getting done tonight.
2016-08-23 22:23:35 -04:00
Bradlee Speice
49953e9da4
Switch live to a BoolParameter
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Instead of constructor argument
2016-08-23 19:01:09 -04:00
Bradlee Speice
495a491096
Reduce the NASDAQ test threshold
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Not sure why it dropped, but is corroborated by the NASDAQ site
2016-08-23 16:56:46 -04:00
Bradlee Speice
f2390ba34f
Get command-line tools up and running
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I now have something that actually gets stuff done.
2016-08-22 21:34:54 -04:00
Bradlee Speice
88c4401960
Add NASDAQ Company and ETF lists
2016-08-19 22:02:19 -04:00
Bradlee Speice
c42f5a6980
Remove Histdata; too many nonces, not worth it
2016-08-16 21:44:03 -04:00
Bradlee Speice
5cf75ebc47
Histdata won't work out, I just want a record that I did something.
2016-08-16 21:40:27 -04:00
Bradlee Speice
cfa33db624
Remove Bloomberg
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Planning to get data from other locations
2016-08-16 17:34:53 -04:00
Bradlee Speice
982b9dcb47
Get some tests in place for the MongoDB stuff
2016-08-16 17:21:09 -04:00
Bradlee Speice
d581ddf780
Add a trading day timedelta
2016-08-16 16:06:59 -04:00
Bradlee Speice
c4f0655322
Log what travis thinks the date is
2016-08-13 09:32:37 -04:00
Bradlee Speice
684c68bbe9
Initial Mongo refactoring work
2016-08-12 23:55:12 -04:00
Bradlee Speice
14e0b404dd
Wasn't pandas fault, dates are weird
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ICE site is doing something strange...
2016-08-12 19:35:22 -04:00
Bradlee Speice
4dd3315d2c
Add USD LIBOR rates
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Also shift versions lower to what I'm actually testing on
2016-08-09 23:25:22 -04:00
Bradlee Speice
f87653913e
Switch to a more robust way of parsing equity info
2016-08-08 19:19:56 -04:00
Bradlee Speice
5f267009fb
Initial commit for metrik
2016-08-07 16:25:04 -04:00
