64bcb9cc1d
Fix the Options quotes not getting the right symbol
2016-12-06 08:15:51 -05:00
c3484ac0cc
Add the OptionsFlow to batch processing
2016-11-24 18:57:49 -05:00
a8871af4e7
Add a flow for options quotes
2016-11-24 18:33:52 -05:00
6fc85653cb
Add fetching options quotes (daily data from Tradeking)
2016-11-24 18:27:29 -05:00
fb023e0dea
Add code to get the options chain for a stock
2016-11-24 15:10:36 -05:00
80e5a17acf
Add CBOE Optionable list
2016-11-24 13:34:37 -05:00
a44635c660
Idiot forgot datetime was immutable
2016-09-06 21:15:36 -04:00
061b4256fd
Fix microsecond-level issues
2016-09-06 21:07:59 -04:00
eb0c96b691
Add time- and version-stamps to created objects
2016-09-06 18:59:16 -04:00
5e6bc68a33
Remove the LIBOR stuff
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Focus on data I can't retrieve historically - LIBOR rates I can get in the future.
2016-09-06 12:07:57 -04:00
1ebebd6404
And include XLRD in the dependencies. Oops.
2016-09-01 14:52:55 -04:00
086e893054
Add State Street holdings to the EquitiesFlow
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I mean, I know it's all ETF's, but they have a lot of equities!
2016-09-01 14:44:06 -04:00
d48649c565
Add initial State Street holdings functionality
2016-09-01 14:22:58 -04:00
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
529375e10b
Guard against improper drops
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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
905fb6092c
Initial tests for merging script
2016-08-29 23:05:35 -04:00
e88547c47d
Initial fixes, bump the version
2016-08-29 19:02:08 -04:00
7d56d68728
Add a `merge` command to do a simple left-right merge
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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
76193599d0
Be more stingy with connections
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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
4536278383
Widen the search for bad quotes
2016-08-25 17:56:03 -04:00
003a0024a0
Handle empty quotes in Tradeking
2016-08-25 17:47:36 -04:00
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
0733725728
Update version code because I forgot.
2016-08-25 09:09:47 -04:00
ef10dfac58
Add tradeking into the Equities flow
2016-08-25 09:02:38 -04:00
9fdacd65aa
And update the config for the new package_data
2016-08-25 07:45:09 -04:00
8fb5fa9c32
Another update to the cron scripts
2016-08-24 22:47:11 -04:00
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
af847c16c3
Make sure the MongoTarget is using config correctly
2016-08-24 16:05:00 -04:00
82590f9d3a
Use the ConfigParser I'm supposed to...
2016-08-24 15:56:32 -04:00
ce71c4bc94
Switch the configuration system
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I like this one much better.
2016-08-24 15:52:07 -04:00
7e81f78a6d
Make sure there's a newline for the cron jobs
2016-08-24 07:09:43 -04:00
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
53407dad5c
Add Equities into the flows
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Woops, should've done this earlier.
2016-08-23 22:39:32 -04:00
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
d1d58a1bd7
Add NASDAQ processing
2016-08-23 19:13:06 -04:00
49953e9da4
Switch `live` to a BoolParameter
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Instead of constructor argument
2016-08-23 19:01:09 -04:00
ba479389bd
Fix printing one more time
2016-08-23 16:47:05 -04:00
fd20fa574f
Update the version so the upgrades take
2016-08-23 16:43:49 -04:00
8af4330f45
Also make sure listing flows works correctly
2016-08-23 16:38:54 -04:00
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
96c503a106
str -> bytes fixes
2016-08-19 22:09:18 -04:00
88c4401960
Add NASDAQ Company and ETF lists
2016-08-19 22:02:19 -04:00
c42f5a6980
Remove Histdata; too many nonces, not worth it
2016-08-16 21:44:03 -04:00
5cf75ebc47
Histdata won't work out, I just want a record that I did something.
2016-08-16 21:40:27 -04:00
3753670a56
Switch default timezone when dateutil can't parse
2016-08-16 17:39:13 -04:00
cfa33db624
Remove Bloomberg
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Planning to get data from other locations
2016-08-16 17:34:53 -04:00
adaeab8aa6
Looks like we're back to timezone issues...
2016-08-16 17:30:28 -04:00
982b9dcb47
Get some tests in place for the MongoDB stuff
2016-08-16 17:21:09 -04:00
d581ddf780
Add a trading day timedelta
2016-08-16 16:06:59 -04:00
cd7009729e
Add a 'now' tag to the database records
2016-08-16 15:38:37 -04:00
Bradlee Speice