mirror-github-bspeice/metrik
1
0
Fork 0
mirror of https://github.com/bspeice/metrik synced 2025-11-03 18:00:51 -05:00
Code Issues Releases Wiki Activity

Commit Graph

  • 9823503d35 Version bump (should've done it earlier, oh well). master Bradlee Speice 2016-12-06 08:24:33 -05:00
  • 167928a7e3 SDY changed holdings again I'm actually a bit surprised that it changes this often... Bradlee Speice 2016-12-06 08:23:55 -05:00
  • 6fda62fa4d Fix a BIG issue with flows getting scheduled incorrectly... Bradlee Speice 2016-12-06 08:19:08 -05:00
  • 64bcb9cc1d Fix the Options quotes not getting the right symbol Bradlee Speice 2016-12-06 08:15:51 -05:00
  • c3484ac0cc Add the OptionsFlow to batch processing bspeice 2016-11-24 18:57:49 -05:00
  • a8871af4e7 Add a flow for options quotes bspeice 2016-11-24 18:33:52 -05:00
  • 6fc85653cb Add fetching options quotes (daily data from Tradeking) bspeice 2016-11-24 18:27:29 -05:00
  • fb023e0dea Add code to get the options chain for a stock bspeice 2016-11-24 15:10:36 -05:00
  • 3ba12bf224 Primary holding is now T, not HCP bspeice 2016-11-24 14:26:13 -05:00
  • 80e5a17acf Add CBOE Optionable list bspeice 2016-11-24 13:34:37 -05:00
  • a44635c660 Idiot forgot datetime was immutable bspeice 2016-09-06 21:15:36 -04:00
  • 061b4256fd Fix microsecond-level issues bspeice 2016-09-06 21:07:59 -04:00
  • eb0c96b691 Add time- and version-stamps to created objects bspeice 2016-09-06 18:59:16 -04:00
  • 5e6bc68a33 Remove the LIBOR stuff Focus on data I can't retrieve historically - LIBOR rates I can get in the future. bspeice 2016-09-06 12:07:57 -04:00
  • d8f32d8128 Test that we can create 10000 Mongo targets simultaneously Bradlee Speice 2016-09-03 09:40:12 -04:00
  • 1ebebd6404 And include XLRD in the dependencies. Oops. Bradlee Speice 2016-09-01 14:52:55 -04:00
  • 086e893054 Add State Street holdings to the EquitiesFlow I mean, I know it's all ETF's, but they have a lot of equities! Bradlee Speice 2016-09-01 14:44:06 -04:00
  • d48649c565 Add initial State Street holdings functionality Bradlee Speice 2016-09-01 14:22:58 -04:00
  • 52049b7d0f Fix a bad test-case (again) Bradlee Speice 2016-08-30 09:26:16 -04:00
  • 4bc3f53081 Fix a bad test-case Bradlee Speice 2016-08-30 08:53:23 -04:00
  • 84d8103c29 Add tainted mode so I can try and restore the data that I destroyed while unit-testing. Bradlee Speice 2016-08-30 08:36:02 -04:00
  • 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) Bradlee Speice 2016-08-30 08:32:23 -04:00
  • 2232283ec5 Fix an issue with Py2-3 compatibility in the test The actual code is still running fine. Bradlee Speice 2016-08-29 23:17:54 -04:00
  • 905fb6092c Initial tests for merging script Bradlee Speice 2016-08-29 23:05:35 -04:00
  • e88547c47d Initial fixes, bump the version Bradlee Speice 2016-08-29 19:01:54 -04:00
  • 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 Bradlee Speice 2016-08-29 18:36:14 -04:00
  • 1eb3a120b2 No longer using pyquery bspeice 2016-08-27 20:08:29 -04:00
  • 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. Bradlee Speice 2016-08-25 23:17:35 -04:00
  • 4536278383 Widen the search for bad quotes Bradlee Speice 2016-08-25 17:56:03 -04:00
  • 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 Bradlee Speice 2016-08-25 17:49:25 -04:00
  • 003a0024a0 Handle empty quotes in Tradeking Bradlee Speice 2016-08-25 17:47:36 -04:00
  • 117f4d60b2 Make sure records are actually saveable MongoDB doesn't like the pure date type. Bradlee Speice 2016-08-25 17:08:37 -04:00
  • 0733725728 Update version code because I forgot. Bradlee Speice 2016-08-25 09:09:47 -04:00
  • ef10dfac58 Add tradeking into the Equities flow Bradlee Speice 2016-08-25 09:02:38 -04:00
  • 9fdacd65aa And update the config for the new package_data Bradlee Speice 2016-08-25 07:45:09 -04:00
  • a1e71e3ecd Add the default config to the distributed files Bradlee Speice 2016-08-25 07:44:51 -04:00
  • d3c9e10031 Remove cron string test Bradlee Speice 2016-08-25 07:41:11 -04:00
  • 8fb5fa9c32 Another update to the cron scripts Bradlee Speice 2016-08-24 22:47:11 -04:00
  • 1ba75cab31 Fix map between Py2/3 Bradlee Speice 2016-08-24 17:52:52 -04:00
  • 6e50cd5540 Fix install path for the encrypted settings Bradlee Speice 2016-08-24 17:48:08 -04:00
  • 0d249af584 Add Tradeking functionality Yet to be integrated with the Equities flow, hold your horses. Bradlee Speice 2016-08-24 17:43:11 -04:00
  • 65de3a782a Fix one last import Bradlee Speice 2016-08-24 16:09:54 -04:00
  • af847c16c3 Make sure the MongoTarget is using config correctly Bradlee Speice 2016-08-24 16:05:00 -04:00
  • 82590f9d3a Use the ConfigParser I'm supposed to... Bradlee Speice 2016-08-24 15:56:32 -04:00
  • ce71c4bc94 Switch the configuration system I like this one much better. Bradlee Speice 2016-08-24 15:52:07 -04:00
  • 7e81f78a6d Make sure there's a newline for the cron jobs Bradlee Speice 2016-08-24 07:09:43 -04:00
  • 0eb0966729 And make sure that we return a schedule Rather than just create it. Bradlee Speice 2016-08-23 22:47:13 -04:00
  • 53407dad5c Add Equities into the flows Woops, should've done this earlier. Bradlee Speice 2016-08-23 22:39:32 -04:00
  • 12bb7427e4 Fix a test using the wrong collection Bradlee Speice 2016-08-23 22:34:27 -04:00
  • 4d36403c59 Add initial rate-limit functionality Likely needs more tests, but that's all I'm getting done tonight. Bradlee Speice 2016-08-23 22:23:35 -04:00
  • d1d58a1bd7 Add NASDAQ processing Bradlee Speice 2016-08-23 19:13:06 -04:00
  • 49953e9da4 Switch live to a BoolParameter Instead of constructor argument Bradlee Speice 2016-08-23 19:01:09 -04:00
  • 495a491096 Reduce the NASDAQ test threshold Not sure why it dropped, but is corroborated by the NASDAQ site Bradlee Speice 2016-08-23 16:56:46 -04:00
  • ba479389bd Fix printing one more time Bradlee Speice 2016-08-23 16:47:05 -04:00
  • fd20fa574f Update the version so the upgrades take Bradlee Speice 2016-08-23 16:43:49 -04:00
  • 8af4330f45 Also make sure listing flows works correctly Bradlee Speice 2016-08-23 16:38:54 -04:00
  • f2390ba34f Get command-line tools up and running I now have something that actually gets stuff done. Bradlee Speice 2016-08-22 21:34:54 -04:00
  • 96c503a106 str -> bytes fixes Bradlee Speice 2016-08-19 22:09:18 -04:00
  • 88c4401960 Add NASDAQ Company and ETF lists Bradlee Speice 2016-08-19 22:02:19 -04:00
  • c42f5a6980 Remove Histdata; too many nonces, not worth it Bradlee Speice 2016-08-16 21:44:03 -04:00
  • 5cf75ebc47 Histdata won't work out, I just want a record that I did something. Bradlee Speice 2016-08-16 21:40:27 -04:00
  • 3753670a56 Switch default timezone when dateutil can't parse Bradlee Speice 2016-08-16 17:39:13 -04:00
  • a049c7da62 Turns out Travis needs the TZ set Bradlee Speice 2016-08-16 17:38:30 -04:00
  • cfa33db624 Remove Bloomberg Planning to get data from other locations Bradlee Speice 2016-08-16 17:34:53 -04:00
  • 848865a82d Fix pytest issues Bradlee Speice 2016-08-16 17:31:12 -04:00
  • adaeab8aa6 Looks like we're back to timezone issues... Bradlee Speice 2016-08-16 17:30:28 -04:00
  • 982b9dcb47 Get some tests in place for the MongoDB stuff Bradlee Speice 2016-08-16 17:21:09 -04:00
  • 4c1ab63118 Add pandas to the requirements Bradlee Speice 2016-08-16 16:12:32 -04:00
  • d581ddf780 Add a trading day timedelta Bradlee Speice 2016-08-16 16:06:59 -04:00
  • cd7009729e Add a 'now' tag to the database records Bradlee Speice 2016-08-16 15:38:37 -04:00
  • 36ddd5d323 Minor cleanup Bradlee Speice 2016-08-13 10:34:47 -04:00
  • 663454c037 Do I actually need to correct EST? Or was it just install dateutil? Bradlee Speice 2016-08-13 10:30:20 -04:00
  • fac144fbbe Got the package name wrong Bradlee Speice 2016-08-13 10:25:57 -04:00
  • 1e2d0b50e2 Explicitly require dateutil How did I manage to forget that? Bradlee Speice 2016-08-13 10:21:24 -04:00
  • 886ef2e40b ...and set it to the right zone Bradlee Speice 2016-08-13 10:15:22 -04:00
  • 58044a878d Try setting timezone in Travis Bradlee Speice 2016-08-13 10:14:44 -04:00
  • 136aa6775e Correct for DST as well Bradlee Speice 2016-08-13 09:54:12 -04:00
  • c4f0655322 Log what travis thinks the date is Bradlee Speice 2016-08-13 09:32:37 -04:00
  • e6db9f2551 Just set timezone to America/New_York Bradlee Speice 2016-08-13 02:19:11 -04:00
  • f1d2ec524c Make sure dateutil up to date? Bradlee Speice 2016-08-13 01:52:01 -04:00
  • dc3c57445b Use an actual package for localization Bradlee Speice 2016-08-13 00:54:36 -04:00
  • 79c51c16cc Fix localization Bradlee Speice 2016-08-13 00:25:18 -04:00
  • 285172a14f Try to use local timezone if not parsed Bradlee Speice 2016-08-13 00:19:44 -04:00
  • 11f0e75fe6 Get timezone on travis Bradlee Speice 2016-08-13 00:13:52 -04:00
  • d2fd30304b Make doubly-sure pytz is installed Bradlee Speice 2016-08-13 00:09:57 -04:00
  • 313d8ab775 Logging for Travis Bradlee Speice 2016-08-13 00:03:47 -04:00
  • 81741b75ce Add Mongo to the dependencies... Bradlee Speice 2016-08-12 23:58:34 -04:00
  • 684c68bbe9 Initial Mongo refactoring work Bradlee Speice 2016-08-12 23:55:12 -04:00
  • 7dc9426eb9 More stable hash ID Bradlee Speice 2016-08-12 22:59:37 -04:00
  • 98d669eab3 Can now fetch LIBOR data correctly Bradlee Speice 2016-08-12 20:18:12 -04:00
  • 14e0b404dd Wasn't pandas fault, dates are weird ICE site is doing something strange... Bradlee Speice 2016-08-12 19:35:22 -04:00
  • 71d6f951ba Add a logging statement, can't figure out what's going on Bradlee Speice 2016-08-09 23:55:10 -04:00
  • 54ab89acff assert Pandas + Timezones == Pain Bradlee Speice 2016-08-09 23:39:30 -04:00
  • 4dd3315d2c Add USD LIBOR rates Also shift versions lower to what I'm actually testing on Bradlee Speice 2016-08-09 23:25:22 -04:00
  • 6c91c1cb1f Requests doesn't support 3.2, neither shall we Bradlee Speice 2016-08-08 23:31:49 -04:00
  • 52eaa4b663 Didn't think 2.7/3.x compatibility would be this bad... Bradlee Speice 2016-08-08 23:18:00 -04:00
  • f9caa2555a HTMLParser is old-style in python 2? Bradlee Speice 2016-08-08 19:40:40 -04:00
  • e9228d6dad D'oh Forgot to remove the line because I had accidentally scrolled past it... Bradlee Speice 2016-08-08 19:33:36 -04:00
  • 36c7f37514 And another python2/3 issue Bradlee Speice 2016-08-08 19:29:25 -04:00
  • f87653913e Switch to a more robust way of parsing equity info Bradlee Speice 2016-08-08 19:19:56 -04:00