35 lines
1.2 KiB
Python
35 lines
1.2 KiB
Python
from metrik.flows.base import Flow, MarketClose
|
|
from metrik.tasks.nasdaq import NasdaqETFList, NasdaqCompanyList
|
|
from metrik.tasks.tradeking import Tradeking1mTimesales
|
|
|
|
|
|
class EquitiesFlow(Flow):
|
|
def __init__(self, *args, **kwargs):
|
|
super(EquitiesFlow, self).__init__(*args, **kwargs)
|
|
|
|
@staticmethod
|
|
def get_schedule():
|
|
return MarketClose()
|
|
|
|
def _run(self):
|
|
# When we yield dependencies in `run` instead of `_requires`,
|
|
# they get executed dynamically and we can use their results inline
|
|
etfs = NasdaqETFList(current_datetime=self.present, live=self.live)
|
|
companies = NasdaqCompanyList(current_datetime=self.present,
|
|
live=self.live)
|
|
|
|
yield etfs
|
|
yield companies
|
|
|
|
tradeking_etfs = [Tradeking1mTimesales(
|
|
present=self.present.date(),
|
|
symbol=e['Symbol']
|
|
) for e in etfs.output().retrieve()['etfs']]
|
|
yield tradeking_etfs
|
|
|
|
tradeking_companies = [Tradeking1mTimesales(
|
|
present=self.present.date(),
|
|
symbol=c['Symbol']
|
|
) for c in companies.output().retrieve()['companies']]
|
|
yield tradeking_companies
|