mirror of
https://github.com/wassname/options_backtester.git
synced 2026-06-27 19:00:03 +08:00
Updating symbol list
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+7
-10
@@ -9,6 +9,7 @@ import requests
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import pandas as pd
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import tenacity
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import time
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import csv
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from . import utils, validation
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from .notifications import send_report
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@@ -22,8 +23,7 @@ def fetch_data(symbols=None):
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"""Fetches options data for a given list of symbols"""
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symbols = symbols or _get_all_listed_symbols()
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valid_symbols = _get_all_listed_symbols()
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options = utils.get_module_config("cboe")
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# options = utils.get_module_config("cboe")
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try:
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form_data = _form_data()
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except requests.ConnectionError as ce:
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@@ -55,7 +55,7 @@ def fetch_data(symbols=None):
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cookies=response.cookies,
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headers=headers)
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symbol_data = symbol_req.text
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print(symbol_data)
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if symbol_data == "" or symbol_data.startswith(" <!DOCTYPE"):
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raise Exception
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except AssertionError:
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@@ -68,8 +68,8 @@ def fetch_data(symbols=None):
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else:
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_save_data(symbol, symbol_data)
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done += 1
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retry_failure(failed,done)
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send_report(done, failed, __name__)
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# retry_failure(failed,done)
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# send_report(done, failed, __name__)
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##if a symbol failes to scrape try again exponentialy
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@tenacity.retry(wait=tenacity.wait_exponential(multiplier=300), stop = tenacity.stop_after_attempt(10), retry=tenacity.retry_if_exception_type(IOError))
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@@ -101,7 +101,6 @@ def retry_failure(failed, done):
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def aggregate_monthly_data(symbols=None):
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"""Aggregate daily snapshots into monthly files and validate data"""
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symbols = symbols or _get_all_listed_symbols()
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save_data_path = utils.get_save_data_path()
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scraper_dir = os.path.join(save_data_path, "cboe")
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@@ -175,10 +174,8 @@ def _get_all_listed_symbols():
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"""Returns array of all listed symbols.
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http://www.cboe.com/publish/scheduledtask/mktdata/cboesymboldir2.csv
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"""
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current_dir = os.path.join(os.getcwd(), os.path.dirname(__file__))
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symbols_file = os.path.realpath(
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os.path.join(current_dir, "cboesymboldir2.csv"))
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symbols_df = pd.read_csv(symbols_file, skiprows=1)
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url = 'http://www.cboe.com/publish/scheduledtask/mktdata/cboesymboldir2.csv'
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symbols_df = pd.read_csv(url, skiprows=1)
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return symbols_df["Stock Symbol"].array
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def concatenate_files(files):
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