diff options
Diffstat (limited to 'python/bbg_helpers.py')
| -rw-r--r-- | python/bbg_helpers.py | 12 |
1 files changed, 6 insertions, 6 deletions
diff --git a/python/bbg_helpers.py b/python/bbg_helpers.py index 5c2cd4b5..a2ae0f29 100644 --- a/python/bbg_helpers.py +++ b/python/bbg_helpers.py @@ -79,7 +79,7 @@ def process_reference_msg(msg): data[securityName] = row return data -def retreive_data(session, securities, fields, overrides={}, +def retrieve_data(session, securities, fields, overrides={}, start_date=None, end_date=None): refDataService = session.getService("//blp/refdata") if start_date: @@ -106,13 +106,13 @@ def retreive_data(session, securities, fields, overrides={}, return data if __name__=="__main__": - testdate = pd.datetime(2015, 1, 1) + testdate = pd.datetime(2013, 1, 1) hist_securities = ['CADUSD Curncy', "EURUSD Curncy"] hist_fields = ['PX_LAST'] - securities = ['38145BAA9 Mtge', '75157EAE2 Mtge'] + securities = ['38145BAA9 Mtge', '75157EAE2 Mtge', 'XS0295516776 Mtge'] fields = ['CUR_CPN', 'START_ACC_DT'] with init_bbg_session('192.168.0.4', 8194) as session: - hist_data = retreive_data(session, hist_securities, hist_fields, start_date=testdate) + hist_data = retrieve_data(session, hist_securities, hist_fields, start_date=testdate) overrides={'SETTLE_DT': testdate} - ref_data = retreive_data(session, securities, fields, overrides=overrides) - struct_data = retreive_data(session, securities, ["HIST_CASH_FLOW"]) + ref_data = retrieve_data(session, securities, fields, overrides=overrides) + struct_data = retrieve_data(session, securities, ["HIST_CASH_FLOW"]) |