diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/bbg_helpers.py | 4 | ||||
| -rw-r--r-- | python/bbg_prices.py | 4 | ||||
| -rw-r--r-- | python/position.py | 6 | ||||
| -rw-r--r-- | python/process_queue.py | 4 |
4 files changed, 10 insertions, 8 deletions
diff --git a/python/bbg_helpers.py b/python/bbg_helpers.py index a2ae0f29..203b280f 100644 --- a/python/bbg_helpers.py +++ b/python/bbg_helpers.py @@ -7,6 +7,8 @@ import logging logger = logging.getLogger(__name__) +BBG_IP = '192.168.0.4' + @contextmanager def init_bbg_session(ipaddr, port=8194): sessionOptions = blpapi.SessionOptions() @@ -111,7 +113,7 @@ if __name__=="__main__": hist_fields = ['PX_LAST'] securities = ['38145BAA9 Mtge', '75157EAE2 Mtge', 'XS0295516776 Mtge'] fields = ['CUR_CPN', 'START_ACC_DT'] - with init_bbg_session('192.168.0.4', 8194) as session: + with init_bbg_session(BBG_IP, 8194) as session: hist_data = retrieve_data(session, hist_securities, hist_fields, start_date=testdate) overrides={'SETTLE_DT': testdate} ref_data = retrieve_data(session, securities, fields, overrides=overrides) diff --git a/python/bbg_prices.py b/python/bbg_prices.py index 5cf37aa6..16ed2ca4 100644 --- a/python/bbg_prices.py +++ b/python/bbg_prices.py @@ -1,4 +1,4 @@ -from bbg_helpers import init_bbg_session, retrieve_data, process_msgs +from bbg_helpers import init_bbg_session, retrieve_data, BBG_IP from sqlalchemy import create_engine import numpy as np import pandas as pd @@ -16,7 +16,7 @@ cusips = pd.read_sql_query("select id_bb_unique, substring(id_bb_unique from 3) securities = ["{0} Corp".format(cusip) for cusip in cusips.index] -with init_bbg_session('192.168.0.4', 8194) as session: +with init_bbg_session(BBG_IP) as session: data = retrieve_data(session, securities, fields_update) df = process_msgs(data) diff --git a/python/position.py b/python/position.py index 445cfee1..2eb272de 100644 --- a/python/position.py +++ b/python/position.py @@ -1,4 +1,4 @@ -from bbg_helpers import init_bbg_session, retrieve_data +from bbg_helpers import init_bbg_session, retrieve_data, BBG_IP import pandas as pd from sqlalchemy import create_engine from pandas.tseries.offsets import BDay @@ -96,7 +96,7 @@ if __name__=="__main__": engine = create_engine('postgresql://dawn_user@debian/dawndb') workdate = pd.datetime.today() conn = engine.raw_connection() - with init_bbg_session('192.168.0.4', 8194) as session: + with init_bbg_session(BBG_IP) as session: df = update_securities(session, ['START_ACC_DT', 'CUR_CPN']) populate_cashflow_history(session, conn, workdate) update_fx(session, conn, ['EURUSD', 'CADUSD']) @@ -105,5 +105,5 @@ if __name__=="__main__": ",coupon=%(CUR_CPN)s WHERE identifier=%(identifier)s", df.to_dict('records')) conn.commit() - # with init_bbg_session('192.168.0.4', 8194) as session: + # with init_bbg_session(BBG_IP) as session: # init_fx(session, pd.datetime(2013, 1, 1)) diff --git a/python/process_queue.py b/python/process_queue.py index 4a387aa8..92581003 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -13,7 +13,7 @@ from ftplib import FTP import config import os from sqlalchemy import create_engine -from bbg_helpers import init_bbg_session, retrieve_data +from bbg_helpers import init_bbg_session, retrieve_data, BBG_IP import re def decode_dict(d): @@ -150,7 +150,7 @@ if __name__=="__main__": if l: buf = generate_csv(l) with conn.cursor() as c: - with init_bbg_session('192.168.0.4', 8194) as session: + with init_bbg_session(BBG_IP) as session: for trade in l: bbg_process(c, session, trade) conn.commit() |