I'm writing a script that fetches data from Bloomberg using the TIA toolkit. I'm trying to place the PX_VALUE
from the start
date for each equity in stocks
in a dictionary called dict1
so that i can manipulate those values later.
Here is my script so far without the calculations:
from __future__ import division
import numpy as np
import pandas as pd
import datetime
import tia
import tia.bbg.datamgr as dm
from operator import itemgetter
start = datetime.date(2017, 1, 3)
end = datetime.date(2017, 7, 25)
diffdays = ((end - start).days)/365
resolution = 0.01
diff2dp = int(np.round(diffdays/resolution))*resolution
diff = 1/diff2dp
dict1 = {}
stocks = ('GOOGL US Equity','MSFT US Equity', 'IBM US Equity')
mgr = dm.BbgDataManager()
eqt = mgr[stocks]
for eq in eqt:
df = eq.get_historical(['PX_LAST'], start, end)
k = df.loc[start]['PX_LAST']
dict1 [stocks] = k
print dict1
And here is the actual Output:
Traceback (most recent call last):
File "C:\Users\bloomberg\Desktop\examples\CAGR by LouisV2 BROKEN.py", line 23, in <module>
for eq in eqt:
File "C:\Python27\lib\site-packages\tia\bbg\datamgr.py", line 94, in __getitem__
return self.get_attributes(flds, **self.overrides)
File "C:\Python27\lib\site-packages\tia\bbg\datamgr.py", line 90, in get_attributes
frame = self.mgr.get_attributes(self.sids, flds, **overrides)
File "C:\Python27\lib\site-packages\tia\bbg\datamgr.py", line 148, in get_attributes
return self.terminal.get_reference_data(sids, flds, **overrides).as_frame()
File "C:\Python27\lib\site-packages\tia\bbg\v3api.py", line 745, in get_reference_data
return self.execute(req)
File "C:\Python27\lib\site-packages\tia\bbg\v3api.py", line 711, in execute
self.logger.info('executing request: %s' % repr(request))
File "C:\Python27\lib\site-packages\tia\bbg\v3api.py", line 432, in __repr__
fields=','.join(self.fields),
TypeError: can only join an iterable
>>>
I have also written a script that works for 1 equity with the calculations:
from __future__ import division
import numpy as np
import pandas as pd
import datetime
import tia
import tia.bbg.datamgr as dm
start = datetime.date(2017, 1, 3)
end = datetime.date(2017, 7, 25)
diffdays = ((end - start).days)/365
resolution = 0.01
diff2dp = int(np.round(diffdays/resolution))*resolution
diff = 1/diff2dp
mgr = dm.BbgDataManager()
eqt = mgr['GOOGL US Equity']
datafetch = eqt.get_historical(['PX_LAST'], start, end)
calc1 = ((datafetch.loc[end]['PX_LAST'])/(datafetch.loc[start]['PX_LAST']))
calc2 = (pow(calc1,diff))-1
calc22dp = int(np.round(calc2/resolution))*resolution
print calc22dp
Your single-security solution does this:
eqt = mgr['GOOGL US Equity']
but your multiple-security solution does (in effect) this:
eqt = mgr[('GOOGL US Equity','MSFT US Equity', 'IBM US Equity')]
Now, I obviously cannot test this without a Bloomberg installation, but it is clear from the error message that your problem is with eqt
. Are you 100% sure you can pass a tuple of BBG ids as a key to dm.BbgDataManager()
? The results you are getting suggests that you can't.
Follow the line of your working one-security solution, but looping through the stocks of interest:
stocks = ('GOOGL US Equity','MSFT US Equity', 'IBM US Equity')
mgr = dm.BbgDataManager()
for stock in stocks:
eqt = mgr[stock]
datafetch = eqt.get_historical(['PX_LAST'], start, end)
calc1 = ((datafetch.loc[end]['PX_LAST'])/(datafetch.loc[start]['PX_LAST']))
calc2 = (pow(calc1,diff))-1
calc22dp = int(np.round(calc2/resolution))*resolution
print calc22dp