WR_Bloomberg/BBL.py at master · DS-argus/WR_Bloomberg · GitHub

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import config as cfg
from xbbg import blp
import xlwings as xw
import pandas as pd

import numpy as np

from datetime import date


def getbldata(tkrs, flds, start_date, end_date, per='D'):

    res = blp.bdh(
        tkrs,
        flds,
        start_date=start_date,
        end_date=end_date,
        Per=per
    )

    return res


if __name__ == "__main__":
    start = date(2022, 9, 5)
    to = date.today()
    tickers = [
                "SPX Index",
                # "SX5E Index",
                # "KOSPI2 Index",
                # "SHSZ300 Index",
                # "NKY Index",
                # "HSCEI Index"
            ]

    fields = ['30DAY_IMPVOL_100.0%MNY_DF', '60DAY_IMPVOL_100.0%MNY_DF']
    df = getbldata(tickers, fields, start, to)
    print(df)