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Update load_quandl_sf1.py #12

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43a080a
Update load_quandl_sf1.py
carstenf Dec 17, 2023
241b735
Update zipline_data_tools.py
carstenf Dec 17, 2023
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7 changes: 7 additions & 0 deletions alphacompiler/data/load_quandl_sf1.py
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Original file line number Diff line number Diff line change
Expand Up @@ -33,6 +33,13 @@


def clear_raw_folder(raw_folder_path):
# check if raw exists, else create raw
raw_f_path = os.path.join(BASE, "raw")
if not os.path.exists(raw_f_path):
# If it doesn't exist, create the "raw" folder
os.makedirs(raw_f_path)
print(f"The 'raw' folder has been created at: {raw_f_path}")

# removes all the files in the raw folder
print(' ** clearing the raw/ folder **')
files = glob.glob(raw_folder_path + '/*')
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6 changes: 4 additions & 2 deletions alphacompiler/util/zipline_data_tools.py
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Expand Up @@ -67,7 +67,8 @@ def get_tickers_from_bundle(bundle_name):
bundle_data = load(bundle_name, os.environ, None)

# get a list of all sids
lifetimes = bundle_data.asset_finder._compute_asset_lifetimes(frozenset([str("US")]))
#lifetimes = bundle_data.asset_finder._compute_asset_lifetimes(frozenset([str("US")]))
lifetimes = bundle_data.asset_finder._compute_asset_lifetimes(country_codes=[str("US")]) # enable zipline-reloaded
all_sids = lifetimes.sid

# retreive all assets in the bundle
Expand All @@ -82,7 +83,8 @@ def get_all_assets_for_bundle(bundle_name):
bundle_data = load(bundle_name, os.environ, None)

# get a list of all sids
lifetimes = bundle_data.asset_finder._compute_asset_lifetimes(frozenset([str("US")]))
#lifetimes = bundle_data.asset_finder._compute_asset_lifetimes(frozenset([str("US")]))
lifetimes = bundle_data.asset_finder._compute_asset_lifetimes(country_codes=[str("US")]) # enable zipline-reloaded
all_sids = lifetimes.sid

print('all_sids: ', all_sids)
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