Python / Bloomberg API：以int返回单个查询

Question

免责声明：Python和Bloomberg API的新功能。

我正在尝试使用Python查询单个数据点的安全性-由于第三方模块的限制，因此未使用任何其他模块。

我已获取BBG的SimpleHistoryExample，并根据需要进行了编辑。现在，我只需要找到一种只返回PX_LAST值的方法。

# SimpleHistoryExample.py
from __future__ import print_function
from __future__ import absolute_import

import blpapi
from optparse import OptionParser
prevMonthEnd = "20191031"

def parseCmdLine():
    parser = OptionParser(description="Retrieve reference data.")
    parser.add_option("-a",
                      "--ip",
                      dest="host",
                      help="server name or IP (default: %default)",
                      metavar="ipAddress",
                      default="localhost")
    parser.add_option("-p",
                      dest="port",
                      type="int",
                      help="server port (default: %default)",
                      metavar="tcpPort",
                      default=8194)

    (options, args) = parser.parse_args()

    return options


def main():
    options = parseCmdLine()

    # Fill SessionOptions
    sessionOptions = blpapi.SessionOptions()
    sessionOptions.setServerHost(options.host)
    sessionOptions.setServerPort(options.port)

    print("Connecting to %s:%s" % (options.host, options.port))
    # Create a Session
    session = blpapi.Session(sessionOptions)

    # Start a Session
    if not session.start():
        print("Failed to start session.")
        return

    try:
        # Open service to get historical data from
        if not session.openService("//blp/refdata"):
            print("Failed to open //blp/refdata")
            return

        # Obtain previously opened service
        refDataService = session.getService("//blp/refdata")

        # Create and fill the request for the historical data
        request = refDataService.createRequest("HistoricalDataRequest")
        request.getElement("securities").appendValue("EURUSD Curncy")
        request.getElement("fields").appendValue("PX_LAST")
        request.set("periodicityAdjustment", "ACTUAL")
        request.set("periodicitySelection", "DAILY")
        request.set("startDate", "20191130")
        request.set("endDate", "20191130")
        request.set("maxDataPoints", 1000)

        print("Sending Request:", request)
        # Send the request
        session.sendRequest(request)

        # Process received events
        while(True):
            # We provide timeout to give the chance for Ctrl+C handling:
            ev = session.nextEvent(500)
            for msg in ev:
                print(msg)

            if ev.eventType() == blpapi.Event.RESPONSE:
                # Response completely received, so we could exit
                break
    finally:
        # Stop the session
        session.stop()

if __name__ == "__main__":
    print("SimpleHistoryExample")
    try:
        main()
    except KeyboardInterrupt:
        print("Ctrl+C pressed. Stopping...")

Answer 1

您有一个历史数据请求，在大多数情况下，这意味着您要请求多天，因此您必须处理该问题以及每天的格式要求。在这种情况下，您只需要一天，因此让我们来谈谈。

首先，不要选择一个周末。您需要一天需要有数据的地方。尝试前一天。原始响应如下所示：

HistoricalDataResponse = {
    securityData = {
        security = "EURUSD Curncy"
        eidData[] = {
        }
        sequenceNumber = 0
        fieldExceptions[] = {
        }
        fieldData[] = {
            fieldData = {
                date = 2019-11-29
                PX_LAST = 1.101800
            }
        }
    }
}

对于每一个，都可以访问blpapi数据结构。最终，由您来决定如何构造它。

请按原样使用，因为它有缺陷，但这是获取数据的示例。这是将它放入单个日期的字典中，重点放在上面问题中的响应部分：

# inside your existing while loop above
if ev.eventType() == blpapi.Event.RESPONSE:$
    response = {}$
    sec_data = msg.getElement("securityData")$
    field_data = sec_data.getElement("fieldData")$
    for individual_date_quote in field_data.values():$
        for elem in individual_date_quote.elements():$
            response[str(elem.name())] = elem.getValueAsString()$
    print("response dict:", response)$
    # Response completely received, so we could exit$
    break$

哪个会给你：

response dict: {'date': '2019-11-29', 'PX_LAST': '1.101800'}

您还需要考虑ev.eventType() == blpapi.Event.PARTIAL_RESPONSE，以及每个证券如何处理多个证券和多个日期。请查看{WAPI}以获得完整的文档，但是希望这可以使您更好地了解如何入门。