[通过excel通过python从Bloomberg api获取数据

Question

我编写了一些代码，该代码通过使用python在excel中查询成功从Bloomberg api中提取数据，然后启动Excel通过Bloomberg插件获取数据，将数据传输到csv（以便在python中更轻松地使用和其他下游需求）和回报。

唯一的问题是，要将数据提取到excel中，我必须先设置time.sleep（40），然后再保存文件，因为通过excel进行的连接需要足够的时间来提取数据。我想知道是否有一种方法可以自动检测何时提取数据？ -计划是扩大规模以在一个循环中或在多个线程中进行许多查询，为了提高效率，我需要检测何时提取数据以开始下一步。

任何想法都会真正有用吗？参见函数run_VBA到目前为止，这是我的代码：

import xlsxwriter
import pandas as pd
import xlwings as xl
import glob
import openpyxl
import time
import os
import win32com.client

def write_bloomberg_query_in_excel():
    """main function, make an excel workbook containing an api query, open the file and allow the data to 
        be pulled from the api, save and close, then transfer the data into a pandas df and csv"""

    WB = 'C:/python_workspace/bloomberg_api_data_pull/excel_queries/daily_wind_temp_precip.xlsx'
    location = "EGLL"

    make_workbook(WB, location)

    run_VWA(WB, location)

    df = df_from_excel(WB, location)  # sheetname is optional
    df.to_csv(WB.split('.')[0]+'.csv', index=False)

    return

def run_VWA(WB, location):
    """open the excel file, allow enough time to pull the data, then close and save"""

    bb = 'C:/blp/API/Office Tools/BloombergUI.xla'
    xl=win32com.client.DispatchEx("Excel.Application")  
    xl.Workbooks.Open(bb)
    xl.AddIns("Bloomberg Excel Tools").Installed = True
    wb = xl.Workbooks.Open(Filename=WB) #opens workbook in readonly mode.

    xl.Visible = False
    # need help here!! this time works for this query but I need to scale
    # the api calls and need a way to select time or detect when 
    # the download has happened
    time.sleep(40)         

    wb.Close(SaveChanges=1)

    xl.Quit()
    #Cleanup the com reference. 
    del xl   

    return

def make_workbook(WB, location):
    """write a bloomberg api query into an an excel workbook """

    # Create a workbook and add a worksheet.
    workbook = xlsxwriter.Workbook(WB)
    worksheet = workbook.add_worksheet(location)

    # Some data we want to write to the worksheet.
    W = """=BSRCH("comdty:weather","provider=wsi","location={}",
        "model=ACTUALS","frequency=DAILY","target_start_date=2018-08-01",
        "target_end_date=2018-12-31", 
        "fields=WIND_SPEED|TEMPERATURE|PRECIPITATION_24HR")""".format(location)

    # write to worksheet using formula
    worksheet.write(0, 0, W)
    # close
    workbook.close()
    return

def df_from_excel(path, SN):
    """read the contents of an excel file into a pandas dataframe"""
    app = xl.App(visible=False)
    book = app.books.open(path)
    sheet = book.sheets(SN)
    book.save()
    df = pd.read_excel(path, sheet_name=SN)
    app.kill()
    return df


if __name__=="__main__":
    write_bloomberg_query_in_excel()

我知道只从python api获取此数据更有意义，但是我在这里不支持'bsrch'类型的查询。

但是我愿意接受更好的方法？最好是python，或者可能是R

Answer 1

我建议在R中使用Rblpapi程序包，因为它具有bsrch功能。