Inheritance diagram for instrument.Instrument:
Public Member Functions | |
| def | __init__ (self, symbol, library_name, create=False, data_sources=None, additional_data_functions=None) |
| def | load_historical_data (self) |
| def | create_instrument (self, data_sources) |
| def | initialize_instrument (self) |
| def | load_quandl_data (self, database=None, symbol=None) |
| def | update_quandl_data (self) |
| def | load_bloomberg_data (self) |
| def | update_bloomberg_data (self) |
| def | load_salientdb_data (self) |
| def | update_salientdb_data (self) |
| def | initialize_instrument (self) |
Public Attributes | |
| symbol | |
| library | |
| data_functions | |
| data_sources | |
| root_symbol | |
| bloomberg_class | |
| metadata | |
| data | |
Static Public Attributes | |
| dictionary | DATA_ADAPTERS |
Detailed Description
Base class for all instruments. Instruments are not tradeable.
Member Function Documentation
◆ initialize_instrument()
| def instrument.Instrument.initialize_instrument | ( | self | ) |
Default initialization, simpler than more sophisticated financial instruments would require.
Reimplemented in cds.CreditDefaultSwapInstrument.
◆ load_bloomberg_data()
| def instrument.Instrument.load_bloomberg_data | ( | self | ) |
Loads data from Bloomberg
◆ load_salientdb_data()
| def instrument.Instrument.load_salientdb_data | ( | self | ) |
Returns data from salientdb...
Member Data Documentation
◆ DATA_ADAPTERS
|
static |
Initial value:
= {
'bloomberg': BloombergDataAdapter,
'quandl': QuandlDataAdapter,
'salient_db': SalientDataAdapter
}
The documentation for this class was generated from the following file:
- instrument.py
