Created
January 23, 2016 01:04
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from data_requirements import DataRequirements | |
from data_source import DataSource | |
from sentiment_redshift import RedshiftRavenPackDataProvider, Equity | |
from pandas import to_datetime | |
import pandas as pd | |
from collections import namedtuple | |
from sqlalchemy import create_engine | |
import pytz | |
redshift = create_engine('redshift+psycopg2://masteruser:M4steruser@marketdata-test.cq0v4ljf3cuw.us-east-1.redshift.amazonaws.com:5439/dev', echo=True) | |
provider = RedshiftRavenPackDataProvider(redshift) | |
requirements = DataRequirements( | |
#ticker = list(pd.read_csv("C:/DCM/1. Investment Team/Data/full_universe_xignite.csv",header=0).values.flatten()), | |
ticker=['AAPL'], # ,'AVGO','BID','CSCO','DIS','FII','FLIR','GILD','GNTX','HCI','IDCC','IEX','IOSP','JCOM','LRCX','LYB','MTSC','NDSN','PLT','STJ','SWM'], | |
timestamp_utc=(to_datetime("2015-06-01 00:00:00-05:00"), to_datetime("2016-01-21 23:59:59-05:00"))) | |
ds = DataSource(requirements, provider) | |
df = pd.read_sql(ds.get_query(), redshift) | |
#VARIOUS OUTPUTS OF RAVENPACK QUIRY | |
RavenPack_output_file_css = df[['ravenpack_equities_timestamp_utc','ticker','ravenpack_equities_css']] | |
RavenPack_output_file_css.to_csv("./RavenPack_output_CSS_scores.csv") | |
print "Finished" |
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