Wrapper for financial database APIs
Project description
HongXiongMao Refuel
Toolbox for importing data from various financial sources; for a personal project so if you are here by accident I highly advise you look elsewhere.
Usage
There are no plans to go into any material depth here, so these are just notes to job my own memory.
Snowflake
Snowflake objects here specifically related to the snowflake-connector so connecting to a database.
There are three main functions.
rsa_token_stuff
which returns pkb given a password string and private_key_file.p8
snowflake_connect
which returns a snowflake-python-connector connection,
snowflake_sql_engine
returns an SQL Alchemy engine object.
Not being a database pro, both seem to work but I favour the engine.
Both functions require the same inputs:
def snowflake_sql_engine(
user_details: dict, # dictionary of required inputs
method='rsa', # can be 'rsa' or 'user'
password: None | str = None, # password if using rsa
private_key_file: None | str = None # file location of .p8 file if using RSA
):
To help there are also templates for the user_details:
SNOWFLAKE_RSA_USER_DETAILS_TEMPLATE = dict(
user="USERNAME",
password="",
account="xx123455",
region="eu-west-1",
warehouse="LAB_SOMETHING_WH",
database="LAB_SOMETHING",
# schema="",)
As well as some helper functions
check_compatibility
tests a df vs. a snowflake table for compatability (could be a bit buggy)
sql_append_with_drop_duplicates
does as it says on the tin
Installation
Bloomberg API
To make Bloomberg calls, the blpapi
package must be installed; we then extend the excellent xbbg
package.
Unfortunately, installing of blpapi
can be a pain in the backside.
I can't get pyproject.toml
to correctly install blpapi
as a dependency.
Using pip instruction from the Bloomberg website
python -m pip install --index-url=https://bcms.bloomberg.com/pip/simple blpapi
Poetry requires 2 steps
- Set up Bloomberg as a source,
- installing
blpapi
poetry source add --priority=supplemental bloomberg https://bcms.bloomberg.com/pip/simple/
poetry add --source bloomberg blpapi
Snowflake SQL
In order to get snowflake connectors working we've had to install several additional packages. Snowflake is very picky about which versions of pyarrow etc... are installed and requires old versions.
snowflake-connector-python = "^3.2.0"
snowflake-sqlalchemy = "^1.5.0"
pyarrow = ">=10.0.1, <10.1.0"
cryptography = "^41.0.5"
Publishing to PyPi
I'm no pro at deploying packages to PyPi, so these are my notes for deployment of a poetry package. For reference, I followed this tutorial
Key points:
- (PyPi account is required)[https://pypi.org/manage/account/#account-emails]
- (Configure Poetry)[https://python-poetry.org/docs/repositories/#configuring-credentials]
- poetry build
- poetry publish
# configure API key
poetry config pypi-token.pypi <pypi-reallyREALLYllongKEY...>
# The build bit
(base) (hxm-refuel-py3.10) PS C:\Users\XXX\Documents\GitHub\hxm-refuel> poetry build
Building hxm-refuel (0.1.0)
- Building sdist
- Built hxm_refuel-0.1.0.tar.gz
- Building wheel
- Built hxm_refuel-0.1.0-py3-none-any.whl
# publishing bit
(base) (hxm-refuel-py3.10) PS C:\Users\T333208\Documents\GitHub\hxm-refuel> poetry publish
Publishing hxm-refuel (0.1.0) to PyPI
- Uploading hxm_refuel-0.1.0-py3-none-any.whl 0%
- Uploading hxm_refuel-0.1.0-py3-none-any.whl 85%
- Uploading hxm_refuel-0.1.0-py3-none-any.whl 100%
- Uploading hxm_refuel-0.1.0.tar.gz 0%
- Uploading hxm_refuel-0.1.0.tar.gz 100%
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