Various tools to create a connection to the WRDS service and download commonly used data.
Project description
Wrds Tools
Tools for accessing compustat variables through WRDS by name.
Setup
To build a connection to the wrds server via python, a .pgpass file is required in the user's home
directory, with access limited to the user. To create this file, follow the instructions here: (WRDS login required).
After creating the file, don't forget to run "chmod 0600 ~/.pgpass" in the console to limit access, .
Using package directly from github
Install import_from_github_com from your terminal to use this package directly from github.
pip3 install import_from_github_com
Or use your package manager (e.g., Conda).
Now you can use Wrds Tools by importing it from github.
import wrds
from github_com.julianbarg import wrds_tools
Example
Build a connection to WRDS.
wrds = wrds_tools.WrdsConnection()
Loading library list...
Done
Download all S&P 500 constituents from between 2002-2007.
from datetime import date
wrds.set_observation_period(start_date=date(year=2002, month=1, day=1),
end_date=date(year=2007, month=12, day=31))
wrds.build_sp500()
wrds.add_names()
sp500 = wrds.return_dataframe()
Save your sample to a .csv and excel file.
sp500.to_csv('sp500.csv')
sp500.to_excel('sp500.xlsx')
Run custom wrds queries.
db = wrds.db
KLD_ratings = db.get_table('kld', 'history')
# get some basic financials
funda = db.raw_sql('select GVKEY, FYEAR, FIC, REVT, SALE, EMP, GP, CURCD from compa.funda')
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