playground.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "import bf4py\n",
    "test = bf4py.BF4Py()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "[]"
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from datetime import date\n",
    "test.bonds.bond_basic_information(\"US594918BY93\")\n",
    "test.general.eod_data(min_date=date(2023,8,27), isin=\"US594918BY93\", mic=\"XFRA\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 60,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "[{'date': '2023-08-25',\n",
       "  'open': 95.29,\n",
       "  'close': 95.34,\n",
       "  'high': 95.49,\n",
       "  'low': 95.24,\n",
       "  'turnoverPieces': 0,\n",
       "  'turnoverEuro': 0}]"
      ]
     },
     "execution_count": 60,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from datetime import date\n",
    "test.general.eod_data(min_date= date(2023, 8, 25), isin= \"US594918BY93\", mic= \"XFRA\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 110,
   "metadata": {},
   "outputs": [],
   "source": [
    "#test.derivatives.instrument_data(\"US594918BY93\", mic = \"XFRA\")\n",
    "from datetime import datetime, date\n",
    "\n",
    "\n",
    "connector = bf4py.connector.BF4PyConnector()\n",
    "# params = {\"isin\": \"US594918BY93\"}\n",
    "\n",
    "response = test.general.instrument_information(\"US594918BY93\")\n",
    "response2 = connector.data_request(\"master_data_bond\", params=params)\n",
    "\n",
    "response3 = test.general.eod_data(isin= \"US594918BY93\", min_date= date(year= 2022, month=8,  day=20), mic = \"XFRA\")\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 111,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "\n",
    "\n",
    "df1 = pd.DataFrame(list(response.items()))\n",
    "df2 = pd.DataFrame(list(response2.items()))\n",
    "df3 = pd.DataFrame(list(response3))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
    {
     "ename": "KeyboardInterrupt",
     "evalue": "",
     "output_type": "error",
     "traceback": [
      "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[0;31mKeyboardInterrupt\u001b[0m                         Traceback (most recent call last)",
      "Cell \u001b[0;32mIn[10], line 7\u001b[0m\n\u001b[1;32m      4\u001b[0m params \u001b[39m=\u001b[39m {\u001b[39m\"\u001b[39m\u001b[39misin\u001b[39m\u001b[39m\"\u001b[39m: \u001b[39m\"\u001b[39m\u001b[39mUS594918BY93\u001b[39m\u001b[39m\"\u001b[39m}\n\u001b[1;32m      5\u001b[0m \u001b[39m#connector.data_request(\"master_data_bond\", params=params)\u001b[39;00m\n\u001b[0;32m----> 7\u001b[0m connector\u001b[39m.\u001b[39;49mdata_request(\u001b[39m\"\u001b[39;49m\u001b[39mprice_information\u001b[39;49m\u001b[39m\"\u001b[39;49m, params\u001b[39m=\u001b[39;49mparams)\n",
      "File \u001b[0;32m/rwthfs/rz/cluster/work/an417130/Quant/DCF_Valuation/bf4py/bf4py/connector.py:69\u001b[0m, in \u001b[0;36mBF4PyConnector.data_request\u001b[0;34m(self, function, params)\u001b[0m\n\u001b[1;32m     67\u001b[0m header \u001b[39m=\u001b[39m \u001b[39mself\u001b[39m\u001b[39m.\u001b[39m_create_ids(url)\n\u001b[1;32m     68\u001b[0m header[\u001b[39m'\u001b[39m\u001b[39maccept\u001b[39m\u001b[39m'\u001b[39m] \u001b[39m=\u001b[39m \u001b[39m'\u001b[39m\u001b[39mapplication/json, text/plain, */*\u001b[39m\u001b[39m'\u001b[39m\n\u001b[0;32m---> 69\u001b[0m req \u001b[39m=\u001b[39m \u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49msession\u001b[39m.\u001b[39;49mget(url, headers\u001b[39m=\u001b[39;49mheader, timeout\u001b[39m=\u001b[39;49m(\u001b[39m3.5\u001b[39;49m, \u001b[39m15\u001b[39;49m))\n\u001b[1;32m     71\u001b[0m \u001b[39mif\u001b[39;00m req\u001b[39m.\u001b[39mtext \u001b[39mis\u001b[39;00m \u001b[39mNone\u001b[39;00m:\n\u001b[1;32m     72\u001b[0m     \u001b[39mraise\u001b[39;00m \u001b[39mException\u001b[39;00m(\u001b[39m'\u001b[39m\u001b[39mBoerse Frankfurt returned no data, check parameters, especially period!\u001b[39m\u001b[39m'\u001b[39m)\n",
      "File \u001b[0;32m~/miniconda3/envs/OpenBB_Terminal/lib/python3.9/site-packages/requests/sessions.py:602\u001b[0m, in \u001b[0;36mSession.get\u001b[0;34m(self, url, **kwargs)\u001b[0m\n\u001b[1;32m    594\u001b[0m \u001b[39m\u001b[39m\u001b[39mr\u001b[39m\u001b[39m\"\"\"Sends a GET request. Returns :class:`Response` object.\u001b[39;00m\n\u001b[1;32m    595\u001b[0m \n\u001b[1;32m    596\u001b[0m \u001b[39m:param url: URL for the new :class:`Request` object.\u001b[39;00m\n\u001b[1;32m    597\u001b[0m \u001b[39m:param \\*\\*kwargs: Optional arguments that ``request`` takes.\u001b[39;00m\n\u001b[1;32m    598\u001b[0m \u001b[39m:rtype: requests.Response\u001b[39;00m\n\u001b[1;32m    599\u001b[0m \u001b[39m\"\"\"\u001b[39;00m\n\u001b[1;32m    601\u001b[0m kwargs\u001b[39m.\u001b[39msetdefault(\u001b[39m\"\u001b[39m\u001b[39mallow_redirects\u001b[39m\u001b[39m\"\u001b[39m, \u001b[39mTrue\u001b[39;00m)\n\u001b[0;32m--> 602\u001b[0m \u001b[39mreturn\u001b[39;00m \u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49mrequest(\u001b[39m\"\u001b[39;49m\u001b[39mGET\u001b[39;49m\u001b[39m\"\u001b[39;49m, url, \u001b[39m*\u001b[39;49m\u001b[39m*\u001b[39;49mkwargs)\n",
      "File \u001b[0;32m~/miniconda3/envs/OpenBB_Terminal/lib/python3.9/site-packages/requests/sessions.py:589\u001b[0m, in \u001b[0;36mSession.request\u001b[0;34m(self, method, url, params, data, headers, cookies, files, auth, timeout, allow_redirects, proxies, hooks, stream, verify, cert, json)\u001b[0m\n\u001b[1;32m    584\u001b[0m send_kwargs \u001b[39m=\u001b[39m {\n\u001b[1;32m    585\u001b[0m     \u001b[39m\"\u001b[39m\u001b[39mtimeout\u001b[39m\u001b[39m\"\u001b[39m: timeout,\n\u001b[1;32m    586\u001b[0m     \u001b[39m\"\u001b[39m\u001b[39mallow_redirects\u001b[39m\u001b[39m\"\u001b[39m: allow_redirects,\n\u001b[1;32m    587\u001b[0m }\n\u001b[1;32m    588\u001b[0m send_kwargs\u001b[39m.\u001b[39mupdate(settings)\n\u001b[0;32m--> 589\u001b[0m resp \u001b[39m=\u001b[39m \u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49msend(prep, \u001b[39m*\u001b[39;49m\u001b[39m*\u001b[39;49msend_kwargs)\n\u001b[1;32m    591\u001b[0m \u001b[39mreturn\u001b[39;00m resp\n",
      "File \u001b[0;32m~/miniconda3/envs/OpenBB_Terminal/lib/python3.9/site-packages/requests/sessions.py:747\u001b[0m, in \u001b[0;36mSession.send\u001b[0;34m(self, request, **kwargs)\u001b[0m\n\u001b[1;32m    744\u001b[0m         \u001b[39mpass\u001b[39;00m\n\u001b[1;32m    746\u001b[0m \u001b[39mif\u001b[39;00m \u001b[39mnot\u001b[39;00m stream:\n\u001b[0;32m--> 747\u001b[0m     r\u001b[39m.\u001b[39;49mcontent\n\u001b[1;32m    749\u001b[0m \u001b[39mreturn\u001b[39;00m r\n",
      "File \u001b[0;32m~/miniconda3/envs/OpenBB_Terminal/lib/python3.9/site-packages/requests/models.py:899\u001b[0m, in \u001b[0;36mResponse.content\u001b[0;34m(self)\u001b[0m\n\u001b[1;32m    897\u001b[0m         \u001b[39mself\u001b[39m\u001b[39m.\u001b[39m_content \u001b[39m=\u001b[39m \u001b[39mNone\u001b[39;00m\n\u001b[1;32m    898\u001b[0m     \u001b[39melse\u001b[39;00m:\n\u001b[0;32m--> 899\u001b[0m         \u001b[39mself\u001b[39m\u001b[39m.\u001b[39m_content \u001b[39m=\u001b[39m \u001b[39mb\u001b[39;49m\u001b[39m\"\u001b[39;49m\u001b[39m\"\u001b[39;49m\u001b[39m.\u001b[39;49mjoin(\u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49miter_content(CONTENT_CHUNK_SIZE)) \u001b[39mor\u001b[39;00m \u001b[39mb\u001b[39m\u001b[39m\"\u001b[39m\u001b[39m\"\u001b[39m\n\u001b[1;32m    901\u001b[0m \u001b[39mself\u001b[39m\u001b[39m.\u001b[39m_content_consumed \u001b[39m=\u001b[39m \u001b[39mTrue\u001b[39;00m\n\u001b[1;32m    902\u001b[0m \u001b[39m# don't need to release the connection; that's been handled by urllib3\u001b[39;00m\n\u001b[1;32m    903\u001b[0m \u001b[39m# since we exhausted the data.\u001b[39;00m\n",
      "File \u001b[0;32m~/miniconda3/envs/OpenBB_Terminal/lib/python3.9/site-packages/requests/models.py:816\u001b[0m, in \u001b[0;36mResponse.iter_content.<locals>.generate\u001b[0;34m()\u001b[0m\n\u001b[1;32m    814\u001b[0m \u001b[39mif\u001b[39;00m \u001b[39mhasattr\u001b[39m(\u001b[39mself\u001b[39m\u001b[39m.\u001b[39mraw, \u001b[39m\"\u001b[39m\u001b[39mstream\u001b[39m\u001b[39m\"\u001b[39m):\n\u001b[1;32m    815\u001b[0m     \u001b[39mtry\u001b[39;00m:\n\u001b[0;32m--> 816\u001b[0m         \u001b[39myield from\u001b[39;00m \u001b[39mself\u001b[39m\u001b[39m.\u001b[39mraw\u001b[39m.\u001b[39mstream(chunk_size, decode_content\u001b[39m=\u001b[39m\u001b[39mTrue\u001b[39;00m)\n\u001b[1;32m    817\u001b[0m     \u001b[39mexcept\u001b[39;00m ProtocolError \u001b[39mas\u001b[39;00m e:\n\u001b[1;32m    818\u001b[0m         \u001b[39mraise\u001b[39;00m ChunkedEncodingError(e)\n",
      "File \u001b[0;32m~/miniconda3/envs/OpenBB_Terminal/lib/python3.9/site-packages/urllib3/response.py:624\u001b[0m, in \u001b[0;36mHTTPResponse.stream\u001b[0;34m(self, amt, decode_content)\u001b[0m\n\u001b[1;32m    608\u001b[0m \u001b[39m\u001b[39m\u001b[39m\"\"\"\u001b[39;00m\n\u001b[1;32m    609\u001b[0m \u001b[39mA generator wrapper for the read() method. A call will block until\u001b[39;00m\n\u001b[1;32m    610\u001b[0m \u001b[39m``amt`` bytes have been read from the connection or until the\u001b[39;00m\n\u001b[0;32m   (...)\u001b[0m\n\u001b[1;32m    621\u001b[0m \u001b[39m    'content-encoding' header.\u001b[39;00m\n\u001b[1;32m    622\u001b[0m \u001b[39m\"\"\"\u001b[39;00m\n\u001b[1;32m    623\u001b[0m \u001b[39mif\u001b[39;00m \u001b[39mself\u001b[39m\u001b[39m.\u001b[39mchunked \u001b[39mand\u001b[39;00m \u001b[39mself\u001b[39m\u001b[39m.\u001b[39msupports_chunked_reads():\n\u001b[0;32m--> 624\u001b[0m     \u001b[39mfor\u001b[39;00m line \u001b[39min\u001b[39;00m \u001b[39mself\u001b[39m\u001b[39m.\u001b[39mread_chunked(amt, decode_content\u001b[39m=\u001b[39mdecode_content):\n\u001b[1;32m    625\u001b[0m         \u001b[39myield\u001b[39;00m line\n\u001b[1;32m    626\u001b[0m \u001b[39melse\u001b[39;00m:\n",
      "File \u001b[0;32m~/miniconda3/envs/OpenBB_Terminal/lib/python3.9/site-packages/urllib3/response.py:828\u001b[0m, in \u001b[0;36mHTTPResponse.read_chunked\u001b[0;34m(self, amt, decode_content)\u001b[0m\n\u001b[1;32m    825\u001b[0m     \u001b[39mreturn\u001b[39;00m\n\u001b[1;32m    827\u001b[0m \u001b[39mwhile\u001b[39;00m \u001b[39mTrue\u001b[39;00m:\n\u001b[0;32m--> 828\u001b[0m     \u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49m_update_chunk_length()\n\u001b[1;32m    829\u001b[0m     \u001b[39mif\u001b[39;00m \u001b[39mself\u001b[39m\u001b[39m.\u001b[39mchunk_left \u001b[39m==\u001b[39m \u001b[39m0\u001b[39m:\n\u001b[1;32m    830\u001b[0m         \u001b[39mbreak\u001b[39;00m\n",
      "File \u001b[0;32m~/miniconda3/envs/OpenBB_Terminal/lib/python3.9/site-packages/urllib3/response.py:758\u001b[0m, in \u001b[0;36mHTTPResponse._update_chunk_length\u001b[0;34m(self)\u001b[0m\n\u001b[1;32m    756\u001b[0m \u001b[39mif\u001b[39;00m \u001b[39mself\u001b[39m\u001b[39m.\u001b[39mchunk_left \u001b[39mis\u001b[39;00m \u001b[39mnot\u001b[39;00m \u001b[39mNone\u001b[39;00m:\n\u001b[1;32m    757\u001b[0m     \u001b[39mreturn\u001b[39;00m\n\u001b[0;32m--> 758\u001b[0m line \u001b[39m=\u001b[39m \u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49m_fp\u001b[39m.\u001b[39;49mfp\u001b[39m.\u001b[39;49mreadline()\n\u001b[1;32m    759\u001b[0m line \u001b[39m=\u001b[39m line\u001b[39m.\u001b[39msplit(\u001b[39mb\u001b[39m\u001b[39m\"\u001b[39m\u001b[39m;\u001b[39m\u001b[39m\"\u001b[39m, \u001b[39m1\u001b[39m)[\u001b[39m0\u001b[39m]\n\u001b[1;32m    760\u001b[0m \u001b[39mtry\u001b[39;00m:\n",
      "File \u001b[0;32m~/miniconda3/envs/OpenBB_Terminal/lib/python3.9/socket.py:704\u001b[0m, in \u001b[0;36mSocketIO.readinto\u001b[0;34m(self, b)\u001b[0m\n\u001b[1;32m    702\u001b[0m \u001b[39mwhile\u001b[39;00m \u001b[39mTrue\u001b[39;00m:\n\u001b[1;32m    703\u001b[0m     \u001b[39mtry\u001b[39;00m:\n\u001b[0;32m--> 704\u001b[0m         \u001b[39mreturn\u001b[39;00m \u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49m_sock\u001b[39m.\u001b[39;49mrecv_into(b)\n\u001b[1;32m    705\u001b[0m     \u001b[39mexcept\u001b[39;00m timeout:\n\u001b[1;32m    706\u001b[0m         \u001b[39mself\u001b[39m\u001b[39m.\u001b[39m_timeout_occurred \u001b[39m=\u001b[39m \u001b[39mTrue\u001b[39;00m\n",
      "File \u001b[0;32m~/miniconda3/envs/OpenBB_Terminal/lib/python3.9/ssl.py:1242\u001b[0m, in \u001b[0;36mSSLSocket.recv_into\u001b[0;34m(self, buffer, nbytes, flags)\u001b[0m\n\u001b[1;32m   1238\u001b[0m     \u001b[39mif\u001b[39;00m flags \u001b[39m!=\u001b[39m \u001b[39m0\u001b[39m:\n\u001b[1;32m   1239\u001b[0m         \u001b[39mraise\u001b[39;00m \u001b[39mValueError\u001b[39;00m(\n\u001b[1;32m   1240\u001b[0m           \u001b[39m\"\u001b[39m\u001b[39mnon-zero flags not allowed in calls to recv_into() on \u001b[39m\u001b[39m%s\u001b[39;00m\u001b[39m\"\u001b[39m \u001b[39m%\u001b[39m\n\u001b[1;32m   1241\u001b[0m           \u001b[39mself\u001b[39m\u001b[39m.\u001b[39m\u001b[39m__class__\u001b[39m)\n\u001b[0;32m-> 1242\u001b[0m     \u001b[39mreturn\u001b[39;00m \u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49mread(nbytes, buffer)\n\u001b[1;32m   1243\u001b[0m \u001b[39melse\u001b[39;00m:\n\u001b[1;32m   1244\u001b[0m     \u001b[39mreturn\u001b[39;00m \u001b[39msuper\u001b[39m()\u001b[39m.\u001b[39mrecv_into(buffer, nbytes, flags)\n",
      "File \u001b[0;32m~/miniconda3/envs/OpenBB_Terminal/lib/python3.9/ssl.py:1100\u001b[0m, in \u001b[0;36mSSLSocket.read\u001b[0;34m(self, len, buffer)\u001b[0m\n\u001b[1;32m   1098\u001b[0m \u001b[39mtry\u001b[39;00m:\n\u001b[1;32m   1099\u001b[0m     \u001b[39mif\u001b[39;00m buffer \u001b[39mis\u001b[39;00m \u001b[39mnot\u001b[39;00m \u001b[39mNone\u001b[39;00m:\n\u001b[0;32m-> 1100\u001b[0m         \u001b[39mreturn\u001b[39;00m \u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49m_sslobj\u001b[39m.\u001b[39;49mread(\u001b[39mlen\u001b[39;49m, buffer)\n\u001b[1;32m   1101\u001b[0m     \u001b[39melse\u001b[39;00m:\n\u001b[1;32m   1102\u001b[0m         \u001b[39mreturn\u001b[39;00m \u001b[39mself\u001b[39m\u001b[39m.\u001b[39m_sslobj\u001b[39m.\u001b[39mread(\u001b[39mlen\u001b[39m)\n",
      "\u001b[0;31mKeyboardInterrupt\u001b[0m: "
     ]
    }
   ],
   "source": [
    "import bf4py\n",
    "\n",
    "connector = bf4py.connector.BF4PyConnector()\n",
    "params = {\"isin\": \"US594918BY93\",\n",
    "          \"mic\": \"XFRA\"}\n",
    "#connector.data_request(\"master_data_bond\", params=params)\n",
    "\n",
    "connector.data_request(\"price_information\", params=params)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 51,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'timestamp': '2023-08-27T21:56:02.281+00:00',\n",
       " 'status': 404,\n",
       " 'error': 'Not Found',\n",
       " 'path': '/data/trade_history_bonds'}"
      ]
     },
     "execution_count": 51,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from datetime import datetime, timezone, time\n",
    "\n",
    "\n",
    "params = {\"isin\": \"US594918BY93\",\n",
    "            'from': datetime.combine(datetime(2022, 8, 1), time(8,0,0)).astimezone(timezone.utc).isoformat().replace('+00:00','Z'),\n",
    "            'to': datetime.combine(datetime(2023, 8, 1), time(22,0,0)).astimezone(timezone.utc).isoformat().replace('+00:00','Z'),\n",
    "            'limit': 20,\n",
    "            'offset': 0,\n",
    "            'includePricesWithoutTurnover': False\n",
    "            }\n",
    "\n",
    "\n",
    "connector.data_request('trade_history_bonds', params)\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### The Boerse Frankfurt Bonds supports the following backends\n",
    "- master_data_bond\n",
    "- general.eod_data\n"
   ]
  }
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