standardized_numeric_point_in_time.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Standardized Data With Timestamps Suitable For Backtesting"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### [Data Dictionary](https://www.calcbench.com/home/standardizedmetrics)\n",
    "### [Documentation](http://calcbench.github.io/python_api_client/html/numeric-data.html#point-in-time)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "%pip install calcbench-api-client[Pandas,Backoff] tqdm"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "from datetime import date, timedelta\n",
    "\n",
    "from pathlib import Path\n",
    "from tqdm import tqdm\n",
    "import pandas as pd\n",
    "\n",
    "import calcbench as cb\n",
    "from calcbench.downloaders import iterate_and_save_pandas"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "cb.turn_on_logging()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Historic Data For Individual Companies"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "tickers = [\"MSFT\", \"AMZN\", \"XOM\"] # cb.tickers(entire_universe=True) "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "face_output_file_name = Path.joinpath(Path.home(), \"cb_pit_data.csv\")\n",
    "\n",
    "iterate_and_save_pandas(\n",
    "    tickers,\n",
    "    lambda ticker: cb.standardized(company_identifiers=[ticker], point_in_time=True),\n",
    "    face_output_file_name,\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Push Notification of New Data\n",
    "### Example @ https://github.com/calcbench/notebooks/tree/master/filing_listener"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Get All Data for One Day (Yesterday)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "start_date = date.today() - timedelta(days=1)\n",
    "end_date = date.today()\n",
    "face_output_file_name = Path.joinpath(Path.home(), f\"cb_pit_data_{start_date}.csv\")\n",
    "d = cb.standardized(\n",
    "    start_date=start_date,\n",
    "    end_date=end_date,\n",
    "    point_in_time=True,\n",
    ")\n",
    "#d.reset_index().to_csv(face_output_file_name)"
   ]
  }
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