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python - 通过excel使用python从bloomberg api获取数据

问题描述

我编写了一些代码，通过使用python在excel中编写查询成功地从bloomberg api中提取数据，然后启动excel通过bloomberg插件获取数据，将数据传输到csv（为了更容易在python和其他下游需求）和回报。

唯一的问题是，为了将数据提取到 excel 中，我必须在保存文件之前设置 time.sleep(40)，因为通过 excel 的连接需要足够的时间来提取数据。我想知道是否有一种方法可以自动检测何时提取数据？- 计划是将其扩展为在一个循环中或跨多个线程执行许多查询，为了提高效率，我需要检测何时提取数据以开始下一步。

有什么想法真的很有帮助吗？查看函数 run_VBA 到目前为止，这是我的代码：

import xlsxwriter
import pandas as pd
import xlwings as xl
import glob
import openpyxl
import time
import os
import win32com.client

def write_bloomberg_query_in_excel():
    """main function, make an excel workbook containing an api query, open the file and allow the data to 
        be pulled from the api, save and close, then transfer the data into a pandas df and csv"""

    WB = 'C:/python_workspace/bloomberg_api_data_pull/excel_queries/daily_wind_temp_precip.xlsx'
    location = "EGLL"

    make_workbook(WB, location)

    run_VWA(WB, location)

    df = df_from_excel(WB, location)  # sheetname is optional
    df.to_csv(WB.split('.')[0]+'.csv', index=False)

    return

def run_VWA(WB, location):
    """open the excel file, allow enough time to pull the data, then close and save"""

    bb = 'C:/blp/API/Office Tools/BloombergUI.xla'
    xl=win32com.client.DispatchEx("Excel.Application")  
    xl.Workbooks.Open(bb)
    xl.AddIns("Bloomberg Excel Tools").Installed = True
    wb = xl.Workbooks.Open(Filename=WB) #opens workbook in readonly mode.

    xl.Visible = False
    # need help here!! this time works for this query but I need to scale
    # the api calls and need a way to select time or detect when 
    # the download has happened
    time.sleep(40)         

    wb.Close(SaveChanges=1)

    xl.Quit()
    #Cleanup the com reference. 
    del xl   

    return

def make_workbook(WB, location):
    """write a bloomberg api query into an an excel workbook """

    # Create a workbook and add a worksheet.
    workbook = xlsxwriter.Workbook(WB)
    worksheet = workbook.add_worksheet(location)

    # Some data we want to write to the worksheet.
    W = """=BSRCH("comdty:weather","provider=wsi","location={}",
        "model=ACTUALS","frequency=DAILY","target_start_date=2018-08-01",
        "target_end_date=2018-12-31", 
        "fields=WIND_SPEED|TEMPERATURE|PRECIPITATION_24HR")""".format(location)

    # write to worksheet using formula
    worksheet.write(0, 0, W)
    # close
    workbook.close()
    return

def df_from_excel(path, SN):
    """read the contents of an excel file into a pandas dataframe"""
    app = xl.App(visible=False)
    book = app.books.open(path)
    sheet = book.sheets(SN)
    book.save()
    df = pd.read_excel(path, sheet_name=SN)
    app.kill()
    return df


if __name__=="__main__":
    write_bloomberg_query_in_excel()

我知道从 python api 获取这些数据会更有意义，但是不支持我在这里执行的“bsrch”类型的查询。

但是我愿意接受更好的方法吗？最好是 python，或者可能是 R

标签： pythonrexcelbloomberg

解决方案

我建议在 R 中使用Rblpapi包，因为它具有 bsrch 功能。

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