/// <summary>
/// Python implementation of GetFundamental, get fundamental data for input symbols or tickers
/// </summary>
/// <param name="input">The symbols or tickers to retrieve fundamental data for</param>
/// <param name="selector">Selects a value from the Fundamental data to filter the request output</param>
/// <param name="start">The start date of selected data</param>
/// <param name="end">The end date of selected data</param>
/// <returns>pandas DataFrame</returns>
public PyObject GetFundamental(PyObject input, string selector, DateTime?start = null, DateTime?end = null)
{
//Null selector is not allowed for Python DataFrame
if (string.IsNullOrWhiteSpace(selector))
{
throw new ArgumentException("Invalid selector. Cannot be None, empty or consist only of white-space characters");
}
//Covert to symbols
var symbols = PythonUtil.ConvertToSymbols(input);
//Fetch the data
var fundamentalData = GetAllFundamental(symbols, selector, start, end);
using (Py.GIL())
{
var data = new PyDict();
foreach (var day in fundamentalData.OrderBy(x => x.Key))
{
var orderedValues = day.Value.OrderBy(x => x.Key.ID.ToString()).ToList();
var columns = orderedValues.Select(x => x.Key.ID.ToString());
var values = orderedValues.Select(x => x.Value);
var row = _pandas.Series(values, columns);
data.SetItem(day.Key.ToPython(), row);
}
return(_pandas.DataFrame.from_dict(data, orient: "index"));
}
}
/// <summary>
/// Python implementation of GetFundamental, get fundamental data for input symbols or tickers
/// </summary>
/// <param name="input">The symbols or tickers to retrieve fundamental data for</param>
/// <param name="selector">Selects a value from the Fundamental data to filter the request output</param>
/// <param name="start">The start date of selected data</param>
/// <param name="end">The end date of selected data</param>
/// <returns>pandas DataFrame</returns>
public PyObject GetFundamental(PyObject input, string selector = null, DateTime?start = null, DateTime?end = null)
{
//Covert to symbols
var symbols = PythonUtil.ConvertToSymbols(input);
//Fetch the data
var fundamentalData = GetAllFundamental(symbols, selector, start, end);
using (Py.GIL())
{
var data = new PyDict();
foreach (var day in fundamentalData.OrderBy(x => x.Key))
{
var orderedValues = day.Value.OrderBy(x => x.Key.ID.ToString()).ToList();
var columns = orderedValues.Select(x => x.Key.ID.ToString());
var values = orderedValues.Select(x => x.Value);
var row = _pandas.Series(values, columns);
data.SetItem(day.Key.ToPython(), row);
}
return(_pandas.DataFrame.from_dict(data, orient: "index"));
}
}
public void ConvertToSymbolsTest()
{
var expected = new List <Symbol>
{
Symbol.Create("AIG", SecurityType.Equity, Market.USA),
Symbol.Create("BAC", SecurityType.Equity, Market.USA),
Symbol.Create("IBM", SecurityType.Equity, Market.USA),
Symbol.Create("GOOG", SecurityType.Equity, Market.USA)
};
using (Py.GIL())
{
// Test Python String
var test1 = PythonUtil.ConvertToSymbols(new PyString("AIG"));
Assert.IsTrue(typeof(List <Symbol>) == test1.GetType());
Assert.AreEqual(expected.FirstOrDefault(), test1.FirstOrDefault());
// Test Python List of Strings
var list = (new List <string> {
"AIG", "BAC", "IBM", "GOOG"
}).ToPyList();
var test2 = PythonUtil.ConvertToSymbols(list);
Assert.IsTrue(typeof(List <Symbol>) == test2.GetType());
Assert.IsTrue(test2.SequenceEqual(expected));
// Test Python Symbol
var test3 = PythonUtil.ConvertToSymbols(expected.FirstOrDefault().ToPython());
Assert.IsTrue(typeof(List <Symbol>) == test3.GetType());
Assert.AreEqual(expected.FirstOrDefault(), test3.FirstOrDefault());
// Test Python List of Symbols
var test4 = PythonUtil.ConvertToSymbols(expected.ToPyList());
Assert.IsTrue(typeof(List <Symbol>) == test4.GetType());
Assert.IsTrue(test4.SequenceEqual(expected));
}
}