Releases: camisatx/pySecMaster
Releases · camisatx/pySecMaster
pySecMaster v1.5.0
pySecMaster v1.4.4
- Fix bug in QuandlDataExtraction class where an SQL delete query was missing the data_vendor_id variable check, causing the code to delete all daily_price values greater than the specified date
- Fix NASDAQ classification extractor to not insert or overwrite database values with blank/none/NA new values
pySecMaster v1.4.3
- Fix bug from CSI Data stock fact sheet change
- Fix NASDAQ sector and industry extractor query bug
- Add database_backup.sh script for automatically backing up the database
- Add symbology_only.py file for creating and updating the symbology (and related) tables
- Abstract out the load_table directory link in extractor.py
pySecMaster v1.4.2
- Add a classification table to store stock classification data for any standard (GICS, SIC, etc.)
- Add a NASDAQ industry and sector classification extractor for NASDAQ, NYSE and AMEX stocks
- Fix CSI Data stock factsheet extractor to work with their new CSV format (they removed sector, industry, type and currency columns)
- Update table_structure.md file to show current database structure
- Fix implementation of a pandas 0.18 bug correction
pySecMaster v1.4.1
- Prevent cross validator from considering values with 'None'
- Change Google Finance data download to remove the time component in the datetime object for daily data
- Ensure that every database connection is closed once the process is finished
pySecMaster v1.4.0
NOTE: This is the first release with database engine as PostgreSQL
- Update README.md
- download.py now includes a raw value outlier check, along with more error handling
- load_aux_tables.py can now update the database if values from the CSV load files are changed
- Add a unique id for each vendor in data_vendor.csv
- Add a unique id for each exchange in exchanges.csv
- Change all start and close times in exchange.csv to 24 hour based local times
- Update the GUI to show all fields PostgreSQL requires for creating and connecting to a database
- Replace many inefficient SQL queries in database_queries.py with optimized queries
- Update query_database.py and query_data.py to work with updated database
- Add unittest for testing the database creation
- Add sqlite_to_postgres.py file to convert price tables from the old SQLite database to the new PostgreSQL database
- Add a utilities file called user_dir.py that allows a user to specify all relevant system variables and passwords
- Update the table_structure.md file to reflect database changes
pySecMaster v1.3.2
NOTE: This is the final relase with the SQLite3 database engine
- Adds data extractor for Yahoo Finance
- Expands the Google Finance extractor to work with daily data
- Adds cross validator script that is able to automatically choose the most likely value for each tsid on each period
- Change the pySecMaster.py data_download function to iterate over a list of items to download
- Move database query functions and date modification functions to the utilities folder
- Add dividends table to the database
- Update README.md and table_structure.md
- Fix multiple bugs (including major Google Finance minute data bug)
pySecMaster v1.3.1
- Add extra error handling in download.py for Quandl data download
- Add extra Quandl data download options for GOOG database codes and GOOG ETF database codes
- Change the GUI code to using a platform agnostic approach for creating the database directory paths
- Decrease the redownload time for both Quandl and Google finance data
- Fix the issue where historical Quandl adjusted price values were not being updated (now all stored values are replaced with the latest values)
- Add markdown file for visualizing the database table structure
- Improve clarity of the README markdown file to describe more specifics of the system
pySecMaster v1.3.0
- Change the database to use tsid's for all items, replacing the q_codes
- Create symbology table that can translate different source symbols between one another
- Update exchanges load file (and table) to include more exchange symbols
- Add tables for events (earnings, economic events, ipo pricings, conference calls, splits)
- Fix the process of saving and updating codes in the ...wo_data.csv files
- Minor bug fixes
NOTE: This is the first release that utilizes the tsid symbol convention. All tables will have to be regenerated with this new code. For minute data, convert_qcode_to_tsid.py in the utilities folder can copy the existing minute data to a new database with tsids.
pySecMaster v1.2.2
- Add GUI that controls most parameters for the download functionality
- Fix rate limiters for the Quandl and Google Finance data download extractors
- Update DataFrame value sort to work with Pandas 0.17
NOTE: This is the final pySecMaster release that utilizes the q_code symbol convention. After this release, all tables will utilize the tsid symbol structure and symbology table.