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Releases: camisatx/pySecMaster

pySecMaster v1.5.0

11 Mar 16:32
7f26bc2
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  • Add Docker containerization to the system
  • Add Quandl EOD price extractor
  • Fix multiple pandas bugs (due to library updates)
  • Unless noted, GUI will be broken from here forward

pySecMaster v1.4.4

10 Oct 15:10
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  • 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

25 Aug 20:17
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  • 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

05 Jun 18:57
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  • 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

16 May 16:50
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  • 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

13 May 07:05
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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

12 Apr 22:05
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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

08 Mar 02:25
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  • 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

06 Jan 06:59
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  • 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

04 Jan 04:31
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  • 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.