Asynchrone des données via Bloomberg nouvelles données de l'API COM (v3) avec Python?

J'ai enfin compris. J'ai fait un peu juste combrowse.py un travail de détective, et j'ai comparé avec le JAVA, le C, le C++, et .NET des exemples dans le BBG API de téléchargement. Curieusement le Bloomberg Helpdesk de gens connaissaient assez bien nul quand il est venu à ces choses, ou peut-être que je viens de dire, à la mauvaise personne.

Voici mon code.

asynchronousHandler.py:

import win32com.client
from pythoncom import PumpWaitingMessages
from time import time, strftime
import constants
class EventHandler:
def OnProcessEvent(self, result):
event = win32com.client.gencache.EnsureDispatch(result) 
if event.EventType == constants.SUBSCRIPTION_DATA:
self.getData(event)
elif event.EventType == constants.SUBSCRIPTION_STATUS:
self.getStatus(event)
else:
self.getMisc(event)
def getData(self, event):
iterator = event.CreateMessageIterator()
while iterator.Next():
message = iterator.Message  
dataString = ''
for fieldIndex, field in enumerate(constants.fields):           
if message.AsElement.HasElement(field):
element = message.GetElement(field)
if element.IsNull:
theValue = ''
else:
theValue = ', Value: ' + str(element.Value) 
dataString = dataString + ', (Type: ' + element.Name + theValue + ')'
print strftime('%m/%d/%y %H:%M:%S') + ', MessageType: ' + message.MessageTypeAsString + ', CorrelationId: ' + str(message.CorrelationId) + dataString
def getMisc(self, event):
iterator = event.CreateMessageIterator()
while iterator.Next():
message = iterator.Message
print strftime('%m/%d/%y %H:%M:%S') + ', MessageType: ' + message.MessageTypeAsString
def getStatus(self, event):
iterator = event.CreateMessageIterator()
while iterator.Next():
message = iterator.Message
if message.AsElement.HasElement('reason'):
element = message.AsElement.GetElement('reason')
print strftime('%m/%d/%y %H:%M:%S') + ', MessageType: ' + message.MessageTypeAsString + ', CorrelationId: ' + str(message.CorrelationId) + ', Category: ' + element.GetElement('category').Value + ', Description: ' + element.GetElement('description').Value 
if message.AsElement.HasElement('exceptions'):
element = message.AsElement.GetElement('exceptions')
exceptionString = ''
for n in range(element.NumValues):
exceptionInfo = element.GetValue(n)
fieldId = exceptionInfo.GetElement('fieldId')
reason = exceptionInfo.GetElement('reason')
exceptionString = exceptionString + ', (Field: ' + fieldId.Value + ', Category: ' + reason.GetElement('category').Value + ', Description: ' + reason.GetElement('description').Value + ') ' 
print strftime('%m/%d/%y %H:%M:%S') + ', MessageType: ' + message.MessageTypeAsString + ', CorrelationId: ' + str(message.CorrelationId) + exceptionString
class bloombergSource:
def __init__(self):
session = win32com.client.DispatchWithEvents('blpapicom.Session' , EventHandler)
session.Start()
started = session.OpenService('//blp/mktdata')
subscriptions = session.CreateSubscriptionList()
for tickerIndex, ticker in enumerate(constants.tickers):
if len(constants.interval) > 0:
subscriptions.AddEx(ticker, constants.fields, constants.interval, session.CreateCorrelationId(tickerIndex))
else:
subscriptions.Add(ticker, constants.fields, session.CreateCorrelationId(tickerIndex))   
session.Subscribe(subscriptions)
endTime = time() + 2
while True:
PumpWaitingMessages()
if endTime < time():                
break               
if __name__ == "__main__":
aBloombergSource = bloombergSource()

constants.py:

ADMIN = 1
AUTHORIZATION_STATUS = 11
BLPSERVICE_STATUS = 9
PARTIAL_RESPONSE = 6
PUBLISHING_DATA = 13
REQUEST_STATUS = 4
RESOLUTION_STATUS = 12
RESPONSE = 5
SESSION_STATUS = 2
SUBSCRIPTION_DATA = 8
SUBSCRIPTION_STATUS = 3
TIMEOUT = 10
TOKEN_STATUS = 15
TOPIC_STATUS = 14
UNKNOWN = -1
fields = ['BID']
tickers = ['AUD Curncy']
interval = '' #'interval=5.0'

Pour les données historiques que j'ai utilisé ce script simple:

import win32com.client
session = win32com.client.Dispatch('blpapicom.Session')
session.QueueEvents = True
session.Start()
started = session.OpenService('//blp/refdata')
dataService = session.GetService('//blp/refdata')
request = dataService.CreateRequest('HistoricalDataRequest')
request.GetElement('securities').AppendValue('5 HK Equity')
request.GetElement('fields').AppendValue('PX_LAST')
request.Set('periodicitySelection', 'DAILY')
request.Set('startDate', '20090119')
request.Set('endDate', '20090130')
cid = session.SendRequest(request)
ADMIN = 1
AUTHORIZATION_STATUS = 11
BLPSERVICE_STATUS = 9
PARTIAL_RESPONSE = 6
PUBLISHING_DATA = 13
REQUEST_STATUS = 4
RESOLUTION_STATUS = 12
RESPONSE = 5
SESSION_STATUS = 2
SUBSCRIPTION_DATA = 8
SUBSCRIPTION_STATUS = 3
TIMEOUT = 10
TOKEN_STATUS = 15
TOPIC_STATUS = 14
UNKNOWN = -1
stayHere = True
while stayHere:
event = session.NextEvent();
if event.EventType == PARTIAL_RESPONSE or event.EventType == RESPONSE:
iterator = event.CreateMessageIterator()
iterator.Next()
message = iterator.Message
securityData = message.GetElement('securityData')
securityName = securityData.GetElement('security')
fieldData = securityData.GetElement('fieldData')
returnList = [[0 for col in range(fieldData.GetValue(row).NumValues+1)] for row in range(fieldData.NumValues)]
for row in range(fieldData.NumValues):
rowField = fieldData.GetValue(row)
for col in range(rowField.NumValues+1):
colField = rowField.GetElement(col)
returnList[row][col] = colField.Value
stayHere = False
break
element = None
iterator = None
message = None
event = None
session = None
print returnList

OriginalL'auteur c00kiemonster