如何通过Python获取历史Bloomberg API中的覆盖信息

Question

在Excel的接口中，Bloomberg允许你进行一些设置，并且可以指定数据的周期性：

BDH("IBM EQUITY","BEST SALES","1/1/2011","2/1/2011","BEST FPERIOD OVERRIDE","BF",, "DAYS=W","FILL=C","SORT=D")

在Python中：

import win32com.client
from datetime import datetime

blp = win32com.client.Dispatch('Bloomberg.Data.1')
ibm_sales=blp.BLPGetHistoricalData('ibm equity', 'best sales', datetime(2011,1,1), datetime(2011,2,1))

你怎么添加这些设置“BEST FPERIOD OVERRIDE”和“BF”？

Answer 1

请看这个Python函数，它可以处理最多6个重写。

# Fill SessionOptions
sessionOptions = blpapi.SessionOptions()
sessionOptions.setServerHost('localhost')
sessionOptions.setServerPort(8194)

# Create a Session
session = blpapi.Session(sessionOptions)

# Start a Session
if not session.start():
    print("Failed to start session.")
    return

try:
    # Open service to get Bloomberg data from
    if not session.openService("//blp/refdata"):
        print("Failed to open //blp/refdata")
        return
    # Obtain previously opened service
    refDataService = session.getService("//blp/refdata")
    request = refDataService.createRequest("ReferenceDataRequest")
    request.getElement("securities").appendValue(securities)
    request.getElement("fields").appendValue(requestField)
    overrides1 = request.getElement("overrides").appendElement()
    overrides1.setElement("fieldId", overrideID1)
    overrides1.setElement("value", overrideValue1)

    if (overrideID2 is not None and overrideValue2 is not None):
        overrides2 = request.getElement("overrides").appendElement()
        overrides2.setElement("fieldId", overrideID2)
        overrides2.setElement("value", overrideValue2)      
    if (overrideID3 is not None and overrideValue3 is not None):
        overrides3 = request.getElement("overrides").appendElement()
        overrides3.setElement("fieldId", overrideID3)
        overrides3.setElement("value", overrideValue3)    
    if (overrideID4 is not None and overrideValue4 is not None):
        overrides4 = request.getElement("overrides").appendElement()
        overrides4.setElement("fieldId", overrideID4)
        overrides4.setElement("value", overrideValue4)  
    if (overrideID5 is not None and overrideValue5 is not None):
        overrides5 = request.getElement("overrides").appendElement()
        overrides5.setElement("fieldId", overrideID5)
        overrides5.setElement("value", overrideValue5)  
    if (overrideID6 is not None and overrideValue6 is not None):
        overrides6 = request.getElement("overrides").appendElement()
        overrides6.setElement("fieldId", overrideID6)
        overrides6.setElement("value", overrideValue6)  

    # Send the request
    session.sendRequest(request)

    # Process received events
    while(True):
        # We provide timeout to give the chance for Ctrl+C handling:
        ev = session.nextEvent(500)
        for msg in ev:
            if msg.messageType() == "ReferenceDataResponse":
                return msg.getElement("securityData").getValueAsElement(0).getElement("fieldData").getElementAsString(requestField)
        if ev.eventType() == blpapi.Event.RESPONSE:
            # Response completely received, so we could exit
            break
finally:
    # Stop the session
    session.stop()    

Answer 2

要让Erwin的回答在Python中有效，你需要把 overrides.AppendElement() 改成 overrides.AppendElment()。我不太清楚为什么这个拼写错误在Python中会出现，而在其他语言中却没有，但就是这样。

Answer 3

不确定这是否有帮助，但在.NET SDK中，应该使用以下语法：

Element overrides = request["overrides"];
Element override1 = overrides.AppendElement();
override1.SetElement("fieldId", "BEST FPERIOD OVERRIDE");
override1.SetElement("value", "BF");