Added BEQS Request (aka Equity Screener)

Author: bpsmith

tia/bbg/v3api.py

@@ -615,6 +615,77 @@ def on_event(self, evt, is_final):
                 self.on_bar_data(data.getElement('barTickData'))
 
 
+class EQSResponse(object):
+    def __init__(self, request):
+        self.request = request
+        self.response_map = defaultdict(dict)
+
+    def on_security_data(self, sid, fieldmap):
+        self.response_map[sid].update(fieldmap)
+
+    def as_map(self):
+        return self.response_map
+
+    def as_frame(self):
+        """ :return: Multi-Index DataFrame """
+        data = {sid: pd.Series(data) for sid, data in self.response_map.iteritems()}
+        return pd.DataFrame.from_dict(data, orient='index')
+
+
+class EQSRequest(Request):
+    def __init__(self, name, type='GLOBAL', group='General', asof=None, language=None):
+        super(EQSRequest, self).__init__('//blp/refdata')
+        self.name = name
+        self.group = group
+        self.type = type
+        self.asof = asof and pd.to_datetime(asof) or None
+        self.language = language
+
+    def __repr__(self):
+        fmtargs = dict(clz=self.__class__.__name__,
+                       name=self.name,
+                       type=self.type,
+                       group=self.group,
+                       asof=self.asof)
+        return '<{clz}({name}, type={type}, group={group}, asof={asof})'.format(**fmtargs)
+
+    def new_response(self):
+        self.response = EQSResponse(self)
+
+    def get_bbg_request(self, svc, session):
+        # create the bloomberg request object
+        request = svc.createRequest('BeqsRequest')
+        request.set('screenName', self.name)
+        self.type and request.set('screenType', self.type)
+        self.group and request.set('Group', self.group)
+        overrides = {}
+        if self.asof:
+            overrides['PiTDate'] = self.asof.strftime('%Y%m%d')
+        if self.language:
+            overrides['languageId'] = self.language
+        overrides and self.apply_overrides(request, overrides)
+        return request
+
+    def on_security_node(self, node):
+        sid = XmlHelper.get_child_value(node, 'security')
+        farr = node.getElement('fieldData')
+        fldnames = [str(farr.getElement(_).name()) for _ in range(farr.numElements())]
+        fdata = XmlHelper.get_child_values(farr, fldnames)
+        self.response.on_security_data(sid, dict(zip(fldnames, fdata)))
+        ferrors = XmlHelper.get_field_errors(node)
+        ferrors and self.field_errors.extend(ferrors)
+
+    def on_event(self, evt, is_final):
+        """ this is invoked from in response to COM PumpWaitingMessages - different thread """
+        for msg in XmlHelper.message_iter(evt):
+            data = msg.getElement('data')
+            for node, error in XmlHelper.security_iter(data.getElement('securityData')):
+                if error:
+                    self.security_errors.append(error)
+                else:
+                    self.on_security_node(node)
+
+
 class Terminal(object):
     """Submits requests to the Bloomberg Terminal and dispatches the events back to the request
     object for processing.
@@ -700,6 +771,10 @@ def get_intraday_bar(self, sid, event='TRADE', start=None, end=None, interval=No
                                  adjustment_abnormal=adjustment_abnormal, adjustment_follow_DPDF=adjustment_follow_DPDF)
         return self.execute(req)
 
+    def get_screener(self, name, group='General', type='GLOBAL', asof=None, language=None):
+        req = EQSRequest(name, type=type, group=group, asof=asof, language=language)
+        return self.execute(req)
+
 
 class SyncSubscription(object):
     def __init__(self, tickers, fields, interval=None, host='localhost', port=8194):