search

pat42w / EF_Portfolio_Optimization

This project aims to test Portfolio Optimization methods on stock data in python.
MIT License
2 stars 0 forks source link

Logic to remove delisted Tickers from an index list #1

Closed pat42w closed 3 years ago

pat42w commented 3 years ago

NYSE has redundant tickers example BSN.U: No data found, symbol may be delisted these should be removed from the TSV file.

This culd be done manually but would be good to have logic as we add more indexes

pat42w commented 3 years ago

Fixed for the current TSVs in Company Lists folder Databases will now need to be reloaded.

function created to do this with new ticker lists in future. Method: For new ticker lists do a 1st run of the dbs, then use cleanCompanyList(exchange) to remove all empty tickers from the company list & re run the db.

in commit: Add cleanCompanyList function to remove empty tickers on demand & cleansed NYSE & NASDAQ tsvs