removed delisted names from sp500ndx100 and timing example

cvxgrp · Nov 22, 2023 · d598987 · d598987
1 parent a53d8fd
commit d598987
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Showing 3 changed files with 17 additions and 11 deletions.
diff --git a/cvxportfolio/data.py b/cvxportfolio/data.py
@@ -426,16 +426,22 @@ def _get_data_yahoo(ticker, start='1900-01-01', end='2100-01-01'):
                 + 'Json output:', str(res.json()))
 
         if res.status_code != 200:
-            raise DataError('Yahoo finance data download failed. Json:',
+            raise DataError(f'Yahoo finance download of {ticker} failed. Json:',
                 str(res.json())) # pragma: no cover
 
         data = res.json()['chart']['result'][0]
 
-        index = pd.DatetimeIndex(
-            [_timestamp_convert(el) for el in data['timestamp']])
+        try:
+            index = pd.DatetimeIndex(
+                [_timestamp_convert(el) for el in data['timestamp']])
 
-        df_result = pd.DataFrame(data['indicators']['quote'][0], index=index)
-        df_result['adjclose'] = data['indicators']['adjclose'][0]['adjclose']
+            df_result = pd.DataFrame(
+                data['indicators']['quote'][0], index=index)
+            df_result['adjclose'] = data[
+                'indicators']['adjclose'][0]['adjclose']
+        except KeyError:
+            raise DataError(f'Yahoo finance download of {ticker} failed.'
+                + ' Json:', str(res.json())) # pragma: no cover
 
         # last timestamp is probably broken (not timed to market open)
         # we set its time to same as the day before, but this is wrong

diff --git a/examples/sp500_ndx100.py b/examples/sp500_ndx100.py
@@ -5,11 +5,11 @@
 ## with multi period optimization. It shows that all parts of the system scale
 ## to such usecases.
 
-SP500 = ['MMM', 'AOS', 'ABT', 'ABBV', 'ACN', 'ATVI', 'ADM', 'ADBE', 'ADP',
+SP500 = ['MMM', 'AOS', 'ABT', 'ABBV', 'ACN', 'ADM', 'ADBE', 'ADP',
         'AAP', 'AES', 'AFL', 'A', 'APD', 'AKAM', 'ALK', 'ALB', 'ARE',
         'ALGN', 'ALLE', 'LNT', 'ALL', 'GOOGL', 'GOOG', 'MO', 'AMZN',
         'AMCR', 'AMD', 'AEE', 'AAL', 'AEP', 'AXP', 'AIG', 'AMT', 'AWK',
-        'AMP', 'ABC', 'AME', 'AMGN', 'APH', 'ADI', 'ANSS', 'AON', 'APA',
+        'AMP', 'AME', 'AMGN', 'APH', 'ADI', 'ANSS', 'AON', 'APA',
         'AAPL', 'AMAT', 'APTV', 'ACGL', 'ANET', 'AJG', 'AIZ', 'T', 'ATO',
         'ADSK', 'AZO', 'AVB', 'AVY', 'AXON', 'BKR', 'BALL', 'BAC', 'BBWI',
         'BAX', 'BDX', 'WRB', 'BRK-B', 
@@ -75,7 +75,7 @@
           'IBM', 'MRK', 'MMM', 'VZ', 'WBA', 'INTC', 'PEP', 'AVGO',
           'COST', 'TMUS', 'CMCSA', 'TXN', 'NFLX', 'SBUX', 'GILD', 'ISRG', 'MDLZ', 'BKNG', 'AMAT', 
           'ADI', 'ADP', 'VRTX', 'REGN', 'PYPL', 'LRCX', 'PYPL',
-          'MU', 'CSX', 'MELI', 'MNST', 'ATVI', 'PANW', 'ORLY', 'ASML', 'SNPS', 
+          'MU', 'CSX', 'MELI', 'MNST', 'PANW', 'ORLY', 'ASML', 'SNPS', 
           'CDNS', 'MAR', 'KLAC', 'FTNT', 'CHTR', 'CHTR', 'MRNA', 
           'KHC', 'CTAS', 'AEP', 'DXCM', 'LULU', 'KDP', 
           'AZN', 'BIIB', 'ABNB', 'NXPI', 'ADSK', 'EXC', 'MCHP', 'IDXX', 'CPRT', 'PAYX',

diff --git a/examples/timing.py b/examples/timing.py
@@ -3,11 +3,11 @@
 import time
 import pandas as pd
 
-SP500 = ['MMM', 'AOS', 'ABT', 'ABBV', 'ACN', 'ATVI', 'ADM', 'ADBE', 'ADP',
+SP500 = ['MMM', 'AOS', 'ABT', 'ABBV', 'ACN', 'ADM', 'ADBE', 'ADP',
         'AAP', 'AES', 'AFL', 'A', 'APD', 'AKAM', 'ALK', 'ALB', 'ARE',
         'ALGN', 'ALLE', 'LNT', 'ALL', 'GOOGL', 'GOOG', 'MO', 'AMZN',
         'AMCR', 'AMD', 'AEE', 'AAL', 'AEP', 'AXP', 'AIG', 'AMT', 'AWK',
-        'AMP', 'ABC', 'AME', 'AMGN', 'APH', 'ADI', 'ANSS', 'AON', 'APA',
+        'AMP', 'AME', 'AMGN', 'APH', 'ADI', 'ANSS', 'AON', 'APA',
         'AAPL', 'AMAT', 'APTV', 'ACGL', 'ANET', 'AJG', 'AIZ', 'T', 'ATO',
         'ADSK', 'AZO', 'AVB', 'AVY', 'AXON', 'BKR', 'BALL', 'BAC', 'BBWI',
         'BAX', 'BDX', 'WRB', 'BRK-B', 
@@ -25,7 +25,7 @@
         'DISH', 'DIS', 'DG', 'DLTR', 'D', 'DPZ', 'DOV', 'DOW', 'DTE',
         'DUK', 'DD', 'DXC', 'EMN', 'ETN', 'EBAY', 'ECL', 'EIX', 'EW', 'EA',
         'ELV', 'LLY', 'EMR', 'ENPH', 'ETR', 'EOG', 'EPAM', 'EQT', 'EFX',
-        'EQIX', 'EQR', 'ESS', 'EL', 'ETSY',  'EVRG', 'ES', 'EXC',
+        'EQIX', 'EQR', 'ESS', 'EL', 'ETSY', 'EVRG', 'ES', 'EXC',
         'EXPE', 'EXPD', 'EXR', 'XOM', 'FFIV', 'FDS', 'FICO', 'FAST', 'FRT',
         'FDX', 'FITB', 'FSLR', 'FE', 'FIS', 'FLT', 'FMC', 'F',
         'FTNT', 'FTV', 'FOXA', 'FOX', 'BEN', 'FCX', 'GRMN', 'IT', 'GEHC',