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/*******************READ ME********************************************* | |
* - Macro to download and parse the Fama French Factors - | |
* | |
* SAS VERSION: 9.4.0 | |
* DATE: 2015-12-15 | |
* AUTHOR: gaulinmp (@gmail) | |
* ORIGIN: edwinhu (https://gist.github.com/edwinhu/9397971) | |
* | |
****************END OF READ ME******************************************/ | |
%macro GET_FFDATA(file=, |
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from ftplib import FTP | |
def login(oldftp): | |
try: | |
ftp.close() | |
except: pass | |
return FTP(host='ftp.nasdaqtrader.com',user='anonymous',passwd='[email protected]') | |
def download_regsho_data(save_dir=None): | |
if not save_dir: |
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