EikonDataProvider_Class.py

class EikonDataProvider(BaseDataProvider):
    """
    The abstract base class for Eikon data_provider.
    """
    def __init__(self, stocks_list, start_date, end_date):
        '''
        stocks -> List of interested assets
        start -> start date to fetch historical data
        end -> end date to fetch historical data
        '''
        super().__init__()
        self._stocks = stocks_list
        self._start = start_date
        self._end = end_date
        self._data = []
        self.stock_data = pd.DataFrame()
        
    def run(self):
        self._data = []
        stocks_notfound = []
        stock_data = ek.get_timeseries(self._stocks,
                  start_date=self._start, 
                  end_date=self._end, 
                  interval='daily',
                  corax='adjusted')
        for ticker in self._stocks:
            stock_value = stock_data[ticker]['CLOSE']
            self.stock_data[ticker] = stock_data[ticker]['CLOSE']
            if stock_value.dropna().empty:
                stocks_notfound.append(ticker)
            self._data.append(stock_value)