My current process is:
- Collect STK and ETF listings asynchronously for the ASX exchange
- Download the master data from quantrocket to csv file
- Read csv file into a Pandas data frame called securities.
- Create a universe using the csv file
- Create a database for collecting history within the above universe
- Collect history asynchronously into the database created above.
- Create a list of tuples called symbol_dates, each containing a stock symbol and closing date.
- Project a new data frame from securities above to contain the 3 columns:
** Symbol and
** Long Name
- Create a Contracts object, containing this new data frame.
- For each tuple in the list symbol_dates above:
** Search for the stock symbol in the Contracts list
** If the symbol is found, Retrieve the closing price from our universe database and Print the results
**else Print which stock symbol was not found