Downloading data from bloomberg with object oriented programming.

Question

BdS 2019-9-2

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/478549-downloading-data-from-bloomberg-with-object-oriented-programming

编辑： Guillaume 2019-9-3

在 MATLAB Online 中打开

Hi

I would like to download Portfolio data from Bloomberg.

Unfortunatelly, I get an error message:

%%%%%%%

Undefined function 'getPortMembers' for input arguments of type 'blp'.

Error in getPortRawData (line 12)

obj=getPortMembers(c,PortID);

%%%%%%%%%%

May be it has to do with the object c... which represents the bloomberg connection with matlab:

https://www.mathworks.com/help/datafeed/blp.html

Which is not compatible with OOP?

Would you please confirm?

classdef getPortRawData
    
    properties
        Dates
        %PortWeights
        PortMembers
    end
    
    methods
        function obj=getPortRawData(c,PortID,inputs)
            obj=dateSequence(obj,inputs);
            obj=getPortMembers(c,PortID);
            %obj=getPortWeights(c,PortID);            
        end
        
        % 1)
        function obj=dateSequence(obj,inputs)
        % Generate sequence of dates without weekends
        t1=datetime(inputs.startdate);
        t2=datetime(inputs.enddate);
        tempDates=transpose(t1:t2);
        % weekdays indicator
        w_days=~isweekend(tempDates);
        
        obj.Dates=tempDates(w_days);
               
        end
        
        % 2)
        function obj=getPortMembers(obj,c,PortID)
            % Define input parameters
            portField={'PORTFOLIO_MWEIGHT'};
            override={'REFERENCE_DATE'};
            nDates=size(obj.Dates);
            
            %start downloading raw portfolio data
            for r=1:nDates
                rawPortData{r}=portfolio(c,PortID,portField,override,datestr(obj.Dates(r,1),'yyyymmdd'));
                % simplify data storage structure and delete first row
                rawPortData{r}=rawPortData{r,1}.PORTFOLIO_MWEIGHT{1,1};
                % find unique portfolio members
                if rr==1
                obj.PortMembers=rawPortData{r}(:,1);
                else
                obj.PortMembers=union(obj.PortMembers,rawPortData{r}(:,1),'sorted');
                end
            end     
        
    end
    end
end

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BdS 2019-9-3

It worked! Thank you!

Guillaume 2019-9-3

编辑：Guillaume 2019-9-3

在 MATLAB Online 中打开

obj = getPortMenbers(obj, c, PortID);

would have worked as well. But yes, as Robert said, you have to pass the object to the object method.

And as Robert said you should change your

nDates=size(obj.Dates);

to

nDates=size(obj.Dates, 1);

because that's what your code is doing, even if it's not explicit. As many people do not know how the colon operator behaves when used on a vector (it uses the first element only), it's better to be explicit. That's assuming that you meant the number of rows in obj.Dates and not something else (like the number of elements regardless of the shape of Dates).

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Downloading data from bloomberg with object oriented programming.

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Downloading data from bloomberg with object oriented programming.

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