Equity Examples¶

from polars_bloomberg import BQuery

# get S&P annual price returns
bin_names: list = [
    "< -50",
    "-50 to -40",
    "-40 to -30",
    "-30 to -20",
    "-20 to -10",
    "-10 to 0",
    "0 to 10",
    "10 to 20",
    "20 to 30",
    "30 to 40",
    "40 to 50",
    "> 50",
]
bins = list(range(-50, 60, 10))

query = f"""
let(
    #rets = dropna(pct_diff(px_last(dates=range(-100Y, 0Y), per=Y)));
    #bins = bins(#rets, {bins}, bin_names={bin_names});
)
get(#rets, #bins)
for(['SPX Index'])
"""
with BQuery() as bq:
    df = bq.bql(query).combine()