Symbology Conversion

convert_symbol.py

import re

def cms_to_inet(sym):
    splits = sym.split(' ', 2)
    if len(splits) == 1:
        return sym
    root, suffix = splits
    suffix = suffix.replace('PR', '-')
    suffix = suffix.replace('WD', '$')
    suffix = suffix.replace('WS', '+')
    suffix = suffix.replace('CL', '*')
    suffix = suffix.replace('WI', '#')
    suffix = suffix.replace('EC', '!')
    suffix = suffix.replace('PP', '@')
    suffix = suffix.replace('CV', '%')
    suffix = suffix.replace('RT', '^')
    suffix = suffix.replace('TEST', '~')
    if suffix == 'U':
        suffix = '='
    elif re.match('[A-Z][*%#]?', suffix):
        suffix = '.' + suffix
    return root + suffix

# more correctly, this is for the Bloomberg Tradebook symbology 
# (which differs only for preferred symbols)
def cms_to_bbg(sym):
    splits = sym.split(' ', 2)
    if len(splits) == 1:
        return sym
    root, suffix = splits
    suffix = suffix.replace('PR', '/P')
    suffix = suffix.replace('WD', '/WD')
    suffix = suffix.replace('WS', '/WS')
    # suffix = suffix.replace('CL', '*')  # we don't know yet
    suffix = suffix.replace('WI', '-W')
    # suffix = suffix.replace('EC', '!')  # ?
    # suffix = suffix.replace('PP', '@')  # ?
    # suffix = suffix.replace('CV', '%')  # ?
    suffix = suffix.replace('RT', '-R')
    # suffix = suffix.replace('TEST', '~')  # ?
    # convert /WSA and /WDA to /WS/A and /WD/A
    suffix = re.sub('/W([DS])([A-Z]+)', '/W\\1/\\2', suffix)
    # convert BRK B to BRK/B (or generally, any other suffix as /suffix)
    suffix = re.sub('^([A-Z])', '/\\1', suffix)
    return root + suffix
  
def inet_to_yf_symbology(ticker):
    ticker = ticker.replace('-', '-P')
    ticker = ticker.replace('.', '-')
    ticker = replace_suffix(ticker, '$', 'WD')
    ticker = replace_suffix(ticker, '+', 'WT')
    ticker = replace_suffix(ticker, '*', 'CL')
    ticker = replace_suffix(ticker, '^', 'RI')
    ticker = replace_suffix(ticker, '#', 'WI')
    ticker = replace_suffix(ticker, '=', 'UN')
    return ticker

def replace_suffix(ticker, sfx_from, sfx_to):
    if sfx_from in ticker:
        if '-' not in ticker:
            sfx_to = '-' + sfx_to
        return ticker.replace(sfx_from, sfx_to)
    return ticker