diff options
Diffstat (limited to 'api.py')
| -rw-r--r-- | api.py | 87 |
1 files changed, 79 insertions, 8 deletions
@@ -1,6 +1,7 @@ import requests import json -from datetime import date, date, datetime, timedelta +from datetime import datetime, timedelta, timezone +import pytz # helper function to pull most recent chart data on failure def pull_last_from_file(): @@ -20,14 +21,14 @@ Given the parameters, fetches the data for the corresponding chart using yahoo finance. If bad request, returns the previous chart. """ -def fetch_chart_data(ticker, period='1y', interval='1d'): +def fetch_chart_data(ticker, period='5d', interval='1m'): params = { 'interval' : interval, # 1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h, 4h, 1d, 5d, 1wk, 1mo, 3mo 'range' : period, # "1d","5d","1mo","3mo","6mo","1y","2y","5y","10y","ytd","max" 'events' : 'div|split|earn', 'includePrePost' : 'false' } headers = {'User-agent' : 'fin-backtesting-proj'} - r = requests.get("https://query2.finance.yahoo.com/v8/finance/chart/" + ticker, headers=headers, params=params) + r = requests.get("https://query1.finance.yahoo.com/v8/finance/chart/" + ticker, headers=headers, params=params) print(r.url) print("status_code:\t", r.status_code) @@ -62,7 +63,7 @@ def fetch_chart_data(ticker, period='1y', interval='1d'): name = data_obj['chart']['result'][0]['meta']['longName'] data = {'timestamps': timestamps, 'prices': close_prices, 'name': name, 'error': False} - update_last_file(data) + # update_last_file(data) # save data to file in case necessary return data @@ -72,11 +73,82 @@ fetches the data for the corresponding chart using yahoo finance. Cosumes period_length as a timedelta and period_end_date as a date If bad request, returns the previous chart. """ -def fetch_chart_data_backtest(ticker='ADA-USD', interval='1m', period_end_date=None, period_length=None): +def fetch_chart_data_backtest(ticker='XRP/USD', interval='1Min', period_end_date=None, period_length=None): if period_end_date == None: - period_end_date = datetime.now() + period_end_date = datetime.now().astimezone(pytz.timezone('UTC')) if period_length == None: - period_length = timedelta(days=8) + period_length = timedelta(days=5) + + # cast to int to truncate the decimal + period2 = datetime.isoformat(period_end_date) + # find the first period via subtracting the period length + period1 = datetime.isoformat(period_end_date - period_length) + + print(period2, period1) + + params = { + 'symbols' : ticker, + 'timeframe' : interval, + 'start' : period1, + 'end' : period2, + 'limit': 10000, + 'sort' : 'asc', + } + headers = {"accept": "application/json"} + url = "https://data.alpaca.markets/v1beta3/crypto/us/bars" + # r = requests.get(url, headers=headers, params=params) + r = requests.get(url, params=params, headers=headers) + + print(r.url) + print("status_code:\t", r.status_code) + # print(r.text) + + # decode the JSON response data into a Python object + try: + r.raise_for_status() # raises if error before parsing + except: + print(r.text) + last_data = pull_last_from_file() + last_data['error'] = True + return last_data + + data_obj = r.json() + res_headers = r.headers + print(res_headers) + + timestamps = [] + close_prices = [] + + assert ticker in data_obj['bars'] + + chart_data = data_obj['bars'][ticker] + for tmp in chart_data: + # t, o, h, l, c, v, n, vw (keys for data) + timezone_adjusted = datetime.fromisoformat(tmp['t']).astimezone(pytz.timezone('US/Eastern')) + timestamps.append(timezone_adjusted.timestamp()) + close_prices.append(tmp['c']) + + # clean out null's and 0s from the data + # i = 0 + # while i < len(timestamps): + # if close_prices[i] == None or close_prices[i] == 0: + # del close_prices[i] + # del timestamps[i] + # i -= 1 + # i += 1 + + name = ticker + + data = {'timestamps': timestamps, 'prices': close_prices, 'name': name, 'error': False} + update_last_file(data) + # save data to file in case necessary + return data + +def fetch_chart_data_yahoo(ticker='ADA-USD', interval='1m', period_end_date=None, period_length=None): + if period_end_date == None: + period_end_date = datetime.now() + if period_length == None: + period_length = timedelta(days=5) # cast to int to truncate the decimal period2 = int(datetime.timestamp(period_end_date)) @@ -130,7 +202,6 @@ def fetch_chart_data_backtest(ticker='ADA-USD', interval='1m', period_end_date=N name = data_obj['chart']['result'][0]['meta']['longName'] data = {'timestamps': timestamps, 'prices': close_prices, 'name': name, 'error': False} - update_last_file(data) # save data to file in case necessary return data |