This commit is contained in:
TerenceLiu98 2021-05-29 16:43:15 +08:00
parent d91bb0f68d
commit 20436cc725
1 changed files with 18 additions and 9 deletions

View File

@ -7,7 +7,15 @@ url = {
"dukascopy": "http://data.uicstat.com/api_1.0"
}
def market_data(instrument:str, startdate:str, enddate:str, timeframe:str, pricetype:str, volume:bool, flat:bool):
def market_data(
instrument: str,
startdate: str,
enddate: str,
timeframe: str,
pricetype: str,
volume: bool,
flat: bool):
tmp_url = url["dukascopy"]
ua = UserAgent()
request_header = {"User-Agent": ua.random}
@ -21,7 +29,7 @@ def market_data(instrument:str, startdate:str, enddate:str, timeframe:str, price
"flat": "{}".format(flat)
}
r = requests.get(tmp_url, params = request_params, headers = request_header)
r = requests.get(tmp_url, params=request_params, headers=request_header)
data_text = r.text
data_json = demjson.decode(data_text)
df = pd.DataFrame(data_json['result'])
@ -36,11 +44,12 @@ def market_data(instrument:str, startdate:str, enddate:str, timeframe:str, price
]
return df
if __name__ == "__main__":
data = market_data(instrument="eurusd",
startdate="2020-01-01",
enddate="2021-01-01",
timeframe="d1",
pricetype="bid",
volume=True,
flat=True)
data = market_data(instrument="eurusd",
startdate="2020-01-01",
enddate="2021-01-01",
timeframe="d1",
pricetype="bid",
volume=True,
flat=True)