diff --git a/CEDA/__init__.py b/CEDA/__init__.py index b181f0f..8008902 100644 --- a/CEDA/__init__.py +++ b/CEDA/__init__.py @@ -1,7 +1,7 @@ import sys import os -__version__ = "0.2.1" +__version__ = "0.2.2" __author__ = "Terence Lau" diff --git a/CEDA/market/duka.py b/CEDA/market/duka.py index 779bf8d..dc70030 100644 --- a/CEDA/market/duka.py +++ b/CEDA/market/duka.py @@ -9,15 +9,18 @@ from urllib.parse import quote, urlencode from fake_useragent import UserAgent url = { - "dukascopy": "http://data.uicstat.com/api_1.0" + "dukascopy": "http://data.deluxelau.com/forex/api/v1.0/getdata?" } +#?instrument=usdcnh&startdate=2014-01-01&enddate=2014-12-31&timeframe=d1&pricetype=ask&utc=0&volume=false&flat=false + def dukascopy( instrument: str, startdate: str, enddate: str, timeframe: str, pricetype: str, + utc: int, volume: bool, flat: bool): tmp_url = url["dukascopy"] @@ -28,22 +31,25 @@ def dukascopy( "startdate": "{}".format(startdate), "enddate": "{}".format(enddate), "timeframe": "{}".format(timeframe), + "utc": "{}".format(utc), "pricetype": "{}".format(pricetype), - "volume": "{}".format(volume), - "flat": "{}".format(flat) + "volume": "{}".format(str(volume).lower()), + "flat": "{}".format(str(flat).lower()) } 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']) - df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms') - df.columns = [ - "Date", - "Open", - "High", - "Low", - "Close", - "Volume" - ] - return df + output_file = demjson.decode(data_text) + return pd.json_normalize(output_file) + +# example: +""" +df = dukascopy(instrument = "btcusd", + startdate = "2020-01-01", + enddate = "2021-01-01", + timeframe = "d1", + pricetype = "bid", + utc = 0, + volume = True, + flat = True) +""" \ No newline at end of file diff --git a/README.md b/README.md index c67a32d..dece936 100644 --- a/README.md +++ b/README.md @@ -45,11 +45,11 @@ Please check [Wiki](https://github.com/TerenceLiu98/CEDApy/wiki) ```txt @software{terencelau_2021_5229506, author = {TerenceLau}, - title = {TerenceLiu98/CEDApy: V0.2.1}, + title = {TerenceLiu98/CEDApy: V0.2.2}, month = aug, year = 2021, publisher = {Zenodo}, - version = {V0.2.1}, + version = {V0.2.2}, doi = {10.5281/zenodo.5229506}, url = {https://doi.org/10.5281/zenodo.5229506} } diff --git a/setup.py b/setup.py index bc17ae9..f185af6 100644 --- a/setup.py +++ b/setup.py @@ -2,7 +2,7 @@ from setuptools import setup, find_packages import os setup( name = "CEDApy", - version = "0.2.1", + version = "0.2.2", keywords = "quantitative economic data", long_description = open( os.path.join(