V0.2.2 modify dukas
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@ -1,7 +1,7 @@
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import sys
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import sys
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import os
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import os
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__version__ = "0.2.1"
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__version__ = "0.2.2"
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__author__ = "Terence Lau"
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__author__ = "Terence Lau"
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@ -9,15 +9,18 @@ from urllib.parse import quote, urlencode
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from fake_useragent import UserAgent
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from fake_useragent import UserAgent
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url = {
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url = {
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"dukascopy": "http://data.uicstat.com/api_1.0"
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"dukascopy": "http://data.deluxelau.com/forex/api/v1.0/getdata?"
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}
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}
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#?instrument=usdcnh&startdate=2014-01-01&enddate=2014-12-31&timeframe=d1&pricetype=ask&utc=0&volume=false&flat=false
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def dukascopy(
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def dukascopy(
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instrument: str,
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instrument: str,
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startdate: str,
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startdate: str,
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enddate: str,
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enddate: str,
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timeframe: str,
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timeframe: str,
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pricetype: str,
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pricetype: str,
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utc: int,
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volume: bool,
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volume: bool,
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flat: bool):
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flat: bool):
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tmp_url = url["dukascopy"]
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tmp_url = url["dukascopy"]
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@ -28,22 +31,25 @@ def dukascopy(
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"startdate": "{}".format(startdate),
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"startdate": "{}".format(startdate),
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"enddate": "{}".format(enddate),
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"enddate": "{}".format(enddate),
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"timeframe": "{}".format(timeframe),
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"timeframe": "{}".format(timeframe),
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"utc": "{}".format(utc),
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"pricetype": "{}".format(pricetype),
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"pricetype": "{}".format(pricetype),
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"volume": "{}".format(volume),
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"volume": "{}".format(str(volume).lower()),
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"flat": "{}".format(flat)
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"flat": "{}".format(str(flat).lower())
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}
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}
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r = requests.get(tmp_url, params=request_params, headers=request_header)
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r = requests.get(tmp_url, params=request_params, headers=request_header)
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data_text = r.text
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data_text = r.text
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data_json = demjson.decode(data_text)
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output_file = demjson.decode(data_text)
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df = pd.DataFrame(data_json['result'])
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return pd.json_normalize(output_file)
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df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms')
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df.columns = [
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# example:
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"Date",
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"""
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"Open",
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df = dukascopy(instrument = "btcusd",
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"High",
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startdate = "2020-01-01",
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"Low",
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enddate = "2021-01-01",
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"Close",
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timeframe = "d1",
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"Volume"
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pricetype = "bid",
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]
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utc = 0,
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return df
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volume = True,
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flat = True)
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"""
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@ -45,11 +45,11 @@ Please check [Wiki](https://github.com/TerenceLiu98/CEDApy/wiki)
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```txt
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```txt
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@software{terencelau_2021_5229506,
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@software{terencelau_2021_5229506,
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author = {TerenceLau},
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author = {TerenceLau},
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title = {TerenceLiu98/CEDApy: V0.2.1},
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title = {TerenceLiu98/CEDApy: V0.2.2},
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month = aug,
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month = aug,
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year = 2021,
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year = 2021,
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publisher = {Zenodo},
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publisher = {Zenodo},
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version = {V0.2.1},
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version = {V0.2.2},
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doi = {10.5281/zenodo.5229506},
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doi = {10.5281/zenodo.5229506},
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url = {https://doi.org/10.5281/zenodo.5229506}
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url = {https://doi.org/10.5281/zenodo.5229506}
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}
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}
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2
setup.py
2
setup.py
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@ -2,7 +2,7 @@ from setuptools import setup, find_packages
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import os
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import os
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setup(
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setup(
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name = "CEDApy",
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name = "CEDApy",
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version = "0.2.1",
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version = "0.2.2",
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keywords = "quantitative economic data",
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keywords = "quantitative economic data",
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long_description = open(
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long_description = open(
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os.path.join(
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os.path.join(
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