develop branch

CEDA/Market/market.py

@@ -0,0 +1,46 @@
+import requests
+import demjson
+import pandas as pd
+from fake_useragent import UserAgent
+
+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):
+    tmp_url = url["dukascopy"]
+    ua = UserAgent()
+    request_header = {"User-Agent": ua.random}
+    request_params = {
+        "instrument": "{}".format(instrument),
+        "startdate": "{}".format(startdate),
+        "enddate": "{}".format(enddate),
+        "timeframe": "{}".format(timeframe),
+        "pricetype": "{}".format(pricetype),
+        "volume": "{}".format(volume),
+        "flat": "{}".format(flat)
+
+    }
+    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
+
+if __name__ == "__main__":
+    data = market_data(instrument="eurusd", 
+                       startdate="2020-01-01", 
+                       enddate="2021-01-01", 
+                       timeframe="d1", 
+                       pricetype="bid", 
+                       volume=True, 
+                       flat=True)