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CEDApy
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v1.0.9

This commit is contained in:
TerenceLiu98 2021-06-07 13:32:24 +08:00
parent f18255ca24
commit b2ce58b7e1
1 changed files with 28 additions and 37 deletions
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65
CEDA/Market/market.py
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@ -49,11 +49,16 @@ def dukascopy(
]
return df
def FX(instrument = "eurusd", startdate="01/01/2020", enddate = "01/01/2021", long=False):
"""
https://www.marketwatch.com/investing/
"""
if long == False:
def FX(instrument = "eurusd", startdate = "2019-01-01", enddate = "2021-01-01"):
startdate = datetime.strptime(startdate, "%Y-%m-%d").strftime("%m/%d/%y")
enddate = datetime.strptime(enddate, "%Y-%m-%d").strftime("%m/%d/%y")
df = pd.DataFrame()
def _FX(instrument = "eurusd", startdate = "01/01/2020", enddate = "01/01/2021"):
"""
https://www.marketwatch.com/investing/
"""
tmp_url = url["moneywatch"] + "currency/{}/downloaddatapartial".format(instrument)
ua = UserAgent(verify_ssl=False)
request_header = {"User-Agent": ua.random}
@ -74,40 +79,26 @@ def FX(instrument = "eurusd", startdate="01/01/2020", enddate = "01/01/2021", lo
df["Date"] = Date
return df
else:
tmp_url = url["moneywatch"] + "currency/{}/downloaddatapartial".format(instrument)
ua = UserAgent(verify_ssl=False)
request_header = {"User-Agent": ua.random}
df = pd.DataFrame()
for i in range(int(startdate[6:10]), int(enddate[6:10])):
for i in range(int(startdate[6:10]), int(enddate[6:10])):
if i == int(startdate[6:10]):
tmp_startdate = startdate
else:
tmp_startdate = "01/01/" + str(i) + " 00:00:00"
if i+1 == int(enddate[6:10]):
tmp_enddate = enddate[0:6] + str((i+1)) + " 00:00:00"
else:
tmp_enddate = "01/01" + str((i+1)) + " 00:00:00"
request_params = urlencode({
"startdate": r"{}".format(tmp_startdate),
"enddate": r"{}".format(tmp_enddate),
"daterange": "d30",
"frequency": "p1d",
"csvdownload": "true",
"downloadpartial": "false",
"newdates": "false"}, quote_via= quote)
r = requests.get(tmp_url, params=request_params.replace("%2F", "/").replace("%20", " ").replace("%3A", ":"), headers=request_header)
data_text = r.content
tmp_df = pd.read_csv(io.StringIO(data_text.decode('utf-8')))
Date = []
for i in range(0, len(tmp_df)):
Date.append(datetime.strptime(tmp_df["Date"][i], "%m/%d/%Y"))
tmp_df["Date"] = Date
if i == int(startdate[6:10]):
df = tmp_df
else:
df = pd.concat([tmp_df, df], axis=0)
if (i+1) == int(enddate[6:10]):
tmp_enddate = enddate
else:
tmp_enddate = "01/01/" + str(i+1) + " 00:00:00"
df.reset_index(drop=True, inplace = True)
return df
tmp_df = _FX(instrument=instrument, startdate = tmp_startdate, enddate = tmp_enddate)
if i == int(startdate[6:10]):
df = tmp_df
else:
df = pd.concat([tmp_df, df], axis=0)
df = df.reset_index(drop = True)
return df