update

CEDA/Market/market.py

@@ -0,0 +1,55 @@
+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)

setup.py

@@ -2,7 +2,7 @@ from setuptools import setup, find_packages
 import os
 setup(
     name = "CEDApy",
-    version = "1.0-beta",
+    version = "1.0.1",
     keywords = "quantitative economic data",
     long_description = open(
     os.path.join(