From ba530b253b600ab5d5fdbeb7a56d6014ddb777c9 Mon Sep 17 00:00:00 2001 From: TerenceLiu98 Date: Sat, 29 May 2021 18:15:34 +0800 Subject: [PATCH] update --- CEDA/Market/market.py | 55 +++++++++++++++++++++++++++++++++++++++++++ setup.py | 2 +- 2 files changed, 56 insertions(+), 1 deletion(-) create mode 100644 CEDA/Market/market.py diff --git a/CEDA/Market/market.py b/CEDA/Market/market.py new file mode 100644 index 0000000..841592b --- /dev/null +++ b/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) diff --git a/setup.py b/setup.py index bf6f1db..8771924 100644 --- a/setup.py +++ b/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(