261 lines
9.0 KiB
Python
261 lines
9.0 KiB
Python
import io
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import requests
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import pandas as pd
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from datetime import datetime
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from urllib.parse import quote, urlencode
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from fake_useragent import UserAgent
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url = {
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"moneywatch": "https://www.marketwatch.com/investing/"
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}
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def forex(instrument="eurusd", startdate="2019-01-01", enddate="2021-01-01"):
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startdate = datetime.strptime(startdate, "%Y-%m-%d").strftime("%m/%d/%y")
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enddate = datetime.strptime(enddate, "%Y-%m-%d").strftime("%m/%d/%y")
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df = pd.DataFrame()
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def _FX(instrument="eurusd", startdate="01/01/2020", enddate="01/01/2021"):
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"""
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https://www.marketwatch.com/investing/
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"""
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tmp_url = url["moneywatch"] + \
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"currency/{}/downloaddatapartial".format(instrument)
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ua = UserAgent(verify_ssl=False)
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request_header = {"User-Agent": ua.random}
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request_params = urlencode({
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"startdate": r"{}".format(startdate),
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"enddate": r"{}".format(enddate),
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"daterange": "d30",
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"frequency": "p1d",
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"csvdownload": "true",
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"downloadpartial": "false",
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"newdates": "false"}, quote_via=quote)
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r = requests.get(tmp_url, params=request_params.replace(
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"%2F", "/").replace("%20", " ").replace("%3A", ":"), headers=request_header)
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data_text = r.content
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df = pd.read_csv(io.StringIO(data_text.decode('utf-8')))
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Date = []
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for i in range(0, len(df)):
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Date.append(datetime.strptime(df["Date"][i], "%m/%d/%Y"))
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df["Date"] = Date
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return df
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for i in range(int(startdate[6:10]), int(enddate[6:10])):
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if i == int(startdate[6:10]):
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tmp_startdate = startdate
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else:
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tmp_startdate = "01/01/" + str(i) + " 00:00:00"
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if (i + 1) == int(enddate[6:10]):
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tmp_enddate = enddate
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else:
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tmp_enddate = "01/01/" + str(i + 1) + " 00:00:00"
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tmp_df = _FX(
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instrument=instrument,
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startdate=tmp_startdate,
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enddate=tmp_enddate)
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if i == int(startdate[6:10]):
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df = tmp_df
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else:
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df = pd.concat([tmp_df, df], axis=0)
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df = df.reset_index(drop=True)
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return df
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def index(instrument="vix", startdate="2019-01-01", enddate="2021-01-01", countrycode=None):
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startdate = datetime.strptime(startdate, "%Y-%m-%d").strftime("%m/%d/%y")
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enddate = datetime.strptime(enddate, "%Y-%m-%d").strftime("%m/%d/%y")
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df = pd.DataFrame()
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def _index(instrument="vix", startdate="01/01/2020", enddate="01/01/2021", countrycode=None):
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"""
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https://www.marketwatch.com/investing/
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"""
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tmp_url = url["moneywatch"] + \
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"index/{}/downloaddatapartial".format(instrument)
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ua = UserAgent(verify_ssl=False)
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request_header = {"User-Agent": ua.random}
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if countrycode == None:
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request_params = urlencode({
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"startdate": r"{}".format(startdate),
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"enddate": r"{}".format(enddate),
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"daterange": "d30",
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"frequency": "p1d",
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"csvdownload": "true",
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"downloadpartial": "false",
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"newdates": "false"}, quote_via=quote)
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elif countrycode != None:
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request_params = urlencode({
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"startdate": r"{}".format(startdate),
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"enddate": r"{}".format(enddate),
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"daterange": "d30",
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"frequency": "p1d",
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"csvdownload": "true",
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"downloadpartial": "false",
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"newdates": "false",
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"countrycode": "{}".format(countrycode)}, quote_via=quote)
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r = requests.get(tmp_url, params=request_params.replace("%2F", "/").replace("%20", " ").replace("%3A", ":"), \
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headers=request_header)
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data_text = r.content
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df = pd.read_csv(io.StringIO(data_text.decode('utf-8')))
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Date = []
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for i in range(0, len(df)):
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Date.append(datetime.strptime(df["Date"][i], "%m/%d/%Y"))
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df["Date"] = Date
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return df
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for i in range(int(startdate[6:10]), int(enddate[6:10])):
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if i == int(startdate[6:10]):
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tmp_startdate = startdate
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else:
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tmp_startdate = "01/01/" + str(i) + " 00:00:00"
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if (i + 1) == int(enddate[6:10]):
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tmp_enddate = enddate
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else:
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tmp_enddate = "01/01/" + str(i + 1) + " 00:00:00"
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tmp_df = _index(
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instrument=instrument,
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startdate=tmp_startdate,
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enddate=tmp_enddate, countrycode=countrycode)
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if i == int(startdate[6:10]):
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df = tmp_df
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else:
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df = pd.concat([tmp_df, df], axis=0)
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df = df.reset_index(drop=True)
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return df
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def crypto(instrument="btcusd", startdate="2019-01-01", enddate="2021-01-01"):
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startdate = datetime.strptime(startdate, "%Y-%m-%d").strftime("%m/%d/%y")
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enddate = datetime.strptime(enddate, "%Y-%m-%d").strftime("%m/%d/%y")
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df = pd.DataFrame()
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def _crypto(
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instrument="btcusd",
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startdate="01/01/2020",
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enddate="01/01/2021"):
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"""
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https://www.marketwatch.com/investing/
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"""
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tmp_url = url["moneywatch"] + \
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"cryptocurrency/{}/downloaddatapartial".format(instrument)
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ua = UserAgent(verify_ssl=False)
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request_header = {"User-Agent": ua.random}
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request_params = urlencode({
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"startdate": r"{}".format(startdate),
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"enddate": r"{}".format(enddate),
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"daterange": "d30",
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"frequency": "p1d",
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"csvdownload": "true",
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"downloadpartial": "false",
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"newdates": "false"}, quote_via=quote)
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r = requests.get(tmp_url, params=request_params.replace(
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"%2F", "/").replace("%20", " ").replace("%3A", ":"), headers=request_header)
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data_text = r.content
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df = pd.read_csv(io.StringIO(data_text.decode('utf-8')))
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Date = []
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for i in range(0, len(df)):
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Date.append(datetime.strptime(df["Date"][i], "%m/%d/%Y"))
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df["Date"] = Date
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return df
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for i in range(int(startdate[6:10]), int(enddate[6:10])):
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if i == int(startdate[6:10]):
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tmp_startdate = startdate
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else:
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tmp_startdate = "01/01/" + str(i) + " 00:00:00"
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if (i + 1) == int(enddate[6:10]):
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tmp_enddate = enddate
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else:
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tmp_enddate = "01/01/" + str(i + 1) + " 00:00:00"
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tmp_df = _crypto(
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instrument=instrument,
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startdate=tmp_startdate,
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enddate=tmp_enddate)
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if i == int(startdate[6:10]):
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df = tmp_df
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else:
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df = pd.concat([tmp_df, df], axis=0)
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df = df.reset_index(drop=True)
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return df
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def stock(
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countrycode="cn",
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instrument="601988",
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startdate="2019-01-01",
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enddate="2021-01-01"):
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startdate = datetime.strptime(startdate, "%Y-%m-%d").strftime("%m/%d/%y")
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enddate = datetime.strptime(enddate, "%Y-%m-%d").strftime("%m/%d/%y")
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df = pd.DataFrame()
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def _stock(
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countrycode="cn",
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instrument="601988",
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startdate="01/01/2020",
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enddate="01/01/2021"):
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"""
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https://www.marketwatch.com/investing/
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"""
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tmp_url = url["moneywatch"] + \
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"stock/{}/downloaddatapartial".format(instrument)
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ua = UserAgent(verify_ssl=False)
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request_header = {"User-Agent": ua.random}
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request_params = urlencode({
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"startdate": r"{}".format(startdate),
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"enddate": r"{}".format(enddate),
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"daterange": "d30",
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"frequency": "p1d",
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"csvdownload": "true",
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"downloadpartial": "false",
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"newdates": "false",
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"countrycode": "{}".format(countrycode)}, quote_via=quote)
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r = requests.get(tmp_url, params=request_params.replace(
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"%2F", "/").replace("%20", " ").replace("%3A", ":"), headers=request_header)
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data_text = r.content
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df = pd.read_csv(io.StringIO(data_text.decode('utf-8')))
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Date = []
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for i in range(0, len(df)):
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Date.append(datetime.strptime(df["Date"][i], "%m/%d/%Y"))
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df["Date"] = Date
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return df
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for i in range(int(startdate[6:10]), int(enddate[6:10])):
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if i == int(startdate[6:10]):
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tmp_startdate = startdate
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else:
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tmp_startdate = "01/01/" + str(i) + " 00:00:00"
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if (i + 1) == int(enddate[6:10]):
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tmp_enddate = enddate
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else:
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tmp_enddate = "01/01/" + str(i + 1) + " 00:00:00"
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if countrycode == "us":
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countrycode = ""
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tmp_df = _stock(
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countrycode=countrycode,
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instrument=instrument,
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startdate=tmp_startdate,
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enddate=tmp_enddate)
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if i == int(startdate[6:10]):
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df = tmp_df
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else:
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df = pd.concat([tmp_df, df], axis=0)
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df = df.reset_index(drop=True)
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return df
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if __name__ == "__main__":
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data = FX()
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