87 lines
2.5 KiB
Python
87 lines
2.5 KiB
Python
import re
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import io
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import requests
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import demjson
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import pandas as pd
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from bs4 import BeautifulSoup
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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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"dukascopy": "http://data.uicstat.com/api_1.0",
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"moneywatch": "https://www.marketwatch.com/investing/"
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}
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def dukascopy(
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instrument: str,
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startdate: str,
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enddate: str,
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timeframe: str,
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pricetype: str,
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volume: bool,
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flat: bool):
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tmp_url = url["dukascopy"]
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ua = UserAgent()
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request_header = {"User-Agent": ua.random}
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request_params = {
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"instrument": "{}".format(instrument),
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"startdate": "{}".format(startdate),
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"enddate": "{}".format(enddate),
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"timeframe": "{}".format(timeframe),
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"pricetype": "{}".format(pricetype),
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"volume": "{}".format(volume),
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"flat": "{}".format(flat)
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}
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r = requests.get(tmp_url, params=request_params, headers=request_header)
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data_text = r.text
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data_json = demjson.decode(data_text)
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df = pd.DataFrame(data_json['result'])
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df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms')
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df.columns = [
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"Date",
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"Open",
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"High",
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"Low",
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"Close",
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"Volume"
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]
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return df
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def currency_list(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"] + "currency/{}/downloaddatapartial".format(instrument)
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ua = UserAgent()
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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, 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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if __name__ == "__main__":
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data = dukascopy(instrument="eurusd",
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startdate="2020-01-01",
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enddate="2021-01-01",
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timeframe="d1",
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pricetype="bid",
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volume=True,
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flat=True)
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