Add script to backfill OHLC data

ohlc/backfill_ohlc.py

@@ -0,0 +1,31 @@
+import pandas as pd
+
+from database.ohlc import insert
+from datetime import datetime#, date, timedelta
+from iqfeed import get_daily_data, get_historical_data, minutes
+
+symbols_and_timeframes = []
+
+start_date = datetime(2023, 12, 1)
+# yesterday = date.today() - timedelta(days=1)
+
+for symbol, timeframe in symbols_and_timeframes:
+    if timeframe == '1d':
+        data = get_daily_data(symbol, 
+            start_date = datetime.combine(start_date, datetime.min.time()), 
+            end_date = datetime.combine(start_date, datetime.max.time()))
+    else: # Assuming minutes for now.
+        data = get_historical_data(symbol, minutes(int(timeframe[:-1])), 
+            start_date = datetime.combine(start_date, datetime.min.time()), 
+            end_date = datetime.combine(start_date, datetime.max.time()))
+
+    data['Symbol'] = symbol
+    data['Timeframe'] = timeframe
+    data['Timestamp'] = pd.to_datetime(data['Date'])
+    data['Date'] = data['Timestamp'].dt.date
+    data = data.rename(columns={
+        'Period Volume': 'Volume'
+    })
+    data = data[['Symbol', 'Date', 'Timeframe', 'Timestamp', 'Open', 'High', 'Low', 'Close', 'Volume']]
+
+    insert(data)