from datetime import date, datetime, timedelta from database.ohlc import insert from iqfeed import get_daily_data, get_historical_data, minutes from symbols_and_timeframes import symbols_and_timeframes start_date = datetime(2024, 11, 20) end_date = 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(end_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(end_date, datetime.max.time())) data['Symbol'] = symbol data['Timeframe'] = timeframe if 'Time' in data.columns: data['Timestamp'] = data.apply(lambda row: datetime.combine(row['Date'], row['Time']), axis = 1) else: data['Timestamp'] = data['Date'].apply(lambda date: datetime.combine(date, datetime.min.time())) data = data[['Symbol', 'Date', 'Timeframe', 'Timestamp', 'Open', 'High', 'Low', 'Close', 'Volume']] insert(data)