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)