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