Add the ability to query OHLC data

database/ohlc/__init__.py

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+from .ohlc import ohlc

database/ohlc/create_table.sql

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+CREATE TABLE OHLC (
+    "Symbol" VARCHAR(10) NOT NULL,
+    "Date" DATE NOT NULL,
+    "Timeframe" VARCHAR(10) NOT NULL,
+    "Timestamp" TIMESTAMP WITHOUT TIME ZONE NOT NULL,
+    "Open" NUMERIC NOT NULL,
+    "High" NUMERIC NOT NULL,
+    "Low" NUMERIC NOT NULL,
+    "Close" NUMERIC NOT NULL,
+    "Volume" NUMERIC,
+    PRIMARY KEY ("Symbol", "Date", "Timeframe", "Timestamp")
+);

database/ohlc/ohlc.py

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+import pandas as pd
+
+from datetime import datetime
+from dotenv import load_dotenv
+from os import getenv
+from sqlalchemy import create_engine
+
+load_dotenv()
+
+def ohlc(symbol: str, timeframe: str, date: datetime = datetime.now, 
+        start_date: datetime = None, end_date: datetime = None):
+    """
+    Retrieve OHLC data for the specified symbol, time frame, and date(s).
+
+    Example Usage:
+
+    data = ohlc('SPY', '5m', datetime(2023, 9, 20)) # For a single day.
+
+    data = ohlc('SPY', '5m', datetime(2023, 9, 20), datetime(2023, 9, 25)) # For a range of dates.
+    
+    :param symbol: The stock, etf, etc. symbol.
+    :param timeframe: The timeframe (e.g., '5m', '1h', etc.).
+    :param date: The date for which data is being requested.
+    :param start_date: The start date (optional).
+    :param end_date: The end date (optional).
+    :return: A pandas DataFrame containing the OHLC data.
+    """
+
+    database_url = (
+        f"postgresql+psycopg2://{getenv('DATABASE_USER')}:{getenv('DATABASE_PASSWORD')}"
+        f"@{getenv('DATABASE_HOST')}:{getenv('DATABASE_PORT')}/{getenv('DATABASE_NAME')}"
+    )
+    engine = create_engine(database_url)
+    
+    if start_date and end_date:
+        query = f"""
+        SELECT "Timestamp", "Open", "High", "Low", "Close", "Volume"
+        FROM "OHLC"
+        WHERE "Symbol" = %s AND "Timeframe" = %s AND "Date" BETWEEN %s AND %s
+        ORDER BY "Timestamp";
+        """
+        params = (symbol, timeframe, start_date, end_date)
+    else:
+        query = f"""
+        SELECT "Timestamp", "Open", "High", "Low", "Close", "Volume"
+        FROM "OHLC"
+        WHERE "Symbol" = %s AND "Timeframe" = %s AND "Date" = %s
+        ORDER BY "Timestamp";
+        """
+        params = (symbol, timeframe, date)
+    
+    return pd.read_sql_query(query, engine, params=params)

query_ohlc_example.py

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+from database.ohlc import ohlc
+from datetime import datetime
+
+data = ohlc('SPY', '5m', datetime(2023, 9, 22))
+print(data)