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Re-order intraday data columns, add a time column, and rename volume column

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moshferatu 2024-11-22 11:45:06 -08:00
parent b2a15b86ea
commit 8e78ee15ce
1 changed files with 8 additions and 6 deletions
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14
iqfeed/iqfeed.py
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@ -98,14 +98,16 @@ def get_historical_data(symbol: str, interval: int, date: datetime = None,
data = data.replace(',\n','\n')[:-1]
data = StringIO(data)
data = pd.read_csv(data, index_col = False, names = columns)
data = pd.read_csv(data, index_col = False, names = iqfeed_columns)
if data[columns].isna().any(axis = 1).any() or data.empty:
return pd.DataFrame(columns = columns)
if data[iqfeed_columns].isna().any(axis = 1).any() or data.empty:
return pd.DataFrame(columns = intraday_columns)
data['Date'] = pd.to_datetime(data['Date'])
data['Date'] = data['Date'].dt.date
return data
timestamp = pd.to_datetime(data['Date'])
data['Date'] = timestamp.dt.date
data['Time'] = timestamp.dt.time
data = data.rename(columns = { 'Period Volume': 'Volume' })
return data[intraday_columns]
if __name__ == '__main__':
symbols = ['SPY']