moshferatu/iqfeed
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Look up host and port from environment variables and add some short-hand imports for clients

Browse Source
This commit is contained in:
moshferatu 2023-09-29 12:21:39 -07:00
parent 71379aba8e
commit ec4cca5869
3 changed files with 9 additions and 8 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

1
iqfeed/__init__.py
View File

@ -0,0 +1 @@
from .iqfeed import get_daily_data, get_historical_data, hours, minutes, seconds

13
iqfeed/iqfeed.py
View File

@ -2,8 +2,12 @@ import pandas as pd
import socket import socket
from datetime import datetime from datetime import datetime
from dotenv import load_dotenv
from os import getenv
from io import StringIO from io import StringIO
load_dotenv()
def read_data_from_socket(sock, recv_buffer=4096): def read_data_from_socket(sock, recv_buffer=4096):
buffer = b'' buffer = b''
data = b'' data = b''
@ -19,16 +23,13 @@ def read_data_from_socket(sock, recv_buffer=4096):
return buffer.decode('utf-8') return buffer.decode('utf-8')
def _get_daily_data(symbol: str, max_days: int) -> pd.DataFrame: def _get_daily_data(symbol: str, max_days: int) -> pd.DataFrame:
host = '127.0.0.1'
port = 9100 # Historical data socket port
message = 'HDX,{symbol},{max_days},1\n'.format( message = 'HDX,{symbol},{max_days},1\n'.format(
symbol=symbol, symbol=symbol,
max_days=max_days max_days=max_days
) )
sock = socket.socket(socket.AF_INET, socket.SOCK_STREAM) sock = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
sock.connect((host, port)) sock.connect((getenv('IQFEED_HOST'), int(getenv('IQFEED_PORT'))))
sock.sendall(message.encode('utf-8')) sock.sendall(message.encode('utf-8'))
data = read_data_from_socket(sock) data = read_data_from_socket(sock)
@ -66,8 +67,6 @@ def get_historical_data(symbol: str, interval: int,
start_date: datetime, end_date: datetime = None, start_date: datetime, end_date: datetime = None,
start_filter_time: datetime = datetime.strptime('093000', '%H%M%S').time(), start_filter_time: datetime = datetime.strptime('093000', '%H%M%S').time(),
end_filter_time: datetime = datetime.strptime('160000', '%H%M%S').time()) -> pd.DataFrame: end_filter_time: datetime = datetime.strptime('160000', '%H%M%S').time()) -> pd.DataFrame:
host = '127.0.0.1'
port = 9100 # Historical data socket port
message = 'HIT,{symbol},{interval},{begin},{end},,{begin_filter},{end_filter},1\n'.format( message = 'HIT,{symbol},{interval},{begin},{end},,{begin_filter},{end_filter},1\n'.format(
symbol=symbol, symbol=symbol,
@ -79,7 +78,7 @@ def get_historical_data(symbol: str, interval: int,
) )
sock = socket.socket(socket.AF_INET, socket.SOCK_STREAM) sock = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
sock.connect((host, port)) sock.connect((getenv('IQFEED_HOST'), int(getenv('IQFEED_PORT'))))
sock.sendall(message.encode('utf-8')) sock.sendall(message.encode('utf-8'))
data = read_data_from_socket(sock) data = read_data_from_socket(sock)

3
requirements.txt
View File

@ -1 +1,2 @@
pandas pandas
python-dotenv