swing-trading-dashboard/daily_data.py

from datetime import datetime, timedelta
from pandas import concat, DataFrame

from ohlc import ohlc

def get_daily_data(symbol: str, start_date: datetime = None, end_date: datetime = None) -> DataFrame:

    if start_date is None:
        start_date = datetime.today() - timedelta(days = 365)
    if end_date is None:
        end_date = datetime.today()

    daily_data = ohlc(symbol = symbol, start_date = start_date, end_date = end_date)

    """
    The daily bar is not available for the current day until after market close.
    It must be calculated using intraday bars while the market is open.
    """
    today = datetime.today().date()
    if today not in daily_data['Date'].values:
        intraday_data = ohlc(symbol = symbol, minutes = 5)

        if intraday_data.empty:
            return daily_data

        open_price = intraday_data['Open'].iloc[0]
        high_price = intraday_data['High'].max()
        low_price = intraday_data['Low'].min()
        close_price = intraday_data['Close'].iloc[-1]
        volume = intraday_data['Volume'].sum()

        todays_data = {
            'Date': today,
            'Open': open_price,
            'High': high_price,
            'Low': low_price,
            'Close': close_price,
            'Volume': volume
        }

        daily_data = concat([daily_data, DataFrame([todays_data])], ignore_index = True)

    return daily_data

if __name__ == '__main__':
    print(get_daily_data(symbol = 'SPY'))