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crypto_get_symbol_data
get_symbols_data
Rename this here and in crypto_get_symbol_data and get_symbols_data
LiuAlgoTrader/liualgotrader/data/alpaca.py
Line 275 in 68941bc
def crypto_get_symbol_data( self, symbol: str, start: datetime, end: datetime, timeframe: TimeFrame, ) -> pd.DataFrame: start = start.astimezone(tz=pytz.utc) end = end.astimezone(tz=pytz.utc) data = self.alpaca_crypto_data.get_crypto_bars( # type:ignore CryptoBarsRequest( symbol_or_symbols=symbol, start=start, end=end, timeframe=timeframe, ) ).df data = data.reset_index(level=0, drop=True) data = data.tz_convert("America/New_York") return self._extracted_from_get_symbols_data_14(data) def get_symbols_data( self, symbols: List[str], start: datetime, end: datetime, scale: TimeScale = TimeScale.minute, ) -> Dict[str, pd.DataFrame]: assert isinstance(symbols, list), f"{symbols} must be a list" start = start.astimezone(tz=pytz.utc) end = end.astimezone(tz=pytz.utc) t: TimeFrame = ( TimeFrame(1, TimeFrameUnit.Minute) if scale == TimeScale.minute else TimeFrame(1, TimeFrameUnit.Day) ) data = self.alpaca_stock_data.get_stock_bars( # type:ignore StockBarsRequest( start=start, end=end, timeframe=t, symbol_or_symbols=symbols, adjustment=Adjustment.ALL, ) ).df data = data.tz_convert("America/New_York", level=1) return self._extracted_from_get_symbols_data_14(data) # TODO Rename this here and in `crypto_get_symbol_data` and `get_symbols_data` def _extracted_from_get_symbols_data_14(self, data): data.rename(columns={"vwap": "average"}, inplace=True) data.rename(columns={"trade_count": "count"}, inplace=True) data["vwap"] = np.NaN return data def get_symbol_data( self, symbol: str, start: datetime, end: datetime, scale: TimeScale = TimeScale.minute, ) -> pd.DataFrame: t: TimeFrame = ( TimeFrame(1, TimeFrameUnit.Minute) if scale == TimeScale.minute else TimeFrame(1, TimeFrameUnit.Day) ) if scale == TimeScale.day and start.date() == end.date(): start -= timedelta(days=1) end += timedelta(days=1) if _is_crypto_symbol(symbol): return self.crypto_get_symbol_data( symbol=symbol, start=start, end=end, timeframe=t ) start = start.astimezone(tz=pytz.utc) end = end.astimezone(tz=pytz.utc) if config.detailed_dl_debug_enabled: tlog(f"symbol={symbol}, timeframe={t}, range=({start, end})") try: data = self.alpaca_stock_data.get_stock_bars( # type:ignore StockBarsRequest( start=start, end=end, timeframe=t, symbol_or_symbols=symbol, adjustment=Adjustment.ALL, ) ).df except requests.exceptions.HTTPError as e: tlog(f"received HTTPError: {e}") if e.response.status_code in (500, 502, 504, 429):
d77f64d895f48591d83080a3875e009386766e0b
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Rename this here and in
crypto_get_symbol_data
andget_symbols_data
LiuAlgoTrader/liualgotrader/data/alpaca.py
Line 275 in 68941bc
d77f64d895f48591d83080a3875e009386766e0b
The text was updated successfully, but these errors were encountered: