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7db8fa04e5
* Clean up forex menu. Add in polygon load * Forex candle matches stock with --ma option * fxempire tests * forex controller tests * Test polygon model * Hugo * oops Co-authored-by: didierlopes.eth <dro.lopes@campus.fct.unl.pt>
70 lines
2.0 KiB
Python
70 lines
2.0 KiB
Python
"""Polygon.io model"""
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__docformat__ = "numpy"
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from datetime import datetime
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import requests
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import pandas as pd
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from openbb_terminal.config_terminal import API_POLYGON_KEY as api_key
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from openbb_terminal.helper_funcs import get_user_agent
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from openbb_terminal.rich_config import console
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def get_historical(
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fx_pair: str,
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multiplier: int = 1,
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timespan: str = "day",
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from_date: str = "2000-01-01",
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to_date: str = datetime.now().date().strftime("%Y-%m-%d"),
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) -> pd.DataFrame:
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"""Load historical fx data from polygon
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Parameters
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----------
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fx_pair: str
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Forex pair to download
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multiplier: int
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Multiplier for timespan. 5 with minute timespan indicated 5min windows
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timespan: str
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Window to aggregate data.
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from_date: str
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Start time of data
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to_date: str
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End date of data
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Returns
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-------
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pd.DataFrame
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Dataframe of historical forex prices
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"""
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request_url = (
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f"https://api.polygon.io/v2/aggs/ticker/C:{fx_pair}/range"
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f"/{multiplier}/{timespan}/{from_date}/{to_date}?adjusted=true&sort=desc&limit=50000&apiKey={api_key}"
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)
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json_response = requests.get(
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request_url, headers={"User-Agent": get_user_agent()}
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).json()
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if json_response["status"] == "ERROR":
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console.print(f"[red]{json_response['error']}[/red]\n")
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return pd.DataFrame()
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if "results" not in json_response.keys():
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console.print("[red]Error in polygon request[/red]\n")
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return pd.DataFrame()
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historical = pd.DataFrame(json_response["results"]).rename(
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columns={
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"o": "Open",
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"c": "Close",
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"h": "High",
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"l": "Low",
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"t": "date",
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"v": "Volume",
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"n": "Transactions",
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}
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)
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historical["date"] = pd.to_datetime(historical.date, unit="ms")
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historical = historical.sort_values(by="date", ascending=True)
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historical = historical.set_index("date")
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return historical
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