mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-11-01 23:12:21 +00:00
141dd68e68
* Removed prints * FIxed typing * FIxed typing * Fixed typing * Fixed typing * Fixed typing * Fixed typing * Fixed typing * Fix * Reverted stuff
57 lines
2.1 KiB
Python
57 lines
2.1 KiB
Python
"""SDK Helper Functions"""
|
|
__docformat__ = "numpy"
|
|
|
|
from typing import List, Optional, Union
|
|
|
|
import pandas as pd
|
|
|
|
from openbb_terminal.futures import yfinance_model
|
|
from openbb_terminal.rich_config import console
|
|
from openbb_terminal.stocks import databento_model
|
|
|
|
|
|
def get_historical(
|
|
symbols: Union[str, List[str]],
|
|
start_date: str,
|
|
end_date: str,
|
|
source: Optional[str] = "YahooFinance",
|
|
expiry: Optional[str] = "",
|
|
) -> pd.DataFrame:
|
|
"""Get historical futures data
|
|
|
|
Parameters
|
|
----------
|
|
symbols : Union[str, List[str]]
|
|
The futures symbols you want to retrieve historical data for.
|
|
It can be either a single symbol as a string or a list of symbols.
|
|
start_date : str
|
|
The start date of the historical data you want to retrieve. The date should be in the format "YYYY-MM-DD".
|
|
end_date : str
|
|
The end date of the historical data you want to retrieve. The date should be in the format "YYYY-MM-DD".
|
|
source : Optional[str], default "YahooFinance"
|
|
The source from which you want to retrieve the historical data.
|
|
Valid values for the source are "YahooFinance" and "DataBento".
|
|
expiry : Optional[str], default ""
|
|
The expiry date for futures contracts. This parameter is optional and defaults to an empty string.
|
|
It is applicable only when the source is "YahooFinance" and the symbols are futures contracts.
|
|
|
|
Returns
|
|
-------
|
|
pd.DataFrame
|
|
A pandas DataFrame containing the historical data for the given symbols and date range.
|
|
"""
|
|
if source == "YahooFinance":
|
|
if isinstance(symbols, str):
|
|
symbols = [symbols]
|
|
return yfinance_model.get_historical_futures(
|
|
symbols, expiry, start_date, end_date
|
|
)
|
|
if source == "DataBento":
|
|
if isinstance(symbols, list):
|
|
console.print(
|
|
"DataBento only supports one symbol at a time. Using first symbol."
|
|
)
|
|
symbols = symbols[0]
|
|
return databento_model.get_historical_futures(symbols, start_date, end_date)
|
|
return pd.DataFrame()
|