mirror of
https://github.com/OpenBB-finance/OpenBB.git
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6426b76771
* decorated functions and removed assertion tests that are now caught by decorator logs * modified functions with @property * fixed bc of coingecko * fixed outedated tests
139 lines
3.3 KiB
Python
139 lines
3.3 KiB
Python
"""AlphaVantage FX Model."""
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import argparse
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import logging
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import os
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from typing import Dict, List
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import pandas as pd
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import requests
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from gamestonk_terminal import config_terminal as cfg
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from gamestonk_terminal.decorators import log_start_end
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logger = logging.getLogger(__name__)
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@log_start_end(log=logger)
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def get_currency_list() -> List:
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"""Load AV currency codes from a local file."""
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path = os.path.join(os.path.dirname(__file__), "av_forex_currencies.csv")
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return list(pd.read_csv(path)["currency code"])
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CURRENCY_LIST = get_currency_list()
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@log_start_end(log=logger)
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def check_valid_forex_currency(fx_symbol: str) -> str:
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"""Check if given symbol is supported on alphavantage.
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Parameters
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----------
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fx_symbol : str
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Symbol to check
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Returns
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-------
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str
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Currency symbol
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Raises
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------
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argparse.ArgumentTypeError
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Symbol not valid on alphavantage
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"""
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if fx_symbol.upper() in CURRENCY_LIST:
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return fx_symbol.upper()
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raise argparse.ArgumentTypeError(
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f"{fx_symbol.upper()} not found in alphavantage supported currency codes. "
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)
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@log_start_end(log=logger)
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def get_quote(to_symbol: str, from_symbol: str) -> Dict:
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"""Get current exchange rate quote from alpha vantage.
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Parameters
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----------
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to_symbol : str
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To forex symbol
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from_symbol : str
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From forex symbol
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Returns
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-------
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Dict
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Dictionary of exchange rate
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"""
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url = (
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"https://www.alphavantage.co/query?function=CURRENCY_EXCHANGE_RATE"
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+ f"&from_currency={from_symbol}"
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+ f"&to_currency={to_symbol}"
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+ f"&apikey={cfg.API_KEY_ALPHAVANTAGE}"
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)
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r = requests.get(url)
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if r.status_code != 200:
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return {}
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return r.json()
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@log_start_end(log=logger)
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def get_historical(
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to_symbol: str,
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from_symbol: str,
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resolution: str = "d",
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interval: int = 5,
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start_date: str = "",
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) -> pd.DataFrame:
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"""Get historical forex data.
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Parameters
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----------
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to_symbol : str
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To forex symbol
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from_symbol : str
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From forex symbol
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resolution : str, optional
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Resolution of data. Can be "i", "d", "w", "m" for intraday, daily, weekly or monthly
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interval : int, optional
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Interval for intraday data
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start_date : str, optional
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Start date for data.
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Returns
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-------
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pd.DataFrame
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Historical data for forex pair
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"""
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d_res = {"i": "FX_INTRADAY", "d": "FX_DAILY", "w": "FX_WEEKLY", "m": "FX_MONTHLY"}
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url = f"https://www.alphavantage.co/query?function={d_res[resolution]}&from_symbol={from_symbol}"
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url += f"&to_symbol={to_symbol}&outputsize=full&apikey={cfg.API_KEY_ALPHAVANTAGE}"
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if resolution == "i":
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url += f"&interval={interval}min"
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r = requests.get(url)
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if r.status_code != 200:
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return pd.DataFrame()
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key = list(r.json().keys())[1]
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df = pd.DataFrame.from_dict(r.json()[key], orient="index")
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if start_date and resolution != "i":
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df = df[df.index > start_date]
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df = df.rename(
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columns={
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"1. open": "Open",
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"2. high": "High",
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"3. low": "Low",
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"4. close": "Close",
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}
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)
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df.index = pd.DatetimeIndex(df.index)
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df = df[::-1]
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return df.astype(float)
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