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f1de004567
* example changes in slopes * change lettering size and side bar capitalization * revert back to Fira * start automatic website generation * this was autogen * add examples to slopes model * generate slopes doc * change to _index.md * allow italic formatting * fix regex * option to regenerate paths * update alt docs * fix generate * update alt * fix generate * update common * target italic only for types * format alt * format italic common * add sig indentation * update sig indent alt * update common ident * add todo * generate docstrings for all menus * fix maxdd * fix returns font size * fix keys docs * fix more docstrings * escape literal symbols * escape literal symbols * reformat keys * format opt * remove literal escape * remove another literal escape * remove another literal escape * unindent returns * update docs return unindent * add comma in last arg * fix funcs without params * fix signature * compact some code * refactor some more code * refactor some code * some final cleanup * write docstrings * change main * move futures paths * generate futures docs * add external axes references * fix typo * revert to double docstring * fix small bug * remove docs folder * generate.py in website folder * add forecast to docs * clear some warnings * fix underscore * remove cite * refresh website docs * fix forecast docstrings * fix po * fix po docs and remove italic * fix more docstrings * remove last warning * codespell * flake8 * exclude website contente from flake * noqa on optimizer * update website * fix mypy * remove setup from mypy * mypy to openbbterminal * update precommit * pylint * try to remove sdk loading issue * fix dates active command * fix crypto.change formats * fix eb formats * nonzero fix * format dates crypto.load * format supply transac * format hr altindex * format load crypto * regenerate docs * format ba trend dates * regenerate docs * format ba trend * candle defaults * fix sentiment test * remove unused import * shopt * shopt again * revert crypto helpers * test shopt * fix some tests * skip trending test * fix alcoin test * helpers * write docs * rewrite helper * fix crypto dd defaults * fix some date defaults * regenerate website * fix santiment model * fix get trending * fix more defaults * generate website * fix ftd view data default * black * regenerate website docs * regenerate docs * refactor remaining funcs * pcr doc * Checkout from main * flake8 * regenerate docs * regenerate docs * fix build Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com> Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>
78 lines
2.2 KiB
Python
78 lines
2.2 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.decorators import check_api_key
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from openbb_terminal.rich_config import console
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# pylint: disable=unsupported-assignment-operation
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@check_api_key(["API_POLYGON_KEY"])
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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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start_date: str = "2000-01-01",
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end_date: str = None,
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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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start_date : str
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Initial date, format YYYY-MM-DD
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end_date : str
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Final date, format YYYY-MM-DD
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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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if end_date is None:
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end_date = datetime.now().date().strftime("%Y-%m-%d")
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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}/{start_date}/{end_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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