def get_equity_df(since, util, interval, price):
cnt = 'mid' if price == 'M' else 'ask' if price == 'A' else 'bid' if price == 'B' else 'mid'
params = {
'from': DateTime(since).value,
'to': DateTime(until).value,
'price': price,
'granularity': interval
}
r = instruments.InstrumentsCandles(instrument='USD_JPY', params=params)
api.request(r)
raw_list = []
for raw in r.response['candles']:
raw_list.append([
raw['time'], raw[cnt]['o'], raw[cnt]['h'], raw[cnt]['l'],
raw[cnt]['c'], raw['volume']
])
raw_df = pd.DataFrame(raw_list,
columns=[
'Time', f'Open_{cnt}', f'Hight_{cnt}',
f'Low_{cnt}', f'Close_{cnt}', 'Volume'
])
return raw_df
# http://www.algo-fx-blog.com/fx-api-oanda-v20-python-positions-management/
import pandas as pd
import oandapyV20
import oandapyV20.endpoints.positions as positions
import os, sys
sys.path.append(os.getcwd())
from basic import accountID, access_token, api
# 講座のすべてのポジションをリストとして取得
r = positions.PositionList(accountID=accountID)
print(api.request(r))
# 通貨を指定してポジションを取得
r = positions.PositionDetails(accountID=accountID, instrument="EUR_GBP")
print(api.request(r))
# ポジションを保有していない場合はエラー
# すべてのポジションを決済する
data = {"longUnits": "ALL"}
# ドル円の買い注文全ての保有ポジションを決済する
r = positions.PositionClose(accountID=accountID,
data=data,
instrument="USD_JPY")
print(api.request(r))
# http://www.algo-fx-blog.com/fx-api-oanda-v20-histrocial-rate-pandas-csv/
import oandapyV20.endpoints.instruments as instruments
import pandas as pd
import os, sys
sys.path.append(os.getcwd())
from basic import accountID, access_token, api
# APIに渡すパラメータの設定
params = {
"count": 2000,
"granularity": "S5" # 5 seconds
}
# APIへ過去為替レートをリクエスト
r = instruments.InstrumentsCandles(instrument="USD_JPY", params=params)
api.request(r)
# APIから取得した最初のmid（中値）を確認
print(r.response["candles"][1]["mid"])
# 時間を確認（デフォルトではNYタイム）
print(r.response["candles"][0]["time"])
# dataとして Pythonのリストへ過去レートを変換
data = []
for raw in r.response['candles']:
data.append([
raw["time"], raw["volume"], raw["mid"]["o"], raw["mid"]["h"],
raw["mid"]["l"], raw["mid"]["c"]
])
import json
import oandapyV20
from oandapyV20 import API
from oandapyV20.exceptions import V20Error
from oandapyV20.endpoints.pricing import PricingStream
from basic import accountID, access_token, api
instruments = 'EUR_USD,EUR_JPY'
s = PricingStream(accountID=accountID, params={'instruments': instruments})
MAXREC = 10
try:
n = 0
for R in api.request(s):
print(json.dumps(R, indent=2))
n += 1
if n > MAXREC:
s.terminate('maxrecs received {}'.format(MAXREC))
except V20Error as e:
print('Error: {}'.format(e))