def get_data_alpaca(parameters): dividends = None splits = None api = REST(alpaca_keys.APCA_API_KEY_ID, alpaca_keys.APCA_API_SECRET_KEY) data = api.get_aggs(parameters['symbol'], multiplier=parameters['multiplier'], timespan=parameters['timespan'], _from=parameters['_from'], to=parameters['to']).df if parameters['timestamp_type'] == 'date': dividends, splits = get_actions_alpaca(parameters['symbol']) return create_tuple_alpaca(data, parameters['timestamp_type'], dividends=dividends, splits=splits)
import os import alpaca_trade_api as tradeapi import pandas as pd from datetime import datetime from alpaca_trade_api import REST os.environ['APCA_API_KEY_ID'] = 'AKYKO5J4G4C4S1SECH81' os.environ['APCA_API_SECRET_KEY'] = 'jj4D0a9jWLO8t6vDiF7DM1jCzaFRO5bnbfEHevDH' api = REST() start = pd.Timestamp(2004, 6, 10, 12).isoformat() end = pd.Timestamp(2005, 6, 23, 12).isoformat() # print(api.polygon.historic_agg_v2('AAPL', 1, 'minute', _from=start, to=end).df) # print(api.polygon.dividends('AAPL')[0]._raw) # print(api.polygon.splits('TXG')[0]._raw) data = api.get_aggs('SPY', 1, 'day', '1900-01-01', '2020-01-20') for i, record in data.df.iterrows(): timestamp = i.to_pydatetime() print(timestamp) break # print(api.get_aggs('GRPN',1,'day','2020-06-05','2020-06-13')) # data = api.get_aggs(parameters['symbol'], # multiplier=parameters['multiplier'], # timespan=parameter['timespan'], # _from=parameters['_from'], # to=parameters['to']).df # thing = api.get_aggs('ABT',1,'minute','2000-01-01','2100-01-01').df # print(thing.columns) # print(thing.index[0]) # print(thing.index[len(thing) - 1]) # print(datetime.fromtimestamp(thing.df.columns))