def get_history_day(local_symbol, day): """Download historical prices for the specified symbol. Keyword arguments: local_symbol -- ticker symbol day -- day in 'yyyy-mm-dd' form """ start_ms, end_ms = _ms_bounds(local_symbol, day) start_time = ds.ms_to_str(start_ms, TIMEZONE, '%Y-%m-%d %H:%M') end_time = ds.ms_to_str(end_ms + 1000, TIMEZONE, '%Y-%m-%d %H:%M') yield from get_history(local_symbol, start_time, end_time)
def create_request(contract, bar_time, bar_count): """Return a dictionary containing parameters for a single historical data request. Keyword arguments: contract -- contract bar_time -- ending time bar_count -- number of bars to request """ result = {} result['delay'] = config.WAIT_SECONDS result['contract'] = contract end_date_time = ds.ms_to_str(bar_time, 'UTC', '%Y%m%d %H:%M:%S UTC') result['end_date_time'] = end_date_time result['duration_str'] = '{0:d} S'.format(int(bar_count * config.BAR_SIZE_SECONDS)) result['bar_size_setting'] = config.BAR_SIZE sec_type = contract.sec_type.upper() result['what_to_show'] = config.WHAT_TO_SHOW[sec_type] result['use_rth'] = config.USE_RTH result['format_date'] = config.FORMAT_DATE return result