def _populate_recent_register(self, stocks: List[Stock]):
start_epoch_s = IntuitiveDateConverter.to_epoch_s(
IntuitiveDateConverter.to_datetime(self.today_epoch_s) -
timedelta(days=20))
end_epoch_s = IntuitiveDateConverter.to_epoch_s(
IntuitiveDateConverter.to_datetime(self.today_epoch_s) -
timedelta(days=1))
self.data_ingest_manager.populate_warehouse(stocks,
start_epoch_s,
end_epoch_s,
batch_size=1)
register = self.data_ingest_manager.create_register_from_warehouse(
stocks, start_epoch_s, end_epoch_s)
return register
def _run_and_evaluate_to_date(self,
conversion_input: object,
expected_output_type: type,
expected_output_value: object) -> None:
idc = IntuitiveDateConverter()
actual_output = idc.to_datetime(conversion_input)
actual_output_type = type(actual_output)
self.assertEqual(expected_output_type, actual_output_type)
self.assertEqual(expected_output_value, actual_output)
def _build_url(self, exchange: str, symbols: List[str],
start_epoch_s: float, end_epoch_s: float) -> str:
"""
Build url from parameters and api key
"""
start_str = IntuitiveDateConverter.to_day_str(start_epoch_s)
end_datetime = IntuitiveDateConverter.to_datetime(end_epoch_s)
end_datetime += timedelta(days=1)
end_str = IntuitiveDateConverter.to_day_str(end_datetime)
symbols_str = ','.join(symbols)
url = f'https://api.twelvedata.com/time_series?exchange={exchange}&symbol={symbols_str}&interval=1day&' \
f'start_date={start_str}&end_date={end_str}&apikey={self.api_key}'
return url
def get_technical_indicator(self, stock: Stock, indicator_name: str,
start_epoch_s: float,
end_epoch_s: float) -> List[Moment]:
start_date = IntuitiveDateConverter.to_day_str(start_epoch_s)
end_datetime = IntuitiveDateConverter.to_datetime(end_epoch_s)
end_datetime += timedelta(days=1)
end_date = IntuitiveDateConverter.to_day_str(end_datetime)
request_url = f'https://api.twelvedata.com/{indicator_name.lower()}?symbol=' \
f'{stock.symbol}&exchange={stock.exchange}&interval=1day&start_date=' \
f'{start_date}&end_date={end_date}&apikey={self.api_key}'
for _ in range(MAX_RETRIES):
try:
print(
f'API call for technical indicator {indicator_name.lower()} for {stock.to_str()}'
)
response = requests.get(request_url)
except ChunkedEncodingError:
print(
f'intermittent ChunkedEncodingError. Retrying in {RETRY_PAUSE_CHUNK_ERROR}s'
)
time.sleep(RETRY_PAUSE_CHUNK_ERROR)
print('retrying')
continue
except Exception as e:
print("Stopping retry loop because of un-handled error")
raise e
else:
content = response.content
content = json.loads(content)
if 'code' in content.keys():
if content['code'] == ERROR_CODE_TOO_MANY_REQUESTS:
print(
f'Too many requests. Pausing for {RETRY_PAUSE_S} seconds before retrying.'
)
time.sleep(RETRY_PAUSE_S)
continue
if 'values' not in content:
print('unexpected response:')
print(content)
break
moments = list()
if 'values' not in content:
return moments
for item in content['values']:
epoch_s = IntuitiveDateConverter.to_epoch_s(item['datetime'])
for k, v in item.items():
if k == 'datetime':
continue
if k == indicator_name:
moment_data = {
'epoch_s': epoch_s,
'exchange': stock.exchange,
'symbol': stock.symbol,
indicator_name: item[k]
}
moment = Moment(**moment_data)
moments.append(moment)
else:
moment_data = {
'epoch_s': epoch_s,
'exchange': stock.exchange,
'symbol': stock.symbol,
f'{indicator_name}_{k}': item[k]
}
moment = Moment(**moment_data)
moments.append(moment)
return moments