Exemplo n.º 1
0
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)
Exemplo n.º 2
0
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))