def test_fetch_one_validTicker_shouldSaveOneFile():
one_ticker = "pko"
url_base = "https://stooq.pl/q/d/l/?s="
url_end = "&i=d"
database_dir = "./temp_db"
downloader = StooqDownloader(url_base, url_end, database_dir)
downloader.fetch_one(one_ticker)
assert downloader.fetched == 1
shutil.rmtree("./temp_db")
class StooqPreprocessor:
def __init__(self):
stooq_base = "https://stooq.pl/q/d/l/?s="
stooq_end = "&i=d"
self.cache_dir = "database/stooq"
self.stooq_downloader = StooqDownloader(stooq_base, stooq_end,
self.cache_dir)
def fetch_technicals(self, company: CompanyDetails) -> pd.DataFrame:
price_history = self.fetch_raw_history(company.ticker)
return self.boost_technicals(price_history)
def fetch_raw_history(self, ticker: str) -> pd.DataFrame:
ticker = ticker.lower()
if not os.path.isfile(f"{self.cache_dir}/{ticker}_d.csv"):
self.stooq_downloader.fetch_one(ticker)
price_history = pd.read_csv(f"{self.cache_dir}/{ticker}_d.csv",
delimiter=",")
return price_history
def boost_technicals(self, technicals: pd.DataFrame) -> pd.DataFrame:
technicals = self.change_column_names_from_polish_to_english(
technicals)
technicals = self.calculate_all_technicals_with_pandas_ta(technicals)
technicals = self.set_date_as_index(technicals)
return technicals
@staticmethod
def change_column_names_from_polish_to_english(
technicals: pd.DataFrame, ) -> pd.DataFrame:
new_columns = {
"Data": "date",
"Otwarcie": "open",
"Najwyzszy": "high",
"Najnizszy": "low",
"Zamkniecie": "close",
"Wolumen": "volume",
}
return technicals.rename(columns=new_columns)
@staticmethod
def calculate_all_technicals_with_pandas_ta(
technicals: pd.DataFrame, ) -> pd.DataFrame:
default_strategy = ta.Strategy(
name="Default",
description=
"PVOL, SMA15, SMA40, EMA200, RSI, MACD, Trix, Williams %R, MFI, ROC, EMV",
ta=[
{
"kind": "pvol"
},
{
"kind": "sma",
"length": 15
},
{
"kind": "sma",
"length": 40
},
{
"kind": "ema",
"length": 200
},
{
"kind": "rsi",
"length": 14
},
{
"kind": "macd",
"fast": 12,
"slow": 26,
"signal": 9
},
{
"kind": "trix",
"length": 14,
"signal": 9
},
{
"kind": "willr",
"length": 10
},
{
"kind": "mfi",
"length": 14
},
{
"kind": "roc",
"length": 14
},
{
"kind": "eom",
"length": 14
},
],
)
technicals.ta.strategy(default_strategy)
return technicals
@staticmethod
def set_date_as_index(technicals: pd.DataFrame) -> pd.DataFrame:
return technicals.set_index("date")