def get_latest_price(self, ticker: str) -> Optional[source.SourcePrice]:
"""See contract in beanprice.source.Source."""
url = "https://query1.finance.yahoo.com/v7/finance/quote"
fields = ['symbol', 'regularMarketPrice', 'regularMarketTime']
payload = {
'symbols': ticker,
'fields': ','.join(fields),
'exchange': 'NYSE',
}
payload.update(_DEFAULT_PARAMS)
response = requests.get(url, params=payload)
result = parse_response(response)
try:
price = Decimal(result['regularMarketPrice'])
tzone = timezone(
timedelta(hours=result['gmtOffSetMilliseconds'] / 3600000),
result['exchangeTimezoneName'])
trade_time = datetime.fromtimestamp(result['regularMarketTime'],
tz=tzone)
except KeyError as exc:
raise YahooError("Invalid response from Yahoo: {}".format(
repr(result))) from exc
currency = parse_currency(result)
return source.SourcePrice(price, trade_time, currency)
def fetch_quote(ticker):
"""Fetch the latest price for the given ticker."""
url = "https://api.iextrading.com/1.0/tops/last?symbols={}".format(
ticker.upper())
response = requests.get(url)
if response.status_code != requests.codes.ok:
raise IEXError("Invalid response ({}): {}".format(
response.status_code, response.text))
results = response.json()
if len(results) != 1:
raise IEXError("Invalid number of responses from IEX: {}".format(
response.text))
result = results[0]
price = Decimal(result['price']).quantize(Decimal('0.01'))
# IEX is American markets.
us_timezone = tz.gettz("America/New_York")
time = datetime.datetime.fromtimestamp(result['time'] / 1000)
time = time.astimezone(us_timezone)
# As far as can tell, all the instruments on IEX are priced in USD.
return source.SourcePrice(price, time, 'USD')
def _check_valid(self, query_date, out_time, out_price):
candles = [
(datetime.datetime(2017, 1, 21, 0, 0, 0,
tzinfo=UTC), Decimal('1.3100')),
(datetime.datetime(2017, 1, 21, 8, 0, 0,
tzinfo=UTC), Decimal('1.3300')),
(datetime.datetime(2017, 1, 21, 16, 0, 0,
tzinfo=UTC), Decimal('1.3500')),
(datetime.datetime(2017, 1, 22, 0, 0, 0,
tzinfo=UTC), Decimal('1.3700')),
(datetime.datetime(2017, 1, 22, 8, 0, 0,
tzinfo=UTC), Decimal('1.3900')),
(datetime.datetime(2017, 1, 22, 16, 0, 0,
tzinfo=UTC), Decimal('1.4100')),
(datetime.datetime(2017, 1, 23, 0, 0, 0,
tzinfo=UTC), Decimal('1.4300')),
(datetime.datetime(2017, 1, 23, 8, 0, 0,
tzinfo=UTC), Decimal('1.4500')),
(datetime.datetime(2017, 1, 23, 16, 0, 0,
tzinfo=UTC), Decimal('1.4700')),
]
with mock.patch.object(oanda, '_fetch_candles', return_value=candles):
query_time = datetime.datetime.combine(query_date,
time=datetime.time(
16, 0, 0),
tzinfo=UTC)
srcprice = self.fetcher.get_historical_price('USD_CAD', query_time)
if out_time is not None:
self.assertEqual(
source.SourcePrice(out_price, out_time, 'CAD'), srcprice)
else:
self.assertEqual(None, srcprice)
def get_latest_price(self, ticker):
symbol, base = _parse_ticker(ticker)
headers = {
'X-CMC_PRO_API_KEY': environ['COINMARKETCAP_API_KEY'],
}
params = {
'symbol': symbol,
'convert': base,
}
resp = requests.get(
url='https://pro-api.coinmarketcap.com/v1/cryptocurrency/quotes/latest',
params=params, headers=headers)
if resp.status_code != requests.codes.ok:
raise CoinmarketcapApiError(
"Invalid response ({}): {}".format(resp.status_code, resp.text)
)
data = resp.json()
if data['status']['error_code'] != 0:
status = data['status']
raise CoinmarketcapApiError(
"Invalid response ({}): {}".format(
status['error_code'], status['error_message'])
)
quote = data['data'][symbol]['quote'][base]
price = Decimal(str(quote['price']))
date = parse(quote['last_updated'])
return source.SourcePrice(price, date, base)
def get_daily_prices(
self, ticker: str, time_begin: datetime,
time_end: datetime) -> Optional[List[source.SourcePrice]]:
"""See contract in beanprice.source.Source."""
series, currency = get_price_series(ticker, time_begin, time_end)
return [
source.SourcePrice(price, time, currency) for time, price in series
]
def fetch_time_series(ticker, time=None):
"""Fetch"""
# Create request payload.
ticker_spec = parse_ticker(ticker)
url = "https://www.quandl.com/api/v3/datasets/{}/{}.json".format(
ticker_spec.database, ticker_spec.dataset)
payload = {"limit": 1}
if time is not None:
date = time.date()
payload["start_date"] = (date -
datetime.timedelta(days=10)).isoformat()
payload["end_date"] = date.isoformat()
# Add API key, if it is set in the environment.
if 'QUANDL_API_KEY' in os.environ:
payload['api_key'] = os.environ['QUANDL_API_KEY']
# Fetch and process errors.
response = requests.get(url, params=payload)
if response.status_code != requests.codes.ok:
raise QuandlError("Invalid response ({}): {}".format(
response.status_code, response.text))
result = response.json()
if 'quandl_error' in result:
raise QuandlError(result['quandl_error']['message'])
# Parse result container.
dataset = result['dataset']
column_names = dataset['column_names']
date_index = column_names.index('Date')
if ticker_spec.column is not None:
data_index = column_names.index(ticker_spec.column)
else:
try:
data_index = column_names.index('Adj. Close')
except ValueError:
data_index = column_names.index('Close')
data = dataset['data'][0]
# Gather time and assume it's in UTC timezone (Quandl does not provide the
# market's timezone).
time = datetime.datetime.strptime(data[date_index], '%Y-%m-%d')
time = time.replace(tzinfo=tz.tzutc())
# Gather price.
# Quantize with the same precision default rendering of floats occur.
price_float = data[data_index]
price = Decimal(price_float)
match = re.search(r'(\..*)', str(price_float))
if match:
price = price.quantize(Decimal(match.group(1)))
# Note: There is no currency information in the response (surprising).
return source.SourcePrice(price, time, None)
def _test_valid(self):
candles = [
(datetime.datetime(2017, 1, 21, 0, 45, 15, tzinfo=UTC), Decimal('1.330115')),
(datetime.datetime(2017, 1, 21, 0, 45, 20, tzinfo=UTC), Decimal('1.330065')),
]
with mock.patch.object(oanda, '_fetch_candles', return_value=candles):
srcprice = self.fetcher.get_latest_price('USD_CAD')
# Latest price, with current time as time.
self.assertEqual(source.SourcePrice(
Decimal('1.330065'),
datetime.datetime(2017, 1, 21, 0, 45, 20, tzinfo=UTC),
'CAD'), srcprice)
def get_historical_price(self, ticker: str,
time: datetime) -> Optional[source.SourcePrice]:
"""See contract in beanprice.source.Source."""
# Get the latest data returned over the last 5 days.
series, currency = get_price_series(ticker, time - timedelta(days=5), time)
latest = None
for data_dt, price in sorted(series):
if data_dt >= time:
break
latest = data_dt, price
if latest is None:
raise YahooError("Could not find price before {} in {}".format(time, series))
return source.SourcePrice(price, data_dt, currency)
def _get_quote(ticker, date):
"""Fetch a exchangerate from ratesapi."""
base, symbol = _parse_ticker(ticker)
params = {
'base': base,
'symbol': symbol,
}
response = requests.get(url='https://api.exchangerate.host/' + date, params=params)
if response.status_code != requests.codes.ok:
raise RatesApiError("Invalid response ({}): {}".format(response.status_code,
response.text))
result = response.json()
price = Decimal(str(result['rates'][symbol]))
time = parse(result['date']).replace(tzinfo=tz.tzutc())
return source.SourcePrice(price, time, symbol)
def fetch_quote(ticker, time=None):
"""Fetch a quote from Coinbase."""
url = "https://api.coinbase.com/v2/prices/{}/spot".format(ticker.lower())
options = {}
if time is not None:
options['date'] = time.astimezone(tz.tzutc()).date().isoformat()
response = requests.get(url, options)
if response.status_code != requests.codes.ok:
raise CoinbaseError("Invalid response ({}): {}".format(
response.status_code, response.text))
result = response.json()
price = Decimal(result['data']['amount'])
if time is None:
time = datetime.datetime.now(tz.tzutc())
currency = result['data']['currency']
return source.SourcePrice(price, time, currency)
def _get_price(self, ticker, time=None):
base, symbol = ticker.split(':')
url_params = {
'base': base,
'symbols': symbol,
}
if time is None:
date_str = 'latest'
else:
date_str = time.strftime('%Y-%m-%d')
url = urljoin(API_BASE_URL, date_str) + '?' + urlencode(url_params)
response = urlopen(url)
result = json.loads(response.read().decode())
price = to_decimal(result['rates'][symbol], 4)
price_time = datetime.datetime.\
strptime(result['date'], '%Y-%m-%d').\
replace(tzinfo=datetime.timezone.utc)
return source.SourcePrice(price, price_time, base)
def _get_price(ticker, time=None):
dataset, data_id, quote_currency = ticker.split(':')
if time is None:
date = datetime.utcnow().replace(tzinfo=pytz.utc)
else:
date = time
# https://finmind.github.io/quickstart/#api_1
parameter = {
"dataset": dataset,
"data_id": data_id,
"start_date": (date.strftime(Source.DATE_FORMAT)),
}
resp = requests.get(Source.API_ENDPOINT, params=parameter)
data = resp.json()["data"]
if len(data) == 0:
# No data today
return None
close_price = data[0]["close"]
price = D(close_price).quantize(D('0.00'))
return source.SourcePrice(price, date, quote_currency)
def _get_price(self, ticker, time=None):
base, symbol = ticker.split(':')
url_params = {'base': base, 'symbols': symbol, 'source': SOURCE}
if time is None:
date_str = 'latest'
else:
date_str = time.strftime('%Y-%m-%d')
url = urljoin(EXCHANGERATE_API_URL,
date_str) + '?' + urlencode(url_params)
request = Request(url)
# Requests without User-Agent header can be blocked
request.add_header('User-Agent', 'price-fetcher')
response = urlopen(request)
result = json.loads(response.read().decode())
price = to_decimal(result['rates'][symbol], 4)
price_time = datetime.datetime.\
strptime(result['date'], '%Y-%m-%d').\
replace(tzinfo=datetime.timezone.utc)
return source.SourcePrice(price, price_time, base)
def _fetch_price(params_dict, time):
"""Fetch a price from OANDA using the given parameters."""
ticker = params_dict['instrument']
_, quote_currency = _get_currencies(ticker)
if quote_currency is None:
logging.error("Invalid price source ticker '%s'; must be like 'EUR_USD'",
ticker)
return
time_prices = _fetch_candles(params_dict)
if not time_prices:
logging.error("No prices returned.")
return
# Get all the prices before and on the same date and find the latest.
sorted_prices = [item for item in time_prices if item[0] <= time]
if not sorted_prices:
logging.error("No prices matched.")
return
time, price = sorted_prices[-1]
return source.SourcePrice(price, time, quote_currency)
def get_historical_price(self, fund, time):
"""See contract in beanprice.source.Source."""
if requests is None:
raise TSPError("You must install the 'requests' library.")
if fund not in TSP_FUND_NAMES:
raise TSPError(
"Invalid TSP Fund Name '{}'. Valid Funds are:\n\t{}".format(
fund, "\n\t".join(TSP_FUND_NAMES)))
url = "https://secure.tsp.gov/components/CORS/getSharePricesRaw.html"
fields = ['startdate', 'enddate', 'download', 'Lfunds', 'InvFunds']
payload = {
# Grabbing the last fourteen days of data in event the markets were closed.
'startdate':
(time - datetime.timedelta(days=14)).strftime("%Y%m%d"),
'enddate': time.strftime("%Y%m%d"),
'download': '0',
'Lfunds': '1',
'InvFunds': '1'
}
response = requests.get(url, params=payload)
result = parse_response(response)
trade_day = list(result.items())[0]
prices = trade_day[1]
try:
price = prices[TSP_FUND_NAMES.index(fund)]
trade_time = trade_day[0]
except KeyError as exc:
raise TSPError("Invalid response from TSP: {}".format(
repr(result))) from exc
return source.SourcePrice(price, trade_time, CURRENCY)
