def __init__(self):
load_dotenv(find_dotenv('config.env'))
self.writer = FileWriter()
self.reader = FileReader()
self.finder = PathFinder()
self.traveller = TimeTraveller()
self.provider = 'iexcloud'
def update_poly_ohlc():
for symbol in all_symbols:
try:
poly.save_ohlc(symbol=symbol, timeframe=FEW_DAYS, retries=1)
except Exception as e:
print(f'Polygon.io OHLC update failed for {symbol}.')
print(e)
finally:
filename = PathFinder().get_ohlc_path(
symbol=symbol, provider=poly.provider)
if C.CI and os.path.exists(filename):
os.remove(filename)
def update_poly_dividends():
for symbol in symbols:
filename = PathFinder().get_dividends_path(
symbol=symbol, provider=poly.provider)
try:
poly.save_dividends(symbol=symbol, timeframe='max')
except Exception as e:
print(f'Polygon.io dividend update failed for {symbol}.')
print(e)
finally:
if CI and os.path.exists(filename):
os.remove(filename)
def update_iex_ohlc():
for symbol in stock_symbols:
filename = PathFinder().get_ohlc_path(symbol=symbol,
provider=iex.provider)
try:
iex.save_ohlc(symbol=symbol, timeframe=timeframe)
except Exception as e:
print(f'IEX Cloud OHLC update failed for {symbol}.')
print(e)
finally:
if CI and os.path.exists(filename):
os.remove(filename)
def update_iex_dividends():
for symbol in symbols:
filename = PathFinder().get_dividends_path(
symbol=symbol, provider=iex.provider)
try:
iex.save_dividends(symbol=symbol, timeframe='5y')
except Exception as e:
print(f'IEX Cloud dividend update failed for {symbol}.')
print(e)
finally:
if CI and os.path.exists(filename):
os.remove(filename)
def __init__(self, usr=None, pwd=None, mfa=None):
# Authentication
load_dotenv()
username = usr or os.environ['RH_USERNAME']
password = pwd or os.environ['RH_PASSWORD']
mfa_code = mfa or pyotp.TOTP(os.environ['RH_2FA']).now()
rh.login(username, password, mfa_code=mfa_code)
self.api = rh
self.writer = FileWriter()
self.reader = FileReader()
self.finder = PathFinder()
def update_iex_ohlc():
for symbol in stock_symbols:
try:
iex.save_ohlc(symbol=symbol, timeframe='1d',
retries=1 if C.TEST else C.DEFAULT_RETRIES)
except Exception as e:
print(f'IEX Cloud OHLC update failed for {symbol}.')
print(e)
finally:
filename = PathFinder().get_ohlc_path(
symbol=symbol, provider=iex.provider)
if C.CI and os.path.exists(filename):
os.remove(filename)
def update_poly_splits():
for symbol in symbols:
try:
poly.save_splits(symbol=symbol,
timeframe='3m',
retries=1 if C.TEST else C.DEFAULT_RETRIES)
except Exception as e:
print(f'Polygon.io split update failed for {symbol}.')
print(e)
finally:
filename = PathFinder().get_splits_path(symbol=symbol,
provider=poly.provider)
if C.CI and os.path.exists(filename):
os.remove(filename)
def __init__(self, broker=None):
self.writer = FileWriter()
self.reader = FileReader()
self.finder = PathFinder()
def __init__(self):
load_dotenv()
self.bucket_name = self.get_bucket_name()
self.finder = PathFinder()
import os
import sys
sys.path.append('src')
from DataSource import Glassnode # noqa autopep8
from Constants import PathFinder # noqa autopep8
import Constants as C # noqa autopep8
glass = Glassnode()
try:
glass.save_s2f(timeframe='max', retries=1 if C.TEST else 2)
except Exception as e:
print('Glassnode S2F update failed.')
print(e)
finally:
filename = PathFinder().get_s2f_path()
if C.CI and os.path.exists(filename):
os.remove(filename)
def test_init(self):
assert type(PathFinder()).__name__ == 'PathFinder'
import sys
sys.path.append('src')
from Constants import PathFinder # noqa autopep8
finder = PathFinder()
class TestPathFinder():
def test_init(self):
assert type(PathFinder()).__name__ == 'PathFinder'
def test_get_symbols_path(self):
assert finder.get_symbols_path() == 'data/symbols.csv'
def test_get_dividends_path(self):
assert finder.get_dividends_path(
'aapl') == 'data/dividends/iexcloud/AAPL.csv'
assert finder.get_dividends_path(
'AMD') == 'data/dividends/iexcloud/AMD.csv'
assert finder.get_dividends_path(
'TSLA', 'polygon') == 'data/dividends/polygon/TSLA.csv'
def test_get_splits_path(self):
assert finder.get_splits_path(
'aapl') == 'data/splits/iexcloud/AAPL.csv'
assert finder.get_splits_path('AMD') == 'data/splits/iexcloud/AMD.csv'
assert finder.get_splits_path(
'TSLA', 'polygon') == 'data/splits/polygon/TSLA.csv'
def test_get_sentiment_path(self):
assert finder.get_sentiment_path(
from Constants import PathFinder # noqa autopep8
import Constants as C # noqa autopep8
twit = StockTwits()
symbols = twit.get_symbols()
crypto_symbols = ['BTC-X', 'ETH-X', 'LTC-X', 'XMR-X', 'IOT-X']
if C.TEST:
symbols = crypto_symbols
twit.token = ''
else:
symbols.extend(crypto_symbols)
BATCH = int(os.environ.get('BATCH')) if os.environ.get('BATCH') else 1
# better solution is to dynamically choose 175 most outdated symbols
# First batch
for symbol in symbols[C.TWIT_RATE*(BATCH-1):C.TWIT_RATE*BATCH]:
if symbol in C.SENTIMENT_SYMBOLS_IGNORE:
continue
try:
twit.save_social_sentiment(symbol=symbol, timeframe='1d',
retries=1 if C.TEST else 2)
except Exception as e:
print(f'Stocktwits sentiment update failed for {symbol}.')
print(e)
finally:
filename = PathFinder().get_sentiment_path(
symbol=symbol, provider=twit.provider)
if C.CI and os.path.exists(filename):
os.remove(filename)
def __init__(self):
load_dotenv(find_dotenv('config.env'))
self.bucket_name = self.get_bucket_name()
self.finder = PathFinder()
