balik zmen uff

testy/archive/alpacasnapshot.py

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+# 2 clients for historical data StockHistoricalDataClient (needs keys), CryptoHistoricalDataClient
+# 2 clients for real time data CryptoDataStream, StockDataStream
+
+
+# naimportuju si daneho clienta
+from alpaca.data.historical import StockHistoricalDataClient, CryptoHistoricalDataClient
+
+
+#pokdu pouzivam historicke data(tzn. REST) tak si naimportuju dany request object
+from alpaca.data.requests import StockLatestQuoteRequest, StockBarsRequest, StockTradesRequest, StockSnapshotRequest
+
+#objekty se kterymi pak pracuju (jsou soucasi package výše, tady jen informačně)
+from alpaca.data import Quote, Trade, Snapshot, Bar
+from alpaca.data.models import BarSet, QuoteSet, TradeSet
+from alpaca.data.timeframe import TimeFrame, TimeFrameUnit
+from v2realbot.utils.utils import zoneNY
+from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY
+from config import API_KEY, SECRET_KEY
+from alpaca.data.enums import DataFeed
+from datetime import datetime, timedelta
+import pandas as pd
+from rich import print
+from collections import defaultdict
+from pandas import to_datetime
+from msgpack.ext import Timestamp
+from v2realbot.utils.historicals import convert_daily_bars
+
+def get_last_close():
+   pass
+
+def get_todays_open():
+    pass
+
+##vrati historicke bary v nasem formatu
+def get_historical_bars(symbol: str, time_from: datetime, time_to: datetime, timeframe: TimeFrame):
+    stock_client = StockHistoricalDataClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=True)
+    bar_request = StockBarsRequest(symbol_or_symbols=symbol,timeframe=timeframe, start=time_from, end=time_to, feed=DataFeed.SIP)
+    bars: BarSet = stock_client.get_stock_bars(bar_request)
+    print("puvodni bars", bars["BAC"])
+    print(bars)
+    return convert_daily_bars(bars[symbol])
+
+
+#v initu plnime pozadovana historicka data do historicals[]
+#zatim natvrdo 
+#last 30 days bars
+
+
+#get 30 days
+time_to = datetime.now(tz=zoneNY)
+time_from = time_to - timedelta(days=2)
+
+bary = get_historical_bars("BAC", time_from, time_to, TimeFrame.Hour)
+print(bary)
+historicals = defaultdict(dict)
+historicals["30"] = bary
+print(historicals)
+
+# stock_client = StockHistoricalDataClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=True)
+# snapshotRequest = StockSnapshotRequest(symbol_or_symbols=["BAC"], feed="sip")
+# snapshotResponse = stock_client.get_stock_snapshot(snapshotRequest)
+# print("snapshot", snapshotResponse)
+# snapshotResponse["BAC"]["dailyBar"]
+