first commit
This commit is contained in:
52
testy/archive/alpacaGetHistoryBars.py
Normal file
52
testy/archive/alpacaGetHistoryBars.py
Normal file
@ -0,0 +1,52 @@
|
||||
from alpaca.data.historical import CryptoHistoricalDataClient, StockHistoricalDataClient
|
||||
from alpaca.data.requests import CryptoLatestTradeRequest, StockLatestTradeRequest, StockLatestBarRequest, StockTradesRequest, StockBarsRequest
|
||||
from alpaca.data.enums import DataFeed
|
||||
from config import API_KEY, SECRET_KEY, MAX_BATCH_SIZE
|
||||
import datetime
|
||||
import time
|
||||
from alpaca.data import Quote, Trade, Snapshot, Bar
|
||||
from alpaca.data.models import BarSet, QuoteSet, TradeSet
|
||||
from alpaca.data.timeframe import TimeFrame
|
||||
import mplfinance as mpf
|
||||
import pandas as pd
|
||||
|
||||
parametry = {}
|
||||
|
||||
# no keys required
|
||||
#client = CryptoHistoricalDataClient()
|
||||
client = StockHistoricalDataClient(API_KEY, SECRET_KEY, raw_data=False)
|
||||
datetime_object_from = datetime.datetime(2023, 2, 27, 18, 51, 38, tzinfo=datetime.timezone.utc)
|
||||
datetime_object_to = datetime.datetime(2023, 2, 27, 21, 51, 39, tzinfo=datetime.timezone.utc)
|
||||
bar_request = StockBarsRequest(symbol_or_symbols="BAC",timeframe=TimeFrame.Hour, start=datetime_object_from, end=datetime_object_to, feed=DataFeed.SIP)
|
||||
|
||||
bars = client.get_stock_bars(bar_request).df
|
||||
#bars = bars.drop(['symbol'])
|
||||
|
||||
#print(bars.df.close)
|
||||
bars = bars.tz_convert('America/New_York')
|
||||
print(bars)
|
||||
print(bars.df.columns)
|
||||
#Index(['open', 'high', 'low', 'close', 'volume', 'trade_count', 'vwap'], dtype='object')
|
||||
bars.df.set_index('timestamp', inplace=True)
|
||||
|
||||
mpf.plot(bars.df, # the dataframe containing the OHLC (Open, High, Low and Close) data
|
||||
type='candle', # use candlesticks
|
||||
volume=True, # also show the volume
|
||||
mav=(3,6,9), # use three different moving averages
|
||||
figratio=(3,1), # set the ratio of the figure
|
||||
style='yahoo', # choose the yahoo style
|
||||
title='Prvni chart');
|
||||
|
||||
# #vrací se list od dict
|
||||
# print(bars["BAC"])
|
||||
|
||||
# # k nemu muzeme pristupovat s
|
||||
# dict = bars["BAC"]
|
||||
# print(type(dict))
|
||||
# print(dict[2].timestamp)
|
||||
|
||||
# print(dict[2].close)
|
||||
|
||||
# print(dict[].close)
|
||||
|
||||
|
||||
Reference in New Issue
Block a user