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testy/archive/alpacapyexampleshistorical.py
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testy/archive/alpacapyexampleshistorical.py
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# 2 clients for historical data StockHistoricalDataClient (needs keys), CryptoHistoricalDataClient
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# 2 clients for real time data CryptoDataStream, StockDataStream
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# naimportuju si daneho clienta
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from alpaca.data.historical import StockHistoricalDataClient, CryptoHistoricalDataClient
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#pokdu pouzivam historicke data(tzn. REST) tak si naimportuju dany request object
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from alpaca.data.requests import StockLatestQuoteRequest, StockBarsRequest, StockTradesRequest
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#objekty se kterymi pak pracuju (jsou soucasi package výše, tady jen informačně)
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from alpaca.data import Quote, Trade, Snapshot, Bar
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from alpaca.data.models import BarSet, QuoteSet, TradeSet
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from config import API_KEY, SECRET_KEY
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from datetime import datetime, timedelta
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import pandas as pd
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import rich
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# vytvorim si clienta
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stock_client = StockHistoricalDataClient(API_KEY, SECRET_KEY, raw_data=True)
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crypto_client = CryptoHistoricalDataClient()
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time_from = datetime(2023, 2, 17, 14, 30, 0, 0)
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time_to = datetime(2023, 2, 17, 14, 30, 1, 0)
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#print(time_from)
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# vytvorim request objekt
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#latestQuoteRequest = StockLatestQuoteRequest(symbol_or_symbols=["SPY", "GLD", "TLT"])
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stockTradeRequest = StockTradesRequest(symbol_or_symbols=["BAC","C","MSFT"], start=time_from,end=time_to)
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#zavolam na clientovi metodu s request objektem, vrací se mi Dict[str, Quote] - obj.Quote pro kazdy symbol
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#latestQuoteObject = stock_client.get_stock_latest_quote(latestQuoteRequest)
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tradesResponse = stock_client.get_stock_trades(stockTradeRequest)
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print(tradesResponse)
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for i in tradesResponse['BAC']:
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print(i)
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# vrací m to tradeset dict = Trades identifikovane symbolem
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#for
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#access as a list
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#print(tradesResponse["BAC"])
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# The scope of these changes made to
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# pandas settings are local to with statement.
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# with pd.option_context('display.max_rows', None,
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# 'display.max_columns', None,
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# 'display.precision', 3,
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# ):
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# #convert to dataframe
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# print(tradesResponse.df)
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# this is the Quote object for
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#bacquote=latestQuoteObject["SPY"]
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# print(bacquote)
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#vrati se mi objekt typu LatestQuote
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# print(type(latestQuoteObject))
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# print(latestQuoteObject)
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#gld_latest_ask_price = latestQuoteObject["GLD"].ask_price
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#print(gld_latest_ask_price, latestQuoteObject["GLD"].timestamp)
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