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refactoring archrunners+new ma inds

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This commit is contained in:
David Brazda
2023-10-18 16:08:16 +02:00
parent 5d904f0fb0
commit fe5c3fa5bf
18 changed files with 1139 additions and 320 deletions
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22
testy/archive/alpacaGetHistoryBars.py
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@ -9,25 +9,37 @@ from alpaca.data.models import BarSet, QuoteSet, TradeSet
from alpaca.data.timeframe import TimeFrame
# import mplfinance as mpf
import pandas as pd
from rich import print
from v2realbot.utils.utils import zoneNY
from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY
from alpaca.trading.requests import GetCalendarRequest
from alpaca.trading.client import TradingClient
parametry = {}
# no keys required
#client = CryptoHistoricalDataClient()
client = StockHistoricalDataClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_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.Minute, start=datetime_object_from, end=datetime_object_to, feed=DataFeed.SIP)
clientTrading = TradingClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=False)
#get previous days bar
datetime_object_from = datetime.datetime(2023, 10, 11, 4, 0, 00, tzinfo=datetime.timezone.utc)
datetime_object_to = datetime.datetime(2023, 10, 16, 16, 1, 00, tzinfo=datetime.timezone.utc)
calendar_request = GetCalendarRequest(start=datetime_object_from,end=datetime_object_to)
cal_dates = clientTrading.get_calendar(calendar_request)
print(cal_dates)
bar_request = StockBarsRequest(symbol_or_symbols="BAC",timeframe=TimeFrame.Day, start=datetime_object_from, end=datetime_object_to, feed=DataFeed.SIP)
# bars = client.get_stock_bars(bar_request).df
bars = client.get_stock_bars(bar_request)
bars: BarSet = client.get_stock_bars(bar_request)
#bars = bars.drop(['symbol'])
#print(bars.df.close)
#bars = bars.tz_convert('America/New_York')
print(bars.data["BAC"])
#print(len(bars))
print(bars)
#print(bars.data["BAC"][0])
#print(bars.df.columns)
#Index(['open', 'high', 'low', 'close', 'volume', 'trade_count', 'vwap'], dtype='object')
# bars.df.set_index('timestamp', inplace=True)