# 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 #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 config import API_KEY, SECRET_KEY from datetime import datetime, timedelta import pandas as pd import rich # vytvorim si clienta stock_client = StockHistoricalDataClient(API_KEY, SECRET_KEY, raw_data=True) crypto_client = CryptoHistoricalDataClient() time_from = datetime(2023, 2, 17, 14, 30, 0, 0) time_to = datetime(2023, 2, 17, 14, 30, 1, 0) #print(time_from) # vytvorim request objekt #latestQuoteRequest = StockLatestQuoteRequest(symbol_or_symbols=["SPY", "GLD", "TLT"]) stockTradeRequest = StockTradesRequest(symbol_or_symbols=["BAC","C","MSFT"], start=time_from,end=time_to) #zavolam na clientovi metodu s request objektem, vrací se mi Dict[str, Quote] - obj.Quote pro kazdy symbol #latestQuoteObject = stock_client.get_stock_latest_quote(latestQuoteRequest) tradesResponse = stock_client.get_stock_trades(stockTradeRequest) print(tradesResponse) for i in tradesResponse['BAC']: print(i) # vrací m to tradeset dict = Trades identifikovane symbolem #for #access as a list #print(tradesResponse["BAC"]) # The scope of these changes made to # pandas settings are local to with statement. # with pd.option_context('display.max_rows', None, # 'display.max_columns', None, # 'display.precision', 3, # ): # #convert to dataframe # print(tradesResponse.df) # this is the Quote object for #bacquote=latestQuoteObject["SPY"] # print(bacquote) #vrati se mi objekt typu LatestQuote # print(type(latestQuoteObject)) # print(latestQuoteObject) #gld_latest_ask_price = latestQuoteObject["GLD"].ask_price #print(gld_latest_ask_price, latestQuoteObject["GLD"].timestamp)