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Introduce series.

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This commit is contained in:
Chris Berkhout 2021-05-27 12:47:12 +02:00
parent 06e0a32514
commit 2c657307a8
10 changed files with 103 additions and 91 deletions
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31
src/pricehist/cli.py
View file

@ -1,4 +1,5 @@
import argparse
import dataclasses
import logging
import shutil
from datetime import datetime, timedelta
@ -6,6 +7,8 @@ from textwrap import TextWrapper
from pricehist import __version__, outputs, sources
from pricehist.format import Format
from pricehist.price import Price
from pricehist.series import Series
def cli(args=None):
@ -95,21 +98,23 @@ def cmd_fetch(args):
f"source start date of {source.start()}."
)
prices = source.fetch(args.pair, type, start, args.end)
base, quote = args.pair.split("/")
series = source.fetch(Series(base, quote, type, start, args.end))
if args.invert:
series = dataclasses.replace(
series,
base=series.quote,
quote=series.base,
prices=[Price(date=p.date, amount=(1 / p.amount)) for p in series.prices],
)
if args.renamebase or args.renamequote:
prices = [
p._replace(
base=(args.renamebase or p.base),
quote=(args.renamequote or p.quote),
series = dataclasses.replace(
series,
base=(args.renamebase or base),
quote=(args.renamequote or quote),
)
for p in prices
]
if args.invert:
prices = [
p._replace(base=p.quote, quote=p.base, amount=(1 / p.amount))
for p in prices
]
default = Format()
@ -128,7 +133,7 @@ def cmd_fetch(args):
decimal_places=if_not_none(args.quantize, default.decimal_places),
)
print(output.format(prices, source, type, fmt=fmt), end="")
print(output.format(series, source, fmt=fmt), end="")
def build_parser():

10
src/pricehist/outputs/beancount.py
View file

@ -2,9 +2,9 @@ from pricehist.format import Format
class Beancount:
def format(self, prices, source=None, type=None, fmt=Format()):
def format(self, series, source=None, fmt=Format()):
lines = []
for price in prices:
for price in series.prices:
amount_parts = f"{fmt.quantize(price.amount):,}".split(".")
amount_parts[0] = amount_parts[0].replace(",", fmt.thousands)
@ -12,13 +12,13 @@ class Beancount:
qa_parts = [amount]
if fmt.symbol == "right":
qa_parts = qa_parts + [price.quote]
qa_parts = qa_parts + [series.quote]
else:
qa_parts = qa_parts + [" ", price.quote]
qa_parts = qa_parts + [" ", series.quote]
quote_amount = "".join(qa_parts)
date = str(price.date).replace("-", fmt.datesep)
lines.append(f"{date} price {price.base} {quote_amount}")
lines.append(f"{date} price {series.base} {quote_amount}")
return "\n".join(lines) + "\n"

8
src/pricehist/outputs/csv.py
View file

@ -2,13 +2,15 @@ from pricehist.format import Format
class CSV:
def format(self, prices, source=None, type=None, fmt=Format()):
def format(self, series, source=None, fmt=Format()):
lines = ["date,base,quote,amount,source,type"]
for price in prices:
for price in series.prices:
date = str(price.date).replace("-", fmt.datesep)
amount_parts = f"{fmt.quantize(price.amount):,}".split(".")
amount_parts[0] = amount_parts[0].replace(",", fmt.thousands)
amount = fmt.decimal.join(amount_parts)
line = ",".join([date, price.base, price.quote, amount, source.id(), type])
line = ",".join(
[date, series.base, series.quote, amount, source.id(), series.type]
)
lines.append(line)
return "\n".join(lines) + "\n"

20
src/pricehist/outputs/gnucashsql.py
View file

@ -7,18 +7,18 @@ from pricehist.format import Format
class GnuCashSQL:
def format(self, prices, source=None, type=None, fmt=Format()):
def format(self, series, source=None, fmt=Format()):
src = f"pricehist:{source.id()}"
values_parts = []
for price in prices:
for price in series.prices:
date = f"{price.date} {fmt.time}"
amount = fmt.quantize(price.amount)
m = hashlib.sha256()
m.update(
"".join([date, price.base, price.quote, src, type, str(amount)]).encode(
"utf-8"
)
"".join(
[date, series.base, series.quote, src, series.type, str(amount)]
).encode("utf-8")
)
guid = m.hexdigest()[0:32]
value_num = str(amount).replace(".", "")
@ -27,10 +27,10 @@ class GnuCashSQL:
"("
f"'{guid}', "
f"'{date}', "
f"'{price.base}', "
f"'{price.quote}', "
f"'{series.base}', "
f"'{series.quote}', "
f"'{src}', "
f"'{type}', "
f"'{series.type}', "
f"{value_num}, "
f"{value_denom}"
")"
@ -41,8 +41,8 @@ class GnuCashSQL:
sql = read_text("pricehist.resources", "gnucash.sql").format(
version=__version__,
timestamp=datetime.utcnow().isoformat() + "Z",
base=price.base,
quote=price.quote,
base=series.base,
quote=series.quote,
values=values,
)

14
src/pricehist/outputs/ledger.py
View file

@ -2,9 +2,9 @@ from pricehist.format import Format
class Ledger:
def format(self, prices, source=None, type=None, fmt=Format()):
def format(self, series, source=None, fmt=Format()):
lines = []
for price in prices:
for price in series.prices:
date = str(price.date).replace("-", fmt.datesep)
amount_parts = f"{fmt.quantize(price.amount):,}".split(".")
@ -13,16 +13,16 @@ class Ledger:
qa_parts = [amount]
if fmt.symbol == "left":
qa_parts = [price.quote] + qa_parts
qa_parts = [series.quote] + qa_parts
elif fmt.symbol == "leftspace":
qa_parts = [price.quote, " "] + qa_parts
qa_parts = [series.quote, " "] + qa_parts
elif fmt.symbol == "right":
qa_parts = qa_parts + [price.quote]
qa_parts = qa_parts + [series.quote]
else:
qa_parts = qa_parts + [" ", price.quote]
qa_parts = qa_parts + [" ", series.quote]
quote_amount = "".join(qa_parts)
lines.append(f"P {date} {fmt.time} {price.base} {quote_amount}")
lines.append(f"P {date} {fmt.time} {series.base} {quote_amount}")
return "\n".join(lines) + "\n"
# TODO support additional details of the format:

2
src/pricehist/price.py
View file

@ -4,7 +4,5 @@ from decimal import Decimal
@dataclass(frozen=True)
class Price:
base: str
quote: str
date: str
amount: Decimal

13
src/pricehist/series.py Normal file
View file

@ -0,0 +1,13 @@
from dataclasses import dataclass, field
from pricehist.price import Price
@dataclass(frozen=True)
class Series:
base: str
quote: str
type: str
start: str
end: str
prices: list[Price] = field(default_factory=list)

15
src/pricehist/sources/coindesk.py
View file

@ -1,3 +1,4 @@
import dataclasses
import json
from decimal import Decimal
@ -41,19 +42,17 @@ class CoinDesk:
)
return symbols
def fetch(self, pair, type, start, end):
base, quote = pair.split("/")
def fetch(self, series):
url = "https://api.coindesk.com/v1/bpi/historical/close.json"
params = {
"currency": quote,
"start": start,
"end": end,
"currency": series.quote,
"start": series.start,
"end": series.end,
}
response = requests.get(url, params=params)
data = json.loads(response.content)
prices = []
for (d, v) in data["bpi"].items():
prices.append(Price(base, quote, d, Decimal(str(v))))
prices.append(Price(d, Decimal(str(v))))
return prices
return dataclasses.replace(series, prices=prices)

66
src/pricehist/sources/coinmarketcap.py
View file

@ -1,3 +1,4 @@
import dataclasses
import json
from datetime import datetime
from decimal import Decimal
@ -8,32 +9,25 @@ from pricehist.price import Price
class CoinMarketCap:
@staticmethod
def id():
def id(self):
return "coinmarketcap"
@staticmethod
def name():
def name(self):
return "CoinMarketCap"
@staticmethod
def description():
def description(self):
return "The world's most-referenced price-tracking website for cryptoassets"
@staticmethod
def source_url():
def source_url(self):
return "https://coinmarketcap.com/"
@staticmethod
def start():
def start(self):
return "2013-04-28"
@staticmethod
def types():
def types(self):
return ["mid", "open", "high", "low", "close"]
@staticmethod
def notes():
def notes(self):
return (
"This source makes unoffical use of endpoints that power CoinMarketCap's "
"public web interface. The price data comes from a public equivalent of "
@ -52,36 +46,36 @@ class CoinMarketCap:
rows = [i.ljust(id_width + 4) + d for i, d in zip(ids, descriptions)]
return rows
def fetch(self, pair, type, start, end):
base, quote = pair.split("/")
def fetch(self, series):
url = "https://web-api.coinmarketcap.com/v1/cryptocurrency/ohlcv/historical"
params = {}
if base.startswith("id=") or quote.startswith("id="):
if series.base.startswith("id=") or series.quote.startswith("id="):
symbols = {}
for i in self._symbol_data():
symbols[str(i["id"])] = i["symbol"] or i["code"]
if base.startswith("id="):
params["id"] = base[3:]
output_base = symbols[base[3:]]
if series.base.startswith("id="):
params["id"] = series.base[3:]
output_base = symbols[series.base[3:]]
else:
params["symbol"] = base
output_base = base
params["symbol"] = series.base
output_base = series.base
if quote.startswith("id="):
params["convert_id"] = quote[3:]
quote_key = quote[3:]
output_quote = symbols[quote[3:]]
if series.quote.startswith("id="):
params["convert_id"] = series.quote[3:]
quote_key = series.quote[3:]
output_quote = symbols[series.quote[3:]]
else:
params["convert"] = quote
quote_key = quote
output_quote = quote
params["convert"] = series.quote
quote_key = series.quote
output_quote = series.quote
params["time_start"] = int(datetime.strptime(start, "%Y-%m-%d").timestamp())
params["time_start"] = int(
datetime.strptime(series.start, "%Y-%m-%d").timestamp()
)
params["time_end"] = (
int(datetime.strptime(end, "%Y-%m-%d").timestamp()) + 24 * 60 * 60
int(datetime.strptime(series.end, "%Y-%m-%d").timestamp()) + 24 * 60 * 60
) # round up to include the last day
response = requests.get(url, params=params)
@ -90,10 +84,12 @@ class CoinMarketCap:
prices = []
for item in data["data"]["quotes"]:
d = item["time_open"][0:10]
amount = self._amount(item["quote"][quote_key], type)
prices.append(Price(output_base, output_quote, d, amount))
amount = self._amount(item["quote"][quote_key], series.type)
prices.append(Price(d, amount))
return prices
return dataclasses.replace(
series, base=output_base, quote=output_quote, prices=prices
)
def _symbol_data(self):
fiat_url = "https://web-api.coinmarketcap.com/v1/fiat/map?include_metals=true"

13
src/pricehist/sources/ecb.py
View file

@ -1,3 +1,4 @@
import dataclasses
from datetime import datetime, timedelta
from decimal import Decimal
@ -39,11 +40,9 @@ class ECB:
pairs = [f"EUR/{c} Euro against {iso[c].name}" for c in currencies]
return pairs
def fetch(self, pair, type, start, end):
base, quote = pair.split("/")
def fetch(self, series):
almost_90_days_ago = str(datetime.now().date() - timedelta(days=85))
data = self._raw_data(start < almost_90_days_ago)
data = self._raw_data(series.start < almost_90_days_ago)
root = etree.fromstring(data)
all_rows = []
@ -51,14 +50,14 @@ class ECB:
date = day.attrib["time"]
# TODO what if it's not found for that day?
# (some quotes aren't in the earliest data)
for row in day.cssselect(f"[currency='{quote}']"):
for row in day.cssselect(f"[currency='{series.quote}']"):
rate = Decimal(row.attrib["rate"])
all_rows.insert(0, (date, rate))
selected = [
Price(base, quote, d, r) for d, r in all_rows if d >= start and d <= end
Price(d, r) for d, r in all_rows if d >= series.start and d <= series.end
]
return selected
return dataclasses.replace(series, prices=selected)
def _raw_data(self, more_than_90_days=False):
url_base = "https://www.ecb.europa.eu/stats/eurofxref"