Basic version ECB source.

src/pricehist/sources/ECB.py

@@ -1,3 +1,9 @@
+from datetime import datetime, timedelta
+from decimal import Decimal
+import json
+import requests
+from xml.etree import ElementTree
+
 class ECB():
 
     @staticmethod
@@ -26,3 +32,40 @@ class ECB():
                 'HKD', 'HRK', 'HUF', 'IDR', 'ILS', 'INR', 'ISK', 'JPY', 'KRW',
                 'MXN', 'MYR', 'NOK', 'NZD', 'PHP', 'PLN', 'RON', 'RUB', 'SEK',
                 'SGD', 'THB', 'TRY', 'USD', 'ZAR']
+
+    def fetch(self, pair, start, end):
+        base, quote = pair.split('/')
+        if base not in self.bases():
+            exit(f'Invalid base {base}')
+        if quote not in self.quotes():
+            exit(f'Invalid quote {quote}')
+
+        min_start = '1999-01-04'
+        if start < min_start:
+            exit(f'start {start} too early. Minimum is {min_start}')
+
+        almost_90_days_ago = str(datetime.now().date() - timedelta(days=85))
+        if start > almost_90_days_ago:
+            source_url = 'https://www.ecb.europa.eu/stats/eurofxref/eurofxref-hist-90d.xml' # last 90 days
+        else:
+            source_url = 'https://www.ecb.europa.eu/stats/eurofxref/eurofxref-hist.xml' # since 1999
+
+        response = requests.get(source_url)
+        data = response.content
+
+        # TODO consider changing from xml.etree to lxml
+        root = ElementTree.fromstring(data)
+        namespaces = {
+            'default': 'http://www.ecb.int/vocabulary/2002-08-01/eurofxref',
+            'gesmes': 'http://www.gesmes.org/xml/2002-08-01'
+        }
+        all_rows = []
+        for day in root.find('default:Cube', namespaces):
+            date = day.attrib['time']
+            rate_xpath = f"./*[@currency='{quote}']"
+            # TODO what if it's not found for that day? (some quotes aren't in the earliest data)
+            rate = Decimal(day.find(rate_xpath).attrib['rate'])
+            all_rows.insert(0, (date, rate))
+        selected = [ (d, r) for d, r in all_rows if d >= start and d <= end ]
+
+        return selected