Support use via bean-price.

This commit is contained in:
Chris Berkhout 2021-08-20 18:08:40 +02:00
parent 1430ce97f7
commit 799aaf37cc
8 changed files with 294 additions and 0 deletions

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@ -249,6 +249,62 @@ pricehist fetch coindesk BTC/USD -s 2021-01-01 -e 2021-01-05 -vvv 2>&1 \
} }
``` ```
### Use via `bean-price`
Beancount users may wish to use `pricehist` sources via `bean-price`. To do so,
ensure the `pricehist` package is installed in an accessible location.
You can fetch the latest price directly from the command line.
```
bean-price -e "USD:pricehist.beanprice.coindesk/BTC:USD"
```
```
2021-08-18 price BTC:USD 44725.12 USD
```
You can fetch a series of prices by providing a Beancount file as input.
```
; input.beancount
2021-08-14 commodity BTC
price: "USD:pricehist.beanprice.coindesk/BTC:USD:close"
```
```
bean-price input.beancount --update --update-rate daily --inactive --clear-cache
```
```
2021-08-14 price BTC 47098.2633 USD
2021-08-15 price BTC 47018.9017 USD
2021-08-16 price BTC 45927.405 USD
2021-08-17 price BTC 44686.3333 USD
2021-08-18 price BTC 44725.12 USD
```
Adding `-v` will print progress information, `-vv` will print debug information,
including that from `pricehist`.
A source map specification for `bean-price` has the form
`<currency>:<module>/[^]<ticker>`. Additional `<module>/[^]<ticker>` parts can
be appended, separated by commas.
The module name will be of the form `pricehist.beanprice.<source_id>`.
The ticker symbol will be of the form `BASE:QUOTE:TYPE`.
Any non-alphanumeric characters except the equals sign (`=`), hyphen (`-`),
period (`.`), or parentheses (`(` or `)`) are special characters that need to
be encoded as their a two-digit hexadecimal code prefixed with an underscore,
because `bean-price` ticker symbols don't allow all the characters used by
`pricehist` pairs.
[This page](https://replit.com/@chrisberkhout/bpticker) will do it for you.
For example, the Yahoo! Finance symbol for the Dow Jones Industrial Average is
`^DJI`, and would have the source map specification
`USD:pricehist.beanprice.yahoo/_5eDJI`, or for the daily high price
`USD:pricehist.beanprice.yahoo/_5eDJI::high`.
### Use as a library ### Use as a library
You may find `pricehist`'s source classes useful in your own scripts. You may find `pricehist`'s source classes useful in your own scripts.

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import re
from datetime import date, datetime, timedelta, timezone
from decimal import Decimal
from typing import List, NamedTuple, Optional
from pricehist import exceptions
from pricehist.series import Series
SourcePrice = NamedTuple(
"SourcePrice",
[
("price", Decimal),
("time", Optional[datetime]),
("quote_currency", Optional[str]),
],
)
def source(pricehist_source):
class Source:
def get_latest_price(self, ticker: str) -> Optional[SourcePrice]:
time_end = datetime.combine(date.today(), datetime.min.time())
time_begin = time_end - timedelta(days=7)
prices = self.get_prices_series(ticker, time_begin, time_end)
if prices:
return prices[-1]
else:
return None
def get_historical_price(
self, ticker: str, time: datetime
) -> Optional[SourcePrice]:
prices = self.get_prices_series(ticker, time, time)
if prices:
return prices[-1]
else:
return None
def get_prices_series(
self,
ticker: str,
time_begin: datetime,
time_end: datetime,
) -> Optional[List[SourcePrice]]:
base, quote, type = self._decode(ticker)
start = time_begin.date().isoformat()
end = time_end.date().isoformat()
local_tz = datetime.now(timezone.utc).astimezone().tzinfo
user_tz = time_begin.tzinfo or local_tz
try:
series = pricehist_source.fetch(Series(base, quote, type, start, end))
except exceptions.SourceError:
return None
return [
SourcePrice(
price.amount,
datetime.fromisoformat(price.date).replace(tzinfo=user_tz),
series.quote,
)
for price in series.prices
]
def _decode(self, ticker):
# https://github.com/beancount/beanprice/blob/b05203/beanprice/price.py#L166
parts = [
re.sub(r"_[0-9a-fA-F]{2}", lambda m: chr(int(m.group(0)[1:], 16)), part)
for part in ticker.split(":")
]
base, quote, candidate_type = (parts + [""] * 3)[0:3]
type = candidate_type or pricehist_source.types()[0]
return (base, quote, type)
return Source

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@ -0,0 +1,4 @@
from pricehist import beanprice
from pricehist.sources.alphavantage import AlphaVantage
Source = beanprice.source(AlphaVantage())

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from pricehist import beanprice
from pricehist.sources.coindesk import CoinDesk
Source = beanprice.source(CoinDesk())

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from pricehist import beanprice
from pricehist.sources.coinmarketcap import CoinMarketCap
Source = beanprice.source(CoinMarketCap())

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from pricehist import beanprice
from pricehist.sources.ecb import ECB
Source = beanprice.source(ECB())

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from pricehist import beanprice
from pricehist.sources.yahoo import Yahoo
Source = beanprice.source(Yahoo())

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@ -0,0 +1,141 @@
import importlib
from datetime import date, datetime, timedelta, timezone
from decimal import Decimal
import pytest
from pricehist import beanprice, exceptions, sources
from pricehist.price import Price
from pricehist.series import Series
@pytest.fixture
def series():
series = Series(
"BTC",
"USD",
"high",
"2021-01-01",
"2021-01-03",
prices=[
Price("2021-01-01", Decimal("1.1")),
Price("2021-01-02", Decimal("1.2")),
Price("2021-01-03", Decimal("1.3")),
],
)
return series
@pytest.fixture
def pricehist_source(mocker, series):
mock = mocker.MagicMock()
mock.types = mocker.MagicMock(return_value=["close", "high", "low"])
mock.fetch = mocker.MagicMock(return_value=series)
return mock
@pytest.fixture
def source(pricehist_source):
return beanprice.source(pricehist_source)()
@pytest.fixture
def ltz():
return datetime.now(timezone.utc).astimezone().tzinfo
def test_get_prices_series(pricehist_source, source, ltz):
ticker = "BTC:USD:high"
begin = datetime(2021, 1, 1, tzinfo=ltz)
end = datetime(2021, 1, 3, tzinfo=ltz)
result = source.get_prices_series(ticker, begin, end)
pricehist_source.fetch.assert_called_once_with(
Series("BTC", "USD", "high", "2021-01-01", "2021-01-03")
)
assert result == [
beanprice.SourcePrice(Decimal("1.1"), datetime(2021, 1, 1, tzinfo=ltz), "USD"),
beanprice.SourcePrice(Decimal("1.2"), datetime(2021, 1, 2, tzinfo=ltz), "USD"),
beanprice.SourcePrice(Decimal("1.3"), datetime(2021, 1, 3, tzinfo=ltz), "USD"),
]
def test_get_prices_series_exception(pricehist_source, source, ltz, mocker):
pricehist_source.fetch = mocker.MagicMock(
side_effect=exceptions.RequestError("Message")
)
ticker = "_5eDJI::low"
begin = datetime(2021, 1, 1, tzinfo=ltz)
end = datetime(2021, 1, 3, tzinfo=ltz)
result = source.get_prices_series(ticker, begin, end)
assert result is None
def test_get_prices_series_special_chars(pricehist_source, source, ltz):
ticker = "_5eDJI::low"
begin = datetime(2021, 1, 1, tzinfo=ltz)
end = datetime(2021, 1, 3, tzinfo=ltz)
source.get_prices_series(ticker, begin, end)
pricehist_source.fetch.assert_called_once_with(
Series("^DJI", "", "low", "2021-01-01", "2021-01-03")
)
def test_get_prices_series_price_type(pricehist_source, source, ltz):
ticker = "TSLA"
begin = datetime(2021, 1, 1, tzinfo=ltz)
end = datetime(2021, 1, 3, tzinfo=ltz)
source.get_prices_series(ticker, begin, end)
pricehist_source.fetch.assert_called_once_with(
Series("TSLA", "", "close", "2021-01-01", "2021-01-03")
)
def test_get_historical_price(pricehist_source, source, ltz):
ticker = "BTC:USD:high"
time = datetime(2021, 1, 3, tzinfo=ltz)
result = source.get_historical_price(ticker, time)
pricehist_source.fetch.assert_called_once_with(
Series("BTC", "USD", "high", "2021-01-03", "2021-01-03")
)
assert result == beanprice.SourcePrice(
Decimal("1.3"), datetime(2021, 1, 3, tzinfo=ltz), "USD"
)
def test_get_historical_price_none_available(pricehist_source, source, ltz, mocker):
pricehist_source.fetch = mocker.MagicMock(
return_value=Series("BTC", "USD", "high", "2021-01-03", "2021-01-03", prices=[])
)
ticker = "BTC:USD:high"
time = datetime(2021, 1, 3, tzinfo=ltz)
result = source.get_historical_price(ticker, time)
assert result is None
def test_get_latest_price(pricehist_source, source, ltz):
ticker = "BTC:USD:high"
start = datetime.combine((date.today() - timedelta(days=7)), datetime.min.time())
today = datetime.combine(date.today(), datetime.min.time())
result = source.get_latest_price(ticker)
pricehist_source.fetch.assert_called_once_with(
Series("BTC", "USD", "high", start.date().isoformat(), today.date().isoformat())
)
assert result == beanprice.SourcePrice(
Decimal("1.3"), datetime(2021, 1, 3, tzinfo=ltz), "USD"
)
def test_get_latest_price_none_available(pricehist_source, source, ltz, mocker):
pricehist_source.fetch = mocker.MagicMock(
return_value=Series("BTC", "USD", "high", "2021-01-01", "2021-01-03", prices=[])
)
ticker = "BTC:USD:high"
result = source.get_latest_price(ticker)
assert result is None
def test_all_sources_available_for_beanprice():
for identifier in sources.by_id.keys():
importlib.import_module(f"pricehist.beanprice.{identifier}").Source()