Compare commits

..

9 commits

Author SHA1 Message Date
Chris Berkhout
3aa09084ed Version 1.4.12. 2024-09-15 12:17:10 +00:00
Chris Berkhout
ab507b189c Update live test. 2024-09-15 12:16:36 +00:00
Chris Berkhout
53f39a26ef More time correction. 2024-09-15 11:35:56 +00:00
Chris Berkhout
dffe6f8e89 Timezone handling tweak. 2024-09-15 13:15:18 +02:00
Chris Berkhout
c78154df3a Add missing file. 2024-09-15 13:07:50 +02:00
Chris Berkhout
1164724ffb Version 1.4.11. 2024-09-15 13:01:11 +02:00
Chris Berkhout
77b2776e55 yahoo: More graceful handling of responses with meta but no timestamps. 2024-09-15 12:59:39 +02:00
Chris Berkhout
ee8ca0573d yahoo: add back null handling, improve timestamp handling.
Thanks @arkn98!
2024-09-15 12:46:45 +02:00
Chris Berkhout
b6f4c17530 Skip coindesk live test. 2024-09-14 22:49:45 +02:00
6 changed files with 154 additions and 13 deletions

View file

@ -1,6 +1,6 @@
[tool.poetry]
name = "pricehist"
version = "1.4.10"
version = "1.4.12"
description = "Fetch and format historical price data"
authors = ["Chris Berkhout <chris@chrisberkhout.com>"]
license = "MIT"

View file

@ -1 +1 @@
__version__ = "1.4.10"
__version__ = "1.4.12"

View file

@ -72,6 +72,7 @@ class Yahoo(BaseSource):
data = self._data(series)
quote = data["chart"]["result"][0]["meta"]["currency"]
offset = data["chart"]["result"][0]["meta"]["gmtoffset"]
timestamps = data["chart"]["result"][0]["timestamp"]
adjclose_data = data["chart"]["result"][0]["indicators"]["adjclose"][0]
@ -79,19 +80,21 @@ class Yahoo(BaseSource):
amounts = {**adjclose_data, **rest_data}
prices = [
Price(ts, amount)
Price(date, amount)
for i in range(len(timestamps))
if (ts := datetime.fromtimestamp(timestamps[i]).strftime("%Y-%m-%d"))
<= series.end
if (date := self._ts_to_date(timestamps[i] + offset)) <= series.end
if (amount := self._amount(amounts, series.type, i)) is not None
]
return dataclasses.replace(series, quote=quote, prices=prices)
def _ts_to_date(self, ts) -> str:
return datetime.fromtimestamp(ts, tz=timezone.utc).date().isoformat()
def _amount(self, amounts, type, i):
if type == "mid" and amounts["high"] != "null" and amounts["low"] != "null":
return sum([Decimal(amounts["high"][i]), Decimal(amounts["low"][i])]) / 2
elif amounts[type] != "null":
elif amounts[type] != "null" and amounts[type][i] is not None:
return Decimal(amounts[type][i])
else:
return None
@ -139,11 +142,10 @@ class Yahoo(BaseSource):
raise exceptions.InvalidPair(
series.base, series.quote, self, "Symbol not found."
)
if code == 400 and "Data doesn't exist" in text:
elif code == 400 and "Data doesn't exist" in text:
raise exceptions.BadResponse(
"No data for the given interval. Try requesting a larger interval."
)
elif code == 404 and "Timestamp data missing" in text:
raise exceptions.BadResponse(
"Data missing. The given interval may be for a gap in the data "
@ -162,4 +164,10 @@ class Yahoo(BaseSource):
"The data couldn't be parsed. "
) from e
if "timestamp" not in data["chart"]["result"][0]:
raise exceptions.BadResponse(
"No data for the given interval. "
"There may be a problem with the symbol or the interval."
)
return data

View file

@ -75,10 +75,10 @@ name="Alpha Vantage physical currency"
cmd="pricehist fetch alphavantage AUD/EUR -s 2021-01-11 -e 2021-01-14"
read -r -d '' expected <<END
date,base,quote,amount,source,type
2021-01-11,AUD,EUR,0.63318,alphavantage,close
2021-01-12,AUD,EUR,0.63664,alphavantage,close
2021-01-13,AUD,EUR,0.63585,alphavantage,close
2021-01-14,AUD,EUR,0.63960,alphavantage,close
2021-01-11,AUD,EUR,0.63374,alphavantage,close
2021-01-12,AUD,EUR,0.63684,alphavantage,close
2021-01-13,AUD,EUR,0.63686,alphavantage,close
2021-01-14,AUD,EUR,0.63984,alphavantage,close
END
run_test "$name" "$cmd" "$expected"
@ -128,7 +128,7 @@ date,base,quote,amount,source,type
2021-01-07,BTC,USD,39713.5079,coindeskbpi,close
2021-01-08,BTC,USD,40519.4486,coindeskbpi,close
END
run_test "$name" "$cmd" "$expected"
skip_test "$name" "$cmd" "$expected"
name="CoinMarketCap"
cmd="pricehist fetch coinmarketcap BTC/EUR -s 2021-01-04 -e 2021-01-08"

View file

@ -54,6 +54,13 @@ def long_ok(requests_mock):
yield requests_mock
@pytest.fixture
def with_null_ok(requests_mock):
json = (Path(os.path.splitext(__file__)[0]) / "inrx-with-null.json").read_text()
requests_mock.add(responses.GET, url("INR=X"), body=json, status=200)
yield requests_mock
def test_normalizesymbol(src):
assert src.normalizesymbol("tsla") == "TSLA"
@ -157,6 +164,13 @@ def test_fetch_from_before_start(src, type, long_ok):
assert len(series.prices) > 9
def test_fetch_skips_dates_with_nulls(src, type, with_null_ok):
series = src.fetch(Series("INR=X", "", type, "2017-07-10", "2017-07-12"))
assert series.prices[0] == Price("2017-07-10", Decimal("64.61170196533203125"))
assert series.prices[1] == Price("2017-07-12", Decimal("64.52559661865234375"))
assert len(series.prices) == 2
def test_fetch_to_future(src, type, recent_ok):
series = src.fetch(Series("TSLA", "", type, "2021-01-04", "2100-01-08"))
assert len(series.prices) > 0

View file

@ -0,0 +1,119 @@
{
"chart": {
"result": [
{
"meta": {
"currency": "INR",
"symbol": "INR=X",
"exchangeName": "CCY",
"fullExchangeName": "CCY",
"instrumentType": "CURRENCY",
"firstTradeDate": 1070236800,
"regularMarketTime": 1726284616,
"hasPrePostMarketData": false,
"gmtoffset": 3600,
"timezone": "BST",
"exchangeTimezoneName": "Europe/London",
"regularMarketPrice": 83.89,
"fiftyTwoWeekHigh": 83.89,
"fiftyTwoWeekLow": 83.89,
"regularMarketDayHigh": 83.89,
"regularMarketDayLow": 83.89,
"regularMarketVolume": 0,
"longName": "USD/INR",
"shortName": "USD/INR",
"chartPreviousClose": 64.6117,
"priceHint": 4,
"currentTradingPeriod": {
"pre": {
"timezone": "BST",
"start": 1726182000,
"end": 1726182000,
"gmtoffset": 3600
},
"regular": {
"timezone": "BST",
"start": 1726182000,
"end": 1726268340,
"gmtoffset": 3600
},
"post": {
"timezone": "BST",
"start": 1726268340,
"end": 1726268340,
"gmtoffset": 3600
}
},
"dataGranularity": "1d",
"range": "",
"validRanges": [
"1d",
"5d",
"1mo",
"3mo",
"6mo",
"1y",
"2y",
"5y",
"10y",
"ytd",
"max"
]
},
"timestamp": [
1499641200,
1499727600,
1499814000,
1499900400
],
"indicators": {
"quote": [
{
"open": [
64.6155014038086,
null,
64.55549621582031,
64.46800231933594
],
"volume": [
0,
null,
0,
0
],
"low": [
64.41000366210938,
null,
64.3499984741211,
64.33999633789062
],
"close": [
64.61170196533203,
null,
64.52559661865234,
64.36499786376953
],
"high": [
64.6155014038086,
null,
64.56999969482422,
64.48419952392578
]
}
],
"adjclose": [
{
"adjclose": [
64.61170196533203,
null,
64.52559661865234,
64.36499786376953
]
}
]
}
}
],
"error": null
}
}