Compare commits
No commits in common. "master" and "1.0.0" have entirely different histories.
74 changed files with 2137 additions and 4351 deletions
1
.gitignore
vendored
1
.gitignore
vendored
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@ -3,4 +3,3 @@
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dist/
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dist/
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.coverage
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.coverage
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htmlcov/
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htmlcov/
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.tox/
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@ -30,4 +30,3 @@ coverage:
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script:
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script:
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- poetry run coverage run --source=pricehist -m pytest
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- poetry run coverage run --source=pricehist -m pytest
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- poetry run coverage report
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- poetry run coverage report
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coverage: '/^TOTAL.+?(\d+\%)$/'
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13
Makefile
13
Makefile
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@ -9,7 +9,7 @@ format: ## Format source code
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||||||
|
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||||||
.PHONY: lint
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.PHONY: lint
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lint: ## Lint source code
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lint: ## Lint source code
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poetry run flake8 src tests
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poetry run flake8
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.PHONY: test
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.PHONY: test
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test: ## Run tests
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test: ## Run tests
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||||||
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@ -35,14 +35,3 @@ pre-commit: ## Checks to run before each commit
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poetry run isort src tests --check
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poetry run isort src tests --check
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poetry run black src tests --check
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poetry run black src tests --check
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poetry run flake8 src tests
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poetry run flake8 src tests
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|
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.PHONY: tox
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tox: ## Run tests via tox
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poetry run tox
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.PHONY: fetch-iso-data
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fetch-iso-data: ## Fetch the latest copy of the ISO 4217 currency data
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wget -O src/pricehist/resources/list-one.xml \
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https://www.six-group.com/dam/download/financial-information/data-center/iso-currrency/lists/list-one.xml
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wget -O src/pricehist/resources/list-three.xml \
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https://www.six-group.com/dam/download/financial-information/data-center/iso-currrency/lists/list-three.xml
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124
README.md
124
README.md
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@ -9,7 +9,6 @@ support for multiple data sources and output formats.
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||||||
[](https://pepy.tech/project/pricehist)
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[](https://pepy.tech/project/pricehist)
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||||||
[](https://gitlab.com/chrisberkhout/pricehist/-/blob/master/LICENSE)
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[](https://gitlab.com/chrisberkhout/pricehist/-/blob/master/LICENSE)
|
||||||
[](https://github.com/psf/black)
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[](https://github.com/psf/black)
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||||||
[](https://hits.seeyoufarm.com)
|
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||||||
|
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||||||
## Installation
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## Installation
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@ -23,8 +22,6 @@ pipx install pricehist
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## Sources
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## Sources
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||||||
|
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- **`alphavantage`**: [Alpha Vantage](https://www.alphavantage.co/)
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- **`alphavantage`**: [Alpha Vantage](https://www.alphavantage.co/)
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- **`bankofcanada`**: [Bank of Canada daily exchange rates](https://www.bankofcanada.ca/valet/docs)
|
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- **`coinbasepro`**: [Coinbase Pro](https://pro.coinbase.com/)
|
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||||||
- **`coindesk`**: [CoinDesk Bitcoin Price Index](https://www.coindesk.com/coindesk-api)
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- **`coindesk`**: [CoinDesk Bitcoin Price Index](https://www.coindesk.com/coindesk-api)
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- **`coinmarketcap`**: [CoinMarketCap](https://coinmarketcap.com/)
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- **`coinmarketcap`**: [CoinMarketCap](https://coinmarketcap.com/)
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||||||
- **`ecb`**: [European Central Bank Euro foreign exchange reference rates](https://www.ecb.europa.eu/stats/exchange/eurofxref/html/index.en.html)
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- **`ecb`**: [European Central Bank Euro foreign exchange reference rates](https://www.ecb.europa.eu/stats/exchange/eurofxref/html/index.en.html)
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|
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@ -34,19 +31,9 @@ pipx install pricehist
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||||||
|
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||||||
- **`beancount`**: [Beancount](http://furius.ca/beancount/)
|
- **`beancount`**: [Beancount](http://furius.ca/beancount/)
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||||||
- **`csv`**: [Comma-separated values](https://en.wikipedia.org/wiki/Comma-separated_values)
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- **`csv`**: [Comma-separated values](https://en.wikipedia.org/wiki/Comma-separated_values)
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||||||
- **`json`**: [JSON](https://en.wikipedia.org/wiki/JSON)
|
|
||||||
- **`jsonl`**: [JSON lines](https://en.wikipedia.org/wiki/JSON_streaming)
|
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||||||
- **`gnucash-sql`**: [GnuCash](https://www.gnucash.org/) SQL
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- **`gnucash-sql`**: [GnuCash](https://www.gnucash.org/) SQL
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- **`ledger`**: [Ledger](https://www.ledger-cli.org/) and [hledger](https://hledger.org/)
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- **`ledger`**: [Ledger](https://www.ledger-cli.org/) and [hledger](https://hledger.org/)
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|
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## Reactions
|
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||||||
|
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> This is my new favourite price fetcher, by far.
|
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||||||
> -- _Simon Michael, creator of [hledger](https://hledger.org/) ([ref](https://groups.google.com/g/hledger/c/SCLbNiKl9D8/m/0ReYmDppAAAJ))_
|
|
||||||
|
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||||||
> This is great!
|
|
||||||
> -- _Martin Blais, creator of [Beancount](https://beancount.github.io/) ([ref](https://groups.google.com/g/beancount/c/cCJc9OhIlNg/m/QGRvNowcAwAJ))_
|
|
||||||
|
|
||||||
## How to
|
## How to
|
||||||
|
|
||||||
### Fetch prices
|
### Fetch prices
|
||||||
|
|
@ -82,7 +69,7 @@ pricehist fetch coindesk BTC/USD -s 2021-01-01 | \
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||||||
'
|
'
|
||||||
```
|
```
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
### Show usage information
|
### Show usage information
|
||||||
|
|
||||||
|
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@ -93,10 +80,9 @@ pricehist fetch -h
|
||||||
```
|
```
|
||||||
```
|
```
|
||||||
usage: pricehist fetch SOURCE PAIR [-h] [-vvv] [-t TYPE] [-s DATE | -sx DATE] [-e DATE | -ex DATE]
|
usage: pricehist fetch SOURCE PAIR [-h] [-vvv] [-t TYPE] [-s DATE | -sx DATE] [-e DATE | -ex DATE]
|
||||||
[-o beancount|csv|json|jsonl|gnucash-sql|ledger] [--invert] [--quantize INT]
|
[-o beancount|csv|gnucash-sql|ledger] [--invert] [--quantize INT]
|
||||||
[--fmt-base SYM] [--fmt-quote SYM] [--fmt-time TIME] [--fmt-decimal CHAR] [--fmt-thousands CHAR]
|
[--fmt-base SYM] [--fmt-quote SYM] [--fmt-time TIME] [--fmt-decimal CHAR] [--fmt-thousands CHAR]
|
||||||
[--fmt-symbol rightspace|right|leftspace|left] [--fmt-datesep CHAR]
|
[--fmt-symbol rightspace|right|leftspace|left] [--fmt-datesep CHAR] [--fmt-csvdelim CHAR]
|
||||||
[--fmt-csvdelim CHAR] [--fmt-jsonnums]
|
|
||||||
|
|
||||||
positional arguments:
|
positional arguments:
|
||||||
SOURCE the source identifier
|
SOURCE the source identifier
|
||||||
|
|
@ -121,13 +107,12 @@ optional arguments:
|
||||||
--fmt-symbol LOCATION commodity symbol placement in output (default: rightspace)
|
--fmt-symbol LOCATION commodity symbol placement in output (default: rightspace)
|
||||||
--fmt-datesep CHAR date separator in output (default: '-')
|
--fmt-datesep CHAR date separator in output (default: '-')
|
||||||
--fmt-csvdelim CHAR field delimiter for CSV output (default: ',')
|
--fmt-csvdelim CHAR field delimiter for CSV output (default: ',')
|
||||||
--fmt-jsonnums numbers not strings for JSON output (default: False)
|
|
||||||
```
|
```
|
||||||
|
|
||||||
### Choose and customize the output format
|
### Choose and customize the output format
|
||||||
|
|
||||||
As the output format you can choose one of `beancount`, `csv`, `json`, `jsonl`,
|
As the output format you can choose one of `beancount`, `csv`, `ledger` or
|
||||||
`ledger` or `gnucash-sql`.
|
`gnucash-sql`.
|
||||||
|
|
||||||
```
|
```
|
||||||
pricehist fetch ecb EUR/AUD -s 2021-01-04 -e 2021-01-08 -o ledger
|
pricehist fetch ecb EUR/AUD -s 2021-01-04 -e 2021-01-08 -o ledger
|
||||||
|
|
@ -154,17 +139,6 @@ P 2021/01/07 € $1.5836
|
||||||
P 2021/01/08 € $1.5758
|
P 2021/01/08 € $1.5758
|
||||||
```
|
```
|
||||||
|
|
||||||
### Fetch new prices only
|
|
||||||
|
|
||||||
You can update an existing file without refetching the prices you already have.
|
|
||||||
First find the date of the last price, then fetch from there, drop the header
|
|
||||||
line if present and append the rest to the existing file.
|
|
||||||
|
|
||||||
```
|
|
||||||
last=$(tail -1 prices-eur-usd.csv | cut -d, -f1)
|
|
||||||
pricehist fetch ecb EUR/USD -sx $last -o csv | sed 1d >> prices-eur-usd.csv
|
|
||||||
```
|
|
||||||
|
|
||||||
### Load prices into GnuCash
|
### Load prices into GnuCash
|
||||||
|
|
||||||
You can generate SQL for a GnuCash database and apply it immediately with one
|
You can generate SQL for a GnuCash database and apply it immediately with one
|
||||||
|
|
@ -178,18 +152,10 @@ pricehist fetch ecb EUR/AUD -s 2021-01-01 -o gnucash-sql | psql -U username -d d
|
||||||
|
|
||||||
Beware that the GnuCash project itself does not support integration at the
|
Beware that the GnuCash project itself does not support integration at the
|
||||||
database level, so there is a risk that the SQL generated by `pricehist` will
|
database level, so there is a risk that the SQL generated by `pricehist` will
|
||||||
be ineffective or even damaging for some version of GnuCash. In practice, this
|
be ineffective or even damaging for some version of GnuCash.
|
||||||
strategy has been used successfully by other projects. Reading the SQL and
|
|
||||||
keeping regular database backups is recommended.
|
|
||||||
|
|
||||||
The GnuCash database must already contain commodities with mnemonics matching
|
In practice, this strategy has been used successfully by other projects.
|
||||||
the base and quote of new prices, otherwise the SQL will fail without making
|
Reading the SQL and keeping regular database backups is recommended.
|
||||||
changes.
|
|
||||||
|
|
||||||
Each price entry is given a GUID based on its content (date, base, quote,
|
|
||||||
source, type and amount) and existing GUIDs are skipped in the final insert, so
|
|
||||||
you can apply identical or overlapping SQL files multiple times without
|
|
||||||
creating duplicate entries in the database.
|
|
||||||
|
|
||||||
### Show source information
|
### Show source information
|
||||||
|
|
||||||
|
|
@ -283,62 +249,6 @@ 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.
|
||||||
|
|
@ -357,20 +267,6 @@ Type "help", "copyright", "credits" or "license" for more information.
|
||||||
|
|
||||||
A subclass of `pricehist.exceptions.SourceError` will be raised for any error.
|
A subclass of `pricehist.exceptions.SourceError` will be raised for any error.
|
||||||
|
|
||||||
### Contribute
|
|
||||||
|
|
||||||
Contributions are welcome! If you discover a bug or want to work on a
|
|
||||||
non-trivial change, please open a
|
|
||||||
[GitLab issue](https://gitlab.com/chrisberkhout/pricehist/-/issues)
|
|
||||||
to discuss it.
|
|
||||||
|
|
||||||
Run `make install-pre-commit-hook` set up local pre-commit checks.
|
|
||||||
Set up your editor to run
|
|
||||||
[isort](https://pycqa.github.io/isort/),
|
|
||||||
[Black](https://black.readthedocs.io/en/stable/) and
|
|
||||||
[Flake8](https://flake8.pycqa.org/en/latest/),
|
|
||||||
or run them manually via `make format lint`.
|
|
||||||
|
|
||||||
## Terminology
|
## Terminology
|
||||||
|
|
||||||
A **source** is an upstream service that can provide a series of prices.
|
A **source** is an upstream service that can provide a series of prices.
|
||||||
|
|
@ -408,8 +304,8 @@ pricehist fetch coindesk BTC/USD --type close
|
||||||
- **`close`** is the price type for the last price of each day.
|
- **`close`** is the price type for the last price of each day.
|
||||||
|
|
||||||
A BTC/USD price of the amount 29,391.775 can be written as
|
A BTC/USD price of the amount 29,391.775 can be written as
|
||||||
"BTC/USD = 29391.775" or "BTC 29391.775 USD", and means that one Bitcoin is
|
"BTC/USD = 29391.78" or "BTC 29391.78 USD", and means that one Bitcoin is
|
||||||
worth 29,391.775 United States Dollars.
|
worth 29,391.78 United States Dollars.
|
||||||
|
|
||||||
## Initial design choices
|
## Initial design choices
|
||||||
|
|
||||||
|
|
|
||||||
1228
poetry.lock
generated
1228
poetry.lock
generated
File diff suppressed because it is too large
Load diff
|
|
@ -1,6 +1,6 @@
|
||||||
[tool.poetry]
|
[tool.poetry]
|
||||||
name = "pricehist"
|
name = "pricehist"
|
||||||
version = "1.4.12"
|
version = "1.0.0"
|
||||||
description = "Fetch and format historical price data"
|
description = "Fetch and format historical price data"
|
||||||
authors = ["Chris Berkhout <chris@chrisberkhout.com>"]
|
authors = ["Chris Berkhout <chris@chrisberkhout.com>"]
|
||||||
license = "MIT"
|
license = "MIT"
|
||||||
|
|
@ -10,25 +10,23 @@ homepage = "https://gitlab.com/chrisberkhout/pricehist"
|
||||||
repository = "https://gitlab.com/chrisberkhout/pricehist"
|
repository = "https://gitlab.com/chrisberkhout/pricehist"
|
||||||
include = [
|
include = [
|
||||||
"LICENSE",
|
"LICENSE",
|
||||||
"example-gnuplot.png",
|
|
||||||
]
|
]
|
||||||
|
|
||||||
[tool.poetry.dependencies]
|
[tool.poetry.dependencies]
|
||||||
python = "^3.8.1"
|
python = "^3.9"
|
||||||
requests = "^2.25.1"
|
requests = "^2.25.1"
|
||||||
lxml = "^5.1.0"
|
lxml = "^4.6.2"
|
||||||
cssselect = "^1.1.0"
|
cssselect = "^1.1.0"
|
||||||
curlify = "^2.2.1"
|
curlify = "^2.2.1"
|
||||||
|
|
||||||
[tool.poetry.dev-dependencies]
|
[tool.poetry.dev-dependencies]
|
||||||
pytest = "^8.3.2"
|
pytest = "^6.2.2"
|
||||||
black = "^22.10.0"
|
black = "^20.8b1"
|
||||||
flake8 = "^7.1.0"
|
flake8 = "^3.9.1"
|
||||||
isort = "^5.8.0"
|
isort = "^5.8.0"
|
||||||
responses = "^0.13.3"
|
responses = "^0.13.3"
|
||||||
coverage = "^5.5"
|
coverage = "^5.5"
|
||||||
pytest-mock = "^3.6.1"
|
pytest-mock = "^3.6.1"
|
||||||
tox = "^3.24.3"
|
|
||||||
|
|
||||||
[build-system]
|
[build-system]
|
||||||
requires = ["poetry-core>=1.0.0"]
|
requires = ["poetry-core>=1.0.0"]
|
||||||
|
|
|
||||||
|
|
@ -1 +1 @@
|
||||||
__version__ = "1.4.12"
|
__version__ = "1.0.0"
|
||||||
|
|
|
||||||
|
|
@ -1,77 +0,0 @@
|
||||||
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
|
|
||||||
|
|
@ -1,4 +0,0 @@
|
||||||
from pricehist import beanprice
|
|
||||||
from pricehist.sources.alphavantage import AlphaVantage
|
|
||||||
|
|
||||||
Source = beanprice.source(AlphaVantage())
|
|
||||||
|
|
@ -1,4 +0,0 @@
|
||||||
from pricehist import beanprice
|
|
||||||
from pricehist.sources.bankofcanada import BankOfCanada
|
|
||||||
|
|
||||||
Source = beanprice.source(BankOfCanada())
|
|
||||||
|
|
@ -1,4 +0,0 @@
|
||||||
from pricehist import beanprice
|
|
||||||
from pricehist.sources.coinbasepro import CoinbasePro
|
|
||||||
|
|
||||||
Source = beanprice.source(CoinbasePro())
|
|
||||||
|
|
@ -1,4 +0,0 @@
|
||||||
from pricehist import beanprice
|
|
||||||
from pricehist.sources.coindesk import CoinDesk
|
|
||||||
|
|
||||||
Source = beanprice.source(CoinDesk())
|
|
||||||
|
|
@ -1,4 +0,0 @@
|
||||||
from pricehist import beanprice
|
|
||||||
from pricehist.sources.coinmarketcap import CoinMarketCap
|
|
||||||
|
|
||||||
Source = beanprice.source(CoinMarketCap())
|
|
||||||
|
|
@ -1,4 +0,0 @@
|
||||||
from pricehist import beanprice
|
|
||||||
from pricehist.sources.ecb import ECB
|
|
||||||
|
|
||||||
Source = beanprice.source(ECB())
|
|
||||||
|
|
@ -1,4 +0,0 @@
|
||||||
from pricehist import beanprice
|
|
||||||
from pricehist.sources.exchangeratehost import ExchangeRateHost
|
|
||||||
|
|
||||||
Source = beanprice.source(ExchangeRateHost())
|
|
||||||
|
|
@ -1,4 +0,0 @@
|
||||||
from pricehist import beanprice
|
|
||||||
from pricehist.sources.yahoo import Yahoo
|
|
||||||
|
|
||||||
Source = beanprice.source(Yahoo())
|
|
||||||
|
|
@ -205,7 +205,7 @@ def build_parser():
|
||||||
"[--fmt-base SYM] [--fmt-quote SYM] [--fmt-time TIME] "
|
"[--fmt-base SYM] [--fmt-quote SYM] [--fmt-time TIME] "
|
||||||
"[--fmt-decimal CHAR] [--fmt-thousands CHAR] "
|
"[--fmt-decimal CHAR] [--fmt-thousands CHAR] "
|
||||||
"[--fmt-symbol rightspace|right|leftspace|left] [--fmt-datesep CHAR] "
|
"[--fmt-symbol rightspace|right|leftspace|left] [--fmt-datesep CHAR] "
|
||||||
"[--fmt-csvdelim CHAR] [--fmt-jsonnums]"
|
"[--fmt-csvdelim CHAR]"
|
||||||
),
|
),
|
||||||
formatter_class=formatter,
|
formatter_class=formatter,
|
||||||
)
|
)
|
||||||
|
|
@ -353,11 +353,5 @@ def build_parser():
|
||||||
type=valid_char,
|
type=valid_char,
|
||||||
help=f"field delimiter for CSV output (default: '{default_fmt.csvdelim}')",
|
help=f"field delimiter for CSV output (default: '{default_fmt.csvdelim}')",
|
||||||
)
|
)
|
||||||
fetch_parser.add_argument(
|
|
||||||
"--fmt-jsonnums",
|
|
||||||
dest="formatjsonnums",
|
|
||||||
action="store_true",
|
|
||||||
help=f"numbers not strings for JSON output (default: {default_fmt.jsonnums})",
|
|
||||||
)
|
|
||||||
|
|
||||||
return parser
|
return parser
|
||||||
|
|
|
||||||
|
|
@ -52,7 +52,7 @@ class InvalidType(SourceError, ValueError):
|
||||||
class CredentialsError(SourceError):
|
class CredentialsError(SourceError):
|
||||||
"""Access credentials are unavailable or invalid."""
|
"""Access credentials are unavailable or invalid."""
|
||||||
|
|
||||||
def __init__(self, keys, source, msg=""):
|
def __init__(self, keys, source):
|
||||||
self.keys = keys
|
self.keys = keys
|
||||||
self.source = source
|
self.source = source
|
||||||
message = (
|
message = (
|
||||||
|
|
@ -61,8 +61,6 @@ class CredentialsError(SourceError):
|
||||||
f"correctly. Run 'pricehist source {source.id()}' for more "
|
f"correctly. Run 'pricehist source {source.id()}' for more "
|
||||||
f"information about credentials."
|
f"information about credentials."
|
||||||
)
|
)
|
||||||
if msg:
|
|
||||||
message += f" {msg}"
|
|
||||||
super(CredentialsError, self).__init__(message)
|
super(CredentialsError, self).__init__(message)
|
||||||
|
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -80,7 +80,5 @@ def _cov_description(
|
||||||
f"and ends {end_uncovered} day{s(end_uncovered)} earlier "
|
f"and ends {end_uncovered} day{s(end_uncovered)} earlier "
|
||||||
f"than requested"
|
f"than requested"
|
||||||
)
|
)
|
||||||
elif start_uncovered == 0 and end_uncovered == 0:
|
|
||||||
return "as requested"
|
|
||||||
else:
|
else:
|
||||||
return "which doesn't match the request"
|
return "as requested"
|
||||||
|
|
|
||||||
|
|
@ -11,7 +11,6 @@ class Format:
|
||||||
symbol: str = "rightspace"
|
symbol: str = "rightspace"
|
||||||
datesep: str = "-"
|
datesep: str = "-"
|
||||||
csvdelim: str = ","
|
csvdelim: str = ","
|
||||||
jsonnums: bool = False
|
|
||||||
|
|
||||||
@classmethod
|
@classmethod
|
||||||
def fromargs(cls, args):
|
def fromargs(cls, args):
|
||||||
|
|
@ -28,7 +27,6 @@ class Format:
|
||||||
symbol=if_not_none(args.formatsymbol, default.symbol),
|
symbol=if_not_none(args.formatsymbol, default.symbol),
|
||||||
datesep=if_not_none(args.formatdatesep, default.datesep),
|
datesep=if_not_none(args.formatdatesep, default.datesep),
|
||||||
csvdelim=if_not_none(args.formatcsvdelim, default.csvdelim),
|
csvdelim=if_not_none(args.formatcsvdelim, default.csvdelim),
|
||||||
jsonnums=if_not_none(args.formatjsonnums, default.jsonnums),
|
|
||||||
)
|
)
|
||||||
|
|
||||||
def format_date(self, date):
|
def format_date(self, date):
|
||||||
|
|
|
||||||
|
|
@ -8,8 +8,8 @@ currencies are included and countries with no universal currency are ignored.
|
||||||
The data is read from vendored copies of the XML files published by the
|
The data is read from vendored copies of the XML files published by the
|
||||||
maintainers of the standard:
|
maintainers of the standard:
|
||||||
|
|
||||||
* :file:`list-one.xml` (current currencies & funds)
|
* :file:`list_one.xml` (current currencies & funds)
|
||||||
* :file:`list-three.xml` (historical currencies & funds)
|
* :file:`list_three.xml` (historical currencies & funds)
|
||||||
|
|
||||||
Classes:
|
Classes:
|
||||||
|
|
||||||
|
|
@ -24,8 +24,7 @@ Functions:
|
||||||
"""
|
"""
|
||||||
|
|
||||||
from dataclasses import dataclass, field
|
from dataclasses import dataclass, field
|
||||||
from importlib.resources import files
|
from importlib.resources import read_binary
|
||||||
from typing import List
|
|
||||||
|
|
||||||
from lxml import etree
|
from lxml import etree
|
||||||
|
|
||||||
|
|
@ -37,34 +36,26 @@ class ISOCurrency:
|
||||||
minor_units: int = None
|
minor_units: int = None
|
||||||
name: str = None
|
name: str = None
|
||||||
is_fund: bool = False
|
is_fund: bool = False
|
||||||
countries: List[str] = field(default_factory=list)
|
countries: list[str] = field(default_factory=list)
|
||||||
historical: bool = False
|
historical: bool = False
|
||||||
withdrawal_date: str = None
|
withdrawal_date: str = None
|
||||||
|
|
||||||
|
|
||||||
def current_data_date():
|
def current_data_date():
|
||||||
one = etree.fromstring(
|
one = etree.fromstring(read_binary("pricehist.resources", "list_one.xml"))
|
||||||
files("pricehist.resources").joinpath("list-one.xml").read_bytes()
|
|
||||||
)
|
|
||||||
return one.cssselect("ISO_4217")[0].attrib["Pblshd"]
|
return one.cssselect("ISO_4217")[0].attrib["Pblshd"]
|
||||||
|
|
||||||
|
|
||||||
def historical_data_date():
|
def historical_data_date():
|
||||||
three = etree.fromstring(
|
three = etree.fromstring(read_binary("pricehist.resources", "list_three.xml"))
|
||||||
files("pricehist.resources").joinpath("list-three.xml").read_bytes()
|
|
||||||
)
|
|
||||||
return three.cssselect("ISO_4217")[0].attrib["Pblshd"]
|
return three.cssselect("ISO_4217")[0].attrib["Pblshd"]
|
||||||
|
|
||||||
|
|
||||||
def by_code():
|
def by_code():
|
||||||
result = {}
|
result = {}
|
||||||
|
|
||||||
one = etree.fromstring(
|
one = etree.fromstring(read_binary("pricehist.resources", "list_one.xml"))
|
||||||
files("pricehist.resources").joinpath("list-one.xml").read_bytes()
|
three = etree.fromstring(read_binary("pricehist.resources", "list_three.xml"))
|
||||||
)
|
|
||||||
three = etree.fromstring(
|
|
||||||
files("pricehist.resources").joinpath("list-three.xml").read_bytes()
|
|
||||||
)
|
|
||||||
|
|
||||||
for entry in three.cssselect("HstrcCcyNtry") + one.cssselect("CcyNtry"):
|
for entry in three.cssselect("HstrcCcyNtry") + one.cssselect("CcyNtry"):
|
||||||
if currency := _parse(entry):
|
if currency := _parse(entry):
|
||||||
|
|
|
||||||
|
|
@ -23,7 +23,6 @@ def init():
|
||||||
handler.setFormatter(Formatter())
|
handler.setFormatter(Formatter())
|
||||||
logging.root.addHandler(handler)
|
logging.root.addHandler(handler)
|
||||||
logging.root.setLevel(logging.INFO)
|
logging.root.setLevel(logging.INFO)
|
||||||
logging.getLogger("charset_normalizer").disabled = True
|
|
||||||
|
|
||||||
|
|
||||||
def show_debug():
|
def show_debug():
|
||||||
|
|
|
||||||
|
|
@ -1,7 +1,6 @@
|
||||||
from .beancount import Beancount
|
from .beancount import Beancount
|
||||||
from .csv import CSV
|
from .csv import CSV
|
||||||
from .gnucashsql import GnuCashSQL
|
from .gnucashsql import GnuCashSQL
|
||||||
from .json import JSON
|
|
||||||
from .ledger import Ledger
|
from .ledger import Ledger
|
||||||
|
|
||||||
default = "csv"
|
default = "csv"
|
||||||
|
|
@ -9,8 +8,6 @@ default = "csv"
|
||||||
by_type = {
|
by_type = {
|
||||||
"beancount": Beancount(),
|
"beancount": Beancount(),
|
||||||
"csv": CSV(),
|
"csv": CSV(),
|
||||||
"json": JSON(),
|
|
||||||
"jsonl": JSON(jsonl=True),
|
|
||||||
"gnucash-sql": GnuCashSQL(),
|
"gnucash-sql": GnuCashSQL(),
|
||||||
"ledger": Ledger(),
|
"ledger": Ledger(),
|
||||||
}
|
}
|
||||||
|
|
|
||||||
|
|
@ -40,9 +40,9 @@ Classes:
|
||||||
|
|
||||||
import hashlib
|
import hashlib
|
||||||
import logging
|
import logging
|
||||||
from datetime import datetime, timezone
|
from datetime import datetime
|
||||||
from decimal import Decimal
|
from decimal import Decimal
|
||||||
from importlib.resources import files
|
from importlib.resources import read_text
|
||||||
|
|
||||||
from pricehist import __version__
|
from pricehist import __version__
|
||||||
from pricehist.format import Format
|
from pricehist.format import Format
|
||||||
|
|
@ -119,19 +119,14 @@ class GnuCashSQL(BaseOutput):
|
||||||
"well."
|
"well."
|
||||||
)
|
)
|
||||||
|
|
||||||
sql = (
|
sql = read_text("pricehist.resources", "gnucash.sql").format(
|
||||||
files("pricehist.resources")
|
|
||||||
.joinpath("gnucash.sql")
|
|
||||||
.read_text()
|
|
||||||
.format(
|
|
||||||
version=__version__,
|
version=__version__,
|
||||||
timestamp=datetime.now(timezone.utc).isoformat()[:-6] + "Z",
|
timestamp=datetime.utcnow().isoformat() + "Z",
|
||||||
base=self._sql_str(base),
|
base=self._sql_str(base),
|
||||||
quote=self._sql_str(quote),
|
quote=self._sql_str(quote),
|
||||||
values_comment=values_comment,
|
values_comment=values_comment,
|
||||||
values=values,
|
values=values,
|
||||||
)
|
)
|
||||||
)
|
|
||||||
|
|
||||||
return sql
|
return sql
|
||||||
|
|
||||||
|
|
@ -174,9 +169,9 @@ class GnuCashSQL(BaseOutput):
|
||||||
denom = str(1)
|
denom = str(1)
|
||||||
else:
|
else:
|
||||||
numerator = sign + "".join([str(d) for d in tup.digits])
|
numerator = sign + "".join([str(d) for d in tup.digits])
|
||||||
denom = str(10**-tup.exponent)
|
denom = str(10 ** -tup.exponent)
|
||||||
fit = self._fit_in_int64(Decimal(numerator), Decimal(denom))
|
fit = self._fit_in_int64(Decimal(numerator), Decimal(denom))
|
||||||
return (numerator, denom, fit)
|
return (numerator, denom, fit)
|
||||||
|
|
||||||
def _fit_in_int64(self, *numbers):
|
def _fit_in_int64(self, *numbers):
|
||||||
return all(n >= -(2**63) and n <= (2**63) - 1 for n in numbers)
|
return all(n >= -(2 ** 63) and n <= (2 ** 63) - 1 for n in numbers)
|
||||||
|
|
|
||||||
|
|
@ -1,57 +0,0 @@
|
||||||
"""
|
|
||||||
JSON output
|
|
||||||
|
|
||||||
Date, number and base/quote formatting options will be respected.
|
|
||||||
|
|
||||||
Classes:
|
|
||||||
|
|
||||||
JSON
|
|
||||||
|
|
||||||
"""
|
|
||||||
|
|
||||||
import io
|
|
||||||
import json
|
|
||||||
|
|
||||||
from pricehist.format import Format
|
|
||||||
|
|
||||||
from .baseoutput import BaseOutput
|
|
||||||
|
|
||||||
|
|
||||||
class JSON(BaseOutput):
|
|
||||||
def __init__(self, jsonl=False):
|
|
||||||
self.jsonl = jsonl
|
|
||||||
|
|
||||||
def format(self, series, source, fmt=Format()):
|
|
||||||
data = []
|
|
||||||
output = io.StringIO()
|
|
||||||
|
|
||||||
base = fmt.base or series.base
|
|
||||||
quote = fmt.quote or series.quote
|
|
||||||
|
|
||||||
for price in series.prices:
|
|
||||||
date = fmt.format_date(price.date)
|
|
||||||
if fmt.jsonnums:
|
|
||||||
amount = float(price.amount)
|
|
||||||
else:
|
|
||||||
amount = fmt.format_num(price.amount)
|
|
||||||
|
|
||||||
data.append(
|
|
||||||
{
|
|
||||||
"date": date,
|
|
||||||
"base": base,
|
|
||||||
"quote": quote,
|
|
||||||
"amount": amount,
|
|
||||||
"source": source.id(),
|
|
||||||
"type": series.type,
|
|
||||||
}
|
|
||||||
)
|
|
||||||
|
|
||||||
if self.jsonl:
|
|
||||||
for row in data:
|
|
||||||
json.dump(row, output, ensure_ascii=False)
|
|
||||||
output.write("\n")
|
|
||||||
else:
|
|
||||||
json.dump(data, output, ensure_ascii=False, indent=2)
|
|
||||||
output.write("\n")
|
|
||||||
|
|
||||||
return output.getvalue()
|
|
||||||
|
|
@ -35,10 +35,10 @@ WHERE tp.base = g1.mnemonic
|
||||||
AND tp.guid NOT IN (SELECT guid FROM prices)
|
AND tp.guid NOT IN (SELECT guid FROM prices)
|
||||||
;
|
;
|
||||||
|
|
||||||
-- Show the final relevant rows of the main prices table
|
|
||||||
SELECT 'final' AS status, p.* FROM prices p WHERE p.guid IN (SELECT guid FROM new_prices) ORDER BY p.date;
|
|
||||||
|
|
||||||
-- Show the summary.
|
-- Show the summary.
|
||||||
SELECT * FROM summary;
|
SELECT * FROM summary;
|
||||||
|
|
||||||
|
-- Show the final relevant rows of the main prices table
|
||||||
|
SELECT 'final' AS status, p.* FROM prices p WHERE p.guid IN (SELECT guid FROM new_prices) ORDER BY p.date;
|
||||||
|
|
||||||
COMMIT;
|
COMMIT;
|
||||||
|
|
|
||||||
|
|
@ -1,5 +1,5 @@
|
||||||
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
|
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
|
||||||
<ISO_4217 Pblshd="2023-01-01">
|
<ISO_4217 Pblshd="2018-08-29">
|
||||||
<CcyTbl>
|
<CcyTbl>
|
||||||
<CcyNtry>
|
<CcyNtry>
|
||||||
<CtryNm>AFGHANISTAN</CtryNm>
|
<CtryNm>AFGHANISTAN</CtryNm>
|
||||||
|
|
@ -413,9 +413,9 @@
|
||||||
</CcyNtry>
|
</CcyNtry>
|
||||||
<CcyNtry>
|
<CcyNtry>
|
||||||
<CtryNm>CROATIA</CtryNm>
|
<CtryNm>CROATIA</CtryNm>
|
||||||
<CcyNm>Euro</CcyNm>
|
<CcyNm>Kuna</CcyNm>
|
||||||
<Ccy>EUR</Ccy>
|
<Ccy>HRK</Ccy>
|
||||||
<CcyNbr>978</CcyNbr>
|
<CcyNbr>191</CcyNbr>
|
||||||
<CcyMnrUnts>2</CcyMnrUnts>
|
<CcyMnrUnts>2</CcyMnrUnts>
|
||||||
</CcyNtry>
|
</CcyNtry>
|
||||||
<CcyNtry>
|
<CcyNtry>
|
||||||
|
|
@ -1493,13 +1493,6 @@
|
||||||
<CcyNbr>694</CcyNbr>
|
<CcyNbr>694</CcyNbr>
|
||||||
<CcyMnrUnts>2</CcyMnrUnts>
|
<CcyMnrUnts>2</CcyMnrUnts>
|
||||||
</CcyNtry>
|
</CcyNtry>
|
||||||
<CcyNtry>
|
|
||||||
<CtryNm>SIERRA LEONE</CtryNm>
|
|
||||||
<CcyNm>Leone</CcyNm>
|
|
||||||
<Ccy>SLE</Ccy>
|
|
||||||
<CcyNbr>925</CcyNbr>
|
|
||||||
<CcyMnrUnts>2</CcyMnrUnts>
|
|
||||||
</CcyNtry>
|
|
||||||
<CcyNtry>
|
<CcyNtry>
|
||||||
<CtryNm>SINGAPORE</CtryNm>
|
<CtryNm>SINGAPORE</CtryNm>
|
||||||
<CcyNm>Singapore Dollar</CcyNm>
|
<CcyNm>Singapore Dollar</CcyNm>
|
||||||
|
|
@ -1708,7 +1701,7 @@
|
||||||
<CcyMnrUnts>3</CcyMnrUnts>
|
<CcyMnrUnts>3</CcyMnrUnts>
|
||||||
</CcyNtry>
|
</CcyNtry>
|
||||||
<CcyNtry>
|
<CcyNtry>
|
||||||
<CtryNm>TÜRKİYE</CtryNm>
|
<CtryNm>TURKEY</CtryNm>
|
||||||
<CcyNm>Turkish Lira</CcyNm>
|
<CcyNm>Turkish Lira</CcyNm>
|
||||||
<Ccy>TRY</Ccy>
|
<Ccy>TRY</Ccy>
|
||||||
<CcyNbr>949</CcyNbr>
|
<CcyNbr>949</CcyNbr>
|
||||||
|
|
@ -1826,13 +1819,6 @@
|
||||||
<CcyNbr>928</CcyNbr>
|
<CcyNbr>928</CcyNbr>
|
||||||
<CcyMnrUnts>2</CcyMnrUnts>
|
<CcyMnrUnts>2</CcyMnrUnts>
|
||||||
</CcyNtry>
|
</CcyNtry>
|
||||||
<CcyNtry>
|
|
||||||
<CtryNm>VENEZUELA (BOLIVARIAN REPUBLIC OF)</CtryNm>
|
|
||||||
<CcyNm>Bolívar Soberano</CcyNm>
|
|
||||||
<Ccy>VED</Ccy>
|
|
||||||
<CcyNbr>926</CcyNbr>
|
|
||||||
<CcyMnrUnts>2</CcyMnrUnts>
|
|
||||||
</CcyNtry>
|
|
||||||
<CcyNtry>
|
<CcyNtry>
|
||||||
<CtryNm>VIET NAM</CtryNm>
|
<CtryNm>VIET NAM</CtryNm>
|
||||||
<CcyNm>Dong</CcyNm>
|
<CcyNm>Dong</CcyNm>
|
||||||
|
|
@ -1,5 +1,5 @@
|
||||||
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
|
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
|
||||||
<ISO_4217 Pblshd="2023-01-01">
|
<ISO_4217 Pblshd="2018-08-20">
|
||||||
<HstrcCcyTbl>
|
<HstrcCcyTbl>
|
||||||
<HstrcCcyNtry>
|
<HstrcCcyNtry>
|
||||||
<CtryNm>AFGHANISTAN</CtryNm>
|
<CtryNm>AFGHANISTAN</CtryNm>
|
||||||
|
|
@ -253,13 +253,6 @@
|
||||||
<CcyNbr>191</CcyNbr>
|
<CcyNbr>191</CcyNbr>
|
||||||
<WthdrwlDt>2015-06</WthdrwlDt>
|
<WthdrwlDt>2015-06</WthdrwlDt>
|
||||||
</HstrcCcyNtry>
|
</HstrcCcyNtry>
|
||||||
<HstrcCcyNtry>
|
|
||||||
<CtryNm>CROATIA</CtryNm>
|
|
||||||
<CcyNm>Kuna</CcyNm>
|
|
||||||
<Ccy>HRK</Ccy>
|
|
||||||
<CcyNbr>191</CcyNbr>
|
|
||||||
<WthdrwlDt>2023-01</WthdrwlDt>
|
|
||||||
</HstrcCcyNtry>
|
|
||||||
<HstrcCcyNtry>
|
<HstrcCcyNtry>
|
||||||
<CtryNm>CYPRUS</CtryNm>
|
<CtryNm>CYPRUS</CtryNm>
|
||||||
<CcyNm>Cyprus Pound</CcyNm>
|
<CcyNm>Cyprus Pound</CcyNm>
|
||||||
|
|
@ -1,6 +1,5 @@
|
||||||
from dataclasses import dataclass, field, replace
|
from dataclasses import dataclass, field, replace
|
||||||
from decimal import Decimal, getcontext
|
from decimal import Decimal, getcontext
|
||||||
from typing import List
|
|
||||||
|
|
||||||
from pricehist.price import Price
|
from pricehist.price import Price
|
||||||
|
|
||||||
|
|
@ -12,7 +11,7 @@ class Series:
|
||||||
type: str
|
type: str
|
||||||
start: str
|
start: str
|
||||||
end: str
|
end: str
|
||||||
prices: List[Price] = field(default_factory=list)
|
prices: list[Price] = field(default_factory=list)
|
||||||
|
|
||||||
def invert(self):
|
def invert(self):
|
||||||
return replace(
|
return replace(
|
||||||
|
|
|
||||||
|
|
@ -1,6 +1,4 @@
|
||||||
from .alphavantage import AlphaVantage
|
from .alphavantage import AlphaVantage
|
||||||
from .bankofcanada import BankOfCanada
|
|
||||||
from .coinbasepro import CoinbasePro
|
|
||||||
from .coindesk import CoinDesk
|
from .coindesk import CoinDesk
|
||||||
from .coinmarketcap import CoinMarketCap
|
from .coinmarketcap import CoinMarketCap
|
||||||
from .ecb import ECB
|
from .ecb import ECB
|
||||||
|
|
@ -8,15 +6,7 @@ from .yahoo import Yahoo
|
||||||
|
|
||||||
by_id = {
|
by_id = {
|
||||||
source.id(): source
|
source.id(): source
|
||||||
for source in [
|
for source in [AlphaVantage(), CoinDesk(), CoinMarketCap(), ECB(), Yahoo()]
|
||||||
AlphaVantage(),
|
|
||||||
BankOfCanada(),
|
|
||||||
CoinbasePro(),
|
|
||||||
CoinDesk(),
|
|
||||||
CoinMarketCap(),
|
|
||||||
ECB(),
|
|
||||||
Yahoo(),
|
|
||||||
]
|
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -5,11 +5,10 @@ import logging
|
||||||
import os
|
import os
|
||||||
from datetime import datetime, timedelta
|
from datetime import datetime, timedelta
|
||||||
from decimal import Decimal
|
from decimal import Decimal
|
||||||
from typing import List, Tuple
|
|
||||||
|
|
||||||
import requests
|
import requests
|
||||||
|
|
||||||
from pricehist import __version__, exceptions
|
from pricehist import exceptions
|
||||||
from pricehist.price import Price
|
from pricehist.price import Price
|
||||||
|
|
||||||
from .basesource import BaseSource
|
from .basesource import BaseSource
|
||||||
|
|
@ -17,7 +16,6 @@ from .basesource import BaseSource
|
||||||
|
|
||||||
class AlphaVantage(BaseSource):
|
class AlphaVantage(BaseSource):
|
||||||
QUERY_URL = "https://www.alphavantage.co/query"
|
QUERY_URL = "https://www.alphavantage.co/query"
|
||||||
API_KEY_NAME = "ALPHAVANTAGE_API_KEY"
|
|
||||||
|
|
||||||
def id(self):
|
def id(self):
|
||||||
return "alphavantage"
|
return "alphavantage"
|
||||||
|
|
@ -38,26 +36,24 @@ class AlphaVantage(BaseSource):
|
||||||
return ["close", "open", "high", "low", "adjclose", "mid"]
|
return ["close", "open", "high", "low", "adjclose", "mid"]
|
||||||
|
|
||||||
def notes(self):
|
def notes(self):
|
||||||
keystatus = "already set" if self._apikey(require=False) else "not yet set"
|
keystatus = "already set" if self._apikey(require=False) else "NOT YET set"
|
||||||
return (
|
return (
|
||||||
"Alpha Vantage has data on digital (crypto) currencies, physical "
|
"Alpha Vantage has data on digital (crypto) currencies, physical "
|
||||||
"(fiat) currencies and stocks.\n"
|
"(fiat) currencies and stocks.\n"
|
||||||
"You should obtain a free API key from "
|
"An API key is required. One can be obtained for free from "
|
||||||
"https://www.alphavantage.co/support/#api-key and set it in "
|
"https://www.alphavantage.co/support/#api-key and should be made "
|
||||||
f"the {self.API_KEY_NAME} environment variable ({keystatus}), "
|
"available in the ALPHAVANTAGE_API_KEY environment variable "
|
||||||
"otherwise, pricehist will attempt to use a generic key.\n"
|
f"({keystatus}).\n"
|
||||||
"The PAIR for currencies should be in BASE/QUOTE form. The quote "
|
"The PAIR for currencies should be in BASE/QUOTE form. The quote "
|
||||||
"symbol must always be for a physical currency. The --symbols option "
|
"symbol must always be for a physical currency. The --symbols option "
|
||||||
"will list all digital and physical currency symbols.\n"
|
"will list all digital and physical currency symbols.\n"
|
||||||
"The PAIR for stocks is the stock symbol only. The quote currency "
|
"The PAIR for stocks is the stock symbol only. The quote currency "
|
||||||
f"will be determined automatically. {self._stock_symbols_message()}\n"
|
f"will be determined automatically. {self._stock_symbols_message()}\n"
|
||||||
"The price type 'adjclose' is only available for stocks, and "
|
"The price type 'adjclose' is only available for stocks.\n"
|
||||||
"requires an access key for which premium endpoints are unlocked.\n"
|
"Alpha Vantage's standard API call frequency limits is 5 calls per "
|
||||||
"Beware that digital currencies quoted in non-USD currencies may "
|
"minute and 500 per day, so you may need to pause between successive "
|
||||||
"be converted from USD data at one recent exchange rate rather "
|
"commands. Note that retrieving prices for one stock requires two "
|
||||||
"than using historical rates.\n"
|
"calls."
|
||||||
"Alpha Vantage's standard API rate limit is 25 requests per day. "
|
|
||||||
"Note that retrieving prices for one stock consumes two API calls."
|
|
||||||
)
|
)
|
||||||
|
|
||||||
def _stock_symbols_message(self):
|
def _stock_symbols_message(self):
|
||||||
|
|
@ -169,13 +165,14 @@ class AlphaVantage(BaseSource):
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
raise exceptions.ResponseParsingError(str(e)) from e
|
raise exceptions.ResponseParsingError(str(e)) from e
|
||||||
|
|
||||||
self._raise_for_generic_errors(data)
|
if type(data) == dict and "Note" in data and "call frequency" in data["Note"]:
|
||||||
|
raise exceptions.RateLimit(data["Note"])
|
||||||
|
|
||||||
expected_keys = ["1. symbol", "2. name", "3. type", "4. region", "8. currency"]
|
expected_keys = ["1. symbol", "2. name", "3. type", "4. region", "8. currency"]
|
||||||
if (
|
if (
|
||||||
type(data) is not dict
|
type(data) != dict
|
||||||
or "bestMatches" not in data
|
or "bestMatches" not in data
|
||||||
or type(data["bestMatches"]) is not list
|
or type(data["bestMatches"]) != list
|
||||||
or not all(k in m for k in expected_keys for m in data["bestMatches"])
|
or not all(k in m for k in expected_keys for m in data["bestMatches"])
|
||||||
):
|
):
|
||||||
raise exceptions.ResponseParsingError("Unexpected content.")
|
raise exceptions.ResponseParsingError("Unexpected content.")
|
||||||
|
|
@ -185,13 +182,8 @@ class AlphaVantage(BaseSource):
|
||||||
def _stock_data(self, series):
|
def _stock_data(self, series):
|
||||||
output_quote = self._stock_currency(series.base) or "UNKNOWN"
|
output_quote = self._stock_currency(series.base) or "UNKNOWN"
|
||||||
|
|
||||||
if series.type == "adjclose":
|
|
||||||
function = "TIME_SERIES_DAILY_ADJUSTED"
|
|
||||||
else:
|
|
||||||
function = "TIME_SERIES_DAILY"
|
|
||||||
|
|
||||||
params = {
|
params = {
|
||||||
"function": function,
|
"function": "TIME_SERIES_DAILY_ADJUSTED",
|
||||||
"symbol": series.base,
|
"symbol": series.base,
|
||||||
"outputsize": self._outputsize(series.start),
|
"outputsize": self._outputsize(series.start),
|
||||||
"apikey": self._apikey(),
|
"apikey": self._apikey(),
|
||||||
|
|
@ -212,7 +204,8 @@ class AlphaVantage(BaseSource):
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
raise exceptions.ResponseParsingError(str(e)) from e
|
raise exceptions.ResponseParsingError(str(e)) from e
|
||||||
|
|
||||||
self._raise_for_generic_errors(data)
|
if type(data) == dict and "Note" in data and "call frequency" in data["Note"]:
|
||||||
|
raise exceptions.RateLimit(data["Note"])
|
||||||
|
|
||||||
if "Error Message" in data:
|
if "Error Message" in data:
|
||||||
if output_quote == "UNKNOWN":
|
if output_quote == "UNKNOWN":
|
||||||
|
|
@ -229,8 +222,7 @@ class AlphaVantage(BaseSource):
|
||||||
"high": entries["2. high"],
|
"high": entries["2. high"],
|
||||||
"low": entries["3. low"],
|
"low": entries["3. low"],
|
||||||
"close": entries["4. close"],
|
"close": entries["4. close"],
|
||||||
"adjclose": "5. adjusted close" in entries
|
"adjclose": entries["5. adjusted close"],
|
||||||
and entries["5. adjusted close"],
|
|
||||||
}
|
}
|
||||||
for day, entries in reversed(data["Time Series (Daily)"].items())
|
for day, entries in reversed(data["Time Series (Daily)"].items())
|
||||||
}
|
}
|
||||||
|
|
@ -263,9 +255,10 @@ class AlphaVantage(BaseSource):
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
raise exceptions.ResponseParsingError(str(e)) from e
|
raise exceptions.ResponseParsingError(str(e)) from e
|
||||||
|
|
||||||
self._raise_for_generic_errors(data)
|
if type(data) == dict and "Note" in data and "call frequency" in data["Note"]:
|
||||||
|
raise exceptions.RateLimit(data["Note"])
|
||||||
|
|
||||||
if type(data) is not dict or "Time Series FX (Daily)" not in data:
|
if type(data) != dict or "Time Series FX (Daily)" not in data:
|
||||||
raise exceptions.ResponseParsingError("Unexpected content.")
|
raise exceptions.ResponseParsingError("Unexpected content.")
|
||||||
|
|
||||||
normalized_data = {
|
normalized_data = {
|
||||||
|
|
@ -304,17 +297,18 @@ class AlphaVantage(BaseSource):
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
raise exceptions.ResponseParsingError(str(e)) from e
|
raise exceptions.ResponseParsingError(str(e)) from e
|
||||||
|
|
||||||
self._raise_for_generic_errors(data)
|
if type(data) == dict and "Note" in data and "call frequency" in data["Note"]:
|
||||||
|
raise exceptions.RateLimit(data["Note"])
|
||||||
|
|
||||||
if type(data) is not dict or "Time Series (Digital Currency Daily)" not in data:
|
if type(data) != dict or "Time Series (Digital Currency Daily)" not in data:
|
||||||
raise exceptions.ResponseParsingError("Unexpected content.")
|
raise exceptions.ResponseParsingError("Unexpected content.")
|
||||||
|
|
||||||
normalized_data = {
|
normalized_data = {
|
||||||
day: {
|
day: {
|
||||||
"open": entries["1. open"],
|
"open": entries[f"1a. open ({series.quote})"],
|
||||||
"high": entries["2. high"],
|
"high": entries[f"2a. high ({series.quote})"],
|
||||||
"low": entries["3. low"],
|
"low": entries[f"3a. low ({series.quote})"],
|
||||||
"close": entries["4. close"],
|
"close": entries[f"4a. close ({series.quote})"],
|
||||||
}
|
}
|
||||||
for day, entries in reversed(
|
for day, entries in reversed(
|
||||||
data["Time Series (Digital Currency Daily)"].items()
|
data["Time Series (Digital Currency Daily)"].items()
|
||||||
|
|
@ -323,39 +317,21 @@ class AlphaVantage(BaseSource):
|
||||||
return normalized_data
|
return normalized_data
|
||||||
|
|
||||||
def _apikey(self, require=True):
|
def _apikey(self, require=True):
|
||||||
key = os.getenv(self.API_KEY_NAME)
|
key_name = "ALPHAVANTAGE_API_KEY"
|
||||||
|
key = os.getenv(key_name)
|
||||||
if require and not key:
|
if require and not key:
|
||||||
generic_key = f"pricehist_{__version__}"
|
raise exceptions.CredentialsError([key_name], self)
|
||||||
logging.debug(
|
|
||||||
f"{self.API_KEY_NAME} not set. "
|
|
||||||
f"Defaulting to generic key '{generic_key}'."
|
|
||||||
)
|
|
||||||
return generic_key
|
|
||||||
return key
|
return key
|
||||||
|
|
||||||
def _raise_for_generic_errors(self, data):
|
def _physical_symbols(self) -> list[(str, str)]:
|
||||||
if type(data) is dict:
|
|
||||||
if "Information" in data and "daily rate limits" in data["Information"]:
|
|
||||||
raise exceptions.RateLimit(data["Information"])
|
|
||||||
if (
|
|
||||||
"Information" in data
|
|
||||||
and "unlock" in data["Information"]
|
|
||||||
and "premium" in data["Information"]
|
|
||||||
):
|
|
||||||
msg = "You were denied access to a premium endpoint."
|
|
||||||
raise exceptions.CredentialsError([self.API_KEY_NAME], self, msg)
|
|
||||||
if "Error Message" in data and "apikey " in data["Error Message"]:
|
|
||||||
raise exceptions.CredentialsError([self.API_KEY_NAME], self)
|
|
||||||
|
|
||||||
def _physical_symbols(self) -> List[Tuple[str, str]]:
|
|
||||||
url = "https://www.alphavantage.co/physical_currency_list/"
|
url = "https://www.alphavantage.co/physical_currency_list/"
|
||||||
return self._get_symbols(url, "Physical: ")
|
return self._get_symbols(url, "Physical: ")
|
||||||
|
|
||||||
def _digital_symbols(self) -> List[Tuple[str, str]]:
|
def _digital_symbols(self) -> list[(str, str)]:
|
||||||
url = "https://www.alphavantage.co/digital_currency_list/"
|
url = "https://www.alphavantage.co/digital_currency_list/"
|
||||||
return self._get_symbols(url, "Digital: ")
|
return self._get_symbols(url, "Digital: ")
|
||||||
|
|
||||||
def _get_symbols(self, url, prefix) -> List[Tuple[str, str]]:
|
def _get_symbols(self, url, prefix) -> list[(str, str)]:
|
||||||
try:
|
try:
|
||||||
response = self.log_curl(requests.get(url))
|
response = self.log_curl(requests.get(url))
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
|
|
|
||||||
|
|
@ -1,118 +0,0 @@
|
||||||
import dataclasses
|
|
||||||
import json
|
|
||||||
from decimal import Decimal
|
|
||||||
|
|
||||||
import requests
|
|
||||||
|
|
||||||
from pricehist import exceptions
|
|
||||||
from pricehist.price import Price
|
|
||||||
|
|
||||||
from .basesource import BaseSource
|
|
||||||
|
|
||||||
|
|
||||||
class BankOfCanada(BaseSource):
|
|
||||||
def id(self):
|
|
||||||
return "bankofcanada"
|
|
||||||
|
|
||||||
def name(self):
|
|
||||||
return "Bank of Canada"
|
|
||||||
|
|
||||||
def description(self):
|
|
||||||
return "Daily exchange rates of the Canadian dollar from the Bank of Canada"
|
|
||||||
|
|
||||||
def source_url(self):
|
|
||||||
return "https://www.bankofcanada.ca/valet/docs"
|
|
||||||
|
|
||||||
def start(self):
|
|
||||||
return "2017-01-03"
|
|
||||||
|
|
||||||
def types(self):
|
|
||||||
return ["default"]
|
|
||||||
|
|
||||||
def notes(self):
|
|
||||||
return (
|
|
||||||
"Currently, only daily exchange rates are supported. They are "
|
|
||||||
"published once each business day by 16:30 ET. "
|
|
||||||
"All Bank of Canada exchange rates are indicative rates only.\n"
|
|
||||||
"To request support for other data provided by the "
|
|
||||||
"Bank of Canada Valet Web Services, please open an "
|
|
||||||
"issue in pricehist's Gitlab project. "
|
|
||||||
)
|
|
||||||
|
|
||||||
def symbols(self):
|
|
||||||
url = "https://www.bankofcanada.ca/valet/lists/series/json"
|
|
||||||
|
|
||||||
try:
|
|
||||||
response = self.log_curl(requests.get(url))
|
|
||||||
except Exception as e:
|
|
||||||
raise exceptions.RequestError(str(e)) from e
|
|
||||||
|
|
||||||
try:
|
|
||||||
response.raise_for_status()
|
|
||||||
except Exception as e:
|
|
||||||
raise exceptions.BadResponse(str(e)) from e
|
|
||||||
|
|
||||||
try:
|
|
||||||
data = json.loads(response.content)
|
|
||||||
series_names = data["series"].keys()
|
|
||||||
fx_series_names = [
|
|
||||||
n for n in series_names if len(n) == 8 and n[0:2] == "FX"
|
|
||||||
]
|
|
||||||
results = [
|
|
||||||
(f"{n[2:5]}/{n[5:9]}", data["series"][n]["description"])
|
|
||||||
for n in sorted(fx_series_names)
|
|
||||||
]
|
|
||||||
|
|
||||||
except Exception as e:
|
|
||||||
raise exceptions.ResponseParsingError(str(e)) from e
|
|
||||||
|
|
||||||
if not results:
|
|
||||||
raise exceptions.ResponseParsingError("Expected data not found")
|
|
||||||
else:
|
|
||||||
return results
|
|
||||||
|
|
||||||
def fetch(self, series):
|
|
||||||
if len(series.base) != 3 or len(series.quote) != 3:
|
|
||||||
raise exceptions.InvalidPair(series.base, series.quote, self)
|
|
||||||
|
|
||||||
series_name = f"FX{series.base}{series.quote}"
|
|
||||||
data = self._data(series, series_name)
|
|
||||||
|
|
||||||
prices = []
|
|
||||||
for o in data.get("observations", []):
|
|
||||||
prices.append(Price(o["d"], Decimal(o[series_name]["v"])))
|
|
||||||
|
|
||||||
return dataclasses.replace(series, prices=prices)
|
|
||||||
|
|
||||||
def _data(self, series, series_name):
|
|
||||||
url = f"https://www.bankofcanada.ca/valet/observations/{series_name}/json"
|
|
||||||
params = {
|
|
||||||
"start_date": series.start,
|
|
||||||
"end_date": series.end,
|
|
||||||
"order_dir": "asc",
|
|
||||||
}
|
|
||||||
|
|
||||||
try:
|
|
||||||
response = self.log_curl(requests.get(url, params=params))
|
|
||||||
except Exception as e:
|
|
||||||
raise exceptions.RequestError(str(e)) from e
|
|
||||||
|
|
||||||
code = response.status_code
|
|
||||||
text = response.text
|
|
||||||
|
|
||||||
try:
|
|
||||||
result = json.loads(response.content)
|
|
||||||
except Exception as e:
|
|
||||||
raise exceptions.ResponseParsingError(str(e)) from e
|
|
||||||
|
|
||||||
if code == 404 and "not found" in text:
|
|
||||||
raise exceptions.InvalidPair(series.base, series.quote, self)
|
|
||||||
elif code == 400 and "End date must be greater than the Start date" in text:
|
|
||||||
raise exceptions.BadResponse(result["message"])
|
|
||||||
else:
|
|
||||||
try:
|
|
||||||
response.raise_for_status()
|
|
||||||
except Exception as e:
|
|
||||||
raise exceptions.BadResponse(str(e)) from e
|
|
||||||
|
|
||||||
return result
|
|
||||||
|
|
@ -1,7 +1,6 @@
|
||||||
import logging
|
import logging
|
||||||
from abc import ABC, abstractmethod
|
from abc import ABC, abstractmethod
|
||||||
from textwrap import TextWrapper
|
from textwrap import TextWrapper
|
||||||
from typing import List, Tuple
|
|
||||||
|
|
||||||
import curlify
|
import curlify
|
||||||
|
|
||||||
|
|
@ -31,7 +30,7 @@ class BaseSource(ABC):
|
||||||
pass # pragma: nocover
|
pass # pragma: nocover
|
||||||
|
|
||||||
@abstractmethod
|
@abstractmethod
|
||||||
def types(self) -> List[str]:
|
def types(self) -> list[str]:
|
||||||
pass # pragma: nocover
|
pass # pragma: nocover
|
||||||
|
|
||||||
@abstractmethod
|
@abstractmethod
|
||||||
|
|
@ -42,10 +41,10 @@ class BaseSource(ABC):
|
||||||
return str.upper()
|
return str.upper()
|
||||||
|
|
||||||
@abstractmethod
|
@abstractmethod
|
||||||
def symbols(self) -> List[Tuple[str, str]]:
|
def symbols(self) -> list[(str, str)]:
|
||||||
pass # pragma: nocover
|
pass # pragma: nocover
|
||||||
|
|
||||||
def search(self, query) -> List[Tuple[str, str]]:
|
def search(self, query) -> list[(str, str)]:
|
||||||
pass # pragma: nocover
|
pass # pragma: nocover
|
||||||
|
|
||||||
@abstractmethod
|
@abstractmethod
|
||||||
|
|
|
||||||
|
|
@ -1,164 +0,0 @@
|
||||||
import dataclasses
|
|
||||||
import json
|
|
||||||
from datetime import datetime, timedelta, timezone
|
|
||||||
from decimal import Decimal
|
|
||||||
|
|
||||||
import requests
|
|
||||||
|
|
||||||
from pricehist import exceptions
|
|
||||||
from pricehist.price import Price
|
|
||||||
|
|
||||||
from .basesource import BaseSource
|
|
||||||
|
|
||||||
|
|
||||||
class CoinbasePro(BaseSource):
|
|
||||||
def id(self):
|
|
||||||
return "coinbasepro"
|
|
||||||
|
|
||||||
def name(self):
|
|
||||||
return "Coinbase Pro"
|
|
||||||
|
|
||||||
def description(self):
|
|
||||||
return "The Coinbase Pro feed API provides market data to the public."
|
|
||||||
|
|
||||||
def source_url(self):
|
|
||||||
return "https://docs.pro.coinbase.com/"
|
|
||||||
|
|
||||||
def start(self):
|
|
||||||
return "2015-07-20"
|
|
||||||
|
|
||||||
def types(self):
|
|
||||||
return ["mid", "open", "high", "low", "close"]
|
|
||||||
|
|
||||||
def notes(self):
|
|
||||||
return (
|
|
||||||
"This source uses Coinbase's Pro APIs, not the v2 API.\n"
|
|
||||||
"No key or other authentication is requried because it only uses "
|
|
||||||
"the feed APIs that provide market data and are public."
|
|
||||||
)
|
|
||||||
|
|
||||||
def symbols(self):
|
|
||||||
products_url = "https://api.pro.coinbase.com/products"
|
|
||||||
currencies_url = "https://api.pro.coinbase.com/currencies"
|
|
||||||
|
|
||||||
try:
|
|
||||||
products_response = self.log_curl(requests.get(products_url))
|
|
||||||
currencies_response = self.log_curl(requests.get(currencies_url))
|
|
||||||
except Exception as e:
|
|
||||||
raise exceptions.RequestError(str(e)) from e
|
|
||||||
|
|
||||||
try:
|
|
||||||
products_response.raise_for_status()
|
|
||||||
currencies_response.raise_for_status()
|
|
||||||
except Exception as e:
|
|
||||||
raise exceptions.BadResponse(str(e)) from e
|
|
||||||
|
|
||||||
try:
|
|
||||||
products_data = json.loads(products_response.content)
|
|
||||||
currencies_data = json.loads(currencies_response.content)
|
|
||||||
currencies = {c["id"]: c for c in currencies_data}
|
|
||||||
|
|
||||||
results = []
|
|
||||||
for i in sorted(products_data, key=lambda i: i["id"]):
|
|
||||||
base = i["base_currency"]
|
|
||||||
quote = i["quote_currency"]
|
|
||||||
base_name = currencies[base]["name"] if currencies[base] else base
|
|
||||||
quote_name = currencies[quote]["name"] if currencies[quote] else quote
|
|
||||||
results.append((f"{base}/{quote}", f"{base_name} against {quote_name}"))
|
|
||||||
|
|
||||||
except Exception as e:
|
|
||||||
raise exceptions.ResponseParsingError(str(e)) from e
|
|
||||||
|
|
||||||
if not results:
|
|
||||||
raise exceptions.ResponseParsingError("Expected data not found")
|
|
||||||
else:
|
|
||||||
return results
|
|
||||||
|
|
||||||
def fetch(self, series):
|
|
||||||
data = []
|
|
||||||
for seg_start, seg_end in self._segments(series.start, series.end):
|
|
||||||
data.extend(self._data(series.base, series.quote, seg_start, seg_end))
|
|
||||||
|
|
||||||
prices = []
|
|
||||||
for item in data:
|
|
||||||
prices.append(Price(item["date"], self._amount(item, series.type)))
|
|
||||||
|
|
||||||
return dataclasses.replace(series, prices=prices)
|
|
||||||
|
|
||||||
def _segments(self, start, end, length=290):
|
|
||||||
start = datetime.fromisoformat(start).date()
|
|
||||||
end = max(datetime.fromisoformat(end).date(), start)
|
|
||||||
|
|
||||||
segments = []
|
|
||||||
seg_start = start
|
|
||||||
while seg_start <= end:
|
|
||||||
seg_end = min(seg_start + timedelta(days=length - 1), end)
|
|
||||||
segments.append((seg_start.isoformat(), seg_end.isoformat()))
|
|
||||||
seg_start = seg_end + timedelta(days=1)
|
|
||||||
|
|
||||||
return segments
|
|
||||||
|
|
||||||
def _data(self, base, quote, start, end):
|
|
||||||
product = f"{base}-{quote}"
|
|
||||||
url = f"https://api.pro.coinbase.com/products/{product}/candles"
|
|
||||||
params = {
|
|
||||||
"start": start,
|
|
||||||
"end": end,
|
|
||||||
"granularity": "86400",
|
|
||||||
}
|
|
||||||
|
|
||||||
try:
|
|
||||||
response = self.log_curl(requests.get(url, params=params))
|
|
||||||
except Exception as e:
|
|
||||||
raise exceptions.RequestError(str(e)) from e
|
|
||||||
|
|
||||||
code = response.status_code
|
|
||||||
text = response.text
|
|
||||||
if code == 400 and "aggregations requested exceeds" in text:
|
|
||||||
raise exceptions.BadResponse("Too many data points requested.")
|
|
||||||
elif code == 400 and "start must be before end" in text:
|
|
||||||
raise exceptions.BadResponse("The end can't preceed the start.")
|
|
||||||
elif code == 400 and "is too old" in text:
|
|
||||||
raise exceptions.BadResponse("The requested interval is too early.")
|
|
||||||
elif code == 404 and "NotFound" in text:
|
|
||||||
raise exceptions.InvalidPair(base, quote, self)
|
|
||||||
elif code == 429:
|
|
||||||
raise exceptions.RateLimit(
|
|
||||||
"The rate limit has been exceeded. For more information see "
|
|
||||||
"https://docs.pro.coinbase.com/#rate-limit."
|
|
||||||
)
|
|
||||||
else:
|
|
||||||
try:
|
|
||||||
response.raise_for_status()
|
|
||||||
except Exception as e:
|
|
||||||
raise exceptions.BadResponse(str(e)) from e
|
|
||||||
|
|
||||||
try:
|
|
||||||
result = reversed(
|
|
||||||
[
|
|
||||||
{
|
|
||||||
"date": self._ts_to_date(candle[0]),
|
|
||||||
"low": candle[1],
|
|
||||||
"high": candle[2],
|
|
||||||
"open": candle[3],
|
|
||||||
"close": candle[4],
|
|
||||||
}
|
|
||||||
for candle in json.loads(response.content)
|
|
||||||
if start <= self._ts_to_date(candle[0]) <= end
|
|
||||||
]
|
|
||||||
)
|
|
||||||
except Exception as e:
|
|
||||||
raise exceptions.ResponseParsingError(str(e)) from e
|
|
||||||
|
|
||||||
return result
|
|
||||||
|
|
||||||
def _ts_to_date(self, ts):
|
|
||||||
return datetime.fromtimestamp(ts, tz=timezone.utc).date().isoformat()
|
|
||||||
|
|
||||||
def _amount(self, item, type):
|
|
||||||
if type in ["mid"]:
|
|
||||||
high = Decimal(str(item["high"]))
|
|
||||||
low = Decimal(str(item["low"]))
|
|
||||||
return sum([high, low]) / 2
|
|
||||||
else:
|
|
||||||
return Decimal(str(item[type]))
|
|
||||||
|
|
@ -1,6 +1,5 @@
|
||||||
import dataclasses
|
import dataclasses
|
||||||
import json
|
import json
|
||||||
import logging
|
|
||||||
from decimal import Decimal
|
from decimal import Decimal
|
||||||
|
|
||||||
import requests
|
import requests
|
||||||
|
|
@ -20,9 +19,7 @@ class CoinDesk(BaseSource):
|
||||||
|
|
||||||
def description(self):
|
def description(self):
|
||||||
return (
|
return (
|
||||||
"WARNING: This source is deprecated. Data stops at 2022-07-10.\n"
|
"An average of Bitcoin prices across leading global exchanges. \n"
|
||||||
"The documentation URL now redirects to the main page.\n"
|
|
||||||
"An average of Bitcoin prices across leading global exchanges.\n"
|
|
||||||
"Powered by CoinDesk, https://www.coindesk.com/price/bitcoin"
|
"Powered by CoinDesk, https://www.coindesk.com/price/bitcoin"
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
@ -67,8 +64,6 @@ class CoinDesk(BaseSource):
|
||||||
return results
|
return results
|
||||||
|
|
||||||
def fetch(self, series):
|
def fetch(self, series):
|
||||||
logging.warning("This source is deprecated. Data stops at 2022-07-10.")
|
|
||||||
|
|
||||||
if series.base != "BTC" or series.quote in ["BTC", "XBT"]:
|
if series.base != "BTC" or series.quote in ["BTC", "XBT"]:
|
||||||
# BTC is the only valid base.
|
# BTC is the only valid base.
|
||||||
# BTC as the quote will return BTC/USD, which we don't want.
|
# BTC as the quote will return BTC/USD, which we don't want.
|
||||||
|
|
|
||||||
|
|
@ -2,7 +2,6 @@ import dataclasses
|
||||||
import json
|
import json
|
||||||
from datetime import datetime, timezone
|
from datetime import datetime, timezone
|
||||||
from decimal import Decimal
|
from decimal import Decimal
|
||||||
from functools import lru_cache
|
|
||||||
|
|
||||||
import requests
|
import requests
|
||||||
|
|
||||||
|
|
@ -33,16 +32,13 @@ class CoinMarketCap(BaseSource):
|
||||||
|
|
||||||
def notes(self):
|
def notes(self):
|
||||||
return (
|
return (
|
||||||
"This source makes unoffical use of endpoints that power "
|
"This source makes unoffical use of endpoints that power CoinMarketCap's "
|
||||||
"CoinMarketCap's public web interface.\n"
|
"public web interface. The price data comes from a public equivalent of "
|
||||||
"CoinMarketCap currency symbols are not necessarily unique. "
|
"the OHLCV Historical endpoint found in CoinMarketCap's official API.\n"
|
||||||
"Each symbol you give will be coverted an ID by checking fiat and "
|
"CoinMarketCap currency symbols are not necessarily unique, so it "
|
||||||
"metals first, then crypto by CoinMarketCap rank. "
|
"is recommended that you use IDs, which can be listed via the "
|
||||||
"The symbol data is hard-coded for fiat and metals, but fetched "
|
"--symbols option. For example, 'ETH/BTC' is 'id=1027/id=1'. The "
|
||||||
"live for crypto.\n"
|
"corresponding symbols will be used in output."
|
||||||
"You can directly use IDs, which can be listed via the --symbols "
|
|
||||||
"option. For example, 'ETH/BTC' is 'id=1027/id=1'. "
|
|
||||||
"The corresponding symbols will be used in output, when available."
|
|
||||||
)
|
)
|
||||||
|
|
||||||
def symbols(self):
|
def symbols(self):
|
||||||
|
|
@ -59,9 +55,8 @@ class CoinMarketCap(BaseSource):
|
||||||
|
|
||||||
prices = []
|
prices = []
|
||||||
for item in data.get("quotes", []):
|
for item in data.get("quotes", []):
|
||||||
d = item["timeOpen"][0:10]
|
d = item["time_open"][0:10]
|
||||||
amount = self._amount(item["quote"], series.type)
|
amount = self._amount(next(iter(item["quote"].values())), series.type)
|
||||||
if amount is not None:
|
|
||||||
prices.append(Price(d, amount))
|
prices.append(Price(d, amount))
|
||||||
|
|
||||||
output_base, output_quote = self._output_pair(series.base, series.quote, data)
|
output_base, output_quote = self._output_pair(series.base, series.quote, data)
|
||||||
|
|
@ -71,21 +66,21 @@ class CoinMarketCap(BaseSource):
|
||||||
)
|
)
|
||||||
|
|
||||||
def _data(self, series):
|
def _data(self, series):
|
||||||
url = "https://api.coinmarketcap.com/data-api/v3.1/cryptocurrency/historical"
|
url = "https://web-api.coinmarketcap.com/v1/cryptocurrency/ohlcv/historical"
|
||||||
|
|
||||||
params = {}
|
params = {}
|
||||||
|
|
||||||
if series.base.startswith("ID="):
|
if series.base.startswith("ID="):
|
||||||
params["id"] = series.base[3:]
|
params["id"] = series.base[3:]
|
||||||
else:
|
else:
|
||||||
params["id"] = self._id_from_symbol(series.base, series)
|
params["symbol"] = series.base
|
||||||
|
|
||||||
if series.quote.startswith("ID="):
|
if series.quote.startswith("ID="):
|
||||||
params["convertId"] = series.quote[3:]
|
params["convert_id"] = series.quote[3:]
|
||||||
else:
|
else:
|
||||||
params["convertId"] = self._id_from_symbol(series.quote, series)
|
params["convert"] = series.quote
|
||||||
|
|
||||||
params["timeStart"] = int(
|
params["time_start"] = int(
|
||||||
int(
|
int(
|
||||||
datetime.strptime(series.start, "%Y-%m-%d")
|
datetime.strptime(series.start, "%Y-%m-%d")
|
||||||
.replace(tzinfo=timezone.utc)
|
.replace(tzinfo=timezone.utc)
|
||||||
|
|
@ -94,14 +89,12 @@ class CoinMarketCap(BaseSource):
|
||||||
- 24 * 60 * 60
|
- 24 * 60 * 60
|
||||||
# Start one period earlier since the start is exclusive.
|
# Start one period earlier since the start is exclusive.
|
||||||
)
|
)
|
||||||
params["timeEnd"] = int(
|
params["time_end"] = int(
|
||||||
datetime.strptime(series.end, "%Y-%m-%d")
|
datetime.strptime(series.end, "%Y-%m-%d")
|
||||||
.replace(tzinfo=timezone.utc)
|
.replace(tzinfo=timezone.utc)
|
||||||
.timestamp()
|
.timestamp()
|
||||||
) # Don't round up since it's inclusive of the period covering the end time.
|
) # Don't round up since it's inclusive of the period covering the end time.
|
||||||
|
|
||||||
params["interval"] = "daily"
|
|
||||||
|
|
||||||
try:
|
try:
|
||||||
response = self.log_curl(requests.get(url, params=params))
|
response = self.log_curl(requests.get(url, params=params))
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
|
|
@ -120,6 +113,26 @@ class CoinMarketCap(BaseSource):
|
||||||
series.base, series.quote, self, "Bad quote ID."
|
series.base, series.quote, self, "Bad quote ID."
|
||||||
)
|
)
|
||||||
|
|
||||||
|
elif code == 400 and 'Invalid value for \\"convert\\"' in text:
|
||||||
|
raise exceptions.InvalidPair(
|
||||||
|
series.base, series.quote, self, "Bad quote symbol."
|
||||||
|
)
|
||||||
|
|
||||||
|
elif code == 400 and "must be older than" in text:
|
||||||
|
if series.start <= series.end:
|
||||||
|
raise exceptions.BadResponse("The start date must be in the past.")
|
||||||
|
else:
|
||||||
|
raise exceptions.BadResponse(
|
||||||
|
"The start date must preceed or match the end date."
|
||||||
|
)
|
||||||
|
|
||||||
|
elif (
|
||||||
|
code == 400
|
||||||
|
and "must be a valid ISO 8601 timestamp or unix time" in text
|
||||||
|
and series.start < "2001-09-11"
|
||||||
|
):
|
||||||
|
raise exceptions.BadResponse("The start date can't preceed 2001-09-11.")
|
||||||
|
|
||||||
try:
|
try:
|
||||||
response.raise_for_status()
|
response.raise_for_status()
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
|
|
@ -130,18 +143,7 @@ class CoinMarketCap(BaseSource):
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
raise exceptions.ResponseParsingError(str(e)) from e
|
raise exceptions.ResponseParsingError(str(e)) from e
|
||||||
|
|
||||||
if (
|
if type(parsed) != dict or "data" not in parsed:
|
||||||
"status" in parsed
|
|
||||||
and "error_code" in parsed["status"]
|
|
||||||
and parsed["status"]["error_code"] == "500"
|
|
||||||
and "The system is busy" in parsed["status"]["error_message"]
|
|
||||||
):
|
|
||||||
raise exceptions.BadResponse(
|
|
||||||
"The server indicated a general error. "
|
|
||||||
"There may be problem with your request."
|
|
||||||
)
|
|
||||||
|
|
||||||
if type(parsed) is not dict or "data" not in parsed:
|
|
||||||
raise exceptions.ResponseParsingError("Unexpected content.")
|
raise exceptions.ResponseParsingError("Unexpected content.")
|
||||||
|
|
||||||
elif len(parsed["data"]) == 0:
|
elif len(parsed["data"]) == 0:
|
||||||
|
|
@ -153,154 +155,39 @@ class CoinMarketCap(BaseSource):
|
||||||
return parsed["data"]
|
return parsed["data"]
|
||||||
|
|
||||||
def _amount(self, data, type):
|
def _amount(self, data, type):
|
||||||
if type in ["mid"] and data["high"] is not None and data["low"] is not None:
|
if type in ["mid"]:
|
||||||
high = Decimal(str(data["high"]))
|
high = Decimal(str(data["high"]))
|
||||||
low = Decimal(str(data["low"]))
|
low = Decimal(str(data["low"]))
|
||||||
return sum([high, low]) / 2
|
return sum([high, low]) / 2
|
||||||
elif type in data and data[type] is not None:
|
|
||||||
return Decimal(str(data[type]))
|
|
||||||
else:
|
else:
|
||||||
return None
|
return Decimal(str(data[type]))
|
||||||
|
|
||||||
def _output_pair(self, base, quote, data):
|
def _output_pair(self, base, quote, data):
|
||||||
data_base = data["symbol"]
|
data_base = data["symbol"]
|
||||||
|
|
||||||
symbols = {i["id"]: (i["symbol"] or i["code"]) for i in self._symbol_data()}
|
|
||||||
|
|
||||||
data_quote = None
|
data_quote = None
|
||||||
if len(data["quotes"]) > 0:
|
if len(data["quotes"]) > 0:
|
||||||
data_quote = symbols[int(data["quotes"][0]["quote"]["name"])]
|
data_quote = next(iter(data["quotes"][0]["quote"].keys()))
|
||||||
|
|
||||||
lookup_quote = None
|
lookup_quote = None
|
||||||
if quote.startswith("ID="):
|
if quote.startswith("ID="):
|
||||||
|
symbols = {i["id"]: (i["symbol"] or i["code"]) for i in self._symbol_data()}
|
||||||
lookup_quote = symbols[int(quote[3:])]
|
lookup_quote = symbols[int(quote[3:])]
|
||||||
|
|
||||||
output_base = data_base
|
output_base = data_base
|
||||||
output_quote = data_quote or lookup_quote or quote
|
output_quote = lookup_quote or data_quote or quote
|
||||||
|
|
||||||
return (output_base, output_quote)
|
return (output_base, output_quote)
|
||||||
|
|
||||||
def _id_from_symbol(self, symbol, series):
|
|
||||||
for i in self._symbol_data():
|
|
||||||
if i["symbol"] == symbol:
|
|
||||||
return i["id"]
|
|
||||||
raise exceptions.InvalidPair(
|
|
||||||
series.base, series.quote, self, f"Invalid symbol '{symbol}'."
|
|
||||||
)
|
|
||||||
|
|
||||||
@lru_cache(maxsize=1)
|
|
||||||
def _symbol_data(self):
|
def _symbol_data(self):
|
||||||
|
base_url = "https://web-api.coinmarketcap.com/v1/"
|
||||||
base_url = "https://api.coinmarketcap.com/data-api/v1/"
|
fiat_url = f"{base_url}fiat/map?include_metals=true"
|
||||||
crypto_url = f"{base_url}cryptocurrency/map?sort=cmc_rank"
|
crypto_url = f"{base_url}cryptocurrency/map?sort=cmc_rank"
|
||||||
|
|
||||||
|
fiat = self._get_json_data(fiat_url)
|
||||||
crypto = self._get_json_data(crypto_url)
|
crypto = self._get_json_data(crypto_url)
|
||||||
|
|
||||||
# fmt: off
|
return crypto + fiat
|
||||||
fiat = [
|
|
||||||
{"id": 2781, "symbol": "USD", "name": "United States Dollar"},
|
|
||||||
{"id": 3526, "symbol": "ALL", "name": "Albanian Lek"},
|
|
||||||
{"id": 3537, "symbol": "DZD", "name": "Algerian Dinar"},
|
|
||||||
{"id": 2821, "symbol": "ARS", "name": "Argentine Peso"},
|
|
||||||
{"id": 3527, "symbol": "AMD", "name": "Armenian Dram"},
|
|
||||||
{"id": 2782, "symbol": "AUD", "name": "Australian Dollar"},
|
|
||||||
{"id": 3528, "symbol": "AZN", "name": "Azerbaijani Manat"},
|
|
||||||
{"id": 3531, "symbol": "BHD", "name": "Bahraini Dinar"},
|
|
||||||
{"id": 3530, "symbol": "BDT", "name": "Bangladeshi Taka"},
|
|
||||||
{"id": 3533, "symbol": "BYN", "name": "Belarusian Ruble"},
|
|
||||||
{"id": 3532, "symbol": "BMD", "name": "Bermudan Dollar"},
|
|
||||||
{"id": 2832, "symbol": "BOB", "name": "Bolivian Boliviano"},
|
|
||||||
{"id": 3529, "symbol": "BAM", "name": "Bosnia-Herzegovina Convertible Mark"}, # noqa: E501
|
|
||||||
{"id": 2783, "symbol": "BRL", "name": "Brazilian Real"},
|
|
||||||
{"id": 2814, "symbol": "BGN", "name": "Bulgarian Lev"},
|
|
||||||
{"id": 3549, "symbol": "KHR", "name": "Cambodian Riel"},
|
|
||||||
{"id": 2784, "symbol": "CAD", "name": "Canadian Dollar"},
|
|
||||||
{"id": 2786, "symbol": "CLP", "name": "Chilean Peso"},
|
|
||||||
{"id": 2787, "symbol": "CNY", "name": "Chinese Yuan"},
|
|
||||||
{"id": 2820, "symbol": "COP", "name": "Colombian Peso"},
|
|
||||||
{"id": 3534, "symbol": "CRC", "name": "Costa Rican Colón"},
|
|
||||||
{"id": 2815, "symbol": "HRK", "name": "Croatian Kuna"},
|
|
||||||
{"id": 3535, "symbol": "CUP", "name": "Cuban Peso"},
|
|
||||||
{"id": 2788, "symbol": "CZK", "name": "Czech Koruna"},
|
|
||||||
{"id": 2789, "symbol": "DKK", "name": "Danish Krone"},
|
|
||||||
{"id": 3536, "symbol": "DOP", "name": "Dominican Peso"},
|
|
||||||
{"id": 3538, "symbol": "EGP", "name": "Egyptian Pound"},
|
|
||||||
{"id": 2790, "symbol": "EUR", "name": "Euro"},
|
|
||||||
{"id": 3539, "symbol": "GEL", "name": "Georgian Lari"},
|
|
||||||
{"id": 3540, "symbol": "GHS", "name": "Ghanaian Cedi"},
|
|
||||||
{"id": 3541, "symbol": "GTQ", "name": "Guatemalan Quetzal"},
|
|
||||||
{"id": 3542, "symbol": "HNL", "name": "Honduran Lempira"},
|
|
||||||
{"id": 2792, "symbol": "HKD", "name": "Hong Kong Dollar"},
|
|
||||||
{"id": 2793, "symbol": "HUF", "name": "Hungarian Forint"},
|
|
||||||
{"id": 2818, "symbol": "ISK", "name": "Icelandic Króna"},
|
|
||||||
{"id": 2796, "symbol": "INR", "name": "Indian Rupee"},
|
|
||||||
{"id": 2794, "symbol": "IDR", "name": "Indonesian Rupiah"},
|
|
||||||
{"id": 3544, "symbol": "IRR", "name": "Iranian Rial"},
|
|
||||||
{"id": 3543, "symbol": "IQD", "name": "Iraqi Dinar"},
|
|
||||||
{"id": 2795, "symbol": "ILS", "name": "Israeli New Shekel"},
|
|
||||||
{"id": 3545, "symbol": "JMD", "name": "Jamaican Dollar"},
|
|
||||||
{"id": 2797, "symbol": "JPY", "name": "Japanese Yen"},
|
|
||||||
{"id": 3546, "symbol": "JOD", "name": "Jordanian Dinar"},
|
|
||||||
{"id": 3551, "symbol": "KZT", "name": "Kazakhstani Tenge"},
|
|
||||||
{"id": 3547, "symbol": "KES", "name": "Kenyan Shilling"},
|
|
||||||
{"id": 3550, "symbol": "KWD", "name": "Kuwaiti Dinar"},
|
|
||||||
{"id": 3548, "symbol": "KGS", "name": "Kyrgystani Som"},
|
|
||||||
{"id": 3552, "symbol": "LBP", "name": "Lebanese Pound"},
|
|
||||||
{"id": 3556, "symbol": "MKD", "name": "Macedonian Denar"},
|
|
||||||
{"id": 2800, "symbol": "MYR", "name": "Malaysian Ringgit"},
|
|
||||||
{"id": 2816, "symbol": "MUR", "name": "Mauritian Rupee"},
|
|
||||||
{"id": 2799, "symbol": "MXN", "name": "Mexican Peso"},
|
|
||||||
{"id": 3555, "symbol": "MDL", "name": "Moldovan Leu"},
|
|
||||||
{"id": 3558, "symbol": "MNT", "name": "Mongolian Tugrik"},
|
|
||||||
{"id": 3554, "symbol": "MAD", "name": "Moroccan Dirham"},
|
|
||||||
{"id": 3557, "symbol": "MMK", "name": "Myanma Kyat"},
|
|
||||||
{"id": 3559, "symbol": "NAD", "name": "Namibian Dollar"},
|
|
||||||
{"id": 3561, "symbol": "NPR", "name": "Nepalese Rupee"},
|
|
||||||
{"id": 2811, "symbol": "TWD", "name": "New Taiwan Dollar"},
|
|
||||||
{"id": 2802, "symbol": "NZD", "name": "New Zealand Dollar"},
|
|
||||||
{"id": 3560, "symbol": "NIO", "name": "Nicaraguan Córdoba"},
|
|
||||||
{"id": 2819, "symbol": "NGN", "name": "Nigerian Naira"},
|
|
||||||
{"id": 2801, "symbol": "NOK", "name": "Norwegian Krone"},
|
|
||||||
{"id": 3562, "symbol": "OMR", "name": "Omani Rial"},
|
|
||||||
{"id": 2804, "symbol": "PKR", "name": "Pakistani Rupee"},
|
|
||||||
{"id": 3563, "symbol": "PAB", "name": "Panamanian Balboa"},
|
|
||||||
{"id": 2822, "symbol": "PEN", "name": "Peruvian Sol"},
|
|
||||||
{"id": 2803, "symbol": "PHP", "name": "Philippine Peso"},
|
|
||||||
{"id": 2805, "symbol": "PLN", "name": "Polish Złoty"},
|
|
||||||
{"id": 2791, "symbol": "GBP", "name": "Pound Sterling"},
|
|
||||||
{"id": 3564, "symbol": "QAR", "name": "Qatari Rial"},
|
|
||||||
{"id": 2817, "symbol": "RON", "name": "Romanian Leu"},
|
|
||||||
{"id": 2806, "symbol": "RUB", "name": "Russian Ruble"},
|
|
||||||
{"id": 3566, "symbol": "SAR", "name": "Saudi Riyal"},
|
|
||||||
{"id": 3565, "symbol": "RSD", "name": "Serbian Dinar"},
|
|
||||||
{"id": 2808, "symbol": "SGD", "name": "Singapore Dollar"},
|
|
||||||
{"id": 2812, "symbol": "ZAR", "name": "South African Rand"},
|
|
||||||
{"id": 2798, "symbol": "KRW", "name": "South Korean Won"},
|
|
||||||
{"id": 3567, "symbol": "SSP", "name": "South Sudanese Pound"},
|
|
||||||
{"id": 3573, "symbol": "VES", "name": "Sovereign Bolivar"},
|
|
||||||
{"id": 3553, "symbol": "LKR", "name": "Sri Lankan Rupee"},
|
|
||||||
{"id": 2807, "symbol": "SEK", "name": "Swedish Krona"},
|
|
||||||
{"id": 2785, "symbol": "CHF", "name": "Swiss Franc"},
|
|
||||||
{"id": 2809, "symbol": "THB", "name": "Thai Baht"},
|
|
||||||
{"id": 3569, "symbol": "TTD", "name": "Trinidad and Tobago Dollar"},
|
|
||||||
{"id": 3568, "symbol": "TND", "name": "Tunisian Dinar"},
|
|
||||||
{"id": 2810, "symbol": "TRY", "name": "Turkish Lira"},
|
|
||||||
{"id": 3570, "symbol": "UGX", "name": "Ugandan Shilling"},
|
|
||||||
{"id": 2824, "symbol": "UAH", "name": "Ukrainian Hryvnia"},
|
|
||||||
{"id": 2813, "symbol": "AED", "name": "United Arab Emirates Dirham"},
|
|
||||||
{"id": 3571, "symbol": "UYU", "name": "Uruguayan Peso"},
|
|
||||||
{"id": 3572, "symbol": "UZS", "name": "Uzbekistan Som"},
|
|
||||||
{"id": 2823, "symbol": "VND", "name": "Vietnamese Dong"},
|
|
||||||
]
|
|
||||||
metals = [
|
|
||||||
{"id": 3575, "symbol": "XAU", "name": "Gold Troy Ounce"},
|
|
||||||
{"id": 3574, "symbol": "XAG", "name": "Silver Troy Ounce"},
|
|
||||||
{"id": 3577, "symbol": "XPT", "name": "Platinum Ounce"},
|
|
||||||
{"id": 3576, "symbol": "XPD", "name": "Palladium Ounce"},
|
|
||||||
]
|
|
||||||
# fmt: on
|
|
||||||
|
|
||||||
return fiat + metals + crypto
|
|
||||||
|
|
||||||
def _get_json_data(self, url, params={}):
|
def _get_json_data(self, url, params={}):
|
||||||
try:
|
try:
|
||||||
|
|
@ -318,7 +205,7 @@ class CoinMarketCap(BaseSource):
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
raise exceptions.ResponseParsingError(str(e)) from e
|
raise exceptions.ResponseParsingError(str(e)) from e
|
||||||
|
|
||||||
if type(parsed) is not dict or "data" not in parsed:
|
if type(parsed) != dict or "data" not in parsed:
|
||||||
raise exceptions.ResponseParsingError("Unexpected content.")
|
raise exceptions.ResponseParsingError("Unexpected content.")
|
||||||
|
|
||||||
elif len(parsed["data"]) == 0:
|
elif len(parsed["data"]) == 0:
|
||||||
|
|
|
||||||
|
|
@ -1,122 +0,0 @@
|
||||||
import dataclasses
|
|
||||||
import json
|
|
||||||
from decimal import Decimal
|
|
||||||
|
|
||||||
import requests
|
|
||||||
|
|
||||||
from pricehist import exceptions
|
|
||||||
from pricehist.price import Price
|
|
||||||
|
|
||||||
from .basesource import BaseSource
|
|
||||||
|
|
||||||
|
|
||||||
class ExchangeRateHost(BaseSource):
|
|
||||||
def id(self):
|
|
||||||
return "exchangeratehost"
|
|
||||||
|
|
||||||
def name(self):
|
|
||||||
return "exchangerate.host Exchange rates API"
|
|
||||||
|
|
||||||
def description(self):
|
|
||||||
return (
|
|
||||||
"Exchange rates API is a simple and lightweight free service for "
|
|
||||||
"current and historical foreign exchange rates & crypto exchange "
|
|
||||||
"rates."
|
|
||||||
)
|
|
||||||
|
|
||||||
def source_url(self):
|
|
||||||
return "https://exchangerate.host/"
|
|
||||||
|
|
||||||
def start(self):
|
|
||||||
return "1999-01-01"
|
|
||||||
|
|
||||||
def types(self):
|
|
||||||
return ["close"]
|
|
||||||
|
|
||||||
def notes(self):
|
|
||||||
return ""
|
|
||||||
|
|
||||||
def symbols(self):
|
|
||||||
url = "https://api.coindesk.com/v1/bpi/supported-currencies.json"
|
|
||||||
|
|
||||||
try:
|
|
||||||
response = self.log_curl(requests.get(url))
|
|
||||||
except Exception as e:
|
|
||||||
raise exceptions.RequestError(str(e)) from e
|
|
||||||
|
|
||||||
try:
|
|
||||||
response.raise_for_status()
|
|
||||||
except Exception as e:
|
|
||||||
raise exceptions.BadResponse(str(e)) from e
|
|
||||||
|
|
||||||
try:
|
|
||||||
data = json.loads(response.content)
|
|
||||||
relevant = [i for i in data if i["currency"] not in ["BTC", "XBT"]]
|
|
||||||
results = [
|
|
||||||
(f"BTC/{i['currency']}", f"Bitcoin against {i['country']}")
|
|
||||||
for i in sorted(relevant, key=lambda i: i["currency"])
|
|
||||||
]
|
|
||||||
except Exception as e:
|
|
||||||
raise exceptions.ResponseParsingError(str(e)) from e
|
|
||||||
|
|
||||||
if not results:
|
|
||||||
raise exceptions.ResponseParsingError("Expected data not found")
|
|
||||||
else:
|
|
||||||
return results
|
|
||||||
|
|
||||||
def fetch(self, series):
|
|
||||||
if series.base != "BTC" or series.quote in ["BTC", "XBT"]:
|
|
||||||
# BTC is the only valid base.
|
|
||||||
# BTC as the quote will return BTC/USD, which we don't want.
|
|
||||||
# XBT as the quote will fail with HTTP status 500.
|
|
||||||
raise exceptions.InvalidPair(series.base, series.quote, self)
|
|
||||||
|
|
||||||
data = self._data(series)
|
|
||||||
|
|
||||||
prices = []
|
|
||||||
for (d, v) in data.get("bpi", {}).items():
|
|
||||||
prices.append(Price(d, Decimal(str(v))))
|
|
||||||
|
|
||||||
return dataclasses.replace(series, prices=prices)
|
|
||||||
|
|
||||||
def _data(self, series):
|
|
||||||
url = "https://api.coindesk.com/v1/bpi/historical/close.json"
|
|
||||||
params = {
|
|
||||||
"currency": series.quote,
|
|
||||||
"start": series.start,
|
|
||||||
"end": series.end,
|
|
||||||
}
|
|
||||||
|
|
||||||
try:
|
|
||||||
response = self.log_curl(requests.get(url, params=params))
|
|
||||||
except Exception as e:
|
|
||||||
raise exceptions.RequestError(str(e)) from e
|
|
||||||
|
|
||||||
code = response.status_code
|
|
||||||
text = response.text
|
|
||||||
if code == 404 and "currency was not found" in text:
|
|
||||||
raise exceptions.InvalidPair(series.base, series.quote, self)
|
|
||||||
elif code == 404 and "only covers data from" in text:
|
|
||||||
raise exceptions.BadResponse(text)
|
|
||||||
elif code == 404 and "end date is before" in text and series.end < series.start:
|
|
||||||
raise exceptions.BadResponse("End date is before start date.")
|
|
||||||
elif code == 404 and "end date is before" in text:
|
|
||||||
raise exceptions.BadResponse("The start date must be in the past.")
|
|
||||||
elif code == 500 and "No results returned from database" in text:
|
|
||||||
raise exceptions.BadResponse(
|
|
||||||
"No results returned from database. This can happen when data "
|
|
||||||
"for a valid quote currency (e.g. CUP) doesn't go all the way "
|
|
||||||
"back to the start date, and potentially for other reasons."
|
|
||||||
)
|
|
||||||
else:
|
|
||||||
try:
|
|
||||||
response.raise_for_status()
|
|
||||||
except Exception as e:
|
|
||||||
raise exceptions.BadResponse(str(e)) from e
|
|
||||||
|
|
||||||
try:
|
|
||||||
result = json.loads(response.content)
|
|
||||||
except Exception as e:
|
|
||||||
raise exceptions.ResponseParsingError(str(e)) from e
|
|
||||||
|
|
||||||
return result
|
|
||||||
|
|
@ -1,3 +1,4 @@
|
||||||
|
import csv
|
||||||
import dataclasses
|
import dataclasses
|
||||||
import json
|
import json
|
||||||
import logging
|
import logging
|
||||||
|
|
@ -70,39 +71,61 @@ class Yahoo(BaseSource):
|
||||||
series.base, series.quote, self, "Don't specify the quote currency."
|
series.base, series.quote, self, "Don't specify the quote currency."
|
||||||
)
|
)
|
||||||
|
|
||||||
data = self._data(series)
|
quote, history = 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]
|
|
||||||
rest_data = data["chart"]["result"][0]["indicators"]["quote"][0]
|
|
||||||
amounts = {**adjclose_data, **rest_data}
|
|
||||||
|
|
||||||
prices = [
|
prices = [
|
||||||
Price(date, amount)
|
Price(row["date"], amount)
|
||||||
for i in range(len(timestamps))
|
for row in history
|
||||||
if (date := self._ts_to_date(timestamps[i] + offset)) <= series.end
|
if (amount := self._amount(row, series.type))
|
||||||
if (amount := self._amount(amounts, series.type, i)) is not None
|
|
||||||
]
|
]
|
||||||
|
|
||||||
return dataclasses.replace(series, quote=quote, prices=prices)
|
return dataclasses.replace(series, quote=quote, prices=prices)
|
||||||
|
|
||||||
def _ts_to_date(self, ts) -> str:
|
def _amount(self, row, type):
|
||||||
return datetime.fromtimestamp(ts, tz=timezone.utc).date().isoformat()
|
if type == "mid" and row["high"] != "null" and row["low"] != "null":
|
||||||
|
return sum([Decimal(row["high"]), Decimal(row["low"])]) / 2
|
||||||
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" and amounts[type][i] is not None:
|
|
||||||
return Decimal(amounts[type][i])
|
|
||||||
else:
|
else:
|
||||||
return None
|
return Decimal(row[type])
|
||||||
|
|
||||||
def _data(self, series) -> dict:
|
def _data(self, series) -> (dict, csv.DictReader):
|
||||||
base_url = "https://query1.finance.yahoo.com/v8/finance/chart"
|
base_url = "https://query1.finance.yahoo.com/v7/finance"
|
||||||
headers = {"User-Agent": f"pricehist/{__version__}"}
|
headers = {"User-Agent": f"pricehist/{__version__}"}
|
||||||
url = f"{base_url}/{series.base}"
|
|
||||||
|
spark_url = f"{base_url}/spark"
|
||||||
|
spark_params = {
|
||||||
|
"symbols": series.base,
|
||||||
|
"range": "1d",
|
||||||
|
"interval": "1d",
|
||||||
|
"indicators": "close",
|
||||||
|
"includeTimestamps": "false",
|
||||||
|
"includePrePost": "false",
|
||||||
|
}
|
||||||
|
try:
|
||||||
|
spark_response = self.log_curl(
|
||||||
|
requests.get(spark_url, params=spark_params, headers=headers)
|
||||||
|
)
|
||||||
|
except Exception as e:
|
||||||
|
raise exceptions.RequestError(str(e)) from e
|
||||||
|
|
||||||
|
code = spark_response.status_code
|
||||||
|
text = spark_response.text
|
||||||
|
if code == 404 and "No data found for spark symbols" in text:
|
||||||
|
raise exceptions.InvalidPair(
|
||||||
|
series.base, series.quote, self, "Symbol not found."
|
||||||
|
)
|
||||||
|
|
||||||
|
try:
|
||||||
|
spark_response.raise_for_status()
|
||||||
|
except Exception as e:
|
||||||
|
raise exceptions.BadResponse(str(e)) from e
|
||||||
|
|
||||||
|
try:
|
||||||
|
spark = json.loads(spark_response.content)
|
||||||
|
quote = spark["spark"]["result"][0]["response"][0]["meta"]["currency"]
|
||||||
|
except Exception as e:
|
||||||
|
raise exceptions.ResponseParsingError(
|
||||||
|
"The spark data couldn't be parsed. "
|
||||||
|
) from e
|
||||||
|
|
||||||
start_ts = int(
|
start_ts = int(
|
||||||
datetime.strptime(series.start, "%Y-%m-%d")
|
datetime.strptime(series.start, "%Y-%m-%d")
|
||||||
|
|
@ -115,37 +138,36 @@ class Yahoo(BaseSource):
|
||||||
.timestamp()
|
.timestamp()
|
||||||
) + (
|
) + (
|
||||||
24 * 60 * 60
|
24 * 60 * 60
|
||||||
) # some symbols require padding on the end timestamp
|
) # round up to include the last day
|
||||||
|
|
||||||
params = {
|
history_url = f"{base_url}/download/{series.base}"
|
||||||
"symbol": series.base,
|
history_params = {
|
||||||
"period1": start_ts,
|
"period1": start_ts,
|
||||||
"period2": end_ts,
|
"period2": end_ts,
|
||||||
"interval": "1d",
|
"interval": "1d",
|
||||||
"events": "capitalGain%7Cdiv%7Csplit",
|
"events": "history",
|
||||||
"includeAdjustedClose": "true",
|
"includeAdjustedClose": "true",
|
||||||
"formatted": "true",
|
|
||||||
"userYfid": "true",
|
|
||||||
"lang": "en-US",
|
|
||||||
"region": "US",
|
|
||||||
}
|
}
|
||||||
|
|
||||||
try:
|
try:
|
||||||
response = self.log_curl(requests.get(url, params=params, headers=headers))
|
history_response = self.log_curl(
|
||||||
|
requests.get(history_url, params=history_params, headers=headers)
|
||||||
|
)
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
raise exceptions.RequestError(str(e)) from e
|
raise exceptions.RequestError(str(e)) from e
|
||||||
|
|
||||||
code = response.status_code
|
code = history_response.status_code
|
||||||
text = response.text
|
text = history_response.text
|
||||||
|
|
||||||
if code == 404 and "No data found, symbol may be delisted" in text:
|
if code == 404 and "No data found, symbol may be delisted" in text:
|
||||||
raise exceptions.InvalidPair(
|
raise exceptions.InvalidPair(
|
||||||
series.base, series.quote, self, "Symbol not found."
|
series.base, series.quote, self, "Symbol not found."
|
||||||
)
|
)
|
||||||
elif code == 400 and "Data doesn't exist" in text:
|
if code == 400 and "Data doesn't exist" in text:
|
||||||
raise exceptions.BadResponse(
|
raise exceptions.BadResponse(
|
||||||
"No data for the given interval. Try requesting a larger interval."
|
"No data for the given interval. Try requesting a larger interval."
|
||||||
)
|
)
|
||||||
|
|
||||||
elif code == 404 and "Timestamp data missing" in text:
|
elif code == 404 and "Timestamp data missing" in text:
|
||||||
raise exceptions.BadResponse(
|
raise exceptions.BadResponse(
|
||||||
"Data missing. The given interval may be for a gap in the data "
|
"Data missing. The given interval may be for a gap in the data "
|
||||||
|
|
@ -153,21 +175,18 @@ class Yahoo(BaseSource):
|
||||||
)
|
)
|
||||||
|
|
||||||
try:
|
try:
|
||||||
response.raise_for_status()
|
history_response.raise_for_status()
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
raise exceptions.BadResponse(str(e)) from e
|
raise exceptions.BadResponse(str(e)) from e
|
||||||
|
|
||||||
try:
|
try:
|
||||||
data = json.loads(response.content)
|
history_lines = history_response.content.decode("utf-8").splitlines()
|
||||||
|
history_lines[0] = history_lines[0].lower().replace(" ", "")
|
||||||
|
history = csv.DictReader(history_lines, delimiter=",")
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
raise exceptions.ResponseParsingError(
|
raise exceptions.ResponseParsingError(str(e)) from e
|
||||||
"The data couldn't be parsed. "
|
|
||||||
) from e
|
|
||||||
|
|
||||||
if "timestamp" not in data["chart"]["result"][0]:
|
if history_lines[0] != "date,open,high,low,close,adjclose,volume":
|
||||||
raise exceptions.BadResponse(
|
raise exceptions.ResponseParsingError("Unexpected CSV format")
|
||||||
"No data for the given interval. "
|
|
||||||
"There may be a problem with the symbol or the interval."
|
|
||||||
)
|
|
||||||
|
|
||||||
return data
|
return (quote, history)
|
||||||
|
|
|
||||||
112
tests/live.sh
112
tests/live.sh
|
|
@ -11,7 +11,6 @@ cmd_prefix="poetry run"
|
||||||
|
|
||||||
passed=0
|
passed=0
|
||||||
failed=0
|
failed=0
|
||||||
skipped=0
|
|
||||||
|
|
||||||
run_test(){
|
run_test(){
|
||||||
name=$1
|
name=$1
|
||||||
|
|
@ -34,27 +33,12 @@ run_test(){
|
||||||
echo
|
echo
|
||||||
}
|
}
|
||||||
|
|
||||||
skip_test(){
|
|
||||||
name=$1
|
|
||||||
cmd=$2
|
|
||||||
echo "TEST: $name"
|
|
||||||
echo " Action: $cmd"
|
|
||||||
echo " Result: SKIPPED!"
|
|
||||||
skipped=$((skipped+1))
|
|
||||||
echo
|
|
||||||
}
|
|
||||||
|
|
||||||
report(){
|
report(){
|
||||||
total=$((passed+failed))
|
total=$((passed+failed))
|
||||||
if [[ "$skipped" -eq "0" ]]; then
|
|
||||||
skipped_str="none"
|
|
||||||
else
|
|
||||||
skipped_str="$skipped"
|
|
||||||
fi
|
|
||||||
if [[ "$failed" -eq "0" ]]; then
|
if [[ "$failed" -eq "0" ]]; then
|
||||||
echo "SUMMARY: $passed tests passed, none failed, $skipped_str skipped"
|
echo "SUMMARY: $passed tests passed, none failed"
|
||||||
else
|
else
|
||||||
echo "SUMMARY: $failed/$total tests failed, $skipped_str skipped"
|
echo "SUMMARY: $failed/$total tests failed"
|
||||||
exit 1
|
exit 1
|
||||||
fi
|
fi
|
||||||
}
|
}
|
||||||
|
|
@ -63,82 +47,60 @@ name="Alpha Vantage stocks"
|
||||||
cmd="pricehist fetch alphavantage TSLA -s 2021-01-04 -e 2021-01-08"
|
cmd="pricehist fetch alphavantage TSLA -s 2021-01-04 -e 2021-01-08"
|
||||||
read -r -d '' expected <<END
|
read -r -d '' expected <<END
|
||||||
date,base,quote,amount,source,type
|
date,base,quote,amount,source,type
|
||||||
2021-01-04,TSLA,USD,729.7700,alphavantage,close
|
2021-01-04,TSLA,USD,729.77,alphavantage,close
|
||||||
2021-01-05,TSLA,USD,735.1100,alphavantage,close
|
2021-01-05,TSLA,USD,735.11,alphavantage,close
|
||||||
2021-01-06,TSLA,USD,755.9800,alphavantage,close
|
2021-01-06,TSLA,USD,755.98,alphavantage,close
|
||||||
2021-01-07,TSLA,USD,816.0400,alphavantage,close
|
2021-01-07,TSLA,USD,816.04,alphavantage,close
|
||||||
2021-01-08,TSLA,USD,880.0200,alphavantage,close
|
2021-01-08,TSLA,USD,880.02,alphavantage,close
|
||||||
END
|
END
|
||||||
run_test "$name" "$cmd" "$expected"
|
run_test "$name" "$cmd" "$expected"
|
||||||
|
|
||||||
|
|
||||||
name="Alpha Vantage physical currency"
|
name="Alpha Vantage physical currency"
|
||||||
cmd="pricehist fetch alphavantage AUD/EUR -s 2021-01-11 -e 2021-01-14"
|
cmd="pricehist fetch alphavantage AUD/EUR -s 2021-01-04 -e 2021-01-08"
|
||||||
read -r -d '' expected <<END
|
read -r -d '' expected <<END
|
||||||
date,base,quote,amount,source,type
|
date,base,quote,amount,source,type
|
||||||
2021-01-11,AUD,EUR,0.63374,alphavantage,close
|
2021-01-04,AUD,EUR,0.62558,alphavantage,close
|
||||||
2021-01-12,AUD,EUR,0.63684,alphavantage,close
|
2021-01-05,AUD,EUR,0.63086,alphavantage,close
|
||||||
2021-01-13,AUD,EUR,0.63686,alphavantage,close
|
2021-01-06,AUD,EUR,0.63306,alphavantage,close
|
||||||
2021-01-14,AUD,EUR,0.63984,alphavantage,close
|
2021-01-07,AUD,EUR,0.63284,alphavantage,close
|
||||||
|
2021-01-08,AUD,EUR,0.63530,alphavantage,close
|
||||||
END
|
END
|
||||||
run_test "$name" "$cmd" "$expected"
|
run_test "$name" "$cmd" "$expected"
|
||||||
|
|
||||||
name="Alpha Vantage digital currency"
|
name="Alpha Vantage digital currency"
|
||||||
cmd="pricehist fetch alphavantage BTC/USD -s 2024-07-01 -e 2024-07-05"
|
cmd="pricehist fetch alphavantage BTC/USD -s 2021-01-04 -e 2021-01-08"
|
||||||
read -r -d '' expected <<END
|
read -r -d '' expected <<END
|
||||||
date,base,quote,amount,source,type
|
date,base,quote,amount,source,type
|
||||||
2024-07-01,BTC,USD,62830.13000000,alphavantage,close
|
2021-01-04,BTC,USD,31988.71000000,alphavantage,close
|
||||||
2024-07-02,BTC,USD,62040.22000000,alphavantage,close
|
2021-01-05,BTC,USD,33949.53000000,alphavantage,close
|
||||||
2024-07-03,BTC,USD,60145.01000000,alphavantage,close
|
2021-01-06,BTC,USD,36769.36000000,alphavantage,close
|
||||||
2024-07-04,BTC,USD,57042.14000000,alphavantage,close
|
2021-01-07,BTC,USD,39432.28000000,alphavantage,close
|
||||||
2024-07-05,BTC,USD,56639.43000000,alphavantage,close
|
2021-01-08,BTC,USD,40582.81000000,alphavantage,close
|
||||||
END
|
END
|
||||||
run_test "$name" "$cmd" "$expected"
|
run_test "$name" "$cmd" "$expected"
|
||||||
|
|
||||||
name="Bank of Canada"
|
name="CoinDesk Bitcoin Price Index"
|
||||||
cmd="pricehist fetch bankofcanada CAD/USD -s 2021-01-04 -e 2021-01-08"
|
cmd="pricehist fetch coindesk BTC/EUR -s 2021-01-04 -e 2021-01-08"
|
||||||
read -r -d '' expected <<END
|
read -r -d '' expected <<END
|
||||||
date,base,quote,amount,source,type
|
date,base,quote,amount,source,type
|
||||||
2021-01-04,CAD,USD,0.7843,bankofcanada,default
|
2021-01-04,BTC,EUR,26135.4901,coindesk,close
|
||||||
2021-01-05,CAD,USD,0.7870,bankofcanada,default
|
2021-01-05,BTC,EUR,27677.9141,coindesk,close
|
||||||
2021-01-06,CAD,USD,0.7883,bankofcanada,default
|
2021-01-06,BTC,EUR,29871.4301,coindesk,close
|
||||||
2021-01-07,CAD,USD,0.7870,bankofcanada,default
|
2021-01-07,BTC,EUR,32183.1594,coindesk,close
|
||||||
2021-01-08,CAD,USD,0.7871,bankofcanada,default
|
2021-01-08,BTC,EUR,33238.5724,coindesk,close
|
||||||
END
|
END
|
||||||
run_test "$name" "$cmd" "$expected"
|
run_test "$name" "$cmd" "$expected"
|
||||||
|
|
||||||
name="Coinbase Pro"
|
|
||||||
cmd="pricehist fetch coinbasepro BTC/EUR -s 2021-01-04 -e 2021-01-08"
|
|
||||||
read -r -d '' expected <<END
|
|
||||||
date,base,quote,amount,source,type
|
|
||||||
2021-01-04,BTC,EUR,24127,coinbasepro,mid
|
|
||||||
2021-01-05,BTC,EUR,26201.31,coinbasepro,mid
|
|
||||||
2021-01-06,BTC,EUR,28527.005,coinbasepro,mid
|
|
||||||
2021-01-07,BTC,EUR,31208.49,coinbasepro,mid
|
|
||||||
2021-01-08,BTC,EUR,32019,coinbasepro,mid
|
|
||||||
END
|
|
||||||
skip_test "$name" "$cmd" "$expected"
|
|
||||||
|
|
||||||
name="CoinDesk Bitcoin Price Index v1"
|
|
||||||
cmd="pricehist fetch coindeskbpi BTC/USD -s 2021-01-04 -e 2021-01-08"
|
|
||||||
read -r -d '' expected <<END
|
|
||||||
date,base,quote,amount,source,type
|
|
||||||
2021-01-04,BTC,USD,31431.6123,coindeskbpi,close
|
|
||||||
2021-01-05,BTC,USD,34433.6065,coindeskbpi,close
|
|
||||||
2021-01-06,BTC,USD,36275.7563,coindeskbpi,close
|
|
||||||
2021-01-07,BTC,USD,39713.5079,coindeskbpi,close
|
|
||||||
2021-01-08,BTC,USD,40519.4486,coindeskbpi,close
|
|
||||||
END
|
|
||||||
skip_test "$name" "$cmd" "$expected"
|
|
||||||
|
|
||||||
name="CoinMarketCap"
|
name="CoinMarketCap"
|
||||||
cmd="pricehist fetch coinmarketcap BTC/EUR -s 2021-01-04 -e 2021-01-08"
|
cmd="pricehist fetch coinmarketcap BTC/EUR -s 2021-01-04 -e 2021-01-08"
|
||||||
read -r -d '' expected <<END
|
read -r -d '' expected <<END
|
||||||
date,base,quote,amount,source,type
|
date,base,quote,amount,source,type
|
||||||
2021-01-04,BTC,EUR,25322.5034586073,coinmarketcap,mid
|
2021-01-04,BTC,EUR,25329.110170161484,coinmarketcap,mid
|
||||||
2021-01-05,BTC,EUR,26318.9928757682,coinmarketcap,mid
|
2021-01-05,BTC,EUR,26321.26752264663,coinmarketcap,mid
|
||||||
2021-01-06,BTC,EUR,28570.9945210226,coinmarketcap,mid
|
2021-01-06,BTC,EUR,28572.211551075297,coinmarketcap,mid
|
||||||
2021-01-07,BTC,EUR,31200.8342706036,coinmarketcap,mid
|
2021-01-07,BTC,EUR,31200.894541155460,coinmarketcap,mid
|
||||||
2021-01-08,BTC,EUR,32157.05279624555,coinmarketcap,mid
|
2021-01-08,BTC,EUR,32155.0183793871585,coinmarketcap,mid
|
||||||
END
|
END
|
||||||
run_test "$name" "$cmd" "$expected"
|
run_test "$name" "$cmd" "$expected"
|
||||||
|
|
||||||
|
|
@ -158,11 +120,11 @@ name="Yahoo! Finance"
|
||||||
cmd="pricehist fetch yahoo TSLA -s 2021-01-04 -e 2021-01-08"
|
cmd="pricehist fetch yahoo TSLA -s 2021-01-04 -e 2021-01-08"
|
||||||
read -r -d '' expected <<END
|
read -r -d '' expected <<END
|
||||||
date,base,quote,amount,source,type
|
date,base,quote,amount,source,type
|
||||||
2021-01-04,TSLA,USD,243.2566680908203125,yahoo,adjclose
|
2021-01-04,TSLA,USD,729.770020,yahoo,adjclose
|
||||||
2021-01-05,TSLA,USD,245.0366668701171875,yahoo,adjclose
|
2021-01-05,TSLA,USD,735.109985,yahoo,adjclose
|
||||||
2021-01-06,TSLA,USD,251.9933319091796875,yahoo,adjclose
|
2021-01-06,TSLA,USD,755.979980,yahoo,adjclose
|
||||||
2021-01-07,TSLA,USD,272.013336181640625,yahoo,adjclose
|
2021-01-07,TSLA,USD,816.039978,yahoo,adjclose
|
||||||
2021-01-08,TSLA,USD,293.339996337890625,yahoo,adjclose
|
2021-01-08,TSLA,USD,880.020020,yahoo,adjclose
|
||||||
END
|
END
|
||||||
run_test "$name" "$cmd" "$expected"
|
run_test "$name" "$cmd" "$expected"
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -1,168 +0,0 @@
|
||||||
from decimal import Decimal
|
|
||||||
from textwrap import dedent
|
|
||||||
|
|
||||||
import pytest
|
|
||||||
|
|
||||||
from pricehist.format import Format
|
|
||||||
from pricehist.outputs.json import JSON
|
|
||||||
from pricehist.price import Price
|
|
||||||
from pricehist.series import Series
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def json_out():
|
|
||||||
return JSON()
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def jsonl_out():
|
|
||||||
return JSON(jsonl=True)
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def series():
|
|
||||||
prices = [
|
|
||||||
Price("2021-01-01", Decimal("24139.4648")),
|
|
||||||
Price("2021-01-02", Decimal("26533.576")),
|
|
||||||
Price("2021-01-03", Decimal("27001.2846")),
|
|
||||||
]
|
|
||||||
return Series("BTC", "EUR", "close", "2021-01-01", "2021-01-03", prices)
|
|
||||||
|
|
||||||
|
|
||||||
def test_format_basics(json_out, series, mocker):
|
|
||||||
source = mocker.MagicMock()
|
|
||||||
source.id = mocker.MagicMock(return_value="sourceid")
|
|
||||||
result = json_out.format(series, source, Format())
|
|
||||||
assert (
|
|
||||||
result
|
|
||||||
== dedent(
|
|
||||||
"""
|
|
||||||
[
|
|
||||||
{
|
|
||||||
"date": "2021-01-01",
|
|
||||||
"base": "BTC",
|
|
||||||
"quote": "EUR",
|
|
||||||
"amount": "24139.4648",
|
|
||||||
"source": "sourceid",
|
|
||||||
"type": "close"
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"date": "2021-01-02",
|
|
||||||
"base": "BTC",
|
|
||||||
"quote": "EUR",
|
|
||||||
"amount": "26533.576",
|
|
||||||
"source": "sourceid",
|
|
||||||
"type": "close"
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"date": "2021-01-03",
|
|
||||||
"base": "BTC",
|
|
||||||
"quote": "EUR",
|
|
||||||
"amount": "27001.2846",
|
|
||||||
"source": "sourceid",
|
|
||||||
"type": "close"
|
|
||||||
}
|
|
||||||
]
|
|
||||||
"""
|
|
||||||
).strip()
|
|
||||||
+ "\n"
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def test_format_basic_jsonl(jsonl_out, series, mocker):
|
|
||||||
source = mocker.MagicMock()
|
|
||||||
source.id = mocker.MagicMock(return_value="sourceid")
|
|
||||||
result = jsonl_out.format(series, source, Format())
|
|
||||||
assert (
|
|
||||||
result
|
|
||||||
== dedent(
|
|
||||||
"""
|
|
||||||
{"date": "2021-01-01", "base": "BTC", "quote": "EUR", "amount": "24139.4648", "source": "sourceid", "type": "close"}
|
|
||||||
{"date": "2021-01-02", "base": "BTC", "quote": "EUR", "amount": "26533.576", "source": "sourceid", "type": "close"}
|
|
||||||
{"date": "2021-01-03", "base": "BTC", "quote": "EUR", "amount": "27001.2846", "source": "sourceid", "type": "close"}
|
|
||||||
""" # noqa
|
|
||||||
).strip()
|
|
||||||
+ "\n"
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def test_format_custom(json_out, series, mocker):
|
|
||||||
source = mocker.MagicMock()
|
|
||||||
source.id = mocker.MagicMock(return_value="sourceid")
|
|
||||||
fmt = Format(base="XBT", quote="€", thousands=".", decimal=",", datesep="/")
|
|
||||||
result = json_out.format(series, source, fmt)
|
|
||||||
assert (
|
|
||||||
result
|
|
||||||
== dedent(
|
|
||||||
"""
|
|
||||||
[
|
|
||||||
{
|
|
||||||
"date": "2021/01/01",
|
|
||||||
"base": "XBT",
|
|
||||||
"quote": "€",
|
|
||||||
"amount": "24.139,4648",
|
|
||||||
"source": "sourceid",
|
|
||||||
"type": "close"
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"date": "2021/01/02",
|
|
||||||
"base": "XBT",
|
|
||||||
"quote": "€",
|
|
||||||
"amount": "26.533,576",
|
|
||||||
"source": "sourceid",
|
|
||||||
"type": "close"
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"date": "2021/01/03",
|
|
||||||
"base": "XBT",
|
|
||||||
"quote": "€",
|
|
||||||
"amount": "27.001,2846",
|
|
||||||
"source": "sourceid",
|
|
||||||
"type": "close"
|
|
||||||
}
|
|
||||||
]
|
|
||||||
"""
|
|
||||||
).strip()
|
|
||||||
+ "\n"
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def test_format_numbers(json_out, series, mocker):
|
|
||||||
source = mocker.MagicMock()
|
|
||||||
source.id = mocker.MagicMock(return_value="sourceid")
|
|
||||||
fmt = Format(jsonnums=True)
|
|
||||||
result = json_out.format(series, source, fmt)
|
|
||||||
assert (
|
|
||||||
result
|
|
||||||
== dedent(
|
|
||||||
"""
|
|
||||||
[
|
|
||||||
{
|
|
||||||
"date": "2021-01-01",
|
|
||||||
"base": "BTC",
|
|
||||||
"quote": "EUR",
|
|
||||||
"amount": 24139.4648,
|
|
||||||
"source": "sourceid",
|
|
||||||
"type": "close"
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"date": "2021-01-02",
|
|
||||||
"base": "BTC",
|
|
||||||
"quote": "EUR",
|
|
||||||
"amount": 26533.576,
|
|
||||||
"source": "sourceid",
|
|
||||||
"type": "close"
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"date": "2021-01-03",
|
|
||||||
"base": "BTC",
|
|
||||||
"quote": "EUR",
|
|
||||||
"amount": 27001.2846,
|
|
||||||
"source": "sourceid",
|
|
||||||
"type": "close"
|
|
||||||
}
|
|
||||||
]
|
|
||||||
"""
|
|
||||||
).strip()
|
|
||||||
+ "\n"
|
|
||||||
)
|
|
||||||
|
|
@ -9,7 +9,7 @@ import pytest
|
||||||
import requests
|
import requests
|
||||||
import responses
|
import responses
|
||||||
|
|
||||||
from pricehist import __version__, exceptions
|
from pricehist import exceptions
|
||||||
from pricehist.price import Price
|
from pricehist.price import Price
|
||||||
from pricehist.series import Series
|
from pricehist.series import Series
|
||||||
from pricehist.sources.alphavantage import AlphaVantage
|
from pricehist.sources.alphavantage import AlphaVantage
|
||||||
|
|
@ -48,9 +48,6 @@ search_url = re.compile(
|
||||||
r"https://www\.alphavantage\.co/query\?function=SYMBOL_SEARCH.*"
|
r"https://www\.alphavantage\.co/query\?function=SYMBOL_SEARCH.*"
|
||||||
)
|
)
|
||||||
stock_url = re.compile(
|
stock_url = re.compile(
|
||||||
r"https://www\.alphavantage\.co/query\?function=TIME_SERIES_DAILY&.*"
|
|
||||||
)
|
|
||||||
adj_stock_url = re.compile(
|
|
||||||
r"https://www\.alphavantage\.co/query\?function=TIME_SERIES_DAILY_ADJUSTED.*"
|
r"https://www\.alphavantage\.co/query\?function=TIME_SERIES_DAILY_ADJUSTED.*"
|
||||||
)
|
)
|
||||||
physical_url = re.compile(r"https://www\.alphavantage\.co/query\?function=FX_DAILY.*")
|
physical_url = re.compile(r"https://www\.alphavantage\.co/query\?function=FX_DAILY.*")
|
||||||
|
|
@ -59,26 +56,14 @@ digital_url = re.compile(
|
||||||
)
|
)
|
||||||
|
|
||||||
rate_limit_json = (
|
rate_limit_json = (
|
||||||
'{ "Information": "'
|
'{ "Note": "'
|
||||||
"Thank you for using Alpha Vantage! Our standard API rate limit is 25 "
|
"Thank you for using Alpha Vantage! Our standard API call frequency is 5 "
|
||||||
"requests per day. Please subscribe to any of the premium plans at "
|
"calls per minute and 500 calls per day. Please visit "
|
||||||
"https://www.alphavantage.co/premium/ to instantly remove all daily rate "
|
"https://www.alphavantage.co/premium/ if you would like to target a higher "
|
||||||
"limits."
|
"API call frequency."
|
||||||
'" }'
|
'" }'
|
||||||
)
|
)
|
||||||
|
|
||||||
premium_json = (
|
|
||||||
'{ "Information": "Thank you for using Alpha Vantage! This is a premium '
|
|
||||||
"endpoint and there are multiple ways to unlock premium endpoints: (1) "
|
|
||||||
"become a holder of Alpha Vantage Coin (AVC), an Ethereum-based "
|
|
||||||
"cryptocurrency that provides various utility & governance functions "
|
|
||||||
"within the Alpha Vantage ecosystem (AVC mining guide: "
|
|
||||||
"https://www.alphatournament.com/avc_mining_guide/) to unlock all "
|
|
||||||
"premium endpoints, (2) subscribe to any of the premium plans at "
|
|
||||||
"https://www.alphavantage.co/premium/ to instantly unlock all premium "
|
|
||||||
'endpoints" }'
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
@pytest.fixture
|
||||||
def physical_list_ok(requests_mock):
|
def physical_list_ok(requests_mock):
|
||||||
|
|
@ -114,13 +99,6 @@ def ibm_ok(requests_mock):
|
||||||
yield requests_mock
|
yield requests_mock
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def ibm_adj_ok(requests_mock):
|
|
||||||
json = (Path(os.path.splitext(__file__)[0]) / "ibm-partial-adj.json").read_text()
|
|
||||||
requests_mock.add(responses.GET, adj_stock_url, body=json, status=200)
|
|
||||||
yield requests_mock
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
@pytest.fixture
|
||||||
def euraud_ok(requests_mock):
|
def euraud_ok(requests_mock):
|
||||||
json = (Path(os.path.splitext(__file__)[0]) / "eur-aud-partial.json").read_text()
|
json = (Path(os.path.splitext(__file__)[0]) / "eur-aud-partial.json").read_text()
|
||||||
|
|
@ -304,7 +282,7 @@ def test_fetch_stock_known(src, type, search_ok, ibm_ok):
|
||||||
stock_req = ibm_ok.calls[1].request
|
stock_req = ibm_ok.calls[1].request
|
||||||
assert search_req.params["function"] == "SYMBOL_SEARCH"
|
assert search_req.params["function"] == "SYMBOL_SEARCH"
|
||||||
assert search_req.params["keywords"] == "IBM"
|
assert search_req.params["keywords"] == "IBM"
|
||||||
assert stock_req.params["function"] == "TIME_SERIES_DAILY"
|
assert stock_req.params["function"] == "TIME_SERIES_DAILY_ADJUSTED"
|
||||||
assert stock_req.params["symbol"] == "IBM"
|
assert stock_req.params["symbol"] == "IBM"
|
||||||
assert stock_req.params["outputsize"] == "full"
|
assert stock_req.params["outputsize"] == "full"
|
||||||
assert (series.base, series.quote) == ("IBM", "USD")
|
assert (series.base, series.quote) == ("IBM", "USD")
|
||||||
|
|
@ -337,17 +315,14 @@ def test_fetch_stock_types_all_available(src, search_ok, ibm_ok):
|
||||||
opn = src.fetch(Series("IBM", "", "open", "2021-01-04", "2021-01-08"))
|
opn = src.fetch(Series("IBM", "", "open", "2021-01-04", "2021-01-08"))
|
||||||
hgh = src.fetch(Series("IBM", "", "high", "2021-01-04", "2021-01-08"))
|
hgh = src.fetch(Series("IBM", "", "high", "2021-01-04", "2021-01-08"))
|
||||||
low = src.fetch(Series("IBM", "", "low", "2021-01-04", "2021-01-08"))
|
low = src.fetch(Series("IBM", "", "low", "2021-01-04", "2021-01-08"))
|
||||||
|
adj = src.fetch(Series("IBM", "", "adjclose", "2021-01-04", "2021-01-08"))
|
||||||
mid = src.fetch(Series("IBM", "", "mid", "2021-01-04", "2021-01-08"))
|
mid = src.fetch(Series("IBM", "", "mid", "2021-01-04", "2021-01-08"))
|
||||||
assert cls.prices[0].amount == Decimal("123.94")
|
assert cls.prices[0].amount == Decimal("123.94")
|
||||||
assert opn.prices[0].amount == Decimal("125.85")
|
assert opn.prices[0].amount == Decimal("125.85")
|
||||||
assert hgh.prices[0].amount == Decimal("125.9174")
|
assert hgh.prices[0].amount == Decimal("125.9174")
|
||||||
assert low.prices[0].amount == Decimal("123.04")
|
assert low.prices[0].amount == Decimal("123.04")
|
||||||
assert mid.prices[0].amount == Decimal("124.4787")
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_stock_types_adj_available(src, search_ok, ibm_adj_ok):
|
|
||||||
adj = src.fetch(Series("IBM", "", "adjclose", "2021-01-04", "2021-01-08"))
|
|
||||||
assert adj.prices[0].amount == Decimal("120.943645029")
|
assert adj.prices[0].amount == Decimal("120.943645029")
|
||||||
|
assert mid.prices[0].amount == Decimal("124.4787")
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_stock_type_mid_is_mean_of_low_and_high(src, search_ok, ibm_ok):
|
def test_fetch_stock_type_mid_is_mean_of_low_and_high(src, search_ok, ibm_ok):
|
||||||
|
|
@ -426,13 +401,6 @@ def test_fetch_stock_rate_limit(src, type, search_ok, requests_mock):
|
||||||
assert "rate limit" in str(e.value)
|
assert "rate limit" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_stock_premium(src, search_ok, requests_mock):
|
|
||||||
requests_mock.add(responses.GET, adj_stock_url, body=premium_json)
|
|
||||||
with pytest.raises(exceptions.CredentialsError) as e:
|
|
||||||
src.fetch(Series("IBM", "", "adjclose", "2021-01-04", "2021-01-08"))
|
|
||||||
assert "denied access to a premium endpoint" in str(e.value)
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_physical_known(src, type, physical_list_ok, euraud_ok):
|
def test_fetch_physical_known(src, type, physical_list_ok, euraud_ok):
|
||||||
series = src.fetch(Series("EUR", "AUD", type, "2021-01-04", "2021-01-08"))
|
series = src.fetch(Series("EUR", "AUD", type, "2021-01-04", "2021-01-08"))
|
||||||
req = euraud_ok.calls[1].request
|
req = euraud_ok.calls[1].request
|
||||||
|
|
@ -657,22 +625,8 @@ def test_fetch_bad_pair_quote_non_physical(src, type, physical_list_ok):
|
||||||
assert "quote must be a physical currency" in str(e.value)
|
assert "quote must be a physical currency" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_api_key_defaults_to_generic(
|
def test_fetch_api_key_missing(src, type, physical_list_ok, monkeypatch):
|
||||||
src, type, physical_list_ok, euraud_ok, monkeypatch
|
|
||||||
):
|
|
||||||
monkeypatch.delenv(api_key_name)
|
monkeypatch.delenv(api_key_name)
|
||||||
src.fetch(Series("EUR", "AUD", type, "2021-01-04", "2021-01-08"))
|
|
||||||
req = euraud_ok.calls[-1].request
|
|
||||||
assert req.params["apikey"] == f"pricehist_{__version__}"
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_api_key_invalid(src, type, physical_list_ok, requests_mock):
|
|
||||||
body = (
|
|
||||||
'{ "Error Message": "the parameter apikey is invalid or missing. Please '
|
|
||||||
"claim your free API key on (https://www.alphavantage.co/support/#api-key). "
|
|
||||||
'It should take less than 20 seconds." }'
|
|
||||||
)
|
|
||||||
requests_mock.add(responses.GET, physical_url, body=body)
|
|
||||||
with pytest.raises(exceptions.CredentialsError) as e:
|
with pytest.raises(exceptions.CredentialsError) as e:
|
||||||
src.fetch(Series("EUR", "AUD", type, "2021-01-04", "2021-01-08"))
|
src.fetch(Series("EUR", "AUD", type, "2021-01-04", "2021-01-08"))
|
||||||
assert "unavailable or invalid" in str(e.value)
|
assert "unavailable or invalid" in str(e.value)
|
||||||
|
|
|
||||||
|
|
@ -10,53 +10,88 @@
|
||||||
},
|
},
|
||||||
"Time Series (Digital Currency Daily)": {
|
"Time Series (Digital Currency Daily)": {
|
||||||
"2021-01-09": {
|
"2021-01-09": {
|
||||||
"1. open": "55074.06950240",
|
"1a. open (AUD)": "55074.06950240",
|
||||||
"2. high": "56150.17720000",
|
"1b. open (USD)": "40586.96000000",
|
||||||
"3. low": "52540.71680000",
|
"2a. high (AUD)": "56150.17720000",
|
||||||
"4. close": "54397.30924680",
|
"2b. high (USD)": "41380.00000000",
|
||||||
"5. volume": "75785.97967500"
|
"3a. low (AUD)": "52540.71680000",
|
||||||
|
"3b. low (USD)": "38720.00000000",
|
||||||
|
"4a. close (AUD)": "54397.30924680",
|
||||||
|
"4b. close (USD)": "40088.22000000",
|
||||||
|
"5. volume": "75785.97967500",
|
||||||
|
"6. market cap (USD)": "75785.97967500"
|
||||||
},
|
},
|
||||||
"2021-01-08": {
|
"2021-01-08": {
|
||||||
"1. open": "53507.50941120",
|
"1a. open (AUD)": "53507.50941120",
|
||||||
"2. high": "56923.63300000",
|
"1b. open (USD)": "39432.48000000",
|
||||||
"3. low": "49528.31000000",
|
"2a. high (AUD)": "56923.63300000",
|
||||||
"4. close": "55068.43820140",
|
"2b. high (USD)": "41950.00000000",
|
||||||
"5. volume": "139789.95749900"
|
"3a. low (AUD)": "49528.31000000",
|
||||||
|
"3b. low (USD)": "36500.00000000",
|
||||||
|
"4a. close (AUD)": "55068.43820140",
|
||||||
|
"4b. close (USD)": "40582.81000000",
|
||||||
|
"5. volume": "139789.95749900",
|
||||||
|
"6. market cap (USD)": "139789.95749900"
|
||||||
},
|
},
|
||||||
"2021-01-07": {
|
"2021-01-07": {
|
||||||
"1. open": "49893.81535840",
|
"1a. open (AUD)": "49893.81535840",
|
||||||
"2. high": "54772.88310000",
|
"1b. open (USD)": "36769.36000000",
|
||||||
"3. low": "49256.92200000",
|
"2a. high (AUD)": "54772.88310000",
|
||||||
"4. close": "53507.23802320",
|
"2b. high (USD)": "40365.00000000",
|
||||||
"5. volume": "132825.70043700"
|
"3a. low (AUD)": "49256.92200000",
|
||||||
|
"3b. low (USD)": "36300.00000000",
|
||||||
|
"4a. close (AUD)": "53507.23802320",
|
||||||
|
"4b. close (USD)": "39432.28000000",
|
||||||
|
"5. volume": "132825.70043700",
|
||||||
|
"6. market cap (USD)": "132825.70043700"
|
||||||
},
|
},
|
||||||
"2021-01-06": {
|
"2021-01-06": {
|
||||||
"1. open": "46067.47523820",
|
"1a. open (AUD)": "46067.47523820",
|
||||||
"2. high": "50124.29161740",
|
"1b. open (USD)": "33949.53000000",
|
||||||
"3. low": "45169.81872000",
|
"2a. high (AUD)": "50124.29161740",
|
||||||
"4. close": "49893.81535840",
|
"2b. high (USD)": "36939.21000000",
|
||||||
"5. volume": "127139.20131000"
|
"3a. low (AUD)": "45169.81872000",
|
||||||
|
"3b. low (USD)": "33288.00000000",
|
||||||
|
"4a. close (AUD)": "49893.81535840",
|
||||||
|
"4b. close (USD)": "36769.36000000",
|
||||||
|
"5. volume": "127139.20131000",
|
||||||
|
"6. market cap (USD)": "127139.20131000"
|
||||||
},
|
},
|
||||||
"2021-01-05": {
|
"2021-01-05": {
|
||||||
"1. open": "43408.17136500",
|
"1a. open (AUD)": "43408.17136500",
|
||||||
"2. high": "46624.45840000",
|
"1b. open (USD)": "31989.75000000",
|
||||||
"3. low": "40572.50600000",
|
"2a. high (AUD)": "46624.45840000",
|
||||||
"4. close": "46067.47523820",
|
"2b. high (USD)": "34360.00000000",
|
||||||
"5. volume": "116049.99703800"
|
"3a. low (AUD)": "40572.50600000",
|
||||||
|
"3b. low (USD)": "29900.00000000",
|
||||||
|
"4a. close (AUD)": "46067.47523820",
|
||||||
|
"4b. close (USD)": "33949.53000000",
|
||||||
|
"5. volume": "116049.99703800",
|
||||||
|
"6. market cap (USD)": "116049.99703800"
|
||||||
},
|
},
|
||||||
"2021-01-04": {
|
"2021-01-04": {
|
||||||
"1. open": "44779.08784700",
|
"1a. open (AUD)": "44779.08784700",
|
||||||
"2. high": "45593.18400000",
|
"1b. open (USD)": "33000.05000000",
|
||||||
"3. low": "38170.72220000",
|
"2a. high (AUD)": "45593.18400000",
|
||||||
"4. close": "43406.76014740",
|
"2b. high (USD)": "33600.00000000",
|
||||||
"5. volume": "140899.88569000"
|
"3a. low (AUD)": "38170.72220000",
|
||||||
|
"3b. low (USD)": "28130.00000000",
|
||||||
|
"4a. close (AUD)": "43406.76014740",
|
||||||
|
"4b. close (USD)": "31988.71000000",
|
||||||
|
"5. volume": "140899.88569000",
|
||||||
|
"6. market cap (USD)": "140899.88569000"
|
||||||
},
|
},
|
||||||
"2021-01-03": {
|
"2021-01-03": {
|
||||||
"1. open": "43661.51206300",
|
"1a. open (AUD)": "43661.51206300",
|
||||||
"2. high": "47191.80858340",
|
"1b. open (USD)": "32176.45000000",
|
||||||
"3. low": "43371.85965060",
|
"2a. high (AUD)": "47191.80858340",
|
||||||
"4. close": "44779.08784700",
|
"2b. high (USD)": "34778.11000000",
|
||||||
"5. volume": "120957.56675000"
|
"3a. low (AUD)": "43371.85965060",
|
||||||
|
"3b. low (USD)": "31962.99000000",
|
||||||
|
"4a. close (AUD)": "44779.08784700",
|
||||||
|
"4b. close (USD)": "33000.05000000",
|
||||||
|
"5. volume": "120957.56675000",
|
||||||
|
"6. market cap (USD)": "120957.56675000"
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
|
||||||
|
|
@ -1,81 +0,0 @@
|
||||||
{
|
|
||||||
"Meta Data": {
|
|
||||||
"1. Information": "Daily Time Series with Splits and Dividend Events",
|
|
||||||
"2. Symbol": "IBM",
|
|
||||||
"3. Last Refreshed": "2021-07-20",
|
|
||||||
"4. Output Size": "Full size",
|
|
||||||
"5. Time Zone": "US/Eastern"
|
|
||||||
},
|
|
||||||
"Time Series (Daily)": {
|
|
||||||
"2021-01-11": {
|
|
||||||
"1. open": "127.95",
|
|
||||||
"2. high": "129.675",
|
|
||||||
"3. low": "127.66",
|
|
||||||
"4. close": "128.58",
|
|
||||||
"5. adjusted close": "125.471469081",
|
|
||||||
"6. volume": "5602466",
|
|
||||||
"7. dividend amount": "0.0000",
|
|
||||||
"8. split coefficient": "1.0"
|
|
||||||
},
|
|
||||||
"2021-01-08": {
|
|
||||||
"1. open": "128.57",
|
|
||||||
"2. high": "129.32",
|
|
||||||
"3. low": "126.98",
|
|
||||||
"4. close": "128.53",
|
|
||||||
"5. adjusted close": "125.422677873",
|
|
||||||
"6. volume": "4676487",
|
|
||||||
"7. dividend amount": "0.0000",
|
|
||||||
"8. split coefficient": "1.0"
|
|
||||||
},
|
|
||||||
"2021-01-07": {
|
|
||||||
"1. open": "130.04",
|
|
||||||
"2. high": "130.46",
|
|
||||||
"3. low": "128.26",
|
|
||||||
"4. close": "128.99",
|
|
||||||
"5. adjusted close": "125.871556982",
|
|
||||||
"6. volume": "4507382",
|
|
||||||
"7. dividend amount": "0.0000",
|
|
||||||
"8. split coefficient": "1.0"
|
|
||||||
},
|
|
||||||
"2021-01-06": {
|
|
||||||
"1. open": "126.9",
|
|
||||||
"2. high": "131.88",
|
|
||||||
"3. low": "126.72",
|
|
||||||
"4. close": "129.29",
|
|
||||||
"5. adjusted close": "126.164304226",
|
|
||||||
"6. volume": "7956740",
|
|
||||||
"7. dividend amount": "0.0000",
|
|
||||||
"8. split coefficient": "1.0"
|
|
||||||
},
|
|
||||||
"2021-01-05": {
|
|
||||||
"1. open": "125.01",
|
|
||||||
"2. high": "126.68",
|
|
||||||
"3. low": "124.61",
|
|
||||||
"4. close": "126.14",
|
|
||||||
"5. adjusted close": "123.090458157",
|
|
||||||
"6. volume": "6114619",
|
|
||||||
"7. dividend amount": "0.0000",
|
|
||||||
"8. split coefficient": "1.0"
|
|
||||||
},
|
|
||||||
"2021-01-04": {
|
|
||||||
"1. open": "125.85",
|
|
||||||
"2. high": "125.9174",
|
|
||||||
"3. low": "123.04",
|
|
||||||
"4. close": "123.94",
|
|
||||||
"5. adjusted close": "120.943645029",
|
|
||||||
"6. volume": "5179161",
|
|
||||||
"7. dividend amount": "0.0000",
|
|
||||||
"8. split coefficient": "1.0"
|
|
||||||
},
|
|
||||||
"2020-12-31": {
|
|
||||||
"1. open": "124.22",
|
|
||||||
"2. high": "126.03",
|
|
||||||
"3. low": "123.99",
|
|
||||||
"4. close": "125.88",
|
|
||||||
"5. adjusted close": "122.836743878",
|
|
||||||
"6. volume": "3574696",
|
|
||||||
"7. dividend amount": "0.0000",
|
|
||||||
"8. split coefficient": "1.0"
|
|
||||||
}
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
@ -11,43 +11,71 @@
|
||||||
"1. open": "127.95",
|
"1. open": "127.95",
|
||||||
"2. high": "129.675",
|
"2. high": "129.675",
|
||||||
"3. low": "127.66",
|
"3. low": "127.66",
|
||||||
"4. close": "128.58"
|
"4. close": "128.58",
|
||||||
|
"5. adjusted close": "125.471469081",
|
||||||
|
"6. volume": "5602466",
|
||||||
|
"7. dividend amount": "0.0000",
|
||||||
|
"8. split coefficient": "1.0"
|
||||||
},
|
},
|
||||||
"2021-01-08": {
|
"2021-01-08": {
|
||||||
"1. open": "128.57",
|
"1. open": "128.57",
|
||||||
"2. high": "129.32",
|
"2. high": "129.32",
|
||||||
"3. low": "126.98",
|
"3. low": "126.98",
|
||||||
"4. close": "128.53"
|
"4. close": "128.53",
|
||||||
|
"5. adjusted close": "125.422677873",
|
||||||
|
"6. volume": "4676487",
|
||||||
|
"7. dividend amount": "0.0000",
|
||||||
|
"8. split coefficient": "1.0"
|
||||||
},
|
},
|
||||||
"2021-01-07": {
|
"2021-01-07": {
|
||||||
"1. open": "130.04",
|
"1. open": "130.04",
|
||||||
"2. high": "130.46",
|
"2. high": "130.46",
|
||||||
"3. low": "128.26",
|
"3. low": "128.26",
|
||||||
"4. close": "128.99"
|
"4. close": "128.99",
|
||||||
|
"5. adjusted close": "125.871556982",
|
||||||
|
"6. volume": "4507382",
|
||||||
|
"7. dividend amount": "0.0000",
|
||||||
|
"8. split coefficient": "1.0"
|
||||||
},
|
},
|
||||||
"2021-01-06": {
|
"2021-01-06": {
|
||||||
"1. open": "126.9",
|
"1. open": "126.9",
|
||||||
"2. high": "131.88",
|
"2. high": "131.88",
|
||||||
"3. low": "126.72",
|
"3. low": "126.72",
|
||||||
"4. close": "129.29"
|
"4. close": "129.29",
|
||||||
|
"5. adjusted close": "126.164304226",
|
||||||
|
"6. volume": "7956740",
|
||||||
|
"7. dividend amount": "0.0000",
|
||||||
|
"8. split coefficient": "1.0"
|
||||||
},
|
},
|
||||||
"2021-01-05": {
|
"2021-01-05": {
|
||||||
"1. open": "125.01",
|
"1. open": "125.01",
|
||||||
"2. high": "126.68",
|
"2. high": "126.68",
|
||||||
"3. low": "124.61",
|
"3. low": "124.61",
|
||||||
"4. close": "126.14"
|
"4. close": "126.14",
|
||||||
|
"5. adjusted close": "123.090458157",
|
||||||
|
"6. volume": "6114619",
|
||||||
|
"7. dividend amount": "0.0000",
|
||||||
|
"8. split coefficient": "1.0"
|
||||||
},
|
},
|
||||||
"2021-01-04": {
|
"2021-01-04": {
|
||||||
"1. open": "125.85",
|
"1. open": "125.85",
|
||||||
"2. high": "125.9174",
|
"2. high": "125.9174",
|
||||||
"3. low": "123.04",
|
"3. low": "123.04",
|
||||||
"4. close": "123.94"
|
"4. close": "123.94",
|
||||||
|
"5. adjusted close": "120.943645029",
|
||||||
|
"6. volume": "5179161",
|
||||||
|
"7. dividend amount": "0.0000",
|
||||||
|
"8. split coefficient": "1.0"
|
||||||
},
|
},
|
||||||
"2020-12-31": {
|
"2020-12-31": {
|
||||||
"1. open": "124.22",
|
"1. open": "124.22",
|
||||||
"2. high": "126.03",
|
"2. high": "126.03",
|
||||||
"3. low": "123.99",
|
"3. low": "123.99",
|
||||||
"4. close": "125.88"
|
"4. close": "125.88",
|
||||||
|
"5. adjusted close": "122.836743878",
|
||||||
|
"6. volume": "3574696",
|
||||||
|
"7. dividend amount": "0.0000",
|
||||||
|
"8. split coefficient": "1.0"
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
|
||||||
|
|
@ -1,246 +0,0 @@
|
||||||
import logging
|
|
||||||
import os
|
|
||||||
from datetime import datetime
|
|
||||||
from decimal import Decimal
|
|
||||||
from pathlib import Path
|
|
||||||
|
|
||||||
import pytest
|
|
||||||
import requests
|
|
||||||
import responses
|
|
||||||
|
|
||||||
from pricehist import exceptions
|
|
||||||
from pricehist.price import Price
|
|
||||||
from pricehist.series import Series
|
|
||||||
from pricehist.sources.bankofcanada import BankOfCanada
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def src():
|
|
||||||
return BankOfCanada()
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def type(src):
|
|
||||||
return src.types()[0]
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def requests_mock():
|
|
||||||
with responses.RequestsMock() as mock:
|
|
||||||
yield mock
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def series_list_url():
|
|
||||||
return "https://www.bankofcanada.ca/valet/lists/series/json"
|
|
||||||
|
|
||||||
|
|
||||||
def fetch_url(series_name):
|
|
||||||
return f"https://www.bankofcanada.ca/valet/observations/{series_name}/json"
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def series_list_json():
|
|
||||||
dir = Path(os.path.splitext(__file__)[0])
|
|
||||||
return (dir / "series-partial.json").read_text()
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def series_list_response_ok(requests_mock, series_list_url, series_list_json):
|
|
||||||
requests_mock.add(responses.GET, series_list_url, body=series_list_json, status=200)
|
|
||||||
yield requests_mock
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def recent_response_ok(requests_mock):
|
|
||||||
json = (Path(os.path.splitext(__file__)[0]) / "recent.json").read_text()
|
|
||||||
requests_mock.add(responses.GET, fetch_url("FXCADUSD"), body=json, status=200)
|
|
||||||
yield requests_mock
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def all_response_ok(requests_mock):
|
|
||||||
json = (Path(os.path.splitext(__file__)[0]) / "all-partial.json").read_text()
|
|
||||||
requests_mock.add(responses.GET, fetch_url("FXCADUSD"), body=json, status=200)
|
|
||||||
yield requests_mock
|
|
||||||
|
|
||||||
|
|
||||||
def test_normalizesymbol(src):
|
|
||||||
assert src.normalizesymbol("cad") == "CAD"
|
|
||||||
assert src.normalizesymbol("usd") == "USD"
|
|
||||||
|
|
||||||
|
|
||||||
def test_metadata(src):
|
|
||||||
assert isinstance(src.id(), str)
|
|
||||||
assert len(src.id()) > 0
|
|
||||||
|
|
||||||
assert isinstance(src.name(), str)
|
|
||||||
assert len(src.name()) > 0
|
|
||||||
|
|
||||||
assert isinstance(src.description(), str)
|
|
||||||
assert len(src.description()) > 0
|
|
||||||
|
|
||||||
assert isinstance(src.source_url(), str)
|
|
||||||
assert src.source_url().startswith("http")
|
|
||||||
|
|
||||||
assert datetime.strptime(src.start(), "%Y-%m-%d")
|
|
||||||
|
|
||||||
assert isinstance(src.types(), list)
|
|
||||||
assert len(src.types()) > 0
|
|
||||||
assert isinstance(src.types()[0], str)
|
|
||||||
assert len(src.types()[0]) > 0
|
|
||||||
|
|
||||||
assert isinstance(src.notes(), str)
|
|
||||||
|
|
||||||
|
|
||||||
def test_symbols(src, series_list_response_ok):
|
|
||||||
syms = src.symbols()
|
|
||||||
assert ("CAD/USD", "Canadian dollar to US dollar daily exchange rate") in syms
|
|
||||||
assert len(syms) > 3
|
|
||||||
|
|
||||||
|
|
||||||
def test_symbols_requests_logged(src, series_list_response_ok, caplog):
|
|
||||||
with caplog.at_level(logging.DEBUG):
|
|
||||||
src.symbols()
|
|
||||||
assert any(
|
|
||||||
["DEBUG" == r.levelname and "curl " in r.message for r in caplog.records]
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def test_symbols_not_found(src, requests_mock, series_list_url):
|
|
||||||
requests_mock.add(responses.GET, series_list_url, body='{"series":{}}', status=200)
|
|
||||||
with pytest.raises(exceptions.ResponseParsingError) as e:
|
|
||||||
src.symbols()
|
|
||||||
assert "data not found" in str(e.value)
|
|
||||||
|
|
||||||
|
|
||||||
def test_symbols_network_issue(src, requests_mock, series_list_url):
|
|
||||||
requests_mock.add(
|
|
||||||
responses.GET,
|
|
||||||
series_list_url,
|
|
||||||
body=requests.exceptions.ConnectionError("Network issue"),
|
|
||||||
)
|
|
||||||
with pytest.raises(exceptions.RequestError) as e:
|
|
||||||
src.symbols()
|
|
||||||
assert "Network issue" in str(e.value)
|
|
||||||
|
|
||||||
|
|
||||||
def test_symbols_bad_status(src, requests_mock, series_list_url):
|
|
||||||
requests_mock.add(responses.GET, series_list_url, status=500)
|
|
||||||
with pytest.raises(exceptions.BadResponse) as e:
|
|
||||||
src.symbols()
|
|
||||||
assert "Server Error" in str(e.value)
|
|
||||||
|
|
||||||
|
|
||||||
def test_symbols_parsing_error(src, requests_mock, series_list_url):
|
|
||||||
requests_mock.add(responses.GET, series_list_url, body="NOT JSON")
|
|
||||||
with pytest.raises(exceptions.ResponseParsingError) as e:
|
|
||||||
src.symbols()
|
|
||||||
assert "while parsing data" in str(e.value)
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_known_pair(src, type, recent_response_ok):
|
|
||||||
series = src.fetch(Series("CAD", "USD", type, "2021-01-01", "2021-01-07"))
|
|
||||||
req = recent_response_ok.calls[0].request
|
|
||||||
assert req.params["order_dir"] == "asc"
|
|
||||||
assert req.params["start_date"] == "2021-01-01"
|
|
||||||
assert req.params["end_date"] == "2021-01-07"
|
|
||||||
assert series.prices[0] == Price("2021-01-04", Decimal("0.7843"))
|
|
||||||
assert series.prices[-1] == Price("2021-01-07", Decimal("0.7870"))
|
|
||||||
assert len(series.prices) == 4
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_requests_logged(src, type, recent_response_ok, caplog):
|
|
||||||
with caplog.at_level(logging.DEBUG):
|
|
||||||
src.fetch(Series("CAD", "USD", type, "2021-01-01", "2021-01-07"))
|
|
||||||
assert any(
|
|
||||||
["DEBUG" == r.levelname and "curl " in r.message for r in caplog.records]
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_long_hist_from_start(src, type, all_response_ok):
|
|
||||||
series = src.fetch(Series("CAD", "USD", type, src.start(), "2021-01-07"))
|
|
||||||
assert series.prices[0] == Price("2017-01-03", Decimal("0.7443"))
|
|
||||||
assert series.prices[-1] == Price("2021-01-07", Decimal("0.7870"))
|
|
||||||
assert len(series.prices) > 13
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_from_before_start(src, type, requests_mock):
|
|
||||||
body = """{ "observations": [] }"""
|
|
||||||
requests_mock.add(responses.GET, fetch_url("FXCADUSD"), status=200, body=body)
|
|
||||||
series = src.fetch(Series("CAD", "USD", type, "2000-01-01", "2017-01-01"))
|
|
||||||
assert len(series.prices) == 0
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_to_future(src, type, all_response_ok):
|
|
||||||
series = src.fetch(Series("CAD", "USD", type, "2021-01-01", "2100-01-01"))
|
|
||||||
assert len(series.prices) > 0
|
|
||||||
|
|
||||||
|
|
||||||
def test_wrong_dates_order(src, type, requests_mock):
|
|
||||||
body = """{ "message": "The End date must be greater than the Start date." }"""
|
|
||||||
requests_mock.add(responses.GET, fetch_url("FXCADUSD"), status=400, body=body)
|
|
||||||
with pytest.raises(exceptions.BadResponse) as e:
|
|
||||||
src.fetch(Series("CAD", "USD", type, "2021-01-07", "2021-01-01"))
|
|
||||||
assert "End date must be greater" in str(e.value)
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_in_future(src, type, requests_mock):
|
|
||||||
body = """{ "observations": [] }"""
|
|
||||||
requests_mock.add(responses.GET, fetch_url("FXCADUSD"), status=200, body=body)
|
|
||||||
series = src.fetch(Series("CAD", "USD", type, "2030-01-01", "2030-01-07"))
|
|
||||||
assert len(series.prices) == 0
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_empty(src, type, requests_mock):
|
|
||||||
requests_mock.add(
|
|
||||||
responses.GET, fetch_url("FXCADUSD"), body="""{"observations":{}}"""
|
|
||||||
)
|
|
||||||
series = src.fetch(Series("CAD", "USD", type, "2021-01-03", "2021-01-03"))
|
|
||||||
assert len(series.prices) == 0
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_no_quote(src, type):
|
|
||||||
with pytest.raises(exceptions.InvalidPair):
|
|
||||||
src.fetch(Series("CAD", "", type, "2021-01-01", "2021-01-07"))
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_unknown_pair(src, type, requests_mock):
|
|
||||||
requests_mock.add(
|
|
||||||
responses.GET,
|
|
||||||
fetch_url("FXCADAFN"),
|
|
||||||
status=404,
|
|
||||||
body="""{
|
|
||||||
"message": "Series FXCADAFN not found.",
|
|
||||||
"docs": "https://www.bankofcanada.ca/valet/docs"
|
|
||||||
}""",
|
|
||||||
)
|
|
||||||
with pytest.raises(exceptions.InvalidPair):
|
|
||||||
src.fetch(Series("CAD", "AFN", type, "2021-01-01", "2021-01-07"))
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_network_issue(src, type, requests_mock):
|
|
||||||
body = requests.exceptions.ConnectionError("Network issue")
|
|
||||||
requests_mock.add(responses.GET, fetch_url("FXCADUSD"), body=body)
|
|
||||||
with pytest.raises(exceptions.RequestError) as e:
|
|
||||||
src.fetch(Series("CAD", "USD", type, "2021-01-01", "2021-01-07"))
|
|
||||||
assert "Network issue" in str(e.value)
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_bad_status(src, type, requests_mock):
|
|
||||||
requests_mock.add(
|
|
||||||
responses.GET,
|
|
||||||
fetch_url("FXCADUSD"),
|
|
||||||
status=500,
|
|
||||||
body="""{"message": "Some other reason"}""",
|
|
||||||
)
|
|
||||||
with pytest.raises(exceptions.BadResponse) as e:
|
|
||||||
src.fetch(Series("CAD", "USD", type, "2021-01-01", "2021-01-07"))
|
|
||||||
assert "Internal Server Error" in str(e.value)
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_parsing_error(src, type, requests_mock):
|
|
||||||
requests_mock.add(responses.GET, fetch_url("FXCADUSD"), body="NOT JSON")
|
|
||||||
with pytest.raises(exceptions.ResponseParsingError) as e:
|
|
||||||
src.fetch(Series("CAD", "USD", type, "2021-01-01", "2021-01-07"))
|
|
||||||
assert "while parsing data" in str(e.value)
|
|
||||||
|
|
@ -1,101 +0,0 @@
|
||||||
{
|
|
||||||
"terms": {
|
|
||||||
"url": "https://www.bankofcanada.ca/terms/"
|
|
||||||
},
|
|
||||||
"seriesDetail": {
|
|
||||||
"FXCADUSD": {
|
|
||||||
"label": "CAD/USD",
|
|
||||||
"description": "Canadian dollar to US dollar daily exchange rate",
|
|
||||||
"dimension": {
|
|
||||||
"key": "d",
|
|
||||||
"name": "date"
|
|
||||||
}
|
|
||||||
}
|
|
||||||
},
|
|
||||||
"observations": [
|
|
||||||
{
|
|
||||||
"d": "2017-01-03",
|
|
||||||
"FXCADUSD": {
|
|
||||||
"v": "0.7443"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"d": "2017-01-04",
|
|
||||||
"FXCADUSD": {
|
|
||||||
"v": "0.7510"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"d": "2017-01-05",
|
|
||||||
"FXCADUSD": {
|
|
||||||
"v": "0.7551"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"d": "2017-01-06",
|
|
||||||
"FXCADUSD": {
|
|
||||||
"v": "0.7568"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"d": "2017-01-09",
|
|
||||||
"FXCADUSD": {
|
|
||||||
"v": "0.7553"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"d": "2017-01-10",
|
|
||||||
"FXCADUSD": {
|
|
||||||
"v": "0.7568"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"d": "2017-01-11",
|
|
||||||
"FXCADUSD": {
|
|
||||||
"v": "0.7547"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"d": "2020-12-29",
|
|
||||||
"FXCADUSD": {
|
|
||||||
"v": "0.7809"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"d": "2020-12-30",
|
|
||||||
"FXCADUSD": {
|
|
||||||
"v": "0.7831"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"d": "2020-12-31",
|
|
||||||
"FXCADUSD": {
|
|
||||||
"v": "0.7854"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"d": "2021-01-04",
|
|
||||||
"FXCADUSD": {
|
|
||||||
"v": "0.7843"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"d": "2021-01-05",
|
|
||||||
"FXCADUSD": {
|
|
||||||
"v": "0.7870"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"d": "2021-01-06",
|
|
||||||
"FXCADUSD": {
|
|
||||||
"v": "0.7883"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"d": "2021-01-07",
|
|
||||||
"FXCADUSD": {
|
|
||||||
"v": "0.7870"
|
|
||||||
}
|
|
||||||
}
|
|
||||||
]
|
|
||||||
}
|
|
||||||
|
|
@ -1,41 +0,0 @@
|
||||||
{
|
|
||||||
"terms": {
|
|
||||||
"url": "https://www.bankofcanada.ca/terms/"
|
|
||||||
},
|
|
||||||
"seriesDetail": {
|
|
||||||
"FXCADUSD": {
|
|
||||||
"label": "CAD/USD",
|
|
||||||
"description": "Canadian dollar to US dollar daily exchange rate",
|
|
||||||
"dimension": {
|
|
||||||
"key": "d",
|
|
||||||
"name": "date"
|
|
||||||
}
|
|
||||||
}
|
|
||||||
},
|
|
||||||
"observations": [
|
|
||||||
{
|
|
||||||
"d": "2021-01-04",
|
|
||||||
"FXCADUSD": {
|
|
||||||
"v": "0.7843"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"d": "2021-01-05",
|
|
||||||
"FXCADUSD": {
|
|
||||||
"v": "0.7870"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"d": "2021-01-06",
|
|
||||||
"FXCADUSD": {
|
|
||||||
"v": "0.7883"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"d": "2021-01-07",
|
|
||||||
"FXCADUSD": {
|
|
||||||
"v": "0.7870"
|
|
||||||
}
|
|
||||||
}
|
|
||||||
]
|
|
||||||
}
|
|
||||||
|
|
@ -1,272 +0,0 @@
|
||||||
{
|
|
||||||
"terms": {
|
|
||||||
"url": "https://www.bankofcanada.ca/terms/"
|
|
||||||
},
|
|
||||||
"series": {
|
|
||||||
"FXAUDCAD": {
|
|
||||||
"label": "AUD/CAD",
|
|
||||||
"description": "Australian dollar to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXAUDCAD"
|
|
||||||
},
|
|
||||||
"FXBRLCAD": {
|
|
||||||
"label": "BRL/CAD",
|
|
||||||
"description": "Brazilian real to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXBRLCAD"
|
|
||||||
},
|
|
||||||
"FXCNYCAD": {
|
|
||||||
"label": "CNY/CAD",
|
|
||||||
"description": "Chinese renminbi to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCNYCAD"
|
|
||||||
},
|
|
||||||
"FXEURCAD": {
|
|
||||||
"label": "EUR/CAD",
|
|
||||||
"description": "European euro to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXEURCAD"
|
|
||||||
},
|
|
||||||
"FXHKDCAD": {
|
|
||||||
"label": "HKD/CAD",
|
|
||||||
"description": "Hong Kong dollar to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXHKDCAD"
|
|
||||||
},
|
|
||||||
"FXINRCAD": {
|
|
||||||
"label": "INR/CAD",
|
|
||||||
"description": "Indian rupee to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXINRCAD"
|
|
||||||
},
|
|
||||||
"FXIDRCAD": {
|
|
||||||
"label": "IDR/CAD",
|
|
||||||
"description": "Indonesian rupiah to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXIDRCAD"
|
|
||||||
},
|
|
||||||
"FXJPYCAD": {
|
|
||||||
"label": "JPY/CAD",
|
|
||||||
"description": "Japanese yen to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXJPYCAD"
|
|
||||||
},
|
|
||||||
"FXMYRCAD": {
|
|
||||||
"label": "MYR/CAD",
|
|
||||||
"description": "Malaysian ringgit to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXMYRCAD"
|
|
||||||
},
|
|
||||||
"FXMXNCAD": {
|
|
||||||
"label": "MXN/CAD",
|
|
||||||
"description": "Mexican peso to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXMXNCAD"
|
|
||||||
},
|
|
||||||
"FXNZDCAD": {
|
|
||||||
"label": "NZD/CAD",
|
|
||||||
"description": "New Zealand dollar to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXNZDCAD"
|
|
||||||
},
|
|
||||||
"FXNOKCAD": {
|
|
||||||
"label": "NOK/CAD",
|
|
||||||
"description": "Norwegian krone to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXNOKCAD"
|
|
||||||
},
|
|
||||||
"FXPENCAD": {
|
|
||||||
"label": "PEN/CAD",
|
|
||||||
"description": "Peruvian new sol to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXPENCAD"
|
|
||||||
},
|
|
||||||
"FXRUBCAD": {
|
|
||||||
"label": "RUB/CAD",
|
|
||||||
"description": "Russian ruble to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXRUBCAD"
|
|
||||||
},
|
|
||||||
"FXSARCAD": {
|
|
||||||
"label": "SAR/CAD",
|
|
||||||
"description": "Saudi riyal to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXSARCAD"
|
|
||||||
},
|
|
||||||
"FXSGDCAD": {
|
|
||||||
"label": "SGD/CAD",
|
|
||||||
"description": "Singapore dollar to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXSGDCAD"
|
|
||||||
},
|
|
||||||
"FXZARCAD": {
|
|
||||||
"label": "ZAR/CAD",
|
|
||||||
"description": "South African rand to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXZARCAD"
|
|
||||||
},
|
|
||||||
"FXKRWCAD": {
|
|
||||||
"label": "KRW/CAD",
|
|
||||||
"description": "South Korean won to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXKRWCAD"
|
|
||||||
},
|
|
||||||
"FXSEKCAD": {
|
|
||||||
"label": "SEK/CAD",
|
|
||||||
"description": "Swedish krona to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXSEKCAD"
|
|
||||||
},
|
|
||||||
"FXCHFCAD": {
|
|
||||||
"label": "CHF/CAD",
|
|
||||||
"description": "Swiss franc to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCHFCAD"
|
|
||||||
},
|
|
||||||
"FXTWDCAD": {
|
|
||||||
"label": "TWD/CAD",
|
|
||||||
"description": "Taiwanese dollar to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXTWDCAD"
|
|
||||||
},
|
|
||||||
"FXTHBCAD": {
|
|
||||||
"label": "THB/CAD",
|
|
||||||
"description": "Thai baht to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXTHBCAD"
|
|
||||||
},
|
|
||||||
"FXTRYCAD": {
|
|
||||||
"label": "TRY/CAD",
|
|
||||||
"description": "Turkish lira to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXTRYCAD"
|
|
||||||
},
|
|
||||||
"FXGBPCAD": {
|
|
||||||
"label": "GBP/CAD",
|
|
||||||
"description": "UK pound sterling to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXGBPCAD"
|
|
||||||
},
|
|
||||||
"FXUSDCAD": {
|
|
||||||
"label": "USD/CAD",
|
|
||||||
"description": "US dollar to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXUSDCAD"
|
|
||||||
},
|
|
||||||
"FXVNDCAD": {
|
|
||||||
"label": "VND/CAD",
|
|
||||||
"description": "Vietnamese dong to Canadian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXVNDCAD"
|
|
||||||
},
|
|
||||||
"FXCADAUD": {
|
|
||||||
"label": "CAD/AUD",
|
|
||||||
"description": "Canadian dollar to Australian dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADAUD"
|
|
||||||
},
|
|
||||||
"FXCADBRL": {
|
|
||||||
"label": "CAD/BRL",
|
|
||||||
"description": "Canadian dollar to Brazilian real daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADBRL"
|
|
||||||
},
|
|
||||||
"FXCADCNY": {
|
|
||||||
"label": "CAD/CNY",
|
|
||||||
"description": "Canadian dollar to Chinese renminbi daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADCNY"
|
|
||||||
},
|
|
||||||
"FXCADEUR": {
|
|
||||||
"label": "CAD/EUR",
|
|
||||||
"description": "Canadian dollar to European euro daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADEUR"
|
|
||||||
},
|
|
||||||
"FXCADHKD": {
|
|
||||||
"label": "CAD/HKD",
|
|
||||||
"description": "Canadian dollar to Hong Kong dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADHKD"
|
|
||||||
},
|
|
||||||
"FXCADINR": {
|
|
||||||
"label": "CAD/INR",
|
|
||||||
"description": "Canadian dollar to Indian rupee daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADINR"
|
|
||||||
},
|
|
||||||
"FXCADIDR": {
|
|
||||||
"label": "CAD/IDR",
|
|
||||||
"description": "Canadian dollar to Indonesian rupiah daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADIDR"
|
|
||||||
},
|
|
||||||
"FXCADJPY": {
|
|
||||||
"label": "CAD/JPY",
|
|
||||||
"description": "Canadian dollar to Japanese yen daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADJPY"
|
|
||||||
},
|
|
||||||
"FXCADMYR": {
|
|
||||||
"label": "CAD/MYR",
|
|
||||||
"description": "Canadian dollar to Malaysian ringgit daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADMYR"
|
|
||||||
},
|
|
||||||
"FXCADMXN": {
|
|
||||||
"label": "CAD/MXN",
|
|
||||||
"description": "Canadian dollar to Mexican peso daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADMXN"
|
|
||||||
},
|
|
||||||
"FXCADNZD": {
|
|
||||||
"label": "CAD/NZD",
|
|
||||||
"description": "Canadian dollar to New Zealand dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADNZD"
|
|
||||||
},
|
|
||||||
"FXCADNOK": {
|
|
||||||
"label": "CAD/NOK",
|
|
||||||
"description": "Canadian dollar to Norwegian krone daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADNOK"
|
|
||||||
},
|
|
||||||
"FXCADPEN": {
|
|
||||||
"label": "CAD/PEN",
|
|
||||||
"description": "Canadian dollar to Peruvian new sol daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADPEN"
|
|
||||||
},
|
|
||||||
"FXCADRUB": {
|
|
||||||
"label": "CAD/RUB",
|
|
||||||
"description": "Canadian dollar to Russian ruble daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADRUB"
|
|
||||||
},
|
|
||||||
"FXCADSAR": {
|
|
||||||
"label": "CAD/SAR",
|
|
||||||
"description": "Canadian dollar to Saudi riyal daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADSAR"
|
|
||||||
},
|
|
||||||
"FXCADSGD": {
|
|
||||||
"label": "CAD/SGD",
|
|
||||||
"description": "Canadian dollar to Singapore dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADSGD"
|
|
||||||
},
|
|
||||||
"FXCADZAR": {
|
|
||||||
"label": "CAD/ZAR",
|
|
||||||
"description": "Canadian dollar to South African rand daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADZAR"
|
|
||||||
},
|
|
||||||
"FXCADKRW": {
|
|
||||||
"label": "CAD/KRW",
|
|
||||||
"description": "Canadian dollar to South Korean won daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADKRW"
|
|
||||||
},
|
|
||||||
"FXCADSEK": {
|
|
||||||
"label": "CAD/SEK",
|
|
||||||
"description": "Canadian dollar to Swedish krona daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADSEK"
|
|
||||||
},
|
|
||||||
"FXCADCHF": {
|
|
||||||
"label": "CAD/CHF",
|
|
||||||
"description": "Canadian dollar to Swiss franc daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADCHF"
|
|
||||||
},
|
|
||||||
"FXCADTWD": {
|
|
||||||
"label": "CAD/TWD",
|
|
||||||
"description": "Canadian dollar to Taiwanese dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADTWD"
|
|
||||||
},
|
|
||||||
"FXCADTHB": {
|
|
||||||
"label": "CAD/THB",
|
|
||||||
"description": "Canadian dollar to Thai baht daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADTHB"
|
|
||||||
},
|
|
||||||
"FXCADTRY": {
|
|
||||||
"label": "CAD/TRY",
|
|
||||||
"description": "Canadian dollar to Turkish lira daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADTRY"
|
|
||||||
},
|
|
||||||
"FXCADGBP": {
|
|
||||||
"label": "CAD/GBP",
|
|
||||||
"description": "Canadian dollar to UK pound sterling daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADGBP"
|
|
||||||
},
|
|
||||||
"FXCADUSD": {
|
|
||||||
"label": "CAD/USD",
|
|
||||||
"description": "Canadian dollar to US dollar daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADUSD"
|
|
||||||
},
|
|
||||||
"FXCADVND": {
|
|
||||||
"label": "CAD/VND",
|
|
||||||
"description": "Canadian dollar to Vietnamese dong daily exchange rate",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/FXCADVND"
|
|
||||||
},
|
|
||||||
"INDINF_GRACE_Q": {
|
|
||||||
"label": "Foreign demand for Canadian non-commodity exports (GRACE) (2007=100)",
|
|
||||||
"description": "Foreign demand for Canadian non-commodity exports (GRACE) (2007=100)",
|
|
||||||
"link": "https://www.bankofcanada.ca/valet/series/INDINF_GRACE_Q"
|
|
||||||
}
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
@ -1,5 +1,4 @@
|
||||||
import logging
|
import logging
|
||||||
from typing import List, Tuple
|
|
||||||
|
|
||||||
import pytest
|
import pytest
|
||||||
|
|
||||||
|
|
@ -23,13 +22,13 @@ class TestSource(BaseSource):
|
||||||
def start(self) -> str:
|
def start(self) -> str:
|
||||||
return ""
|
return ""
|
||||||
|
|
||||||
def types(self) -> List[str]:
|
def types(self) -> list[str]:
|
||||||
return []
|
return []
|
||||||
|
|
||||||
def notes(self) -> str:
|
def notes(self) -> str:
|
||||||
return ""
|
return ""
|
||||||
|
|
||||||
def symbols(self) -> List[Tuple[str, str]]:
|
def symbols(self) -> list[(str, str)]:
|
||||||
return []
|
return []
|
||||||
|
|
||||||
def fetch(self, series: Series) -> Series:
|
def fetch(self, series: Series) -> Series:
|
||||||
|
|
|
||||||
|
|
@ -1,334 +0,0 @@
|
||||||
import logging
|
|
||||||
import os
|
|
||||||
import re
|
|
||||||
from datetime import datetime
|
|
||||||
from decimal import Decimal
|
|
||||||
from pathlib import Path
|
|
||||||
|
|
||||||
import pytest
|
|
||||||
import requests
|
|
||||||
import responses
|
|
||||||
|
|
||||||
from pricehist import exceptions
|
|
||||||
from pricehist.price import Price
|
|
||||||
from pricehist.series import Series
|
|
||||||
from pricehist.sources.coinbasepro import CoinbasePro
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def src():
|
|
||||||
return CoinbasePro()
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def type(src):
|
|
||||||
return src.types()[0]
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def requests_mock():
|
|
||||||
with responses.RequestsMock() as mock:
|
|
||||||
yield mock
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def products_url():
|
|
||||||
return "https://api.pro.coinbase.com/products"
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def currencies_url():
|
|
||||||
return "https://api.pro.coinbase.com/currencies"
|
|
||||||
|
|
||||||
|
|
||||||
def product_url(base, quote):
|
|
||||||
return f"https://api.pro.coinbase.com/products/{base}-{quote}/candles"
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def products_json():
|
|
||||||
return (Path(os.path.splitext(__file__)[0]) / "products-partial.json").read_text()
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def currencies_json():
|
|
||||||
return (Path(os.path.splitext(__file__)[0]) / "currencies-partial.json").read_text()
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def products_response_ok(requests_mock, products_url, products_json):
|
|
||||||
requests_mock.add(responses.GET, products_url, body=products_json, status=200)
|
|
||||||
yield requests_mock
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def currencies_response_ok(requests_mock, currencies_url, currencies_json):
|
|
||||||
requests_mock.add(responses.GET, currencies_url, body=currencies_json, status=200)
|
|
||||||
yield requests_mock
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def recent_response_ok(requests_mock):
|
|
||||||
json = (Path(os.path.splitext(__file__)[0]) / "recent.json").read_text()
|
|
||||||
requests_mock.add(responses.GET, product_url("BTC", "EUR"), body=json, status=200)
|
|
||||||
yield requests_mock
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def multi_response_ok(requests_mock):
|
|
||||||
url1 = re.compile(
|
|
||||||
r"https://api\.pro\.coinbase\.com/products/BTC-EUR/candles\?start=2020-01-01.*"
|
|
||||||
)
|
|
||||||
url2 = re.compile(
|
|
||||||
r"https://api\.pro\.coinbase\.com/products/BTC-EUR/candles\?start=2020-10-17.*"
|
|
||||||
)
|
|
||||||
json1 = (
|
|
||||||
Path(os.path.splitext(__file__)[0]) / "2020-01-01--2020-10-16.json"
|
|
||||||
).read_text()
|
|
||||||
json2 = (
|
|
||||||
Path(os.path.splitext(__file__)[0]) / "2020-10-17--2021-01-07.json"
|
|
||||||
).read_text()
|
|
||||||
requests_mock.add(responses.GET, url1, body=json1, status=200)
|
|
||||||
requests_mock.add(responses.GET, url2, body=json2, status=200)
|
|
||||||
yield requests_mock
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def response_empty(requests_mock):
|
|
||||||
requests_mock.add(
|
|
||||||
responses.GET,
|
|
||||||
product_url("BTC", "EUR"),
|
|
||||||
status=200,
|
|
||||||
body="[]",
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def test_normalizesymbol(src):
|
|
||||||
assert src.normalizesymbol("btc") == "BTC"
|
|
||||||
assert src.normalizesymbol("usd") == "USD"
|
|
||||||
|
|
||||||
|
|
||||||
def test_metadata(src):
|
|
||||||
assert isinstance(src.id(), str)
|
|
||||||
assert len(src.id()) > 0
|
|
||||||
|
|
||||||
assert isinstance(src.name(), str)
|
|
||||||
assert len(src.name()) > 0
|
|
||||||
|
|
||||||
assert isinstance(src.description(), str)
|
|
||||||
assert len(src.description()) > 0
|
|
||||||
|
|
||||||
assert isinstance(src.source_url(), str)
|
|
||||||
assert src.source_url().startswith("http")
|
|
||||||
|
|
||||||
assert datetime.strptime(src.start(), "%Y-%m-%d")
|
|
||||||
|
|
||||||
assert isinstance(src.types(), list)
|
|
||||||
assert len(src.types()) > 0
|
|
||||||
assert isinstance(src.types()[0], str)
|
|
||||||
assert len(src.types()[0]) > 0
|
|
||||||
|
|
||||||
assert isinstance(src.notes(), str)
|
|
||||||
|
|
||||||
|
|
||||||
def test_symbols(src, products_response_ok, currencies_response_ok):
|
|
||||||
syms = src.symbols()
|
|
||||||
assert ("BTC/EUR", "Bitcoin against Euro") in syms
|
|
||||||
assert len(syms) > 2
|
|
||||||
|
|
||||||
|
|
||||||
def test_symbols_requests_logged(
|
|
||||||
src, products_response_ok, currencies_response_ok, caplog
|
|
||||||
):
|
|
||||||
with caplog.at_level(logging.DEBUG):
|
|
||||||
src.symbols()
|
|
||||||
matching = filter(
|
|
||||||
lambda r: "DEBUG" == r.levelname and "curl " in r.message,
|
|
||||||
caplog.records,
|
|
||||||
)
|
|
||||||
assert len(list(matching)) == 2
|
|
||||||
|
|
||||||
|
|
||||||
def test_symbols_not_found(src, requests_mock, products_url, currencies_response_ok):
|
|
||||||
requests_mock.add(responses.GET, products_url, body="[]", status=200)
|
|
||||||
with pytest.raises(exceptions.ResponseParsingError) as e:
|
|
||||||
src.symbols()
|
|
||||||
assert "data not found" in str(e.value)
|
|
||||||
|
|
||||||
|
|
||||||
def test_symbols_network_issue(
|
|
||||||
src, requests_mock, products_response_ok, currencies_url
|
|
||||||
):
|
|
||||||
requests_mock.add(
|
|
||||||
responses.GET,
|
|
||||||
currencies_url,
|
|
||||||
body=requests.exceptions.ConnectionError("Network issue"),
|
|
||||||
)
|
|
||||||
with pytest.raises(exceptions.RequestError) as e:
|
|
||||||
src.symbols()
|
|
||||||
assert "Network issue" in str(e.value)
|
|
||||||
|
|
||||||
|
|
||||||
def test_symbols_bad_status(src, requests_mock, products_url, currencies_response_ok):
|
|
||||||
requests_mock.add(responses.GET, products_url, status=500)
|
|
||||||
with pytest.raises(exceptions.BadResponse) as e:
|
|
||||||
src.symbols()
|
|
||||||
assert "Server Error" in str(e.value)
|
|
||||||
|
|
||||||
|
|
||||||
def test_symbols_parsing_error(
|
|
||||||
src, requests_mock, products_response_ok, currencies_url
|
|
||||||
):
|
|
||||||
requests_mock.add(responses.GET, currencies_url, body="NOT JSON")
|
|
||||||
with pytest.raises(exceptions.ResponseParsingError) as e:
|
|
||||||
src.symbols()
|
|
||||||
assert "while parsing data" in str(e.value)
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_known_pair(src, type, recent_response_ok):
|
|
||||||
series = src.fetch(Series("BTC", "EUR", type, "2021-01-01", "2021-01-07"))
|
|
||||||
req = recent_response_ok.calls[0].request
|
|
||||||
assert req.params["granularity"] == "86400"
|
|
||||||
assert req.params["start"] == "2021-01-01"
|
|
||||||
assert req.params["end"] == "2021-01-07"
|
|
||||||
assert series.prices[0] == Price("2021-01-01", Decimal("23881.35"))
|
|
||||||
assert series.prices[-1] == Price("2021-01-07", Decimal("31208.49"))
|
|
||||||
assert len(series.prices) == 7
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_types_all_available(src, recent_response_ok):
|
|
||||||
mid = src.fetch(Series("BTC", "EUR", "mid", "2021-01-01", "2021-01-07"))
|
|
||||||
opn = src.fetch(Series("BTC", "EUR", "open", "2021-01-01", "2021-01-07"))
|
|
||||||
hgh = src.fetch(Series("BTC", "EUR", "high", "2021-01-01", "2021-01-07"))
|
|
||||||
low = src.fetch(Series("BTC", "EUR", "low", "2021-01-01", "2021-01-07"))
|
|
||||||
cls = src.fetch(Series("BTC", "EUR", "close", "2021-01-01", "2021-01-07"))
|
|
||||||
assert mid.prices[0].amount == Decimal("23881.35")
|
|
||||||
assert opn.prices[0].amount == Decimal("23706.73")
|
|
||||||
assert hgh.prices[0].amount == Decimal("24250")
|
|
||||||
assert low.prices[0].amount == Decimal("23512.7")
|
|
||||||
assert cls.prices[0].amount == Decimal("24070.97")
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_type_mid_is_mean_of_low_and_high(src, recent_response_ok):
|
|
||||||
mid = src.fetch(Series("BTC", "EUR", "mid", "2021-01-01", "2021-01-07")).prices
|
|
||||||
low = src.fetch(Series("BTC", "EUR", "low", "2021-01-01", "2021-01-07")).prices
|
|
||||||
hgh = src.fetch(Series("BTC", "EUR", "high", "2021-01-01", "2021-01-07")).prices
|
|
||||||
assert all(
|
|
||||||
[
|
|
||||||
mid[i].amount == (sum([low[i].amount, hgh[i].amount]) / 2)
|
|
||||||
for i in range(0, 7)
|
|
||||||
]
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_requests_logged(src, type, recent_response_ok, caplog):
|
|
||||||
with caplog.at_level(logging.DEBUG):
|
|
||||||
src.fetch(Series("BTC", "EUR", type, "2021-01-01", "2021-01-07"))
|
|
||||||
assert any(
|
|
||||||
["DEBUG" == r.levelname and "curl " in r.message for r in caplog.records]
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_long_hist_multi_segment(src, type, multi_response_ok):
|
|
||||||
series = src.fetch(Series("BTC", "EUR", type, "2020-01-01", "2021-01-07"))
|
|
||||||
assert series.prices[0] == Price("2020-01-01", Decimal("6430.175"))
|
|
||||||
assert series.prices[-1] == Price("2021-01-07", Decimal("31208.49"))
|
|
||||||
assert len(series.prices) > 3
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_from_before_start(src, type, requests_mock):
|
|
||||||
body = '{"message":"End is too old"}'
|
|
||||||
requests_mock.add(responses.GET, product_url("BTC", "EUR"), status=400, body=body)
|
|
||||||
with pytest.raises(exceptions.BadResponse) as e:
|
|
||||||
src.fetch(Series("BTC", "EUR", type, "1960-01-01", "1960-01-07"))
|
|
||||||
assert "too early" in str(e.value)
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_in_future(src, type, response_empty):
|
|
||||||
series = src.fetch(Series("BTC", "EUR", type, "2100-01-01", "2100-01-07"))
|
|
||||||
assert len(series.prices) == 0
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_wrong_dates_order_alledged(src, type, requests_mock):
|
|
||||||
# Is actually prevented in argument parsing and inside the source.
|
|
||||||
body = '{"message":"start must be before end"}'
|
|
||||||
requests_mock.add(responses.GET, product_url("BTC", "EUR"), status=400, body=body)
|
|
||||||
with pytest.raises(exceptions.BadResponse) as e:
|
|
||||||
src.fetch(Series("BTC", "EUR", type, "2021-01-07", "2021-01-01"))
|
|
||||||
assert "end can't preceed" in str(e.value)
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_too_many_data_points_alledged(src, type, requests_mock):
|
|
||||||
# Should only happen if limit is reduced or calculated segments lengthened
|
|
||||||
body = "aggregations requested exceeds"
|
|
||||||
requests_mock.add(responses.GET, product_url("BTC", "EUR"), status=400, body=body)
|
|
||||||
with pytest.raises(exceptions.BadResponse) as e:
|
|
||||||
src.fetch(Series("BTC", "EUR", type, "2021-01-07", "2021-01-01"))
|
|
||||||
assert "Too many data points" in str(e.value)
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_rate_limit(src, type, requests_mock):
|
|
||||||
body = "Too many requests"
|
|
||||||
requests_mock.add(responses.GET, product_url("BTC", "EUR"), status=429, body=body)
|
|
||||||
with pytest.raises(exceptions.RateLimit) as e:
|
|
||||||
src.fetch(Series("BTC", "EUR", type, "2021-01-07", "2021-01-01"))
|
|
||||||
assert "rate limit has been exceeded" in str(e.value)
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_empty(src, type, response_empty):
|
|
||||||
series = src.fetch(Series("BTC", "EUR", type, "2000-01-01", "2000-01-07"))
|
|
||||||
assert len(series.prices) == 0
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_unknown_base(src, type, requests_mock):
|
|
||||||
body = '{"message":"NotFound"}'
|
|
||||||
requests_mock.add(
|
|
||||||
responses.GET, product_url("UNKNOWN", "EUR"), status=404, body=body
|
|
||||||
)
|
|
||||||
with pytest.raises(exceptions.InvalidPair):
|
|
||||||
src.fetch(Series("UNKNOWN", "EUR", type, "2021-01-01", "2021-01-07"))
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_unknown_quote(src, type, requests_mock):
|
|
||||||
body = '{"message":"NotFound"}'
|
|
||||||
requests_mock.add(responses.GET, product_url("BTC", "XZY"), status=404, body=body)
|
|
||||||
with pytest.raises(exceptions.InvalidPair):
|
|
||||||
src.fetch(Series("BTC", "XZY", type, "2021-01-01", "2021-01-07"))
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_no_quote(src, type, requests_mock):
|
|
||||||
body = '{"message":"NotFound"}'
|
|
||||||
requests_mock.add(responses.GET, product_url("BTC", ""), status=404, body=body)
|
|
||||||
with pytest.raises(exceptions.InvalidPair):
|
|
||||||
src.fetch(Series("BTC", "", type, "2021-01-01", "2021-01-07"))
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_unknown_pair(src, type, requests_mock):
|
|
||||||
body = '{"message":"NotFound"}'
|
|
||||||
requests_mock.add(responses.GET, product_url("ABC", "XZY"), status=404, body=body)
|
|
||||||
with pytest.raises(exceptions.InvalidPair):
|
|
||||||
src.fetch(Series("ABC", "XZY", type, "2021-01-01", "2021-01-07"))
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_network_issue(src, type, requests_mock):
|
|
||||||
body = requests.exceptions.ConnectionError("Network issue")
|
|
||||||
requests_mock.add(responses.GET, product_url("BTC", "EUR"), body=body)
|
|
||||||
with pytest.raises(exceptions.RequestError) as e:
|
|
||||||
src.fetch(Series("BTC", "EUR", type, "2021-01-01", "2021-01-07"))
|
|
||||||
assert "Network issue" in str(e.value)
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_bad_status(src, type, requests_mock):
|
|
||||||
requests_mock.add(
|
|
||||||
responses.GET, product_url("BTC", "EUR"), status=500, body="Some other reason"
|
|
||||||
)
|
|
||||||
with pytest.raises(exceptions.BadResponse) as e:
|
|
||||||
src.fetch(Series("BTC", "EUR", type, "2021-01-01", "2021-01-07"))
|
|
||||||
assert "Internal Server Error" in str(e.value)
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_parsing_error(src, type, requests_mock):
|
|
||||||
requests_mock.add(responses.GET, product_url("BTC", "EUR"), body="NOT JSON")
|
|
||||||
with pytest.raises(exceptions.ResponseParsingError) as e:
|
|
||||||
src.fetch(Series("BTC", "EUR", type, "2021-01-01", "2021-01-07"))
|
|
||||||
assert "while parsing data" in str(e.value)
|
|
||||||
|
|
@ -1,18 +0,0 @@
|
||||||
[
|
|
||||||
[
|
|
||||||
1602806400,
|
|
||||||
9588,
|
|
||||||
9860,
|
|
||||||
9828.84,
|
|
||||||
9672.41,
|
|
||||||
1068.08144123
|
|
||||||
],
|
|
||||||
[
|
|
||||||
1577836800,
|
|
||||||
6388.91,
|
|
||||||
6471.44,
|
|
||||||
6400.02,
|
|
||||||
6410.22,
|
|
||||||
491.94797816
|
|
||||||
]
|
|
||||||
]
|
|
||||||
|
|
@ -1,18 +0,0 @@
|
||||||
[
|
|
||||||
[
|
|
||||||
1609977600,
|
|
||||||
29516.98,
|
|
||||||
32900,
|
|
||||||
29818.73,
|
|
||||||
32120.19,
|
|
||||||
5957.46980324
|
|
||||||
],
|
|
||||||
[
|
|
||||||
1602892800,
|
|
||||||
9630.1,
|
|
||||||
9742.61,
|
|
||||||
9675.29,
|
|
||||||
9706.33,
|
|
||||||
385.03505036
|
|
||||||
]
|
|
||||||
]
|
|
||||||
|
|
@ -1,141 +0,0 @@
|
||||||
[
|
|
||||||
{
|
|
||||||
"id": "BTC",
|
|
||||||
"name": "Bitcoin",
|
|
||||||
"min_size": "0.00000001",
|
|
||||||
"status": "online",
|
|
||||||
"message": "",
|
|
||||||
"max_precision": "0.00000001",
|
|
||||||
"convertible_to": [],
|
|
||||||
"details": {
|
|
||||||
"type": "crypto",
|
|
||||||
"symbol": "₿",
|
|
||||||
"network_confirmations": 3,
|
|
||||||
"sort_order": 20,
|
|
||||||
"crypto_address_link": "https://live.blockcypher.com/btc/address/{{address}}",
|
|
||||||
"crypto_transaction_link": "https://live.blockcypher.com/btc/tx/{{txId}}",
|
|
||||||
"push_payment_methods": [
|
|
||||||
"crypto"
|
|
||||||
],
|
|
||||||
"group_types": [
|
|
||||||
"btc",
|
|
||||||
"crypto"
|
|
||||||
],
|
|
||||||
"display_name": "",
|
|
||||||
"processing_time_seconds": 0,
|
|
||||||
"min_withdrawal_amount": 0.0001,
|
|
||||||
"max_withdrawal_amount": 2400
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"id": "DOGE",
|
|
||||||
"name": "Dogecoin",
|
|
||||||
"min_size": "1",
|
|
||||||
"status": "online",
|
|
||||||
"message": "",
|
|
||||||
"max_precision": "0.1",
|
|
||||||
"convertible_to": [],
|
|
||||||
"details": {
|
|
||||||
"type": "crypto",
|
|
||||||
"symbol": "",
|
|
||||||
"network_confirmations": 60,
|
|
||||||
"sort_order": 29,
|
|
||||||
"crypto_address_link": "https://dogechain.info/address/{{address}}",
|
|
||||||
"crypto_transaction_link": "",
|
|
||||||
"push_payment_methods": [
|
|
||||||
"crypto"
|
|
||||||
],
|
|
||||||
"group_types": [],
|
|
||||||
"display_name": "",
|
|
||||||
"processing_time_seconds": 0,
|
|
||||||
"min_withdrawal_amount": 1,
|
|
||||||
"max_withdrawal_amount": 17391300
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"id": "ETH",
|
|
||||||
"name": "Ether",
|
|
||||||
"min_size": "0.00000001",
|
|
||||||
"status": "online",
|
|
||||||
"message": "",
|
|
||||||
"max_precision": "0.00000001",
|
|
||||||
"convertible_to": [],
|
|
||||||
"details": {
|
|
||||||
"type": "crypto",
|
|
||||||
"symbol": "Ξ",
|
|
||||||
"network_confirmations": 35,
|
|
||||||
"sort_order": 25,
|
|
||||||
"crypto_address_link": "https://etherscan.io/address/{{address}}",
|
|
||||||
"crypto_transaction_link": "https://etherscan.io/tx/0x{{txId}}",
|
|
||||||
"push_payment_methods": [
|
|
||||||
"crypto"
|
|
||||||
],
|
|
||||||
"group_types": [
|
|
||||||
"eth",
|
|
||||||
"crypto"
|
|
||||||
],
|
|
||||||
"display_name": "",
|
|
||||||
"processing_time_seconds": 0,
|
|
||||||
"min_withdrawal_amount": 0.001,
|
|
||||||
"max_withdrawal_amount": 7450
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"id": "EUR",
|
|
||||||
"name": "Euro",
|
|
||||||
"min_size": "0.01",
|
|
||||||
"status": "online",
|
|
||||||
"message": "",
|
|
||||||
"max_precision": "0.01",
|
|
||||||
"convertible_to": [],
|
|
||||||
"details": {
|
|
||||||
"type": "fiat",
|
|
||||||
"symbol": "€",
|
|
||||||
"network_confirmations": 0,
|
|
||||||
"sort_order": 2,
|
|
||||||
"crypto_address_link": "",
|
|
||||||
"crypto_transaction_link": "",
|
|
||||||
"push_payment_methods": [
|
|
||||||
"sepa_bank_account"
|
|
||||||
],
|
|
||||||
"group_types": [
|
|
||||||
"fiat",
|
|
||||||
"eur"
|
|
||||||
],
|
|
||||||
"display_name": "",
|
|
||||||
"processing_time_seconds": 0,
|
|
||||||
"min_withdrawal_amount": 0,
|
|
||||||
"max_withdrawal_amount": 0
|
|
||||||
}
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"id": "GBP",
|
|
||||||
"name": "British Pound",
|
|
||||||
"min_size": "0.01",
|
|
||||||
"status": "online",
|
|
||||||
"message": "",
|
|
||||||
"max_precision": "0.01",
|
|
||||||
"convertible_to": [],
|
|
||||||
"details": {
|
|
||||||
"type": "fiat",
|
|
||||||
"symbol": "£",
|
|
||||||
"network_confirmations": 0,
|
|
||||||
"sort_order": 3,
|
|
||||||
"crypto_address_link": "",
|
|
||||||
"crypto_transaction_link": "",
|
|
||||||
"push_payment_methods": [
|
|
||||||
"uk_bank_account",
|
|
||||||
"swift_lhv",
|
|
||||||
"swift"
|
|
||||||
],
|
|
||||||
"group_types": [
|
|
||||||
"fiat",
|
|
||||||
"gbp"
|
|
||||||
],
|
|
||||||
"display_name": "",
|
|
||||||
"processing_time_seconds": 0,
|
|
||||||
"min_withdrawal_amount": 0,
|
|
||||||
"max_withdrawal_amount": 0
|
|
||||||
}
|
|
||||||
}
|
|
||||||
]
|
|
||||||
|
|
@ -1,62 +0,0 @@
|
||||||
[
|
|
||||||
{
|
|
||||||
"id": "BTC-EUR",
|
|
||||||
"base_currency": "BTC",
|
|
||||||
"quote_currency": "EUR",
|
|
||||||
"base_min_size": "0.0001",
|
|
||||||
"base_max_size": "200",
|
|
||||||
"quote_increment": "0.01",
|
|
||||||
"base_increment": "0.00000001",
|
|
||||||
"display_name": "BTC/EUR",
|
|
||||||
"min_market_funds": "10",
|
|
||||||
"max_market_funds": "600000",
|
|
||||||
"margin_enabled": false,
|
|
||||||
"fx_stablecoin": false,
|
|
||||||
"post_only": false,
|
|
||||||
"limit_only": false,
|
|
||||||
"cancel_only": false,
|
|
||||||
"trading_disabled": false,
|
|
||||||
"status": "online",
|
|
||||||
"status_message": ""
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"id": "ETH-GBP",
|
|
||||||
"base_currency": "ETH",
|
|
||||||
"quote_currency": "GBP",
|
|
||||||
"base_min_size": "0.001",
|
|
||||||
"base_max_size": "1400",
|
|
||||||
"quote_increment": "0.01",
|
|
||||||
"base_increment": "0.00000001",
|
|
||||||
"display_name": "ETH/GBP",
|
|
||||||
"min_market_funds": "10",
|
|
||||||
"max_market_funds": "1000000",
|
|
||||||
"margin_enabled": false,
|
|
||||||
"fx_stablecoin": false,
|
|
||||||
"post_only": false,
|
|
||||||
"limit_only": false,
|
|
||||||
"cancel_only": false,
|
|
||||||
"trading_disabled": false,
|
|
||||||
"status": "online",
|
|
||||||
"status_message": ""
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"id": "DOGE-EUR",
|
|
||||||
"base_currency": "DOGE",
|
|
||||||
"quote_currency": "EUR",
|
|
||||||
"base_min_size": "1",
|
|
||||||
"base_max_size": "690000",
|
|
||||||
"quote_increment": "0.0001",
|
|
||||||
"base_increment": "0.1",
|
|
||||||
"display_name": "DOGE/EUR",
|
|
||||||
"min_market_funds": "5.0",
|
|
||||||
"max_market_funds": "100000",
|
|
||||||
"margin_enabled": false,
|
|
||||||
"fx_stablecoin": false,
|
|
||||||
"post_only": false,
|
|
||||||
"limit_only": false,
|
|
||||||
"cancel_only": false,
|
|
||||||
"trading_disabled": false,
|
|
||||||
"status": "online",
|
|
||||||
"status_message": ""
|
|
||||||
}
|
|
||||||
]
|
|
||||||
|
|
@ -1,58 +0,0 @@
|
||||||
[
|
|
||||||
[
|
|
||||||
1609977600,
|
|
||||||
29516.98,
|
|
||||||
32900,
|
|
||||||
29818.73,
|
|
||||||
32120.19,
|
|
||||||
5957.46980324
|
|
||||||
],
|
|
||||||
[
|
|
||||||
1609891200,
|
|
||||||
27105.01,
|
|
||||||
29949,
|
|
||||||
27655.04,
|
|
||||||
29838.52,
|
|
||||||
4227.05067035
|
|
||||||
],
|
|
||||||
[
|
|
||||||
1609804800,
|
|
||||||
24413.62,
|
|
||||||
27989,
|
|
||||||
26104.4,
|
|
||||||
27654.01,
|
|
||||||
4036.27720179
|
|
||||||
],
|
|
||||||
[
|
|
||||||
1609718400,
|
|
||||||
22055,
|
|
||||||
26199,
|
|
||||||
25624.7,
|
|
||||||
26115.94,
|
|
||||||
6304.41029978
|
|
||||||
],
|
|
||||||
[
|
|
||||||
1609632000,
|
|
||||||
24500,
|
|
||||||
27195.46,
|
|
||||||
25916.75,
|
|
||||||
25644.41,
|
|
||||||
4975.13927959
|
|
||||||
],
|
|
||||||
[
|
|
||||||
1609545600,
|
|
||||||
22000,
|
|
||||||
27000,
|
|
||||||
24071.26,
|
|
||||||
25907.35,
|
|
||||||
7291.88538639
|
|
||||||
],
|
|
||||||
[
|
|
||||||
1609459200,
|
|
||||||
23512.7,
|
|
||||||
24250,
|
|
||||||
23706.73,
|
|
||||||
24070.97,
|
|
||||||
1830.04655405
|
|
||||||
]
|
|
||||||
]
|
|
||||||
|
|
@ -36,10 +36,9 @@ def requests_mock():
|
||||||
yield mock
|
yield mock
|
||||||
|
|
||||||
|
|
||||||
crypto_url = (
|
crypto_url = "https://web-api.coinmarketcap.com/v1/cryptocurrency/map?sort=cmc_rank"
|
||||||
"https://api.coinmarketcap.com/data-api/v1/cryptocurrency/map?sort=cmc_rank"
|
fiat_url = "https://web-api.coinmarketcap.com/v1/fiat/map?include_metals=true"
|
||||||
)
|
fetch_url = "https://web-api.coinmarketcap.com/v1/cryptocurrency/ohlcv/historical"
|
||||||
fetch_url = "https://api.coinmarketcap.com/data-api/v3.1/cryptocurrency/historical"
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
@pytest.fixture
|
||||||
|
|
@ -49,6 +48,13 @@ def crypto_ok(requests_mock):
|
||||||
yield requests_mock
|
yield requests_mock
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.fixture
|
||||||
|
def fiat_ok(requests_mock):
|
||||||
|
json = (Path(os.path.splitext(__file__)[0]) / "fiat-partial.json").read_text()
|
||||||
|
requests_mock.add(responses.GET, fiat_url, body=json, status=200)
|
||||||
|
yield requests_mock
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
@pytest.fixture
|
||||||
def recent_id_id_ok(requests_mock):
|
def recent_id_id_ok(requests_mock):
|
||||||
json = (Path(os.path.splitext(__file__)[0]) / "recent-id1-id2782.json").read_text()
|
json = (Path(os.path.splitext(__file__)[0]) / "recent-id1-id2782.json").read_text()
|
||||||
|
|
@ -56,6 +62,36 @@ def recent_id_id_ok(requests_mock):
|
||||||
yield requests_mock
|
yield requests_mock
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.fixture
|
||||||
|
def recent_id_sym_ok(requests_mock):
|
||||||
|
json = (Path(os.path.splitext(__file__)[0]) / "recent-id1-aud.json").read_text()
|
||||||
|
requests_mock.add(responses.GET, fetch_url, body=json, status=200)
|
||||||
|
yield requests_mock
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.fixture
|
||||||
|
def recent_sym_id_ok(requests_mock):
|
||||||
|
json = (Path(os.path.splitext(__file__)[0]) / "recent-btc-id2782.json").read_text()
|
||||||
|
requests_mock.add(responses.GET, fetch_url, body=json, status=200)
|
||||||
|
yield requests_mock
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.fixture
|
||||||
|
def recent_sym_sym_ok(requests_mock):
|
||||||
|
json = (Path(os.path.splitext(__file__)[0]) / "recent-btc-aud.json").read_text()
|
||||||
|
requests_mock.add(responses.GET, fetch_url, body=json, status=200)
|
||||||
|
yield requests_mock
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.fixture
|
||||||
|
def long_sym_sym_ok(requests_mock):
|
||||||
|
json = (
|
||||||
|
Path(os.path.splitext(__file__)[0]) / "long-btc-aud-partial.json"
|
||||||
|
).read_text()
|
||||||
|
requests_mock.add(responses.GET, fetch_url, body=json, status=200)
|
||||||
|
yield requests_mock
|
||||||
|
|
||||||
|
|
||||||
def test_normalizesymbol(src):
|
def test_normalizesymbol(src):
|
||||||
assert src.normalizesymbol("btc") == "BTC"
|
assert src.normalizesymbol("btc") == "BTC"
|
||||||
assert src.normalizesymbol("id=1") == "ID=1"
|
assert src.normalizesymbol("id=1") == "ID=1"
|
||||||
|
|
@ -84,31 +120,63 @@ def test_metadata(src):
|
||||||
assert isinstance(src.notes(), str)
|
assert isinstance(src.notes(), str)
|
||||||
|
|
||||||
|
|
||||||
def test_symbols(src, crypto_ok):
|
def test_symbols(src, crypto_ok, fiat_ok):
|
||||||
syms = src.symbols()
|
syms = src.symbols()
|
||||||
assert ("id=1", "BTC Bitcoin") in syms
|
assert ("id=1", "BTC Bitcoin") in syms
|
||||||
assert ("id=2782", "AUD Australian Dollar") in syms
|
assert ("id=2782", "AUD Australian Dollar") in syms
|
||||||
assert len(syms) > 2
|
assert len(syms) > 2
|
||||||
|
|
||||||
|
|
||||||
def test_symbols_request_logged(src, crypto_ok, caplog):
|
def test_symbols_requests_logged(src, crypto_ok, fiat_ok, caplog):
|
||||||
with caplog.at_level(logging.DEBUG):
|
with caplog.at_level(logging.DEBUG):
|
||||||
src.symbols()
|
src.symbols()
|
||||||
logged_requests = 0
|
logged_requests = 0
|
||||||
for r in caplog.records:
|
for r in caplog.records:
|
||||||
if r.levelname == "DEBUG" and "curl " in r.message:
|
if r.levelname == "DEBUG" and "curl " in r.message:
|
||||||
logged_requests += 1
|
logged_requests += 1
|
||||||
assert logged_requests == 1
|
assert logged_requests == 2
|
||||||
|
|
||||||
|
|
||||||
def test_symbols_crypto_not_found(src, requests_mock):
|
def test_symbols_fiat_not_found(src, requests_mock):
|
||||||
|
requests_mock.add(responses.GET, fiat_url, body="{}", status=200)
|
||||||
|
with pytest.raises(exceptions.ResponseParsingError) as e:
|
||||||
|
src.symbols()
|
||||||
|
assert "Unexpected content" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
|
def test_symbols_fiat_network_issue(src, requests_mock):
|
||||||
|
requests_mock.add(
|
||||||
|
responses.GET,
|
||||||
|
fiat_url,
|
||||||
|
body=requests.exceptions.ConnectionError("Network issue"),
|
||||||
|
)
|
||||||
|
with pytest.raises(exceptions.RequestError) as e:
|
||||||
|
src.symbols()
|
||||||
|
assert "Network issue" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
|
def test_symbols_fiat_bad_status(src, requests_mock):
|
||||||
|
requests_mock.add(responses.GET, fiat_url, status=500)
|
||||||
|
with pytest.raises(exceptions.BadResponse) as e:
|
||||||
|
src.symbols()
|
||||||
|
assert "Server Error" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
|
def test_symbols_fiat_parsing_error(src, requests_mock):
|
||||||
|
requests_mock.add(responses.GET, fiat_url, body="NOT JSON")
|
||||||
|
with pytest.raises(exceptions.ResponseParsingError) as e:
|
||||||
|
src.symbols()
|
||||||
|
assert "while parsing data" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
|
def test_symbols_crypto_not_found(src, requests_mock, fiat_ok):
|
||||||
requests_mock.add(responses.GET, crypto_url, body="{}", status=200)
|
requests_mock.add(responses.GET, crypto_url, body="{}", status=200)
|
||||||
with pytest.raises(exceptions.ResponseParsingError) as e:
|
with pytest.raises(exceptions.ResponseParsingError) as e:
|
||||||
src.symbols()
|
src.symbols()
|
||||||
assert "Unexpected content" in str(e.value)
|
assert "Unexpected content" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
def test_symbols_crypto_network_issue(src, requests_mock):
|
def test_symbols_crypto_network_issue(src, requests_mock, fiat_ok):
|
||||||
requests_mock.add(
|
requests_mock.add(
|
||||||
responses.GET,
|
responses.GET,
|
||||||
crypto_url,
|
crypto_url,
|
||||||
|
|
@ -119,14 +187,14 @@ def test_symbols_crypto_network_issue(src, requests_mock):
|
||||||
assert "Network issue" in str(e.value)
|
assert "Network issue" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
def test_symbols_crypto_bad_status(src, requests_mock):
|
def test_symbols_crypto_bad_status(src, requests_mock, fiat_ok):
|
||||||
requests_mock.add(responses.GET, crypto_url, status=500)
|
requests_mock.add(responses.GET, crypto_url, status=500)
|
||||||
with pytest.raises(exceptions.BadResponse) as e:
|
with pytest.raises(exceptions.BadResponse) as e:
|
||||||
src.symbols()
|
src.symbols()
|
||||||
assert "Server Error" in str(e.value)
|
assert "Server Error" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
def test_symbols_crypto_parsing_error(src, requests_mock):
|
def test_symbols_crypto_parsing_error(src, requests_mock, fiat_ok):
|
||||||
requests_mock.add(responses.GET, crypto_url, body="NOT JSON")
|
requests_mock.add(responses.GET, crypto_url, body="NOT JSON")
|
||||||
with pytest.raises(exceptions.ResponseParsingError) as e:
|
with pytest.raises(exceptions.ResponseParsingError) as e:
|
||||||
src.symbols()
|
src.symbols()
|
||||||
|
|
@ -134,59 +202,59 @@ def test_symbols_crypto_parsing_error(src, requests_mock):
|
||||||
|
|
||||||
|
|
||||||
def test_symbols_no_data(src, type, requests_mock):
|
def test_symbols_no_data(src, type, requests_mock):
|
||||||
requests_mock.add(responses.GET, crypto_url, body='{"data": []}')
|
requests_mock.add(responses.GET, fiat_url, body='{"data": []}')
|
||||||
with pytest.raises(exceptions.ResponseParsingError) as e:
|
with pytest.raises(exceptions.ResponseParsingError) as e:
|
||||||
src.symbols()
|
src.symbols()
|
||||||
assert "Empty data section" in str(e.value)
|
assert "Empty data section" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_known_pair_id_id(src, type, recent_id_id_ok, crypto_ok):
|
def test_fetch_known_pair_id_id(src, type, recent_id_id_ok, crypto_ok, fiat_ok):
|
||||||
series = src.fetch(Series("ID=1", "ID=2782", type, "2021-01-01", "2021-01-07"))
|
series = src.fetch(Series("ID=1", "ID=2782", type, "2021-01-01", "2021-01-07"))
|
||||||
req = recent_id_id_ok.calls[0].request
|
req = recent_id_id_ok.calls[0].request
|
||||||
assert req.params["id"] == "1"
|
assert req.params["id"] == "1"
|
||||||
assert req.params["convertId"] == "2782"
|
assert req.params["convert_id"] == "2782"
|
||||||
assert (series.base, series.quote) == ("BTC", "AUD")
|
assert (series.base, series.quote) == ("BTC", "AUD")
|
||||||
assert len(series.prices) == 7
|
assert len(series.prices) == 7
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_known_pair_id_sym(src, type, recent_id_id_ok, crypto_ok):
|
def test_fetch_known_pair_id_sym(src, type, recent_id_sym_ok):
|
||||||
series = src.fetch(Series("ID=1", "AUD", type, "2021-01-01", "2021-01-07"))
|
series = src.fetch(Series("ID=1", "AUD", type, "2021-01-01", "2021-01-07"))
|
||||||
req = recent_id_id_ok.calls[1].request
|
req = recent_id_sym_ok.calls[0].request
|
||||||
assert req.params["id"] == "1"
|
assert req.params["id"] == "1"
|
||||||
assert req.params["convertId"] == "2782"
|
assert req.params["convert"] == "AUD"
|
||||||
assert (series.base, series.quote) == ("BTC", "AUD")
|
assert (series.base, series.quote) == ("BTC", "AUD")
|
||||||
assert len(series.prices) == 7
|
assert len(series.prices) == 7
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_known_pair_sym_id(src, type, recent_id_id_ok, crypto_ok):
|
def test_fetch_known_pair_sym_id(src, type, recent_sym_id_ok, crypto_ok, fiat_ok):
|
||||||
series = src.fetch(Series("BTC", "ID=2782", type, "2021-01-01", "2021-01-07"))
|
series = src.fetch(Series("BTC", "ID=2782", type, "2021-01-01", "2021-01-07"))
|
||||||
req = recent_id_id_ok.calls[1].request
|
req = recent_sym_id_ok.calls[0].request
|
||||||
assert req.params["id"] == "1"
|
assert req.params["symbol"] == "BTC"
|
||||||
assert req.params["convertId"] == "2782"
|
assert req.params["convert_id"] == "2782"
|
||||||
assert (series.base, series.quote) == ("BTC", "AUD")
|
assert (series.base, series.quote) == ("BTC", "AUD")
|
||||||
assert len(series.prices) == 7
|
assert len(series.prices) == 7
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_known_pair_sym_sym(src, type, recent_id_id_ok, crypto_ok):
|
def test_fetch_known_pair_sym_sym(src, type, recent_sym_sym_ok):
|
||||||
series = src.fetch(Series("BTC", "AUD", type, "2021-01-01", "2021-01-07"))
|
series = src.fetch(Series("BTC", "AUD", type, "2021-01-01", "2021-01-07"))
|
||||||
req = recent_id_id_ok.calls[1].request
|
req = recent_sym_sym_ok.calls[0].request
|
||||||
assert req.params["id"] == "1"
|
assert req.params["symbol"] == "BTC"
|
||||||
assert req.params["convertId"] == "2782"
|
assert req.params["convert"] == "AUD"
|
||||||
assert len(series.prices) == 7
|
assert len(series.prices) == 7
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_requests_and_receives_correct_times(
|
def test_fetch_requests_and_receives_correct_times(
|
||||||
src, type, recent_id_id_ok, crypto_ok
|
src, type, recent_id_id_ok, crypto_ok, fiat_ok
|
||||||
):
|
):
|
||||||
series = src.fetch(Series("ID=1", "ID=2782", type, "2021-01-01", "2021-01-07"))
|
series = src.fetch(Series("ID=1", "ID=2782", type, "2021-01-01", "2021-01-07"))
|
||||||
req = recent_id_id_ok.calls[0].request
|
req = recent_id_id_ok.calls[0].request
|
||||||
assert req.params["timeStart"] == str(timestamp("2020-12-31")) # back one period
|
assert req.params["time_start"] == str(timestamp("2020-12-31")) # back one period
|
||||||
assert req.params["timeEnd"] == str(timestamp("2021-01-07"))
|
assert req.params["time_end"] == str(timestamp("2021-01-07"))
|
||||||
assert series.prices[0] == Price("2021-01-01", Decimal("37914.35060237985"))
|
assert series.prices[0] == Price("2021-01-01", Decimal("37914.350602379853"))
|
||||||
assert series.prices[-1] == Price("2021-01-07", Decimal("49369.66288590665"))
|
assert series.prices[-1] == Price("2021-01-07", Decimal("49370.064689585612"))
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_requests_logged(src, type, crypto_ok, recent_id_id_ok, caplog):
|
def test_fetch_requests_logged(src, type, recent_sym_sym_ok, caplog):
|
||||||
with caplog.at_level(logging.DEBUG):
|
with caplog.at_level(logging.DEBUG):
|
||||||
src.fetch(Series("BTC", "AUD", type, "2021-01-01", "2021-01-07"))
|
src.fetch(Series("BTC", "AUD", type, "2021-01-01", "2021-01-07"))
|
||||||
assert any(
|
assert any(
|
||||||
|
|
@ -194,20 +262,20 @@ def test_fetch_requests_logged(src, type, crypto_ok, recent_id_id_ok, caplog):
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_types_all_available(src, crypto_ok, recent_id_id_ok):
|
def test_fetch_types_all_available(src, recent_sym_sym_ok):
|
||||||
mid = src.fetch(Series("BTC", "AUD", "mid", "2021-01-01", "2021-01-07"))
|
mid = src.fetch(Series("BTC", "AUD", "mid", "2021-01-01", "2021-01-07"))
|
||||||
opn = src.fetch(Series("BTC", "AUD", "open", "2021-01-01", "2021-01-07"))
|
opn = src.fetch(Series("BTC", "AUD", "open", "2021-01-01", "2021-01-07"))
|
||||||
hgh = src.fetch(Series("BTC", "AUD", "high", "2021-01-01", "2021-01-07"))
|
hgh = src.fetch(Series("BTC", "AUD", "high", "2021-01-01", "2021-01-07"))
|
||||||
low = src.fetch(Series("BTC", "AUD", "low", "2021-01-01", "2021-01-07"))
|
low = src.fetch(Series("BTC", "AUD", "low", "2021-01-01", "2021-01-07"))
|
||||||
cls = src.fetch(Series("BTC", "AUD", "close", "2021-01-01", "2021-01-07"))
|
cls = src.fetch(Series("BTC", "AUD", "close", "2021-01-01", "2021-01-07"))
|
||||||
assert mid.prices[0].amount == Decimal("37914.35060237985")
|
assert mid.prices[0].amount == Decimal("37914.350602379853")
|
||||||
assert opn.prices[0].amount == Decimal("37658.1146368474")
|
assert opn.prices[0].amount == Decimal("37658.83948707033")
|
||||||
assert hgh.prices[0].amount == Decimal("38417.9137031205")
|
assert hgh.prices[0].amount == Decimal("38417.9137031205")
|
||||||
assert low.prices[0].amount == Decimal("37410.7875016392")
|
assert low.prices[0].amount == Decimal("37410.787501639206")
|
||||||
assert cls.prices[0].amount == Decimal("38181.9913330076")
|
assert cls.prices[0].amount == Decimal("38181.99133300758")
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_type_mid_is_mean_of_low_and_high(src, crypto_ok, recent_id_id_ok):
|
def test_fetch_type_mid_is_mean_of_low_and_high(src, recent_sym_sym_ok):
|
||||||
mid = src.fetch(Series("BTC", "AUD", "mid", "2021-01-01", "2021-01-07")).prices
|
mid = src.fetch(Series("BTC", "AUD", "mid", "2021-01-01", "2021-01-07")).prices
|
||||||
low = src.fetch(Series("BTC", "AUD", "low", "2021-01-01", "2021-01-07")).prices
|
low = src.fetch(Series("BTC", "AUD", "low", "2021-01-01", "2021-01-07")).prices
|
||||||
hgh = src.fetch(Series("BTC", "AUD", "high", "2021-01-01", "2021-01-07")).prices
|
hgh = src.fetch(Series("BTC", "AUD", "high", "2021-01-01", "2021-01-07")).prices
|
||||||
|
|
@ -219,24 +287,80 @@ def test_fetch_type_mid_is_mean_of_low_and_high(src, crypto_ok, recent_id_id_ok)
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_empty(src, type, crypto_ok, requests_mock):
|
def test_fetch_long_hist_from_start(src, type, long_sym_sym_ok):
|
||||||
|
series = src.fetch(Series("BTC", "AUD", type, src.start(), "2021-01-07"))
|
||||||
|
assert series.prices[0] == Price("2013-04-28", Decimal("130.45956234123247"))
|
||||||
|
assert series.prices[-1] == Price("2021-01-07", Decimal("49370.064689585612"))
|
||||||
|
assert len(series.prices) > 13
|
||||||
|
|
||||||
|
|
||||||
|
def test_fetch_from_before_start(src, type, requests_mock):
|
||||||
|
requests_mock.add(
|
||||||
|
responses.GET,
|
||||||
|
fetch_url,
|
||||||
|
status=400,
|
||||||
|
body="""{ "status": { "error_code": 400, "error_message":
|
||||||
|
"\\"time_start\\" must be a valid ISO 8601 timestamp or unix time value",
|
||||||
|
} }""",
|
||||||
|
)
|
||||||
|
with pytest.raises(exceptions.BadResponse) as e:
|
||||||
|
src.fetch(Series("BTC", "AUD", type, "2001-09-10", "2001-10-01"))
|
||||||
|
assert "start date can't preceed" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
|
def test_fetch_to_future(src, type, recent_sym_sym_ok):
|
||||||
|
series = src.fetch(Series("BTC", "AUD", type, "2021-01-01", "2100-01-01"))
|
||||||
|
assert len(series.prices) > 0
|
||||||
|
|
||||||
|
|
||||||
|
def test_fetch_in_future(src, type, requests_mock):
|
||||||
|
requests_mock.add(
|
||||||
|
responses.GET,
|
||||||
|
fetch_url,
|
||||||
|
status=400,
|
||||||
|
body="""{
|
||||||
|
"status": {
|
||||||
|
"error_code": 400,
|
||||||
|
"error_message": "\\"time_start\\" must be older than \\"time_end\\"."
|
||||||
|
}
|
||||||
|
}""",
|
||||||
|
)
|
||||||
|
with pytest.raises(exceptions.BadResponse) as e:
|
||||||
|
src.fetch(Series("BTC", "AUD", type, "2030-01-01", "2030-01-07"))
|
||||||
|
assert "start date must be in the past" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
|
def test_fetch_reversed_dates(src, type, requests_mock):
|
||||||
|
requests_mock.add(
|
||||||
|
responses.GET,
|
||||||
|
fetch_url,
|
||||||
|
status=400,
|
||||||
|
body="""{
|
||||||
|
"status": {
|
||||||
|
"error_code": 400,
|
||||||
|
"error_message": "\\"time_start\\" must be older than \\"time_end\\"."
|
||||||
|
}
|
||||||
|
}""",
|
||||||
|
)
|
||||||
|
with pytest.raises(exceptions.BadResponse) as e:
|
||||||
|
src.fetch(Series("BTC", "AUD", type, "2021-01-07", "2021-01-01"))
|
||||||
|
assert "start date must preceed or match the end" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
|
def test_fetch_empty(src, type, requests_mock):
|
||||||
requests_mock.add(
|
requests_mock.add(
|
||||||
responses.GET,
|
responses.GET,
|
||||||
fetch_url,
|
fetch_url,
|
||||||
body="""{
|
body="""{
|
||||||
|
"status": {
|
||||||
|
"error_code": 0,
|
||||||
|
"error_message": null
|
||||||
|
},
|
||||||
"data": {
|
"data": {
|
||||||
"id": 1,
|
"id": 1,
|
||||||
"name": "Bitcoin",
|
"name": "Bitcoin",
|
||||||
"symbol": "BTC",
|
"symbol": "BTC",
|
||||||
"timeEnd": "1228348799",
|
|
||||||
"quotes": []
|
"quotes": []
|
||||||
},
|
|
||||||
"status": {
|
|
||||||
"timestamp": "2024-08-03T09:31:52.719Z",
|
|
||||||
"error_code": "0",
|
|
||||||
"error_message": "SUCCESS",
|
|
||||||
"elapsed": "14",
|
|
||||||
"credit_count": 0
|
|
||||||
}
|
}
|
||||||
}""",
|
}""",
|
||||||
)
|
)
|
||||||
|
|
@ -244,36 +368,63 @@ def test_fetch_empty(src, type, crypto_ok, requests_mock):
|
||||||
assert len(series.prices) == 0
|
assert len(series.prices) == 0
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_bad_base_sym(src, type, crypto_ok):
|
def test_fetch_bad_base_sym(src, type, requests_mock):
|
||||||
with pytest.raises(exceptions.InvalidPair) as e:
|
requests_mock.add(responses.GET, fetch_url, body='{"data":{}}')
|
||||||
|
with pytest.raises(exceptions.ResponseParsingError) as e:
|
||||||
src.fetch(Series("NOTABASE", "USD", type, "2021-01-01", "2021-01-07"))
|
src.fetch(Series("NOTABASE", "USD", type, "2021-01-01", "2021-01-07"))
|
||||||
assert "Invalid symbol 'NOTABASE'" in str(e.value)
|
assert "quote currency symbol can't be found" in str(e.value)
|
||||||
|
assert "other reasons" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_bad_quote_sym(src, type, crypto_ok):
|
def test_fetch_bad_quote_sym(src, type, requests_mock):
|
||||||
with pytest.raises(exceptions.InvalidPair) as e:
|
|
||||||
src.fetch(Series("BTC", "NOTAQUOTE", type, "2021-01-01", "2021-01-07"))
|
|
||||||
assert "Invalid symbol 'NOTAQUOTE'" in str(e.value)
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_bad_response(src, type, crypto_ok, requests_mock):
|
|
||||||
requests_mock.add(
|
requests_mock.add(
|
||||||
responses.GET,
|
responses.GET,
|
||||||
fetch_url,
|
fetch_url,
|
||||||
status=200,
|
status=400,
|
||||||
body="""{
|
body="""{
|
||||||
"status": {
|
"status": {
|
||||||
"timestamp": "2024-08-03T09:42:43.699Z",
|
"error_code": 400,
|
||||||
"error_code": "500",
|
"error_message": "Invalid value for \\"convert\\": \\"NOTAQUOTE\\""
|
||||||
"error_message": "The system is busy, please try again later!",
|
|
||||||
"elapsed": "0",
|
|
||||||
"credit_count": 0
|
|
||||||
}
|
}
|
||||||
}""",
|
}""",
|
||||||
)
|
)
|
||||||
with pytest.raises(exceptions.BadResponse) as e:
|
with pytest.raises(exceptions.InvalidPair) as e:
|
||||||
src.fetch(Series("ID=987654321", "USD", type, "2021-01-01", "2021-01-07"))
|
src.fetch(Series("BTC", "NOTAQUOTE", type, "2021-01-01", "2021-01-07"))
|
||||||
assert "general error" in str(e.value)
|
assert "Bad quote symbol" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
|
def test_fetch_bad_base_id(src, type, requests_mock):
|
||||||
|
requests_mock.add(
|
||||||
|
responses.GET,
|
||||||
|
fetch_url,
|
||||||
|
status=400,
|
||||||
|
body="""{
|
||||||
|
"status": {
|
||||||
|
"error_code": 400,
|
||||||
|
"error_message": "No items found."
|
||||||
|
}
|
||||||
|
}""",
|
||||||
|
)
|
||||||
|
with pytest.raises(exceptions.InvalidPair) as e:
|
||||||
|
src.fetch(Series("ID=20000", "USD", type, "2021-01-01", "2021-01-07"))
|
||||||
|
assert "Bad base ID" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
|
def test_fetch_bad_quote_id(src, type, requests_mock):
|
||||||
|
requests_mock.add(
|
||||||
|
responses.GET,
|
||||||
|
fetch_url,
|
||||||
|
status=400,
|
||||||
|
body="""{
|
||||||
|
"status": {
|
||||||
|
"error_code": 400,
|
||||||
|
"error_message": "Invalid value for \\"convert_id\\": \\"20000\\""
|
||||||
|
}
|
||||||
|
}""",
|
||||||
|
)
|
||||||
|
with pytest.raises(exceptions.InvalidPair) as e:
|
||||||
|
src.fetch(Series("BTC", "ID=20000", type, "2021-01-01", "2021-01-07"))
|
||||||
|
assert "Bad quote ID" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_no_quote(src, type):
|
def test_fetch_no_quote(src, type):
|
||||||
|
|
@ -281,7 +432,7 @@ def test_fetch_no_quote(src, type):
|
||||||
src.fetch(Series("BTC", "", type, "2021-01-01", "2021-01-07"))
|
src.fetch(Series("BTC", "", type, "2021-01-01", "2021-01-07"))
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_network_issue(src, type, crypto_ok, requests_mock):
|
def test_fetch_network_issue(src, type, requests_mock):
|
||||||
body = requests.exceptions.ConnectionError("Network issue")
|
body = requests.exceptions.ConnectionError("Network issue")
|
||||||
requests_mock.add(responses.GET, fetch_url, body=body)
|
requests_mock.add(responses.GET, fetch_url, body=body)
|
||||||
with pytest.raises(exceptions.RequestError) as e:
|
with pytest.raises(exceptions.RequestError) as e:
|
||||||
|
|
@ -289,21 +440,21 @@ def test_fetch_network_issue(src, type, crypto_ok, requests_mock):
|
||||||
assert "Network issue" in str(e.value)
|
assert "Network issue" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_bad_status(src, type, crypto_ok, requests_mock):
|
def test_fetch_bad_status(src, type, requests_mock):
|
||||||
requests_mock.add(responses.GET, fetch_url, status=500, body="Some other reason")
|
requests_mock.add(responses.GET, fetch_url, status=500, body="Some other reason")
|
||||||
with pytest.raises(exceptions.BadResponse) as e:
|
with pytest.raises(exceptions.BadResponse) as e:
|
||||||
src.fetch(Series("BTC", "AUD", type, "2021-01-01", "2021-01-07"))
|
src.fetch(Series("BTC", "AUD", type, "2021-01-01", "2021-01-07"))
|
||||||
assert "Internal Server Error" in str(e.value)
|
assert "Internal Server Error" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_parsing_error(src, type, crypto_ok, requests_mock):
|
def test_fetch_parsing_error(src, type, requests_mock):
|
||||||
requests_mock.add(responses.GET, fetch_url, body="NOT JSON")
|
requests_mock.add(responses.GET, fetch_url, body="NOT JSON")
|
||||||
with pytest.raises(exceptions.ResponseParsingError) as e:
|
with pytest.raises(exceptions.ResponseParsingError) as e:
|
||||||
src.fetch(Series("BTC", "AUD", type, "2021-01-01", "2021-01-07"))
|
src.fetch(Series("BTC", "AUD", type, "2021-01-01", "2021-01-07"))
|
||||||
assert "while parsing data" in str(e.value)
|
assert "while parsing data" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_unexpected_json(src, type, crypto_ok, requests_mock):
|
def test_fetch_unexpected_json(src, type, requests_mock):
|
||||||
requests_mock.add(responses.GET, fetch_url, body='{"notdata": []}')
|
requests_mock.add(responses.GET, fetch_url, body='{"notdata": []}')
|
||||||
with pytest.raises(exceptions.ResponseParsingError) as e:
|
with pytest.raises(exceptions.ResponseParsingError) as e:
|
||||||
src.fetch(Series("BTC", "AUD", type, "2021-01-01", "2021-01-07"))
|
src.fetch(Series("BTC", "AUD", type, "2021-01-01", "2021-01-07"))
|
||||||
|
|
|
||||||
30
tests/pricehist/sources/test_coinmarketcap/fiat-partial.json
Normal file
30
tests/pricehist/sources/test_coinmarketcap/fiat-partial.json
Normal file
|
|
@ -0,0 +1,30 @@
|
||||||
|
{
|
||||||
|
"status": {
|
||||||
|
"timestamp": "2021-07-16T10:08:13.272Z",
|
||||||
|
"error_code": 0,
|
||||||
|
"error_message": null,
|
||||||
|
"elapsed": 1,
|
||||||
|
"credit_count": 0,
|
||||||
|
"notice": null
|
||||||
|
},
|
||||||
|
"data": [
|
||||||
|
{
|
||||||
|
"id": 2781,
|
||||||
|
"name": "United States Dollar",
|
||||||
|
"sign": "$",
|
||||||
|
"symbol": "USD"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"id": 2782,
|
||||||
|
"name": "Australian Dollar",
|
||||||
|
"sign": "$",
|
||||||
|
"symbol": "AUD"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"id": 3575,
|
||||||
|
"name": "Gold Troy Ounce",
|
||||||
|
"symbol": "",
|
||||||
|
"code": "XAU"
|
||||||
|
}
|
||||||
|
]
|
||||||
|
}
|
||||||
|
|
@ -0,0 +1,255 @@
|
||||||
|
{
|
||||||
|
"status": {
|
||||||
|
"timestamp": "2021-07-17T16:16:11.926Z",
|
||||||
|
"error_code": 0,
|
||||||
|
"error_message": null,
|
||||||
|
"elapsed": 2262,
|
||||||
|
"credit_count": 0,
|
||||||
|
"notice": null
|
||||||
|
},
|
||||||
|
"data": {
|
||||||
|
"id": 1,
|
||||||
|
"name": "Bitcoin",
|
||||||
|
"symbol": "BTC",
|
||||||
|
"quotes": [
|
||||||
|
{
|
||||||
|
"time_open": "2013-04-28T00:00:00.000Z",
|
||||||
|
"time_close": "2013-04-28T23:59:59.999Z",
|
||||||
|
"time_high": "2013-04-28T18:50:02.000Z",
|
||||||
|
"time_low": "2013-04-28T20:15:02.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": null,
|
||||||
|
"high": 132.39216797540558,
|
||||||
|
"low": 128.52695670705936,
|
||||||
|
"close": 130.52908647526473,
|
||||||
|
"volume": 0,
|
||||||
|
"market_cap": 1447740447.626921,
|
||||||
|
"timestamp": "2013-04-28T23:59:00.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2013-04-29T00:00:00.000Z",
|
||||||
|
"time_close": "2013-04-29T23:59:59.999Z",
|
||||||
|
"time_high": "2013-04-29T13:15:01.000Z",
|
||||||
|
"time_low": "2013-04-29T05:20:01.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 130.75666236543535,
|
||||||
|
"high": 142.67970067891736,
|
||||||
|
"low": 129.9456943366951,
|
||||||
|
"close": 139.77370978254794,
|
||||||
|
"volume": 0,
|
||||||
|
"market_cap": 1550883729.329852,
|
||||||
|
"timestamp": "2013-04-29T23:59:00.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2013-04-30T00:00:00.000Z",
|
||||||
|
"time_close": "2013-04-30T23:59:59.999Z",
|
||||||
|
"time_high": "2013-04-30T08:25:02.000Z",
|
||||||
|
"time_low": "2013-04-30T18:55:01.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 139.2515230635335,
|
||||||
|
"high": 141.93391873626476,
|
||||||
|
"low": 129.37940647790543,
|
||||||
|
"close": 134.06635802469137,
|
||||||
|
"volume": 0,
|
||||||
|
"market_cap": 1488052782.6003087,
|
||||||
|
"timestamp": "2013-04-30T23:59:00.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2013-05-01T00:00:00.000Z",
|
||||||
|
"time_close": "2013-05-01T23:59:59.999Z",
|
||||||
|
"time_high": "2013-05-01T00:15:01.000Z",
|
||||||
|
"time_low": "2013-05-01T19:55:01.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 134.06635802469137,
|
||||||
|
"high": 134.88573849160971,
|
||||||
|
"low": 104.93911468163968,
|
||||||
|
"close": 113.79243056489595,
|
||||||
|
"volume": 0,
|
||||||
|
"market_cap": 1263451603.6864119,
|
||||||
|
"timestamp": "2013-05-01T23:59:00.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2013-05-02T00:00:00.000Z",
|
||||||
|
"time_close": "2013-05-02T23:59:59.999Z",
|
||||||
|
"time_high": "2013-05-02T14:25:01.000Z",
|
||||||
|
"time_low": "2013-05-02T14:30:02.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 113.19910247390133,
|
||||||
|
"high": 122.60835462135991,
|
||||||
|
"low": 90.08385249759387,
|
||||||
|
"close": 102.63388848353591,
|
||||||
|
"volume": 0,
|
||||||
|
"market_cap": 1139905858.2089553,
|
||||||
|
"timestamp": "2013-05-02T23:59:00.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2013-05-03T00:00:00.000Z",
|
||||||
|
"time_close": "2013-05-03T23:59:59.999Z",
|
||||||
|
"time_high": "2013-05-03T05:30:02.000Z",
|
||||||
|
"time_low": "2013-05-03T03:05:01.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 103.64842454394694,
|
||||||
|
"high": 105.43929629649027,
|
||||||
|
"low": 77.03544845551335,
|
||||||
|
"close": 94.77409346519293,
|
||||||
|
"volume": 0,
|
||||||
|
"market_cap": 1052933070.3412836,
|
||||||
|
"timestamp": "2013-05-03T23:59:00.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2013-05-04T00:00:00.000Z",
|
||||||
|
"time_close": "2013-05-04T23:59:59.999Z",
|
||||||
|
"time_high": "2013-05-04T07:15:01.000Z",
|
||||||
|
"time_low": "2013-05-04T06:50:01.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 95.11343656595025,
|
||||||
|
"high": 111.49893348846227,
|
||||||
|
"low": 89.68392476245879,
|
||||||
|
"close": 109.07504363001745,
|
||||||
|
"volume": 0,
|
||||||
|
"market_cap": 1212251854.2757416,
|
||||||
|
"timestamp": "2013-05-04T23:59:00.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-01T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-01T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-01T12:38:43.000Z",
|
||||||
|
"time_low": "2021-01-01T00:16:43.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 37658.83948707033,
|
||||||
|
"high": 38417.9137031205,
|
||||||
|
"low": 37410.787501639206,
|
||||||
|
"close": 38181.99133300758,
|
||||||
|
"volume": 52943282221.028366,
|
||||||
|
"market_cap": 709720173049.5383,
|
||||||
|
"timestamp": "2021-01-01T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-02T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-02T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-02T19:49:42.000Z",
|
||||||
|
"time_low": "2021-01-02T00:31:44.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 38184.98611600682,
|
||||||
|
"high": 43096.681197423015,
|
||||||
|
"low": 37814.17187096531,
|
||||||
|
"close": 41760.62923079505,
|
||||||
|
"volume": 88214867181.97835,
|
||||||
|
"market_cap": 776278147177.8037,
|
||||||
|
"timestamp": "2021-01-02T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-03T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-03T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-03T07:47:38.000Z",
|
||||||
|
"time_low": "2021-01-03T00:20:45.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 41763.41015117659,
|
||||||
|
"high": 44985.93247585023,
|
||||||
|
"low": 41663.204350601605,
|
||||||
|
"close": 42511.10646879765,
|
||||||
|
"volume": 102011582370.28117,
|
||||||
|
"market_cap": 790270288834.0249,
|
||||||
|
"timestamp": "2021-01-03T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-04T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-04T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-04T04:07:42.000Z",
|
||||||
|
"time_low": "2021-01-04T10:19:42.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 42548.61349648768,
|
||||||
|
"high": 43360.96165147421,
|
||||||
|
"low": 37133.98436952697,
|
||||||
|
"close": 41686.38761359174,
|
||||||
|
"volume": 105824510346.65779,
|
||||||
|
"market_cap": 774984045201.7122,
|
||||||
|
"timestamp": "2021-01-04T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-05T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-05T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-05T22:44:35.000Z",
|
||||||
|
"time_low": "2021-01-05T06:16:41.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 41693.07321807638,
|
||||||
|
"high": 44403.79487147647,
|
||||||
|
"low": 39221.81167941294,
|
||||||
|
"close": 43790.067253370056,
|
||||||
|
"volume": 87016490203.50436,
|
||||||
|
"market_cap": 814135603090.2502,
|
||||||
|
"timestamp": "2021-01-05T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-06T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-06T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-06T23:57:36.000Z",
|
||||||
|
"time_low": "2021-01-06T00:25:38.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 43817.35864984641,
|
||||||
|
"high": 47186.65232598287,
|
||||||
|
"low": 43152.60281764236,
|
||||||
|
"close": 47115.85365360005,
|
||||||
|
"volume": 96330948324.8061,
|
||||||
|
"market_cap": 876019742889.9551,
|
||||||
|
"timestamp": "2021-01-06T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-07T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-07T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-07T18:17:42.000Z",
|
||||||
|
"time_low": "2021-01-07T08:25:51.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 47128.02139328098,
|
||||||
|
"high": 51833.478207775144,
|
||||||
|
"low": 46906.65117139608,
|
||||||
|
"close": 50686.90986207153,
|
||||||
|
"volume": 109124136558.20264,
|
||||||
|
"market_cap": 942469208700.134,
|
||||||
|
"timestamp": "2021-01-07T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
]
|
||||||
|
}
|
||||||
|
}
|
||||||
136
tests/pricehist/sources/test_coinmarketcap/recent-btc-aud.json
Normal file
136
tests/pricehist/sources/test_coinmarketcap/recent-btc-aud.json
Normal file
|
|
@ -0,0 +1,136 @@
|
||||||
|
{
|
||||||
|
"status": {
|
||||||
|
"timestamp": "2021-07-16T10:42:32.013Z",
|
||||||
|
"error_code": 0,
|
||||||
|
"error_message": null,
|
||||||
|
"elapsed": 20,
|
||||||
|
"credit_count": 0,
|
||||||
|
"notice": null
|
||||||
|
},
|
||||||
|
"data": {
|
||||||
|
"id": 1,
|
||||||
|
"name": "Bitcoin",
|
||||||
|
"symbol": "BTC",
|
||||||
|
"quotes": [
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-01T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-01T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-01T12:38:43.000Z",
|
||||||
|
"time_low": "2021-01-01T00:16:43.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 37658.83948707033,
|
||||||
|
"high": 38417.9137031205,
|
||||||
|
"low": 37410.787501639206,
|
||||||
|
"close": 38181.99133300758,
|
||||||
|
"volume": 52943282221.028366,
|
||||||
|
"market_cap": 709720173049.5383,
|
||||||
|
"timestamp": "2021-01-01T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-02T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-02T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-02T19:49:42.000Z",
|
||||||
|
"time_low": "2021-01-02T00:31:44.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 38184.98611600682,
|
||||||
|
"high": 43096.681197423015,
|
||||||
|
"low": 37814.17187096531,
|
||||||
|
"close": 41760.62923079505,
|
||||||
|
"volume": 88214867181.97835,
|
||||||
|
"market_cap": 776278147177.8037,
|
||||||
|
"timestamp": "2021-01-02T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-03T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-03T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-03T07:47:38.000Z",
|
||||||
|
"time_low": "2021-01-03T00:20:45.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 41763.41015117659,
|
||||||
|
"high": 44985.93247585023,
|
||||||
|
"low": 41663.204350601605,
|
||||||
|
"close": 42511.10646879765,
|
||||||
|
"volume": 102011582370.28117,
|
||||||
|
"market_cap": 790270288834.0249,
|
||||||
|
"timestamp": "2021-01-03T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-04T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-04T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-04T04:07:42.000Z",
|
||||||
|
"time_low": "2021-01-04T10:19:42.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 42548.61349648768,
|
||||||
|
"high": 43360.96165147421,
|
||||||
|
"low": 37133.98436952697,
|
||||||
|
"close": 41686.38761359174,
|
||||||
|
"volume": 105824510346.65779,
|
||||||
|
"market_cap": 774984045201.7122,
|
||||||
|
"timestamp": "2021-01-04T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-05T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-05T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-05T22:44:35.000Z",
|
||||||
|
"time_low": "2021-01-05T06:16:41.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 41693.07321807638,
|
||||||
|
"high": 44403.79487147647,
|
||||||
|
"low": 39221.81167941294,
|
||||||
|
"close": 43790.067253370056,
|
||||||
|
"volume": 87016490203.50436,
|
||||||
|
"market_cap": 814135603090.2502,
|
||||||
|
"timestamp": "2021-01-05T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-06T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-06T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-06T23:57:36.000Z",
|
||||||
|
"time_low": "2021-01-06T00:25:38.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 43817.35864984641,
|
||||||
|
"high": 47186.65232598287,
|
||||||
|
"low": 43152.60281764236,
|
||||||
|
"close": 47115.85365360005,
|
||||||
|
"volume": 96330948324.8061,
|
||||||
|
"market_cap": 876019742889.9551,
|
||||||
|
"timestamp": "2021-01-06T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-07T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-07T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-07T18:17:42.000Z",
|
||||||
|
"time_low": "2021-01-07T08:25:51.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 47128.02139328098,
|
||||||
|
"high": 51833.478207775144,
|
||||||
|
"low": 46906.65117139608,
|
||||||
|
"close": 50686.90986207153,
|
||||||
|
"volume": 109124136558.20264,
|
||||||
|
"market_cap": 942469208700.134,
|
||||||
|
"timestamp": "2021-01-07T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
]
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
@ -0,0 +1,136 @@
|
||||||
|
{
|
||||||
|
"status": {
|
||||||
|
"timestamp": "2021-07-16T10:42:27.169Z",
|
||||||
|
"error_code": 0,
|
||||||
|
"error_message": null,
|
||||||
|
"elapsed": 19,
|
||||||
|
"credit_count": 0,
|
||||||
|
"notice": null
|
||||||
|
},
|
||||||
|
"data": {
|
||||||
|
"id": 1,
|
||||||
|
"name": "Bitcoin",
|
||||||
|
"symbol": "BTC",
|
||||||
|
"quotes": [
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-01T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-01T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-01T12:38:43.000Z",
|
||||||
|
"time_low": "2021-01-01T00:16:43.000Z",
|
||||||
|
"quote": {
|
||||||
|
"2782": {
|
||||||
|
"open": 37658.83948707033,
|
||||||
|
"high": 38417.9137031205,
|
||||||
|
"low": 37410.787501639206,
|
||||||
|
"close": 38181.99133300758,
|
||||||
|
"volume": 52943282221.028366,
|
||||||
|
"market_cap": 709720173049.5383,
|
||||||
|
"timestamp": "2021-01-01T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-02T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-02T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-02T19:49:42.000Z",
|
||||||
|
"time_low": "2021-01-02T00:31:44.000Z",
|
||||||
|
"quote": {
|
||||||
|
"2782": {
|
||||||
|
"open": 38184.98611600682,
|
||||||
|
"high": 43096.681197423015,
|
||||||
|
"low": 37814.17187096531,
|
||||||
|
"close": 41760.62923079505,
|
||||||
|
"volume": 88214867181.97835,
|
||||||
|
"market_cap": 776278147177.8037,
|
||||||
|
"timestamp": "2021-01-02T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-03T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-03T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-03T07:47:38.000Z",
|
||||||
|
"time_low": "2021-01-03T00:20:45.000Z",
|
||||||
|
"quote": {
|
||||||
|
"2782": {
|
||||||
|
"open": 41763.41015117659,
|
||||||
|
"high": 44985.93247585023,
|
||||||
|
"low": 41663.204350601605,
|
||||||
|
"close": 42511.10646879765,
|
||||||
|
"volume": 102011582370.28117,
|
||||||
|
"market_cap": 790270288834.0249,
|
||||||
|
"timestamp": "2021-01-03T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-04T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-04T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-04T04:07:42.000Z",
|
||||||
|
"time_low": "2021-01-04T10:19:42.000Z",
|
||||||
|
"quote": {
|
||||||
|
"2782": {
|
||||||
|
"open": 42548.61349648768,
|
||||||
|
"high": 43360.96165147421,
|
||||||
|
"low": 37133.98436952697,
|
||||||
|
"close": 41686.38761359174,
|
||||||
|
"volume": 105824510346.65779,
|
||||||
|
"market_cap": 774984045201.7122,
|
||||||
|
"timestamp": "2021-01-04T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-05T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-05T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-05T22:44:35.000Z",
|
||||||
|
"time_low": "2021-01-05T06:16:41.000Z",
|
||||||
|
"quote": {
|
||||||
|
"2782": {
|
||||||
|
"open": 41693.07321807638,
|
||||||
|
"high": 44403.79487147647,
|
||||||
|
"low": 39221.81167941294,
|
||||||
|
"close": 43790.067253370056,
|
||||||
|
"volume": 87016490203.50436,
|
||||||
|
"market_cap": 814135603090.2502,
|
||||||
|
"timestamp": "2021-01-05T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-06T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-06T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-06T23:57:36.000Z",
|
||||||
|
"time_low": "2021-01-06T00:25:38.000Z",
|
||||||
|
"quote": {
|
||||||
|
"2782": {
|
||||||
|
"open": 43817.35864984641,
|
||||||
|
"high": 47186.65232598287,
|
||||||
|
"low": 43152.60281764236,
|
||||||
|
"close": 47115.85365360005,
|
||||||
|
"volume": 96330948324.8061,
|
||||||
|
"market_cap": 876019742889.9551,
|
||||||
|
"timestamp": "2021-01-06T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-07T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-07T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-07T18:17:42.000Z",
|
||||||
|
"time_low": "2021-01-07T08:25:51.000Z",
|
||||||
|
"quote": {
|
||||||
|
"2782": {
|
||||||
|
"open": 47128.02139328098,
|
||||||
|
"high": 51833.478207775144,
|
||||||
|
"low": 46906.65117139608,
|
||||||
|
"close": 50686.90986207153,
|
||||||
|
"volume": 109124136558.20264,
|
||||||
|
"market_cap": 942469208700.134,
|
||||||
|
"timestamp": "2021-01-07T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
]
|
||||||
|
}
|
||||||
|
}
|
||||||
136
tests/pricehist/sources/test_coinmarketcap/recent-id1-aud.json
Normal file
136
tests/pricehist/sources/test_coinmarketcap/recent-id1-aud.json
Normal file
|
|
@ -0,0 +1,136 @@
|
||||||
|
{
|
||||||
|
"status": {
|
||||||
|
"timestamp": "2021-07-16T10:42:24.612Z",
|
||||||
|
"error_code": 0,
|
||||||
|
"error_message": null,
|
||||||
|
"elapsed": 57,
|
||||||
|
"credit_count": 0,
|
||||||
|
"notice": null
|
||||||
|
},
|
||||||
|
"data": {
|
||||||
|
"id": 1,
|
||||||
|
"name": "Bitcoin",
|
||||||
|
"symbol": "BTC",
|
||||||
|
"quotes": [
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-01T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-01T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-01T12:38:43.000Z",
|
||||||
|
"time_low": "2021-01-01T00:16:43.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 37658.83948707033,
|
||||||
|
"high": 38417.9137031205,
|
||||||
|
"low": 37410.787501639206,
|
||||||
|
"close": 38181.99133300758,
|
||||||
|
"volume": 52943282221.028366,
|
||||||
|
"market_cap": 709720173049.5383,
|
||||||
|
"timestamp": "2021-01-01T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-02T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-02T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-02T19:49:42.000Z",
|
||||||
|
"time_low": "2021-01-02T00:31:44.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 38184.98611600682,
|
||||||
|
"high": 43096.681197423015,
|
||||||
|
"low": 37814.17187096531,
|
||||||
|
"close": 41760.62923079505,
|
||||||
|
"volume": 88214867181.97835,
|
||||||
|
"market_cap": 776278147177.8037,
|
||||||
|
"timestamp": "2021-01-02T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-03T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-03T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-03T07:47:38.000Z",
|
||||||
|
"time_low": "2021-01-03T00:20:45.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 41763.41015117659,
|
||||||
|
"high": 44985.93247585023,
|
||||||
|
"low": 41663.204350601605,
|
||||||
|
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|
||||||
|
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|
||||||
|
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|
||||||
|
"timestamp": "2021-01-03T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-04T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-04T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-04T04:07:42.000Z",
|
||||||
|
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|
||||||
|
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|
||||||
|
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|
||||||
|
"open": 42548.61349648768,
|
||||||
|
"high": 43360.96165147421,
|
||||||
|
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|
||||||
|
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|
||||||
|
"volume": 105824510346.65779,
|
||||||
|
"market_cap": 774984045201.7122,
|
||||||
|
"timestamp": "2021-01-04T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-05T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-05T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-05T22:44:35.000Z",
|
||||||
|
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|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
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|
||||||
|
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|
||||||
|
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||||||
|
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|
||||||
|
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|
||||||
|
"market_cap": 814135603090.2502,
|
||||||
|
"timestamp": "2021-01-05T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-06T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-06T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-06T23:57:36.000Z",
|
||||||
|
"time_low": "2021-01-06T00:25:38.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 43817.35864984641,
|
||||||
|
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|
||||||
|
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||||||
|
"close": 47115.85365360005,
|
||||||
|
"volume": 96330948324.8061,
|
||||||
|
"market_cap": 876019742889.9551,
|
||||||
|
"timestamp": "2021-01-06T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"time_open": "2021-01-07T00:00:00.000Z",
|
||||||
|
"time_close": "2021-01-07T23:59:59.999Z",
|
||||||
|
"time_high": "2021-01-07T18:17:42.000Z",
|
||||||
|
"time_low": "2021-01-07T08:25:51.000Z",
|
||||||
|
"quote": {
|
||||||
|
"AUD": {
|
||||||
|
"open": 47128.02139328098,
|
||||||
|
"high": 51833.478207775144,
|
||||||
|
"low": 46906.65117139608,
|
||||||
|
"close": 50686.90986207153,
|
||||||
|
"volume": 109124136558.20264,
|
||||||
|
"market_cap": 942469208700.134,
|
||||||
|
"timestamp": "2021-01-07T23:59:06.000Z"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
]
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
@ -1,129 +1,136 @@
|
||||||
{
|
{
|
||||||
|
"status": {
|
||||||
|
"timestamp": "2021-07-16T10:42:21.065Z",
|
||||||
|
"error_code": 0,
|
||||||
|
"error_message": null,
|
||||||
|
"elapsed": 17,
|
||||||
|
"credit_count": 0,
|
||||||
|
"notice": null
|
||||||
|
},
|
||||||
"data": {
|
"data": {
|
||||||
"id": 1,
|
"id": 1,
|
||||||
"name": "Bitcoin",
|
"name": "Bitcoin",
|
||||||
"symbol": "BTC",
|
"symbol": "BTC",
|
||||||
"timeEnd": "1575503999",
|
|
||||||
"quotes": [
|
"quotes": [
|
||||||
{
|
{
|
||||||
"timeOpen": "2021-01-01T00:00:00.000Z",
|
"time_open": "2021-01-01T00:00:00.000Z",
|
||||||
"timeClose": "2021-01-01T23:59:59.999Z",
|
"time_close": "2021-01-01T23:59:59.999Z",
|
||||||
"timeHigh": "2021-01-01T12:38:43.000Z",
|
"time_high": "2021-01-01T12:38:43.000Z",
|
||||||
"timeLow": "2021-01-01T00:16:43.000Z",
|
"time_low": "2021-01-01T00:16:43.000Z",
|
||||||
"quote": {
|
"quote": {
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||||||
"name": "2782",
|
"2782": {
|
||||||
"open": 37658.1146368474,
|
"open": 37658.83948707033,
|
||||||
"high": 38417.9137031205,
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"high": 38417.9137031205,
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||||||
"low": 37410.7875016392,
|
"low": 37410.787501639206,
|
||||||
"close": 38181.9913330076,
|
"close": 38181.99133300758,
|
||||||
"volume": 52901492931.8344367080,
|
"volume": 52943282221.028366,
|
||||||
"marketCap": 709159975413.2388897949,
|
"market_cap": 709720173049.5383,
|
||||||
"timestamp": "2021-01-01T23:59:59.999Z"
|
"timestamp": "2021-01-01T23:59:06.000Z"
|
||||||
|
}
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"timeOpen": "2021-01-02T00:00:00.000Z",
|
"time_open": "2021-01-02T00:00:00.000Z",
|
||||||
"timeClose": "2021-01-02T23:59:59.999Z",
|
"time_close": "2021-01-02T23:59:59.999Z",
|
||||||
"timeHigh": "2021-01-02T19:49:42.000Z",
|
"time_high": "2021-01-02T19:49:42.000Z",
|
||||||
"timeLow": "2021-01-02T00:31:44.000Z",
|
"time_low": "2021-01-02T00:31:44.000Z",
|
||||||
"quote": {
|
"quote": {
|
||||||
"name": "2782",
|
"2782": {
|
||||||
"open": 38184.9861160068,
|
"open": 38184.98611600682,
|
||||||
"high": 43096.6811974230,
|
"high": 43096.681197423015,
|
||||||
"low": 37814.1718709653,
|
"low": 37814.17187096531,
|
||||||
"close": 41760.6292307951,
|
"close": 41760.62923079505,
|
||||||
"volume": 88214867181.9830439141,
|
"volume": 88214867181.97835,
|
||||||
"marketCap": 776278147177.8037261338,
|
"market_cap": 776278147177.8037,
|
||||||
"timestamp": "2021-01-02T23:59:59.999Z"
|
"timestamp": "2021-01-02T23:59:06.000Z"
|
||||||
|
}
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"timeOpen": "2021-01-03T00:00:00.000Z",
|
"time_open": "2021-01-03T00:00:00.000Z",
|
||||||
"timeClose": "2021-01-03T23:59:59.999Z",
|
"time_close": "2021-01-03T23:59:59.999Z",
|
||||||
"timeHigh": "2021-01-03T07:47:38.000Z",
|
"time_high": "2021-01-03T07:47:38.000Z",
|
||||||
"timeLow": "2021-01-03T00:20:45.000Z",
|
"time_low": "2021-01-03T00:20:45.000Z",
|
||||||
"quote": {
|
"quote": {
|
||||||
"name": "2782",
|
"2782": {
|
||||||
"open": 41763.4101511766,
|
"open": 41763.41015117659,
|
||||||
"high": 44985.9324758502,
|
"high": 44985.93247585023,
|
||||||
"low": 41663.2043506016,
|
"low": 41663.204350601605,
|
||||||
"close": 42534.0538859236,
|
"close": 42511.10646879765,
|
||||||
"volume": 102253005977.1115650988,
|
"volume": 102011582370.28117,
|
||||||
"marketCap": 792140565709.1701340036,
|
"market_cap": 790270288834.0249,
|
||||||
"timestamp": "2021-01-03T23:59:59.999Z"
|
"timestamp": "2021-01-03T23:59:06.000Z"
|
||||||
|
}
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"timeOpen": "2021-01-04T00:00:00.000Z",
|
"time_open": "2021-01-04T00:00:00.000Z",
|
||||||
"timeClose": "2021-01-04T23:59:59.999Z",
|
"time_close": "2021-01-04T23:59:59.999Z",
|
||||||
"timeHigh": "2021-01-04T04:07:42.000Z",
|
"time_high": "2021-01-04T04:07:42.000Z",
|
||||||
"timeLow": "2021-01-04T10:19:42.000Z",
|
"time_low": "2021-01-04T10:19:42.000Z",
|
||||||
"quote": {
|
"quote": {
|
||||||
"name": "2782",
|
"2782": {
|
||||||
"open": 42548.6134964877,
|
"open": 42548.61349648768,
|
||||||
"high": 43347.7527651400,
|
"high": 43360.96165147421,
|
||||||
"low": 37111.8678479690,
|
"low": 37133.98436952697,
|
||||||
"close": 41707.4890765162,
|
"close": 41686.38761359174,
|
||||||
"volume": 105251252720.3013091567,
|
"volume": 105824510346.65779,
|
||||||
"marketCap": 770785910830.3801120744,
|
"market_cap": 774984045201.7122,
|
||||||
"timestamp": "2021-01-04T23:59:59.999Z"
|
"timestamp": "2021-01-04T23:59:06.000Z"
|
||||||
|
}
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"timeOpen": "2021-01-05T00:00:00.000Z",
|
"time_open": "2021-01-05T00:00:00.000Z",
|
||||||
"timeClose": "2021-01-05T23:59:59.999Z",
|
"time_close": "2021-01-05T23:59:59.999Z",
|
||||||
"timeHigh": "2021-01-05T22:44:35.000Z",
|
"time_high": "2021-01-05T22:44:35.000Z",
|
||||||
"timeLow": "2021-01-05T06:16:41.000Z",
|
"time_low": "2021-01-05T06:16:41.000Z",
|
||||||
"quote": {
|
"quote": {
|
||||||
"name": "2782",
|
"2782": {
|
||||||
"open": 41693.0732180764,
|
"open": 41693.07321807638,
|
||||||
"high": 44406.6531914952,
|
"high": 44403.79487147647,
|
||||||
"low": 39220.9654861842,
|
"low": 39221.81167941294,
|
||||||
"close": 43777.4560620835,
|
"close": 43790.067253370056,
|
||||||
"volume": 88071174132.6445648582,
|
"volume": 87016490203.50436,
|
||||||
"marketCap": 824003338903.4613958343,
|
"market_cap": 814135603090.2502,
|
||||||
"timestamp": "2021-01-05T23:59:59.999Z"
|
"timestamp": "2021-01-05T23:59:06.000Z"
|
||||||
|
}
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"timeOpen": "2021-01-06T00:00:00.000Z",
|
"time_open": "2021-01-06T00:00:00.000Z",
|
||||||
"timeClose": "2021-01-06T23:59:59.999Z",
|
"time_close": "2021-01-06T23:59:59.999Z",
|
||||||
"timeHigh": "2021-01-06T23:57:36.000Z",
|
"time_high": "2021-01-06T23:57:36.000Z",
|
||||||
"timeLow": "2021-01-06T00:25:38.000Z",
|
"time_low": "2021-01-06T00:25:38.000Z",
|
||||||
"quote": {
|
"quote": {
|
||||||
"name": "2782",
|
"2782": {
|
||||||
"open": 43798.3790529373,
|
"open": 43817.35864984641,
|
||||||
"high": 47185.7303335186,
|
"high": 47186.65232598287,
|
||||||
"low": 43152.6028176424,
|
"low": 43152.60281764236,
|
||||||
"close": 47114.9330444897,
|
"close": 47115.85365360005,
|
||||||
"volume": 96948095813.7503737302,
|
"volume": 96330948324.8061,
|
||||||
"marketCap": 881631993096.0701475336,
|
"market_cap": 876019742889.9551,
|
||||||
"timestamp": "2021-01-06T23:59:59.999Z"
|
"timestamp": "2021-01-06T23:59:06.000Z"
|
||||||
|
}
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"timeOpen": "2021-01-07T00:00:00.000Z",
|
"time_open": "2021-01-07T00:00:00.000Z",
|
||||||
"timeClose": "2021-01-07T23:59:59.999Z",
|
"time_close": "2021-01-07T23:59:59.999Z",
|
||||||
"timeHigh": "2021-01-07T18:17:42.000Z",
|
"time_high": "2021-01-07T18:17:42.000Z",
|
||||||
"timeLow": "2021-01-07T08:25:51.000Z",
|
"time_low": "2021-01-07T08:25:51.000Z",
|
||||||
"quote": {
|
"quote": {
|
||||||
"name": "2782",
|
"2782": {
|
||||||
"open": 47128.0213932810,
|
"open": 47128.02139328098,
|
||||||
"high": 51832.6746004172,
|
"high": 51833.478207775144,
|
||||||
"low": 46906.6511713961,
|
"low": 46906.65117139608,
|
||||||
"close": 50660.9643451606,
|
"close": 50686.90986207153,
|
||||||
"volume": 108451040396.2660095877,
|
"volume": 109124136558.20264,
|
||||||
"marketCap": 936655898949.2177196744,
|
"market_cap": 942469208700.134,
|
||||||
"timestamp": "2021-01-07T23:59:59.999Z"
|
"timestamp": "2021-01-07T23:59:06.000Z"
|
||||||
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
]
|
]
|
||||||
},
|
|
||||||
"status": {
|
|
||||||
"timestamp": "2024-08-02T18:23:21.586Z",
|
|
||||||
"error_code": "0",
|
|
||||||
"error_message": "SUCCESS",
|
|
||||||
"elapsed": "212",
|
|
||||||
"credit_count": 0
|
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
|
||||||
|
|
@ -36,28 +36,31 @@ def requests_mock():
|
||||||
yield mock
|
yield mock
|
||||||
|
|
||||||
|
|
||||||
def url(base):
|
spark_url = "https://query1.finance.yahoo.com/v7/finance/spark"
|
||||||
return f"https://query1.finance.yahoo.com/v8/finance/chart/{base}"
|
|
||||||
|
|
||||||
|
def history_url(base):
|
||||||
|
return f"https://query1.finance.yahoo.com/v7/finance/download/{base}"
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.fixture
|
||||||
|
def spark_ok(requests_mock):
|
||||||
|
json = (Path(os.path.splitext(__file__)[0]) / "tsla-spark.json").read_text()
|
||||||
|
requests_mock.add(responses.GET, spark_url, body=json, status=200)
|
||||||
|
yield requests_mock
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
@pytest.fixture
|
||||||
def recent_ok(requests_mock):
|
def recent_ok(requests_mock):
|
||||||
json = (Path(os.path.splitext(__file__)[0]) / "tsla-recent.json").read_text()
|
json = (Path(os.path.splitext(__file__)[0]) / "tsla-recent.csv").read_text()
|
||||||
requests_mock.add(responses.GET, url("TSLA"), body=json, status=200)
|
requests_mock.add(responses.GET, history_url("TSLA"), body=json, status=200)
|
||||||
yield requests_mock
|
yield requests_mock
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
@pytest.fixture
|
||||||
def long_ok(requests_mock):
|
def long_ok(requests_mock):
|
||||||
json = (Path(os.path.splitext(__file__)[0]) / "ibm-long-partial.json").read_text()
|
json = (Path(os.path.splitext(__file__)[0]) / "ibm-long-partial.csv").read_text()
|
||||||
requests_mock.add(responses.GET, url("IBM"), body=json, status=200)
|
requests_mock.add(responses.GET, history_url("IBM"), body=json, status=200)
|
||||||
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
|
yield requests_mock
|
||||||
|
|
||||||
|
|
||||||
|
|
@ -95,57 +98,53 @@ def test_symbols(src, caplog):
|
||||||
assert any(["Find the symbol of interest on" in r.message for r in caplog.records])
|
assert any(["Find the symbol of interest on" in r.message for r in caplog.records])
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_known(src, type, recent_ok):
|
def test_fetch_known(src, type, spark_ok, recent_ok):
|
||||||
series = src.fetch(Series("TSLA", "", type, "2021-01-04", "2021-01-08"))
|
series = src.fetch(Series("TSLA", "", type, "2021-01-04", "2021-01-08"))
|
||||||
req = recent_ok.calls[0].request
|
spark_req = recent_ok.calls[0].request
|
||||||
assert req.params["events"] == "capitalGain%7Cdiv%7Csplit"
|
hist_req = recent_ok.calls[1].request
|
||||||
assert req.params["includeAdjustedClose"] == "true"
|
assert spark_req.params["symbols"] == "TSLA"
|
||||||
|
assert hist_req.params["events"] == "history"
|
||||||
|
assert hist_req.params["includeAdjustedClose"] == "true"
|
||||||
assert (series.base, series.quote) == ("TSLA", "USD")
|
assert (series.base, series.quote) == ("TSLA", "USD")
|
||||||
assert len(series.prices) == 5
|
assert len(series.prices) == 5
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_requests_and_receives_correct_times(src, type, recent_ok):
|
def test_fetch_requests_and_receives_correct_times(src, type, spark_ok, recent_ok):
|
||||||
series = src.fetch(Series("TSLA", "", type, "2021-01-04", "2021-01-08"))
|
series = src.fetch(Series("TSLA", "", type, "2021-01-04", "2021-01-08"))
|
||||||
req = recent_ok.calls[0].request
|
hist_req = recent_ok.calls[1].request
|
||||||
assert req.params["period1"] == str(timestamp("2021-01-04"))
|
assert hist_req.params["period1"] == str(timestamp("2021-01-04"))
|
||||||
assert req.params["period2"] == str(timestamp("2021-01-09")) # rounded up one
|
assert hist_req.params["period2"] == str(timestamp("2021-01-09")) # rounded up one
|
||||||
assert req.params["interval"] == "1d"
|
assert hist_req.params["interval"] == "1d"
|
||||||
assert series.prices[0] == Price("2021-01-04", Decimal("243.2566680908203125"))
|
assert series.prices[0] == Price("2021-01-04", Decimal("729.770020"))
|
||||||
assert series.prices[-1] == Price("2021-01-08", Decimal("293.339996337890625"))
|
assert series.prices[-1] == Price("2021-01-08", Decimal("880.020020"))
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_ignores_any_extra_row(src, type, recent_ok):
|
def test_fetch_requests_logged(src, type, spark_ok, recent_ok, caplog):
|
||||||
series = src.fetch(Series("TSLA", "", type, "2021-01-04", "2021-01-07"))
|
|
||||||
assert series.prices[0] == Price("2021-01-04", Decimal("243.2566680908203125"))
|
|
||||||
assert series.prices[-1] == Price("2021-01-07", Decimal("272.013336181640625"))
|
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_requests_logged(src, type, recent_ok, caplog):
|
|
||||||
with caplog.at_level(logging.DEBUG):
|
with caplog.at_level(logging.DEBUG):
|
||||||
src.fetch(Series("TSLA", "", type, "2021-01-04", "2021-01-08"))
|
src.fetch(Series("TSLA", "", type, "2021-01-04", "2021-01-08"))
|
||||||
logged_requests = 0
|
logged_requests = 0
|
||||||
for r in caplog.records:
|
for r in caplog.records:
|
||||||
if r.levelname == "DEBUG" and "curl " in r.message:
|
if r.levelname == "DEBUG" and "curl " in r.message:
|
||||||
logged_requests += 1
|
logged_requests += 1
|
||||||
assert logged_requests == 1
|
assert logged_requests == 2
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_types_all_available(src, recent_ok):
|
def test_fetch_types_all_available(src, spark_ok, recent_ok):
|
||||||
adj = src.fetch(Series("TSLA", "", "adjclose", "2021-01-04", "2021-01-08"))
|
adj = src.fetch(Series("TSLA", "", "adjclose", "2021-01-04", "2021-01-08"))
|
||||||
opn = src.fetch(Series("TSLA", "", "open", "2021-01-04", "2021-01-08"))
|
opn = src.fetch(Series("TSLA", "", "open", "2021-01-04", "2021-01-08"))
|
||||||
hgh = src.fetch(Series("TSLA", "", "high", "2021-01-04", "2021-01-08"))
|
hgh = src.fetch(Series("TSLA", "", "high", "2021-01-04", "2021-01-08"))
|
||||||
low = src.fetch(Series("TSLA", "", "low", "2021-01-04", "2021-01-08"))
|
low = src.fetch(Series("TSLA", "", "low", "2021-01-04", "2021-01-08"))
|
||||||
cls = src.fetch(Series("TSLA", "", "close", "2021-01-04", "2021-01-08"))
|
cls = src.fetch(Series("TSLA", "", "close", "2021-01-04", "2021-01-08"))
|
||||||
mid = src.fetch(Series("TSLA", "", "mid", "2021-01-04", "2021-01-08"))
|
mid = src.fetch(Series("TSLA", "", "mid", "2021-01-04", "2021-01-08"))
|
||||||
assert adj.prices[0].amount == Decimal("243.2566680908203125")
|
assert adj.prices[0].amount == Decimal("729.770020")
|
||||||
assert opn.prices[0].amount == Decimal("239.82000732421875")
|
assert opn.prices[0].amount == Decimal("719.460022")
|
||||||
assert hgh.prices[0].amount == Decimal("248.163330078125")
|
assert hgh.prices[0].amount == Decimal("744.489990")
|
||||||
assert low.prices[0].amount == Decimal("239.0633392333984375")
|
assert low.prices[0].amount == Decimal("717.190002")
|
||||||
assert cls.prices[0].amount == Decimal("243.2566680908203125")
|
assert cls.prices[0].amount == Decimal("729.770020")
|
||||||
assert mid.prices[0].amount == Decimal("243.61333465576171875")
|
assert mid.prices[0].amount == Decimal("730.839996")
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_type_mid_is_mean_of_low_and_high(src, recent_ok):
|
def test_fetch_type_mid_is_mean_of_low_and_high(src, spark_ok, recent_ok):
|
||||||
mid = src.fetch(Series("TSLA", "", "mid", "2021-01-04", "2021-01-08")).prices
|
mid = src.fetch(Series("TSLA", "", "mid", "2021-01-04", "2021-01-08")).prices
|
||||||
hgh = src.fetch(Series("TSLA", "", "high", "2021-01-04", "2021-01-08")).prices
|
hgh = src.fetch(Series("TSLA", "", "high", "2021-01-04", "2021-01-08")).prices
|
||||||
low = src.fetch(Series("TSLA", "", "low", "2021-01-04", "2021-01-08")).prices
|
low = src.fetch(Series("TSLA", "", "low", "2021-01-04", "2021-01-08")).prices
|
||||||
|
|
@ -157,29 +156,22 @@ def test_fetch_type_mid_is_mean_of_low_and_high(src, recent_ok):
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_from_before_start(src, type, long_ok):
|
def test_fetch_from_before_start(src, type, spark_ok, long_ok):
|
||||||
series = src.fetch(Series("IBM", "", type, "1900-01-01", "2021-01-08"))
|
series = src.fetch(Series("IBM", "", type, "1900-01-01", "2021-01-08"))
|
||||||
assert series.prices[0] == Price("1962-01-02", Decimal("1.5133211612701416015625"))
|
assert series.prices[0] == Price("1962-01-02", Decimal("1.837710"))
|
||||||
assert series.prices[-1] == Price("2021-01-08", Decimal("103.2923736572265625"))
|
assert series.prices[-1] == Price("2021-01-08", Decimal("125.433624"))
|
||||||
assert len(series.prices) > 9
|
assert len(series.prices) > 9
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_skips_dates_with_nulls(src, type, with_null_ok):
|
def test_fetch_to_future(src, type, spark_ok, recent_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"))
|
series = src.fetch(Series("TSLA", "", type, "2021-01-04", "2100-01-08"))
|
||||||
assert len(series.prices) > 0
|
assert len(series.prices) > 0
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_no_data_in_past(src, type, requests_mock):
|
def test_fetch_no_data_in_past(src, type, spark_ok, requests_mock):
|
||||||
requests_mock.add(
|
requests_mock.add(
|
||||||
responses.GET,
|
responses.GET,
|
||||||
url("TSLA"),
|
history_url("TSLA"),
|
||||||
status=400,
|
status=400,
|
||||||
body=(
|
body=(
|
||||||
"400 Bad Request: Data doesn't exist for "
|
"400 Bad Request: Data doesn't exist for "
|
||||||
|
|
@ -191,10 +183,10 @@ def test_fetch_no_data_in_past(src, type, requests_mock):
|
||||||
assert "No data for the given interval" in str(e.value)
|
assert "No data for the given interval" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_no_data_in_future(src, type, requests_mock):
|
def test_fetch_no_data_in_future(src, type, spark_ok, requests_mock):
|
||||||
requests_mock.add(
|
requests_mock.add(
|
||||||
responses.GET,
|
responses.GET,
|
||||||
url("TSLA"),
|
history_url("TSLA"),
|
||||||
status=400,
|
status=400,
|
||||||
body=(
|
body=(
|
||||||
"400 Bad Request: Data doesn't exist for "
|
"400 Bad Request: Data doesn't exist for "
|
||||||
|
|
@ -206,10 +198,10 @@ def test_fetch_no_data_in_future(src, type, requests_mock):
|
||||||
assert "No data for the given interval" in str(e.value)
|
assert "No data for the given interval" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_no_data_on_weekend(src, type, requests_mock):
|
def test_fetch_no_data_on_weekend(src, type, spark_ok, requests_mock):
|
||||||
requests_mock.add(
|
requests_mock.add(
|
||||||
responses.GET,
|
responses.GET,
|
||||||
url("TSLA"),
|
history_url("TSLA"),
|
||||||
status=404,
|
status=404,
|
||||||
body="404 Not Found: Timestamp data missing.",
|
body="404 Not Found: Timestamp data missing.",
|
||||||
)
|
)
|
||||||
|
|
@ -221,7 +213,30 @@ def test_fetch_no_data_on_weekend(src, type, requests_mock):
|
||||||
def test_fetch_bad_sym(src, type, requests_mock):
|
def test_fetch_bad_sym(src, type, requests_mock):
|
||||||
requests_mock.add(
|
requests_mock.add(
|
||||||
responses.GET,
|
responses.GET,
|
||||||
url("NOTABASE"),
|
spark_url,
|
||||||
|
status=404,
|
||||||
|
body="""{
|
||||||
|
"spark": {
|
||||||
|
"result": null,
|
||||||
|
"error": {
|
||||||
|
"code": "Not Found",
|
||||||
|
"description": "No data found for spark symbols"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}""",
|
||||||
|
)
|
||||||
|
with pytest.raises(exceptions.InvalidPair) as e:
|
||||||
|
src.fetch(Series("NOTABASE", "", type, "2021-01-04", "2021-01-08"))
|
||||||
|
assert "Symbol not found" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
|
def test_fetch_bad_sym_history(src, type, spark_ok, requests_mock):
|
||||||
|
# In practice the spark history requests should succeed or fail together.
|
||||||
|
# This extra test ensures that a failure of the the history part is handled
|
||||||
|
# correctly even if the spark part succeeds.
|
||||||
|
requests_mock.add(
|
||||||
|
responses.GET,
|
||||||
|
history_url("NOTABASE"),
|
||||||
status=404,
|
status=404,
|
||||||
body="404 Not Found: No data found, symbol may be delisted",
|
body="404 Not Found: No data found, symbol may be delisted",
|
||||||
)
|
)
|
||||||
|
|
@ -236,23 +251,61 @@ def test_fetch_giving_quote(src, type):
|
||||||
assert "quote currency" in str(e.value)
|
assert "quote currency" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_network_issue(src, type, requests_mock):
|
def test_fetch_spark_network_issue(src, type, requests_mock):
|
||||||
body = requests.exceptions.ConnectionError("Network issue")
|
body = requests.exceptions.ConnectionError("Network issue")
|
||||||
requests_mock.add(responses.GET, url("TSLA"), body=body)
|
requests_mock.add(responses.GET, spark_url, body=body)
|
||||||
with pytest.raises(exceptions.RequestError) as e:
|
with pytest.raises(exceptions.RequestError) as e:
|
||||||
src.fetch(Series("TSLA", "", type, "2021-01-04", "2021-01-08"))
|
src.fetch(Series("TSLA", "", type, "2021-01-04", "2021-01-08"))
|
||||||
assert "Network issue" in str(e.value)
|
assert "Network issue" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_bad_status(src, type, requests_mock):
|
def test_fetch_spark_bad_status(src, type, requests_mock):
|
||||||
requests_mock.add(responses.GET, url("TSLA"), status=500, body="Some other reason")
|
requests_mock.add(responses.GET, spark_url, status=500, body="Some other reason")
|
||||||
with pytest.raises(exceptions.BadResponse) as e:
|
with pytest.raises(exceptions.BadResponse) as e:
|
||||||
src.fetch(Series("TSLA", "", type, "2021-01-04", "2021-01-08"))
|
src.fetch(Series("TSLA", "", type, "2021-01-04", "2021-01-08"))
|
||||||
assert "Internal Server Error" in str(e.value)
|
assert "Internal Server Error" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
def test_fetch_parsing_error(src, type, requests_mock):
|
def test_fetch_spark_parsing_error(src, type, requests_mock):
|
||||||
requests_mock.add(responses.GET, url("TSLA"), body="")
|
requests_mock.add(responses.GET, spark_url, body="NOT JSON")
|
||||||
|
with pytest.raises(exceptions.ResponseParsingError) as e:
|
||||||
|
src.fetch(Series("TSLA", "", type, "2021-01-04", "2021-01-08"))
|
||||||
|
assert "spark data couldn't be parsed" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
|
def test_fetch_spark_unexpected_json(src, type, requests_mock):
|
||||||
|
requests_mock.add(responses.GET, spark_url, body='{"notdata": []}')
|
||||||
|
with pytest.raises(exceptions.ResponseParsingError) as e:
|
||||||
|
src.fetch(Series("TSLA", "", type, "2021-01-04", "2021-01-08"))
|
||||||
|
assert "spark data couldn't be parsed" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
|
def test_fetch_history_network_issue(src, type, spark_ok, requests_mock):
|
||||||
|
body = requests.exceptions.ConnectionError("Network issue")
|
||||||
|
requests_mock.add(responses.GET, history_url("TSLA"), body=body)
|
||||||
|
with pytest.raises(exceptions.RequestError) as e:
|
||||||
|
src.fetch(Series("TSLA", "", type, "2021-01-04", "2021-01-08"))
|
||||||
|
assert "Network issue" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
|
def test_fetch_history_bad_status(src, type, spark_ok, requests_mock):
|
||||||
|
requests_mock.add(
|
||||||
|
responses.GET, history_url("TSLA"), status=500, body="Some other reason"
|
||||||
|
)
|
||||||
|
with pytest.raises(exceptions.BadResponse) as e:
|
||||||
|
src.fetch(Series("TSLA", "", type, "2021-01-04", "2021-01-08"))
|
||||||
|
assert "Internal Server Error" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
|
def test_fetch_history_parsing_error(src, type, spark_ok, requests_mock):
|
||||||
|
requests_mock.add(responses.GET, history_url("TSLA"), body="")
|
||||||
with pytest.raises(exceptions.ResponseParsingError) as e:
|
with pytest.raises(exceptions.ResponseParsingError) as e:
|
||||||
src.fetch(Series("TSLA", "", type, "2021-01-04", "2021-01-08"))
|
src.fetch(Series("TSLA", "", type, "2021-01-04", "2021-01-08"))
|
||||||
assert "error occurred while parsing data from the source" in str(e.value)
|
assert "error occurred while parsing data from the source" in str(e.value)
|
||||||
|
|
||||||
|
|
||||||
|
def test_fetch_history_unexpected_csv_format(src, type, spark_ok, requests_mock):
|
||||||
|
requests_mock.add(responses.GET, history_url("TSLA"), body="BAD HEADER\nBAD DATA")
|
||||||
|
with pytest.raises(exceptions.ResponseParsingError) as e:
|
||||||
|
src.fetch(Series("TSLA", "", type, "2021-01-04", "2021-01-08"))
|
||||||
|
assert "Unexpected CSV format" in str(e.value)
|
||||||
|
|
|
||||||
11
tests/pricehist/sources/test_yahoo/ibm-long-partial.csv
Normal file
11
tests/pricehist/sources/test_yahoo/ibm-long-partial.csv
Normal file
|
|
@ -0,0 +1,11 @@
|
||||||
|
Date,Open,High,Low,Close,Adj Close,Volume
|
||||||
|
1962-01-02,7.713333,7.713333,7.626667,7.626667,1.837710,390000
|
||||||
|
1962-01-03,7.626667,7.693333,7.626667,7.693333,1.853774,292500
|
||||||
|
1962-01-04,7.693333,7.693333,7.613333,7.616667,1.835299,262500
|
||||||
|
1962-01-05,7.606667,7.606667,7.453333,7.466667,1.799155,367500
|
||||||
|
1962-01-08,7.460000,7.460000,7.266667,7.326667,1.765422,547500
|
||||||
|
2021-01-04,125.849998,125.919998,123.040001,123.940002,120.954201,5179200
|
||||||
|
2021-01-05,125.010002,126.680000,124.610001,126.139999,123.101204,6114600
|
||||||
|
2021-01-06,126.900002,131.880005,126.720001,129.289993,126.175316,7956700
|
||||||
|
2021-01-07,130.039993,130.460007,128.259995,128.990005,125.882545,4507400
|
||||||
|
2021-01-08,128.570007,129.320007,126.980003,128.529999,125.433624,4676200
|
||||||
|
|
|
@ -1,249 +0,0 @@
|
||||||
{
|
|
||||||
"chart": {
|
|
||||||
"result": [
|
|
||||||
{
|
|
||||||
"meta": {
|
|
||||||
"currency": "USD",
|
|
||||||
"symbol": "IBM",
|
|
||||||
"exchangeName": "NYQ",
|
|
||||||
"fullExchangeName": "NYSE",
|
|
||||||
"instrumentType": "EQUITY",
|
|
||||||
"firstTradeDate": -252322200,
|
|
||||||
"regularMarketTime": 1726257602,
|
|
||||||
"hasPrePostMarketData": true,
|
|
||||||
"gmtoffset": -14400,
|
|
||||||
"timezone": "EDT",
|
|
||||||
"exchangeTimezoneName": "America/New_York",
|
|
||||||
"regularMarketPrice": 214.79,
|
|
||||||
"fiftyTwoWeekHigh": 216.08,
|
|
||||||
"fiftyTwoWeekLow": 212.13,
|
|
||||||
"regularMarketDayHigh": 216.08,
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6
tests/pricehist/sources/test_yahoo/tsla-recent.csv
Normal file
6
tests/pricehist/sources/test_yahoo/tsla-recent.csv
Normal file
|
|
@ -0,0 +1,6 @@
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||||||
|
Date,Open,High,Low,Close,Adj Close,Volume
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|
|
||||||
]
|
|
||||||
},
|
|
||||||
"timestamp": [
|
|
||||||
1609770600,
|
|
||||||
1609857000,
|
|
||||||
1609943400,
|
|
||||||
1610029800,
|
|
||||||
1610116200
|
|
||||||
],
|
|
||||||
"indicators": {
|
|
||||||
"quote": [
|
|
||||||
{
|
|
||||||
"open": [
|
|
||||||
239.82000732421875,
|
|
||||||
241.22000122070312,
|
|
||||||
252.8300018310547,
|
|
||||||
259.2099914550781,
|
|
||||||
285.3333435058594
|
|
||||||
],
|
|
||||||
"close": [
|
|
||||||
243.2566680908203,
|
|
||||||
245.0366668701172,
|
|
||||||
251.9933319091797,
|
|
||||||
272.0133361816406,
|
|
||||||
293.3399963378906
|
|
||||||
],
|
|
||||||
"high": [
|
|
||||||
248.163330078125,
|
|
||||||
246.94667053222656,
|
|
||||||
258.0,
|
|
||||||
272.3299865722656,
|
|
||||||
294.8299865722656
|
|
||||||
],
|
|
||||||
"low": [
|
|
||||||
239.06333923339844,
|
|
||||||
239.73333740234375,
|
|
||||||
249.6999969482422,
|
|
||||||
258.3999938964844,
|
|
||||||
279.46331787109375
|
|
||||||
],
|
|
||||||
"volume": [
|
|
||||||
145914600,
|
|
||||||
96735600,
|
|
||||||
134100000,
|
|
||||||
154496700,
|
|
||||||
225166500
|
|
||||||
]
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"adjclose": [
|
|
||||||
{
|
|
||||||
"adjclose": [
|
|
||||||
243.2566680908203,
|
|
||||||
245.0366668701172,
|
|
||||||
251.9933319091797,
|
|
||||||
272.0133361816406,
|
|
||||||
293.3399963378906
|
|
||||||
]
|
|
||||||
}
|
|
||||||
]
|
|
||||||
}
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"error": null
|
|
||||||
}
|
|
||||||
}
|
|
||||||
77
tests/pricehist/sources/test_yahoo/tsla-spark.json
Normal file
77
tests/pricehist/sources/test_yahoo/tsla-spark.json
Normal file
|
|
@ -0,0 +1,77 @@
|
||||||
|
{
|
||||||
|
"spark": {
|
||||||
|
"result": [
|
||||||
|
{
|
||||||
|
"symbol": "TSLA",
|
||||||
|
"response": [
|
||||||
|
{
|
||||||
|
"meta": {
|
||||||
|
"currency": "USD",
|
||||||
|
"symbol": "TSLA",
|
||||||
|
"exchangeName": "NMS",
|
||||||
|
"instrumentType": "EQUITY",
|
||||||
|
"firstTradeDate": 1277818200,
|
||||||
|
"regularMarketTime": 1626465603,
|
||||||
|
"gmtoffset": -14400,
|
||||||
|
"timezone": "EDT",
|
||||||
|
"exchangeTimezoneName": "America/New_York",
|
||||||
|
"regularMarketPrice": 644.22,
|
||||||
|
"chartPreviousClose": 650.6,
|
||||||
|
"priceHint": 2,
|
||||||
|
"currentTradingPeriod": {
|
||||||
|
"pre": {
|
||||||
|
"timezone": "EDT",
|
||||||
|
"start": 1626422400,
|
||||||
|
"end": 1626442200,
|
||||||
|
"gmtoffset": -14400
|
||||||
|
},
|
||||||
|
"regular": {
|
||||||
|
"timezone": "EDT",
|
||||||
|
"start": 1626442200,
|
||||||
|
"end": 1626465600,
|
||||||
|
"gmtoffset": -14400
|
||||||
|
},
|
||||||
|
"post": {
|
||||||
|
"timezone": "EDT",
|
||||||
|
"start": 1626465600,
|
||||||
|
"end": 1626480000,
|
||||||
|
"gmtoffset": -14400
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"dataGranularity": "1d",
|
||||||
|
"range": "1d",
|
||||||
|
"validRanges": [
|
||||||
|
"1d",
|
||||||
|
"5d",
|
||||||
|
"1mo",
|
||||||
|
"3mo",
|
||||||
|
"6mo",
|
||||||
|
"1y",
|
||||||
|
"2y",
|
||||||
|
"5y",
|
||||||
|
"10y",
|
||||||
|
"ytd",
|
||||||
|
"max"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
"timestamp": [
|
||||||
|
1626442200,
|
||||||
|
1626465603
|
||||||
|
],
|
||||||
|
"indicators": {
|
||||||
|
"quote": [
|
||||||
|
{
|
||||||
|
"close": [
|
||||||
|
644.22,
|
||||||
|
644.22
|
||||||
|
]
|
||||||
|
}
|
||||||
|
]
|
||||||
|
}
|
||||||
|
}
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"error": null
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
@ -1,141 +0,0 @@
|
||||||
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()
|
|
||||||
|
|
@ -54,7 +54,7 @@ def test_cli_no_args_shows_usage(capfd):
|
||||||
cli.cli(w("pricehist"))
|
cli.cli(w("pricehist"))
|
||||||
out, err = capfd.readouterr()
|
out, err = capfd.readouterr()
|
||||||
assert "usage: pricehist" in out
|
assert "usage: pricehist" in out
|
||||||
assert "optional arguments:" in out or "options:" in out
|
assert "optional arguments:" in out
|
||||||
assert "commands:" in out
|
assert "commands:" in out
|
||||||
|
|
||||||
|
|
||||||
|
|
@ -64,7 +64,7 @@ def test_cli_help_shows_usage_and_exits(capfd):
|
||||||
assert e.value.code == 0
|
assert e.value.code == 0
|
||||||
out, err = capfd.readouterr()
|
out, err = capfd.readouterr()
|
||||||
assert "usage: pricehist" in out
|
assert "usage: pricehist" in out
|
||||||
assert "optional arguments:" in out or "options:" in out
|
assert "optional arguments:" in out
|
||||||
assert "commands:" in out
|
assert "commands:" in out
|
||||||
|
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -36,7 +36,7 @@ def output(mocker):
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
@pytest.fixture
|
||||||
def fmt():
|
def fmt(mocker):
|
||||||
return Format()
|
return Format()
|
||||||
|
|
||||||
|
|
||||||
|
|
@ -65,7 +65,7 @@ def test_fetch_returns_formatted_output(source, res_series, output, fmt, mocker)
|
||||||
|
|
||||||
def test_fetch_inverts_if_requested(source, res_series, output, fmt, mocker):
|
def test_fetch_inverts_if_requested(source, res_series, output, fmt, mocker):
|
||||||
req_series = Series("BTC", "EUR", "close", "2021-01-01", "2021-01-03")
|
req_series = Series("BTC", "EUR", "close", "2021-01-01", "2021-01-03")
|
||||||
inv_series = mocker.MagicMock()
|
inv_series = mocker.MagicMock(res_series)
|
||||||
res_series.invert = mocker.MagicMock(return_value=inv_series)
|
res_series.invert = mocker.MagicMock(return_value=inv_series)
|
||||||
|
|
||||||
fetch(req_series, source, output, invert=True, quantize=None, fmt=fmt)
|
fetch(req_series, source, output, invert=True, quantize=None, fmt=fmt)
|
||||||
|
|
@ -76,7 +76,7 @@ def test_fetch_inverts_if_requested(source, res_series, output, fmt, mocker):
|
||||||
|
|
||||||
def test_fetch_quantizes_if_requested(source, res_series, output, fmt, mocker):
|
def test_fetch_quantizes_if_requested(source, res_series, output, fmt, mocker):
|
||||||
req_series = Series("BTC", "EUR", "close", "2021-01-01", "2021-01-03")
|
req_series = Series("BTC", "EUR", "close", "2021-01-01", "2021-01-03")
|
||||||
qnt_series = mocker.MagicMock()
|
qnt_series = mocker.MagicMock(res_series)
|
||||||
res_series.quantize = mocker.MagicMock(return_value=qnt_series)
|
res_series.quantize = mocker.MagicMock(return_value=qnt_series)
|
||||||
|
|
||||||
fetch(req_series, source, output, invert=False, quantize=2, fmt=fmt)
|
fetch(req_series, source, output, invert=False, quantize=2, fmt=fmt)
|
||||||
|
|
|
||||||
|
|
@ -14,7 +14,6 @@ def test_fromargs():
|
||||||
"formatdatesep": None,
|
"formatdatesep": None,
|
||||||
"formatcsvdelim": None,
|
"formatcsvdelim": None,
|
||||||
"formatbase": None,
|
"formatbase": None,
|
||||||
"formatjsonnums": None,
|
|
||||||
}
|
}
|
||||||
args = namedtuple("args", arg_values.keys())(**arg_values)
|
args = namedtuple("args", arg_values.keys())(**arg_values)
|
||||||
fmt = Format.fromargs(args)
|
fmt = Format.fromargs(args)
|
||||||
|
|
|
||||||
9
tox.ini
9
tox.ini
|
|
@ -1,9 +0,0 @@
|
||||||
[tox]
|
|
||||||
isolated_build = True
|
|
||||||
envlist = py38,py39
|
|
||||||
|
|
||||||
[testenv]
|
|
||||||
deps = poetry
|
|
||||||
commands =
|
|
||||||
poetry install
|
|
||||||
poetry run make test
|
|
||||||
Loading…
Add table
Reference in a new issue