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6 changed files with 13 additions and 154 deletions
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@ -1,6 +1,6 @@
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[tool.poetry]
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name = "pricehist"
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version = "1.4.12"
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version = "1.4.10"
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description = "Fetch and format historical price data"
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authors = ["Chris Berkhout <chris@chrisberkhout.com>"]
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license = "MIT"
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@ -1 +1 @@
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__version__ = "1.4.12"
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__version__ = "1.4.10"
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@ -72,7 +72,6 @@ class Yahoo(BaseSource):
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data = self._data(series)
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quote = data["chart"]["result"][0]["meta"]["currency"]
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offset = data["chart"]["result"][0]["meta"]["gmtoffset"]
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timestamps = data["chart"]["result"][0]["timestamp"]
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adjclose_data = data["chart"]["result"][0]["indicators"]["adjclose"][0]
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@ -80,21 +79,19 @@ class Yahoo(BaseSource):
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amounts = {**adjclose_data, **rest_data}
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prices = [
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Price(date, amount)
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Price(ts, amount)
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for i in range(len(timestamps))
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if (date := self._ts_to_date(timestamps[i] + offset)) <= series.end
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if (ts := datetime.fromtimestamp(timestamps[i]).strftime("%Y-%m-%d"))
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<= series.end
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if (amount := self._amount(amounts, series.type, i)) is not None
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]
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return dataclasses.replace(series, quote=quote, prices=prices)
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def _ts_to_date(self, ts) -> str:
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return datetime.fromtimestamp(ts, tz=timezone.utc).date().isoformat()
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def _amount(self, amounts, type, i):
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if type == "mid" and amounts["high"] != "null" and amounts["low"] != "null":
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return sum([Decimal(amounts["high"][i]), Decimal(amounts["low"][i])]) / 2
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elif amounts[type] != "null" and amounts[type][i] is not None:
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elif amounts[type] != "null":
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return Decimal(amounts[type][i])
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else:
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return None
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@ -142,10 +139,11 @@ class Yahoo(BaseSource):
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raise exceptions.InvalidPair(
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series.base, series.quote, self, "Symbol not found."
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)
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elif code == 400 and "Data doesn't exist" in text:
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if code == 400 and "Data doesn't exist" in text:
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raise exceptions.BadResponse(
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"No data for the given interval. Try requesting a larger interval."
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)
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elif code == 404 and "Timestamp data missing" in text:
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raise exceptions.BadResponse(
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"Data missing. The given interval may be for a gap in the data "
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@ -164,10 +162,4 @@ class Yahoo(BaseSource):
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"The data couldn't be parsed. "
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) from e
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if "timestamp" not in data["chart"]["result"][0]:
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raise exceptions.BadResponse(
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"No data for the given interval. "
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"There may be a problem with the symbol or the interval."
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)
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return data
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@ -75,10 +75,10 @@ name="Alpha Vantage physical currency"
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cmd="pricehist fetch alphavantage AUD/EUR -s 2021-01-11 -e 2021-01-14"
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read -r -d '' expected <<END
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date,base,quote,amount,source,type
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2021-01-11,AUD,EUR,0.63374,alphavantage,close
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2021-01-12,AUD,EUR,0.63684,alphavantage,close
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2021-01-13,AUD,EUR,0.63686,alphavantage,close
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2021-01-14,AUD,EUR,0.63984,alphavantage,close
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2021-01-11,AUD,EUR,0.63318,alphavantage,close
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2021-01-12,AUD,EUR,0.63664,alphavantage,close
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2021-01-13,AUD,EUR,0.63585,alphavantage,close
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2021-01-14,AUD,EUR,0.63960,alphavantage,close
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END
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run_test "$name" "$cmd" "$expected"
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@ -128,7 +128,7 @@ date,base,quote,amount,source,type
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2021-01-07,BTC,USD,39713.5079,coindeskbpi,close
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2021-01-08,BTC,USD,40519.4486,coindeskbpi,close
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END
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skip_test "$name" "$cmd" "$expected"
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run_test "$name" "$cmd" "$expected"
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name="CoinMarketCap"
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cmd="pricehist fetch coinmarketcap BTC/EUR -s 2021-01-04 -e 2021-01-08"
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@ -54,13 +54,6 @@ def long_ok(requests_mock):
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yield requests_mock
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@pytest.fixture
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def with_null_ok(requests_mock):
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json = (Path(os.path.splitext(__file__)[0]) / "inrx-with-null.json").read_text()
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requests_mock.add(responses.GET, url("INR=X"), body=json, status=200)
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yield requests_mock
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def test_normalizesymbol(src):
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assert src.normalizesymbol("tsla") == "TSLA"
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@ -164,13 +157,6 @@ def test_fetch_from_before_start(src, type, long_ok):
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assert len(series.prices) > 9
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def test_fetch_skips_dates_with_nulls(src, type, with_null_ok):
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series = src.fetch(Series("INR=X", "", type, "2017-07-10", "2017-07-12"))
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assert series.prices[0] == Price("2017-07-10", Decimal("64.61170196533203125"))
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assert series.prices[1] == Price("2017-07-12", Decimal("64.52559661865234375"))
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assert len(series.prices) == 2
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def test_fetch_to_future(src, type, recent_ok):
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series = src.fetch(Series("TSLA", "", type, "2021-01-04", "2100-01-08"))
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assert len(series.prices) > 0
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@ -1,119 +0,0 @@
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{
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"chart": {
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"result": [
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{
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"meta": {
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"currency": "INR",
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"symbol": "INR=X",
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"exchangeName": "CCY",
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"fullExchangeName": "CCY",
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"instrumentType": "CURRENCY",
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"firstTradeDate": 1070236800,
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"regularMarketTime": 1726284616,
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"hasPrePostMarketData": false,
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"gmtoffset": 3600,
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"timezone": "BST",
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"exchangeTimezoneName": "Europe/London",
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"regularMarketPrice": 83.89,
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"fiftyTwoWeekHigh": 83.89,
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"fiftyTwoWeekLow": 83.89,
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"regularMarketDayHigh": 83.89,
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"regularMarketDayLow": 83.89,
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"regularMarketVolume": 0,
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"longName": "USD/INR",
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"shortName": "USD/INR",
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"chartPreviousClose": 64.6117,
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"priceHint": 4,
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"currentTradingPeriod": {
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"pre": {
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"timezone": "BST",
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"start": 1726182000,
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"end": 1726182000,
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"gmtoffset": 3600
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},
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"regular": {
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"timezone": "BST",
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"start": 1726182000,
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"end": 1726268340,
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"gmtoffset": 3600
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},
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"post": {
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"timezone": "BST",
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"start": 1726268340,
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"end": 1726268340,
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"gmtoffset": 3600
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}
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},
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"dataGranularity": "1d",
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"range": "",
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"validRanges": [
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"1d",
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"5d",
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"1mo",
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"3mo",
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"6mo",
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"1y",
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"2y",
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"5y",
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"10y",
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"ytd",
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"max"
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]
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},
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"timestamp": [
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1499641200,
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1499727600,
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1499814000,
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1499900400
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],
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"indicators": {
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"quote": [
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{
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"open": [
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64.6155014038086,
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null,
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64.55549621582031,
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64.46800231933594
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],
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"volume": [
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0,
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null,
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0,
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0
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],
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"low": [
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64.41000366210938,
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null,
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64.3499984741211,
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64.33999633789062
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],
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"close": [
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64.61170196533203,
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null,
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64.52559661865234,
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64.36499786376953
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],
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"high": [
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64.6155014038086,
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null,
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64.56999969482422,
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64.48419952392578
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]
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}
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],
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"adjclose": [
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{
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"adjclose": [
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64.61170196533203,
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null,
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64.52559661865234,
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64.36499786376953
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]
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}
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]
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}
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}
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],
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"error": null
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}
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}
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