|
| 1 | +{ |
| 2 | + "cells": [ |
| 3 | + { |
| 4 | + "cell_type": "code", |
| 5 | + "execution_count": 1, |
| 6 | + "metadata": {}, |
| 7 | + "outputs": [], |
| 8 | + "source": [ |
| 9 | + "import json\n", |
| 10 | + "with open(\"../credentials.json\", \"r\") as f:\n", |
| 11 | + " CREDENTIALS = json.load(f)" |
| 12 | + ] |
| 13 | + }, |
| 14 | + { |
| 15 | + "cell_type": "code", |
| 16 | + "execution_count": 2, |
| 17 | + "metadata": {}, |
| 18 | + "outputs": [], |
| 19 | + "source": [ |
| 20 | + "from datetime import datetime as dt\n", |
| 21 | + "START = round(dt.today().replace(month=1, day=1).timestamp() * 1000) # 1st January of the current year\n", |
| 22 | + "END = round(dt.today().timestamp() * 1000) # Today (current date)" |
| 23 | + ] |
| 24 | + }, |
| 25 | + { |
| 26 | + "cell_type": "code", |
| 27 | + "execution_count": 5, |
| 28 | + "metadata": {}, |
| 29 | + "outputs": [], |
| 30 | + "source": [ |
| 31 | + "import xapi\n", |
| 32 | + "x = await xapi.connect(**CREDENTIALS)\n", |
| 33 | + "result = await x.socket.getChartLastRequest(\"EURUSD\", START, xapi.PeriodCode.PERIOD_D1)\n", |
| 34 | + "if result[\"status\"] == True:\n", |
| 35 | + " rateInfos = result[\"returnData\"]['rateInfos']" |
| 36 | + ] |
| 37 | + }, |
| 38 | + { |
| 39 | + "cell_type": "code", |
| 40 | + "execution_count": 6, |
| 41 | + "metadata": {}, |
| 42 | + "outputs": [], |
| 43 | + "source": [ |
| 44 | + "import pandas as pd\n", |
| 45 | + "df = pd.DataFrame(rateInfos)\n", |
| 46 | + "df['open'] /= 1000\n", |
| 47 | + "for column in ['close', 'high', 'low']:\n", |
| 48 | + " df[column] = df['open'] + df[column] / 1000" |
| 49 | + ] |
| 50 | + }, |
| 51 | + { |
| 52 | + "cell_type": "code", |
| 53 | + "execution_count": 7, |
| 54 | + "metadata": {}, |
| 55 | + "outputs": [ |
| 56 | + { |
| 57 | + "data": { |
| 58 | + "text/html": [ |
| 59 | + "<div>\n", |
| 60 | + "<style scoped>\n", |
| 61 | + " .dataframe tbody tr th:only-of-type {\n", |
| 62 | + " vertical-align: middle;\n", |
| 63 | + " }\n", |
| 64 | + "\n", |
| 65 | + " .dataframe tbody tr th {\n", |
| 66 | + " vertical-align: top;\n", |
| 67 | + " }\n", |
| 68 | + "\n", |
| 69 | + " .dataframe thead th {\n", |
| 70 | + " text-align: right;\n", |
| 71 | + " }\n", |
| 72 | + "</style>\n", |
| 73 | + "<table border=\"1\" class=\"dataframe\">\n", |
| 74 | + " <thead>\n", |
| 75 | + " <tr style=\"text-align: right;\">\n", |
| 76 | + " <th></th>\n", |
| 77 | + " <th>ctm</th>\n", |
| 78 | + " <th>ctmString</th>\n", |
| 79 | + " <th>open</th>\n", |
| 80 | + " <th>close</th>\n", |
| 81 | + " <th>high</th>\n", |
| 82 | + " <th>low</th>\n", |
| 83 | + " <th>vol</th>\n", |
| 84 | + " </tr>\n", |
| 85 | + " </thead>\n", |
| 86 | + " <tbody>\n", |
| 87 | + " <tr>\n", |
| 88 | + " <th>0</th>\n", |
| 89 | + " <td>1704150000000</td>\n", |
| 90 | + " <td>Jan 2, 2024, 12:00:00 AM</td>\n", |
| 91 | + " <td>110.443</td>\n", |
| 92 | + " <td>109.406</td>\n", |
| 93 | + " <td>110.443</td>\n", |
| 94 | + " <td>109.380</td>\n", |
| 95 | + " <td>607082.0</td>\n", |
| 96 | + " </tr>\n", |
| 97 | + " <tr>\n", |
| 98 | + " <th>1</th>\n", |
| 99 | + " <td>1704236400000</td>\n", |
| 100 | + " <td>Jan 3, 2024, 12:00:00 AM</td>\n", |
| 101 | + " <td>109.411</td>\n", |
| 102 | + " <td>109.209</td>\n", |
| 103 | + " <td>109.650</td>\n", |
| 104 | + " <td>108.926</td>\n", |
| 105 | + " <td>630593.0</td>\n", |
| 106 | + " </tr>\n", |
| 107 | + " <tr>\n", |
| 108 | + " <th>2</th>\n", |
| 109 | + " <td>1704322800000</td>\n", |
| 110 | + " <td>Jan 4, 2024, 12:00:00 AM</td>\n", |
| 111 | + " <td>109.209</td>\n", |
| 112 | + " <td>109.467</td>\n", |
| 113 | + " <td>109.717</td>\n", |
| 114 | + " <td>109.158</td>\n", |
| 115 | + " <td>564061.0</td>\n", |
| 116 | + " </tr>\n", |
| 117 | + " <tr>\n", |
| 118 | + " <th>3</th>\n", |
| 119 | + " <td>1704409200000</td>\n", |
| 120 | + " <td>Jan 5, 2024, 12:00:00 AM</td>\n", |
| 121 | + " <td>109.470</td>\n", |
| 122 | + " <td>109.387</td>\n", |
| 123 | + " <td>109.979</td>\n", |
| 124 | + " <td>108.763</td>\n", |
| 125 | + " <td>749938.0</td>\n", |
| 126 | + " </tr>\n", |
| 127 | + " <tr>\n", |
| 128 | + " <th>4</th>\n", |
| 129 | + " <td>1704582000000</td>\n", |
| 130 | + " <td>Jan 7, 2024, 12:00:00 AM</td>\n", |
| 131 | + " <td>109.345</td>\n", |
| 132 | + " <td>109.440</td>\n", |
| 133 | + " <td>109.447</td>\n", |
| 134 | + " <td>109.335</td>\n", |
| 135 | + " <td>0.0</td>\n", |
| 136 | + " </tr>\n", |
| 137 | + " <tr>\n", |
| 138 | + " <th>...</th>\n", |
| 139 | + " <td>...</td>\n", |
| 140 | + " <td>...</td>\n", |
| 141 | + " <td>...</td>\n", |
| 142 | + " <td>...</td>\n", |
| 143 | + " <td>...</td>\n", |
| 144 | + " <td>...</td>\n", |
| 145 | + " <td>...</td>\n", |
| 146 | + " </tr>\n", |
| 147 | + " <tr>\n", |
| 148 | + " <th>208</th>\n", |
| 149 | + " <td>1725141600000</td>\n", |
| 150 | + " <td>Sep 1, 2024, 12:00:00 AM</td>\n", |
| 151 | + " <td>110.407</td>\n", |
| 152 | + " <td>110.478</td>\n", |
| 153 | + " <td>110.494</td>\n", |
| 154 | + " <td>110.402</td>\n", |
| 155 | + " <td>0.0</td>\n", |
| 156 | + " </tr>\n", |
| 157 | + " <tr>\n", |
| 158 | + " <th>209</th>\n", |
| 159 | + " <td>1725228000000</td>\n", |
| 160 | + " <td>Sep 2, 2024, 12:00:00 AM</td>\n", |
| 161 | + " <td>110.477</td>\n", |
| 162 | + " <td>110.699</td>\n", |
| 163 | + " <td>110.771</td>\n", |
| 164 | + " <td>110.416</td>\n", |
| 165 | + " <td>220155.0</td>\n", |
| 166 | + " </tr>\n", |
| 167 | + " <tr>\n", |
| 168 | + " <th>210</th>\n", |
| 169 | + " <td>1725314400000</td>\n", |
| 170 | + " <td>Sep 3, 2024, 12:00:00 AM</td>\n", |
| 171 | + " <td>110.699</td>\n", |
| 172 | + " <td>110.447</td>\n", |
| 173 | + " <td>110.724</td>\n", |
| 174 | + " <td>110.260</td>\n", |
| 175 | + " <td>484804.0</td>\n", |
| 176 | + " </tr>\n", |
| 177 | + " <tr>\n", |
| 178 | + " <th>211</th>\n", |
| 179 | + " <td>1725400800000</td>\n", |
| 180 | + " <td>Sep 4, 2024, 12:00:00 AM</td>\n", |
| 181 | + " <td>110.450</td>\n", |
| 182 | + " <td>110.824</td>\n", |
| 183 | + " <td>110.949</td>\n", |
| 184 | + " <td>110.389</td>\n", |
| 185 | + " <td>472459.0</td>\n", |
| 186 | + " </tr>\n", |
| 187 | + " <tr>\n", |
| 188 | + " <th>212</th>\n", |
| 189 | + " <td>1725487200000</td>\n", |
| 190 | + " <td>Sep 5, 2024, 12:00:00 AM</td>\n", |
| 191 | + " <td>110.833</td>\n", |
| 192 | + " <td>110.806</td>\n", |
| 193 | + " <td>111.194</td>\n", |
| 194 | + " <td>110.744</td>\n", |
| 195 | + " <td>362370.0</td>\n", |
| 196 | + " </tr>\n", |
| 197 | + " </tbody>\n", |
| 198 | + "</table>\n", |
| 199 | + "<p>213 rows × 7 columns</p>\n", |
| 200 | + "</div>" |
| 201 | + ], |
| 202 | + "text/plain": [ |
| 203 | + " ctm ctmString open close high \\\n", |
| 204 | + "0 1704150000000 Jan 2, 2024, 12:00:00 AM 110.443 109.406 110.443 \n", |
| 205 | + "1 1704236400000 Jan 3, 2024, 12:00:00 AM 109.411 109.209 109.650 \n", |
| 206 | + "2 1704322800000 Jan 4, 2024, 12:00:00 AM 109.209 109.467 109.717 \n", |
| 207 | + "3 1704409200000 Jan 5, 2024, 12:00:00 AM 109.470 109.387 109.979 \n", |
| 208 | + "4 1704582000000 Jan 7, 2024, 12:00:00 AM 109.345 109.440 109.447 \n", |
| 209 | + ".. ... ... ... ... ... \n", |
| 210 | + "208 1725141600000 Sep 1, 2024, 12:00:00 AM 110.407 110.478 110.494 \n", |
| 211 | + "209 1725228000000 Sep 2, 2024, 12:00:00 AM 110.477 110.699 110.771 \n", |
| 212 | + "210 1725314400000 Sep 3, 2024, 12:00:00 AM 110.699 110.447 110.724 \n", |
| 213 | + "211 1725400800000 Sep 4, 2024, 12:00:00 AM 110.450 110.824 110.949 \n", |
| 214 | + "212 1725487200000 Sep 5, 2024, 12:00:00 AM 110.833 110.806 111.194 \n", |
| 215 | + "\n", |
| 216 | + " low vol \n", |
| 217 | + "0 109.380 607082.0 \n", |
| 218 | + "1 108.926 630593.0 \n", |
| 219 | + "2 109.158 564061.0 \n", |
| 220 | + "3 108.763 749938.0 \n", |
| 221 | + "4 109.335 0.0 \n", |
| 222 | + ".. ... ... \n", |
| 223 | + "208 110.402 0.0 \n", |
| 224 | + "209 110.416 220155.0 \n", |
| 225 | + "210 110.260 484804.0 \n", |
| 226 | + "211 110.389 472459.0 \n", |
| 227 | + "212 110.744 362370.0 \n", |
| 228 | + "\n", |
| 229 | + "[213 rows x 7 columns]" |
| 230 | + ] |
| 231 | + }, |
| 232 | + "execution_count": 7, |
| 233 | + "metadata": {}, |
| 234 | + "output_type": "execute_result" |
| 235 | + } |
| 236 | + ], |
| 237 | + "source": [ |
| 238 | + "df" |
| 239 | + ] |
| 240 | + }, |
| 241 | + { |
| 242 | + "cell_type": "code", |
| 243 | + "execution_count": null, |
| 244 | + "metadata": {}, |
| 245 | + "outputs": [], |
| 246 | + "source": [] |
| 247 | + }, |
| 248 | + { |
| 249 | + "cell_type": "code", |
| 250 | + "execution_count": null, |
| 251 | + "metadata": {}, |
| 252 | + "outputs": [], |
| 253 | + "source": [] |
| 254 | + } |
| 255 | + ], |
| 256 | + "metadata": { |
| 257 | + "kernelspec": { |
| 258 | + "display_name": ".venv", |
| 259 | + "language": "python", |
| 260 | + "name": "python3" |
| 261 | + }, |
| 262 | + "language_info": { |
| 263 | + "codemirror_mode": { |
| 264 | + "name": "ipython", |
| 265 | + "version": 3 |
| 266 | + }, |
| 267 | + "file_extension": ".py", |
| 268 | + "mimetype": "text/x-python", |
| 269 | + "name": "python", |
| 270 | + "nbconvert_exporter": "python", |
| 271 | + "pygments_lexer": "ipython3", |
| 272 | + "version": "3.8.10" |
| 273 | + } |
| 274 | + }, |
| 275 | + "nbformat": 4, |
| 276 | + "nbformat_minor": 2 |
| 277 | +} |
0 commit comments