Module areixio.datafeeds.stock_datafeed

Classes

class StockDataFeed (code: str, asset_type: Union[str, AssetType, ForwardRef(None)] = AssetType.STOCK, start_date: Union[str, datetime.datetime, ForwardRef(None)] = None, end_date: Union[str, datetime.datetime, ForwardRef(None)] = None, period: Optional[str] = '', interval: Optional[str] = '1d', min_volume: Union[int, float, ForwardRef(None)] = 1, min_notional: Union[int, float, ForwardRef(None)] = 1, order_ascending: Optional[bool] = True, store_path: Optional[str] = None, debug: Optional[bool] = False, **kwargs)

DataFeed base class

StockDataFeed

Args

symbols : [list]

list of symbols

paths : [list,str]

list of paths or path that contains the data files

start_date : [datetime, str], optional

The start date (if it is str, the format need to be '%Y-%m-%d'). Defaults to None.

end_date : [datetime, str], optional

The end date (if it is str, the format need to be '%Y-%m-%d'). Defaults to None.

period ([str], optional):

- The period of data you need

- If start_date and end_date are specified, the period wont be effective

- The period as to be one of the following, '1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd'

- Defaults to '1y'.

order_ascending : bool, optional

If True, data would be in ascending order. Defaults to True.

interval ([str], optional):

- The data datetime interval

- The interval has to be one of the following, '1m', '5m','15m', '30m','1h', '2h', '3h', '4h', '6h', '12h', '1d', '1M', '1y'

- Defaults to '1d'.

store_path : [str], optional

The path to store downloaded data files. Defaults to None.

Ancestors

• areixio.datafeed.DataFeed
• abc.ABC

Methods

def fetch_hist(self, start: Union[datetime.datetime, str], end: Union[datetime.datetime, str], interval: str = None, code: str = None)

def fetch_info(self, code: str = None)

def fetch_spot(self, code: str = None, interval: str = None)