medusa/the_information_nexus
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Update projects/forex_algo_trading.md

Browse Source
This commit is contained in:
medusa
2024-02-18 13:38:04 +00:00
parent af1e4240da
commit 806e18b55f
1 changed files with 39 additions and 30 deletions
Download Patch File Download Diff File Expand all files Collapse all files

67
projects/forex_algo_trading.md
View File

@@ -55,55 +55,64 @@ swing_trading_project/
```python ```python
import os import os
import pandas as pd import pandas as pd
from oandapyV20 import API from oandapyV20 import API # Import the Oanda API client
import oandapyV20.endpoints.instruments as instruments import oandapyV20.endpoints.instruments as instruments
# Configuration # Set your Oanda API credentials and configuration for data fetching
ACCOUNT_ID = 'your_account_id_here' ACCOUNT_ID = 'your_account_id_here'
ACCESS_TOKEN = 'your_access_token_here' ACCESS_TOKEN = 'your_access_token_here'
INSTRUMENTS = ['EUR_USD', 'USD_JPY', 'GBP_USD', 'AUD_USD', 'USD_CAD'] # Extendable to more pairs # List of currency pairs to fetch. Add or remove pairs as needed.
GRANULARITY = 'H4' # Can be parameterized as needed CURRENCY_PAIRS = ['EUR_USD', 'USD_JPY', 'GBP_USD', 'AUD_USD', 'USD_CAD']
DATA_DIR = 'data' TIME_FRAME = 'H4' # 4-hour candles, change as per your analysis needs
DATA_DIRECTORY = 'data' # Directory where fetched data will be saved
def fetch_and_save_data(account_id, access_token, instruments, granularity, data_dir): # Ensure the data directory exists, create it if it doesn't
"""Fetch historical forex data for specified instruments and save to CSV.""" if not os.path.exists(DATA_DIRECTORY):
client = API(access_token=access_token) os.makedirs(DATA_DIRECTORY)
if not os.path.exists(data_dir): def fetch_and_save_forex_data(account_id, access_token, currency_pairs, time_frame, data_dir):
os.makedirs(data_dir) """Fetch historical forex data for specified currency pairs and save it to CSV files."""
# Initialize the Oanda API client with your access token
api_client = API(access_token=access_token)
for instrument in instruments: for pair in currency_pairs:
params = { # Define the parameters for the data request: time frame and number of data points
"granularity": granularity, request_params = {"granularity": time_frame, "count": 5000}
"count": 5000 # Adjust based on needs
}
data_request = instruments.InstrumentsCandles(instrument=instrument, params=params) # Prepare the data request for fetching candle data for the current currency pair
data = client.request(data_request) data_request = instruments.InstrumentsCandles(instrument=pair, params=request_params)
candles = data.get('candles', []) # Fetch the data
response = api_client.request(data_request)
# Extract the candle data from the response
candle_data = response.get('candles', [])
if candles: # If data was fetched, proceed to save it
df = pd.DataFrame([{ if candle_data:
# Convert the candle data into a pandas DataFrame
forex_data_df = pd.DataFrame([{
'Time': candle['time'], 'Time': candle['time'],
'Open': float(candle['mid']['o']), 'Open': float(candle['mid']['o']),
'High': float(candle['mid']['h']), 'High': float(candle['mid']['h']),
'Low': float(candle['mid']['l']), 'Low': float(candle['mid']['l']),
'Close': float(candle['mid']['c']), 'Close': float(candle['mid']['c']),
'Volume': candle['volume'] 'Volume': candle['volume']
} for candle in candles]) } for candle in candle_data])
# Save to CSV # Construct the filename for the CSV file
output_filename = f"{instrument.lower()}_data.csv" csv_filename = f"{pair.lower()}_data.csv"
df.to_csv(os.path.join(data_dir, output_filename), index=False) # Save the DataFrame to a CSV file in the specified data directory
print(f"Data saved for {instrument} to {output_filename}") forex_data_df.to_csv(os.path.join(data_dir, csv_filename), index=False)
print(f"Data for {pair} saved to {csv_filename}")
def main(): def main():
"""Main function to orchestrate data fetching and saving.""" """Orchestrates the data fetching and saving process."""
print("Fetching data for instruments...") print("Starting data fetching process...")
fetch_and_save_data(ACCOUNT_ID, ACCESS_TOKEN, INSTRUMENTS, GRANULARITY, DATA_DIR) # Call the function to fetch and save data for the configured currency pairs
print("Data fetching and saving complete.") fetch_and_save_forex_data(ACCOUNT_ID, ACCESS_TOKEN, CURRENCY_PAIRS, TIME_FRAME, DATA_DIRECTORY)
print("Data fetching process completed.")
if __name__ == '__main__': if __name__ == '__main__':
# Execute the script
main() main()
``` ```