From af1e4240dac3685f358c8e2b86c3137600ac88bf Mon Sep 17 00:00:00 2001
From: medusa <newton214@gmail.com>
Date: Sun, 18 Feb 2024 13:32:36 +0000
Subject: [PATCH] Update projects/forex_algo_trading.md

---
 projects/forex_algo_trading.md | 80 +++++++++++++++-------------------
 1 file changed, 35 insertions(+), 45 deletions(-)

diff --git a/projects/forex_algo_trading.md b/projects/forex_algo_trading.md
index 9d71066..86e5054 100644
--- a/projects/forex_algo_trading.md
+++ b/projects/forex_algo_trading.md
@@ -53,65 +53,55 @@ swing_trading_project/
 - Save the data to `data/` as CSV.
 
 ```python
-import csv
 import os
-from oandapyV20 import API    # The Oanda API wrapper
-import oandapyV20.endpoints.instruments as instruments
-from datetime import datetime
 import pandas as pd
+from oandapyV20 import API
+import oandapyV20.endpoints.instruments as instruments
 
 # Configuration
 ACCOUNT_ID = 'your_account_id_here'
 ACCESS_TOKEN = 'your_access_token_here'
-INSTRUMENT = 'EUR_USD'
-GRANULARITY = 'H4'  # 4-hour candles
-OUTPUT_FILENAME = 'eur_usd_data.csv'
-
-# Directory for saving the data
+INSTRUMENTS = ['EUR_USD', 'USD_JPY', 'GBP_USD', 'AUD_USD', 'USD_CAD']  # Extendable to more pairs
+GRANULARITY = 'H4'  # Can be parameterized as needed
 DATA_DIR = 'data'
-if not os.path.exists(DATA_DIR):
-    os.makedirs(DATA_DIR)
 
-def fetch_data(account_id, access_token, instrument, granularity):
-    """Fetch historical forex data for a specified instrument and granularity."""
+def fetch_and_save_data(account_id, access_token, instruments, granularity, data_dir):
+    """Fetch historical forex data for specified instruments and save to CSV."""
     client = API(access_token=access_token)
-    params = {
-        "granularity": granularity,
-        "count": 5000  # Maximum data points to fetch in one request
-    }
     
-    # Create a data request
-    data_request = instruments.InstrumentsCandles(instrument=instrument, params=params)
-    data = client.request(data_request)
+    if not os.path.exists(data_dir):
+        os.makedirs(data_dir)
     
-    return data['candles']
-
-def save_to_csv(data, filename):
-    """Save fetched forex data to a CSV file."""
-    filepath = os.path.join(DATA_DIR, filename)
-    with open(filepath, mode='w', newline='') as file:
-        writer = csv.writer(file)
-        writer.writerow(['Time', 'Open', 'High', 'Low', 'Close', 'Volume'])
+    for instrument in instruments:
+        params = {
+            "granularity": granularity,
+            "count": 5000  # Adjust based on needs
+        }
         
-        for candle in data:
-            writer.writerow([
-                candle['time'],
-                candle['mid']['o'],
-                candle['mid']['h'],
-                candle['mid']['l'],
-                candle['mid']['c'],
-                candle['volume']
-            ])
+        data_request = instruments.InstrumentsCandles(instrument=instrument, params=params)
+        data = client.request(data_request)
+        candles = data.get('candles', [])
+        
+        if candles:
+            df = pd.DataFrame([{
+                'Time': candle['time'],
+                'Open': float(candle['mid']['o']),
+                'High': float(candle['mid']['h']),
+                'Low': float(candle['mid']['l']),
+                'Close': float(candle['mid']['c']),
+                'Volume': candle['volume']
+            } for candle in candles])
+            
+            # Save to CSV
+            output_filename = f"{instrument.lower()}_data.csv"
+            df.to_csv(os.path.join(data_dir, output_filename), index=False)
+            print(f"Data saved for {instrument} to {output_filename}")
 
 def main():
-    """Main function to fetch and save EUR/USD data."""
-    print("Fetching data...")
-    data = fetch_data(ACCOUNT_ID, ACCESS_TOKEN, INSTRUMENT, GRANULARITY)
-    print(f"Fetched {len(data)} data points.")
-    
-    print("Saving to CSV...")
-    save_to_csv(data, OUTPUT_FILENAME)
-    print(f"Data saved to {os.path.join(DATA_DIR, OUTPUT_FILENAME)}")
+    """Main function to orchestrate data fetching and saving."""
+    print("Fetching data for instruments...")
+    fetch_and_save_data(ACCOUNT_ID, ACCESS_TOKEN, INSTRUMENTS, GRANULARITY, DATA_DIR)
+    print("Data fetching and saving complete.")
 
 if __name__ == '__main__':
     main()