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medusa
2024-02-18 13:32:36 +00:00
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@@ -53,65 +53,55 @@ swing_trading_project/
- Save the data to `data/` as CSV. - Save the data to `data/` as CSV.
```python ```python
import csv
import os import os
from oandapyV20 import API # The Oanda API wrapper
import oandapyV20.endpoints.instruments as instruments
from datetime import datetime
import pandas as pd import pandas as pd
from oandapyV20 import API
import oandapyV20.endpoints.instruments as instruments
# Configuration # Configuration
ACCOUNT_ID = 'your_account_id_here' ACCOUNT_ID = 'your_account_id_here'
ACCESS_TOKEN = 'your_access_token_here' ACCESS_TOKEN = 'your_access_token_here'
INSTRUMENT = 'EUR_USD' INSTRUMENTS = ['EUR_USD', 'USD_JPY', 'GBP_USD', 'AUD_USD', 'USD_CAD'] # Extendable to more pairs
GRANULARITY = 'H4' # 4-hour candles GRANULARITY = 'H4' # Can be parameterized as needed
OUTPUT_FILENAME = 'eur_usd_data.csv'
# Directory for saving the data
DATA_DIR = 'data' DATA_DIR = 'data'
if not os.path.exists(DATA_DIR):
os.makedirs(DATA_DIR)
def fetch_data(account_id, access_token, instrument, granularity): def fetch_and_save_data(account_id, access_token, instruments, granularity, data_dir):
"""Fetch historical forex data for a specified instrument and granularity.""" """Fetch historical forex data for specified instruments and save to CSV."""
client = API(access_token=access_token) client = API(access_token=access_token)
params = {
"granularity": granularity,
"count": 5000 # Maximum data points to fetch in one request
}
# Create a data request if not os.path.exists(data_dir):
data_request = instruments.InstrumentsCandles(instrument=instrument, params=params) os.makedirs(data_dir)
data = client.request(data_request)
return data['candles'] for instrument in instruments:
params = {
def save_to_csv(data, filename): "granularity": granularity,
"""Save fetched forex data to a CSV file.""" "count": 5000 # Adjust based on needs
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 candle in data: data_request = instruments.InstrumentsCandles(instrument=instrument, params=params)
writer.writerow([ data = client.request(data_request)
candle['time'], candles = data.get('candles', [])
candle['mid']['o'],
candle['mid']['h'], if candles:
candle['mid']['l'], df = pd.DataFrame([{
candle['mid']['c'], 'Time': candle['time'],
candle['volume'] '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(): def main():
"""Main function to fetch and save EUR/USD data.""" """Main function to orchestrate data fetching and saving."""
print("Fetching data...") print("Fetching data for instruments...")
data = fetch_data(ACCOUNT_ID, ACCESS_TOKEN, INSTRUMENT, GRANULARITY) fetch_and_save_data(ACCOUNT_ID, ACCESS_TOKEN, INSTRUMENTS, GRANULARITY, DATA_DIR)
print(f"Fetched {len(data)} data points.") print("Data fetching and saving complete.")
print("Saving to CSV...")
save_to_csv(data, OUTPUT_FILENAME)
print(f"Data saved to {os.path.join(DATA_DIR, OUTPUT_FILENAME)}")
if __name__ == '__main__': if __name__ == '__main__':
main() main()