-
Notifications
You must be signed in to change notification settings - Fork 1
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
- Loading branch information
1 parent
17a796b
commit 0f8bc5e
Showing
1 changed file
with
72 additions
and
81 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,84 +1,75 @@ | ||
import pandas as pd | ||
import requests | ||
|
||
# Define the HEADERS dictionary | ||
HEADERS = { | ||
'content-type': 'application/x-www-form-urlencoded', | ||
'User-Agent': 'Mozilla' | ||
} | ||
|
||
def get_data(tickers, size=100): | ||
""" | ||
Retrieves historical stock data from the VNDIRECT API for multiple tickers. | ||
:param tickers: A list of stock symbols. | ||
:param size: Length of historical data. | ||
:return: A DataFrame containing historical stock data for all tickers. | ||
""" | ||
|
||
# Check if tickers and size are valid | ||
if not tickers: | ||
raise ValueError("tickers is not set") | ||
|
||
if size <= 0: | ||
raise ValueError("size must be > 0") | ||
|
||
# Define the base URL | ||
base = "https://finfo-api.vndirect.com.vn/v4/stock_prices/" | ||
|
||
# Initialize an empty DataFrame to store the results | ||
df = pd.DataFrame() | ||
|
||
for ticker in tickers: | ||
# Check if the ticker is valid | ||
if not isinstance(ticker, str) or len(ticker) != 3: | ||
raise ValueError(f"Invalid ticker: {ticker}") | ||
|
||
# Define the endpoint for each ticker | ||
endpoint = f"code:{ticker}" | ||
print(endpoint) | ||
|
||
# Set query parameters, including the HEADERS | ||
params = { | ||
"sort": "date", | ||
"size": size, | ||
"page": 1, | ||
"q": endpoint, | ||
} | ||
|
||
# Send the HTTP request with the HEADERS | ||
res = requests.get(base, params=params, headers=HEADERS) | ||
|
||
# Check if the HTTP request was successful | ||
if res.status_code != 200: | ||
print(f"Failed to retrieve data for ticker: {ticker}") | ||
continue # Skip to the next ticker on error | ||
|
||
# Extract and process the data | ||
data = res.json().get("data", []) | ||
|
||
# Convert to a DataFrame | ||
if data: | ||
df_ticker = pd.DataFrame(data) | ||
df_ticker["date"] = pd.to_datetime(df_ticker["date"]) | ||
df = pd.concat([df, df_ticker], ignore_index=True) | ||
else: | ||
print(f"No data available for ticker: {ticker}") | ||
|
||
return df | ||
|
||
|
||
import pandas as pd | ||
|
||
def ohlcv(df): | ||
""" | ||
Calculate OHLCV (Open, High, Low, Close, and Volume) from a DataFrame of stock prices. | ||
:param df: A DataFrame containing stock price data with columns ['Date', 'Open', 'High', 'Low', 'Close', 'Adj Close', 'Volume']. | ||
:return: A DataFrame containing OHLCV data with 'Date' as the index. | ||
""" | ||
ohlcv_df = df[['date', 'open', 'high', 'low', 'close', 'adClose', 'nmVolume']] | ||
ohlcv_df.columns = ['Date', 'Open', 'High', 'Low', 'Close', 'Adj Close', 'Volume'] | ||
ohlcv_df.index = pd.to_datetime(ohlcv_df['Date']) | ||
return ohlcv_df | ||
|
||
class VNStockData: | ||
HEADERS = { | ||
'content-type': 'application/x-www-form-urlencoded', | ||
'User-Agent': 'Mozilla' | ||
} | ||
|
||
def __init__(self): | ||
self.base_url = "https://finfo-api.vndirect.com.vn/v4/stock_prices/" | ||
|
||
def get_data(self, tickers, size=100): | ||
""" | ||
Retrieves historical stock data from the VNDIRECT API for multiple tickers. | ||
:param tickers: A list of stock symbols. | ||
:param size: Length of historical data. | ||
:return: A DataFrame containing historical stock data for all tickers. | ||
""" | ||
|
||
# Check if tickers and size are valid | ||
if not tickers: | ||
raise ValueError("tickers is not set") | ||
|
||
if size <= 0: | ||
raise ValueError("size must be > 0") | ||
|
||
# Initialize an empty DataFrame to store the results | ||
df = pd.DataFrame() | ||
|
||
for ticker in tickers: | ||
# Check if the ticker is valid | ||
if not isinstance(ticker, str) or len(ticker) != 3: | ||
raise ValueError(f"Invalid ticker: {ticker}") | ||
|
||
# Define the endpoint for each ticker | ||
endpoint = f"code:{ticker}" | ||
print(endpoint) | ||
|
||
# Set query parameters, including the HEADERS | ||
params = { | ||
"sort": "date", | ||
"size": size, | ||
"page": 1, | ||
"q": endpoint, | ||
} | ||
|
||
# Send the HTTP request with the HEADERS | ||
res = requests.get(self.base_url, params=params, headers=self.HEADERS) | ||
|
||
# Check if the HTTP request was successful | ||
if res.status_code != 200: | ||
print(f"Failed to retrieve data for ticker: {ticker}") | ||
continue # Skip to the next ticker on error | ||
|
||
# Extract and process the data | ||
data = res.json().get("data", []) | ||
|
||
# Convert to a DataFrame | ||
if data: | ||
df_ticker = pd.DataFrame(data) | ||
df_ticker["date"] = pd.to_datetime(df_ticker["date"]) | ||
df = pd.concat([df, df_ticker], ignore_index=True) | ||
else: | ||
print(f"No data available for ticker: {ticker}") | ||
|
||
return df | ||
|
||
def ohlcv(self, tickers, size=100): | ||
df = self.get_data(tickers=tickers, size=size) | ||
ohlcv_df = df[['date', 'open', 'high', 'low', 'close', 'adClose', 'nmVolume']] | ||
ohlcv_df.columns = ['Date', 'Open', 'High', 'Low', 'Close', 'Adj Close', 'Volume'] | ||
ohlcv_df.index = pd.to_datetime(ohlcv_df['Date']) | ||
return ohlcv_df |