system.market_data package¶
Submodules¶
system.market_data.fre_market_data module¶
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class
system.market_data.fre_market_data.EODMarketData(api_token: str, database)¶ Bases:
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get_daily_data(symbol: str, start: str, end: str, category: str)¶
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get_fundamental_data(symbol: str, category: str)¶
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get_intraday_data(symbol: str, startTime: str = '1585800000', endTime: str = '1585886400', category: str = 'US')¶
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populate_fundamental_data(tickers: Collection[str], category: str) → None¶ Retrieve fundamental data and store data into table: “fundamentals” :param tickers: a list of tickers :param category: a string, should be ‘US’
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populate_intraday_stock_data(tickers: Collection[str], table_name: str, start_date: str, end_date: str, category: str = 'US', action: str = 'append', output_file: _io.TextIOWrapper = <system.utility.helpers.FREWriter object>) → None¶ Retrieve stock(s)’s intraday historical data and store the data into a desired table. :param tickers: a list of ticker(s) :param table_name: a string of table name (only one table) :param start_date: string (‘%Y-%m-%d’) :param end_date: string (‘%Y-%m-%d’)
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populate_sp500_data(spy: str, category: str) → None¶ Retrieve sp500 data and store data into tables: “sp500” and “sp500_sectors” :param spy: a string, should be ‘spy’ :param category: a string, should be ‘US’
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populate_stock_data(tickers: Collection[str], table_name: str, start_date: str, end_date: str, category: str = 'US', action: str = 'append', output_file: _io.TextIOWrapper = <system.utility.helpers.FREWriter object>) → None¶ Retrieve stock(s)’s daily historical data and store the data into a desired table. :param tickers: a list of ticker(s) :param table_name: a string of table name (only one table) :param start_date: string (‘%Y-%m-%d’) :param end_date: string (‘%Y-%m-%d’)
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