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yahoo finance

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olli 2024-12-19 15:13:04 +01:00
parent 4dc63bd6ab
commit 29e04d9533
3 changed files with 174 additions and 166 deletions
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4
dabo/functions/get_marketdata.sh
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@ -143,7 +143,7 @@ function get_marketdata {
fi fi
rm "${f_histfile}.tmp" rm "${f_histfile}.tmp"
# calc indicators ans if 1d then generate 1w histfile # calc indicators and if 1d then generate 1w histfile
if [[ $f_interval = 1d ]] if [[ $f_interval = 1d ]]
then then
get_indicators "${f_histfile}" get_indicators "${f_histfile}"
@ -154,5 +154,3 @@ function get_marketdata {
fi fi
} }
#https://production.dataviz.cnn.io/index/fearandgreed/graphdata

45
dabo/functions/get_marketdata_yahoo.sh
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@ -86,26 +86,37 @@ function get_marketdata_yahoo {
# cleanup # cleanup
rm -f "$f_targetcsvtmp" "${f_targetcsvtmp}".err ${f_targetjsontmp} "${f_targetjsontmp}".err rm -f "$f_targetcsvtmp" "${f_targetcsvtmp}".err ${f_targetjsontmp} "${f_targetjsontmp}".err
if [ "$f_timeframe" = "1d" ] || [ "$f_timeframe" = "1wk" ] || [ "$f_timeframe" = "1mo" ] local f_from
then [ "$f_timeframe" = "5m" ] && f_from=$(date -d "now -86000 minutes" +%s)
### DEPRECATED - Yahoo Finance deactivated public API 2024-09 !!! ### [ "$f_timeframe" = "15m" ] && f_from=$(date -d "now -86000 minutes" +%s)
g_echo_note "DEPRECATED - Yahoo Finance deactivated public API 2024-09 !!!" [ "$f_timeframe" = "1h" ] && f_from=$(date -d "now -17510 hour" +%s)
return 1 [ "$f_timeframe" = "1d" ] && f_from=1
## restrict to finished candles [ "$f_timeframe" = "1wk" ] && f_from=1
#[ "$f_timeframe" = "1d" ] && f_sec=$(TZ=US/NY date -d 'last day 0:00' '+%s') [ "$f_timeframe" = "1mo" ] && f_from=1
#[ "$f_timeframe" = "1wk" ] && f_sec=$(TZ=US/NY date -d 'last monday 0:00' '+%s')
#[ "$f_timeframe" = "1mo" ] && f_sec=$(TZ=US/NY date -d "$(date -d "@$(date -d "last month" +%s)" +'%Y-%m-01')" +%s)
## Download historical data from yahoo
#g_wget -O "${f_targetcsvtmp}" "https://query1.finance.yahoo.com/v7/finance/download/${f_item}?period1=0&period2=${f_sec}&interval=${f_timeframe}&events=history" 2>"${f_targetcsvtmp}".err
else
# Download data from yahoo # Download data from yahoo
g_wget -O "${f_targetjsontmp}" "https://query1.finance.yahoo.com/v7/finance/chart/${f_item}?interval=${f_timeframe}&period2=${f_sec}" 2>"${f_targetjsontmp}".err g_wget -O "${f_targetjsontmp}" "https://query1.finance.yahoo.com/v8/finance/chart/${f_item}?interval=${f_timeframe}&period1=${f_from}&period2=${f_sec}" 2>"${f_targetjsontmp}".err
# Create csv from json
jq -r '.chart.result[0] as $result | range(0; $result.timestamp | length) | [$result.timestamp[.], $result.indicators.quote[0].open[.], $result.indicators.quote[0].high[.], $result.indicators.quote[0].low[.], $result.indicators.quote[0].close[.], $result.indicators.quote[0].volume[.]] | @csv' "${f_targetjsontmp}" >"${f_targetcsvtmp}.unixtime" 2>"${f_targetjsontmp}".err jq -r '.chart.result[0] as $result | range(0; $result.timestamp | length) | [$result.timestamp[.], $result.indicators.quote[0].open[.], $result.indicators.quote[0].high[.], $result.indicators.quote[0].low[.], $result.indicators.quote[0].close[.], $result.indicators.quote[0].volume[.]] | @csv' "${f_targetjsontmp}" >"${f_targetcsvtmp}.unixtime" 2>"${f_targetjsontmp}".err
# remove last/open timeframe (use only closed)
sed -i '$d' "${f_targetcsvtmp}.unixtime"
# change unix time to human readable and fill unfilled lines, ignore lines not with 00 secolds (last line) # change unix time to human readable and fill unfilled lines, ignore lines not with 00 secolds (last line)
local date_time open high low close lastopen lasthigh lastlow lastclose volume local date_time open high low close lastopen lasthigh lastlow lastclose volume
while IFS=, read -r timestamp open high low close volume; do while IFS=, read -r timestamp open high low close volume
date_time=$(printf "%(%Y-%m-%d %H:%M:%S)T" $timestamp) do
if [ "$f_timeframe" = "1d" ] || [ "$f_timeframe" = "1mo" ]
then
printf -v date_time "%(%Y-%m-%d)T" $timestamp
elif [ "$f_timeframe" = "1wk" ]
then
# on week 1 day back like crypto assets
date_time=$(date -d "yesterday $(date -d "@$timestamp" "+%Y-%m-%d")" "+%Y-%m-%d")
else
printf -v date_time "%(%Y-%m-%d %H:%M:%S)T" $timestamp
fi
[ -z "$open" ] && open=$lastopen [ -z "$open" ] && open=$lastopen
[ -z "$high" ] && high=$lasthigh [ -z "$high" ] && high=$lasthigh
[ -z "$low" ] && low=$lastlow [ -z "$low" ] && low=$lastlow
@ -116,8 +127,7 @@ function get_marketdata_yahoo {
lastlow=$low lastlow=$low
lastclose=$close lastclose=$close
echo "$date_time,$open,$high,$low,$close,$volume" echo "$date_time,$open,$high,$low,$close,$volume"
done < "${f_targetcsvtmp}.unixtime" | grep ":00," >${f_targetcsvtmp} done < "${f_targetcsvtmp}.unixtime" >${f_targetcsvtmp}
fi
# error if no csvfile available # error if no csvfile available
if ! [ -s "${f_targetcsvtmp}" ] if ! [ -s "${f_targetcsvtmp}" ]
@ -138,4 +148,3 @@ function get_marketdata_yahoo {
fi fi
} }

263
dabo/functions/get_ohlcv-candle.sh
View File

@ -35,21 +35,21 @@ function get_ohlcv-candles {
g_echo_note "Fetching/Refreshing $f_eco_asset $f_timeframe" g_echo_note "Fetching/Refreshing $f_eco_asset $f_timeframe"
f_histfile="asset-histories/ECONOMY-${f_eco_asset}.history.${f_timeframe}.csv" f_histfile="asset-histories/ECONOMY-${f_eco_asset}.history.${f_timeframe}.csv"
# 4h timefrage does not exist on coinmarketcap finance so calc from 1h # 4h timeframe does not exist on yahoo finance so calc from 1h
if [ "$f_timeframe" = "4h" ] if [ "$f_timeframe" = "4h" ]
then then
f_1h_histfile="asset-histories/ECONOMY-${f_eco_asset}.history.1h.csv" f_1h_histfile="asset-histories/ECONOMY-${f_eco_asset}.history.1h.csv"
[ -s "$f_1h_histfile" ] && convert_ohlcv_1h_to_4h "$f_1h_histfile" "$f_histfile" [ -s "$f_1h_histfile" ] && convert_ohlcv_1h_to_4h "$f_1h_histfile" "$f_histfile"
f_add_missing_ohlcv_intervals "$f_histfile" 4h f_add_missing_ohlcv_intervals "$f_histfile" 4h
elif [ "$f_timeframe" = "1d" ] # elif [ "$f_timeframe" = "1d" ]
then # then
f_1h_histfile="asset-histories/ECONOMY-${f_eco_asset}.history.1h.csv" # f_1h_histfile="asset-histories/ECONOMY-${f_eco_asset}.history.1h.csv"
[ -s "$f_1h_histfile" ] && convert_ohlcv_1h_to_1d "$f_1h_histfile" "$f_histfile" # [ -s "$f_1h_histfile" ] && convert_ohlcv_1h_to_1d "$f_1h_histfile" "$f_histfile"
f_add_missing_ohlcv_intervals "$f_histfile" 1d # f_add_missing_ohlcv_intervals "$f_histfile" 1d
elif [ "$f_timeframe" = "1w" ] # elif [ "$f_timeframe" = "1w" ]
then # then
f_1d_histfile="asset-histories/ECONOMY-${f_eco_asset}.history.1d.csv" # f_1d_histfile="asset-histories/ECONOMY-${f_eco_asset}.history.1d.csv"
[ -s "$f_1d_histfile" ] && convert_ohlcv_1d_to_1w "$f_1d_histfile" "$f_histfile" # [ -s "$f_1d_histfile" ] && convert_ohlcv_1d_to_1w "$f_1d_histfile" "$f_histfile"
else else
get_ohlcv-candle "${f_eco_asset}" ${f_timeframe} "${f_histfile}" "ECONOMY-${f_eco_asset}" get_ohlcv-candle "${f_eco_asset}" ${f_timeframe} "${f_histfile}" "ECONOMY-${f_eco_asset}"
fi fi
@ -358,126 +358,126 @@ function convert_ohlcv_1h_to_4h {
} }
function convert_ohlcv_1h_to_1d { #function convert_ohlcv_1h_to_1d {
#
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@" # g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
#
local f_input_file="$1" # local f_input_file="$1"
local f_output_file="$2" # local f_output_file="$2"
#
local f_latestdate f_nextdate f_mytimezone f_line f_date f_open f_high f_low f_close f_volume f_inday i # local f_latestdate f_nextdate f_mytimezone f_line f_date f_open f_high f_low f_close f_volume f_inday i
#
if ! [ -s "$f_input_file" ] # if ! [ -s "$f_input_file" ]
then # then
g_echo_error "$f_input_file" # g_echo_error "$f_input_file"
return 0 # return 0
fi # fi
#
# crypto timezone UTC # # crypto timezone UTC
local f_target_timezone=UTC # local f_target_timezone=UTC
# US economy timezone America/New_York # # US economy timezone America/New_York
[[ $f_input_file =~ ECONOMY ]] && f_target_timezone="America/New_York" # [[ $f_input_file =~ ECONOMY ]] && f_target_timezone="America/New_York"
#
[ -s "$f_output_file" ] && f_latestdate=$(tail -n1 "$f_output_file" | cut -d, -f1) # [ -s "$f_output_file" ] && f_latestdate=$(tail -n1 "$f_output_file" | cut -d, -f1)
[ -z "$f_latestdate" ] && f_latestdate=$(date -d "$(head -n1 "$f_input_file" | cut -d, -f1)" +%Y-%m-%d) # [ -z "$f_latestdate" ] && f_latestdate=$(date -d "$(head -n1 "$f_input_file" | cut -d, -f1)" +%Y-%m-%d)
f_latestdate=$(TZ="$f_target_timezone" date -d "$f_latestdate $f_mytimezone" "+%Y-%m-%d") # f_latestdate=$(TZ="$f_target_timezone" date -d "$f_latestdate $f_mytimezone" "+%Y-%m-%d")
f_nextdate=$(date -d "$f_latestdate +1day" "+%Y-%m-%d") # f_nextdate=$(date -d "$f_latestdate +1day" "+%Y-%m-%d")
#
#echo $f_latestdate # # mytimezone, respecting summer/winter time
#echo $f_nextdate # f_mytimezone=$(date -d "$_latestdate" +%Z)
#
# mytimezone, respecting summer/winter time # local f_today=$(TZ="$f_target_timezone" date "+%Y-%m-%d")
f_mytimezone=$(date -d "$_latestdate" +%Z) # # check if there is a $f_latestdate
# grep -A9999 -B24 "^$f_latestdate" "$f_input_file" >"$g_tmp/convert_ohlcv_1h_to_1d_nextlines"
local f_today=$(TZ="$f_target_timezone" date "+%Y-%m-%d") # if ! [ -s "$g_tmp/convert_ohlcv_1h_to_1d_nextlines" ]
# check if there is a $f_latestdate # then
grep -A9999 -B24 "^$f_latestdate" "$f_input_file" >"$g_tmp/convert_ohlcv_1h_to_1d_nextlines" # cat "$f_input_file" >"$g_tmp/convert_ohlcv_1h_to_1d_nextlines"
if ! [ -s "$g_tmp/convert_ohlcv_1h_to_1d_nextlines" ] # f_nextdate=$(date -d "$(head -n1 "$g_tmp/convert_ohlcv_1h_to_1d_nextlines" | cut -d, -f1)" +%Y-%m-%d)
then # fi
cat "$f_input_file" >"$g_tmp/convert_ohlcv_1h_to_1d_nextlines" #
f_nextdate=$(date -d "$(head -n1 "$g_tmp/convert_ohlcv_1h_to_1d_nextlines" | cut -d, -f1)" +%Y-%m-%d) # # go through lines and switch to $f_target_timezone
fi # cat "$g_tmp/convert_ohlcv_1h_to_1d_nextlines" | grep ':00:00,' | cut -d, -f1,2,3,4,5,6 | while read f_line
# do
# go through lines and switch to $f_target_timezone # g_array "$f_line" g_line_array ,
cat "$g_tmp/convert_ohlcv_1h_to_1d_nextlines" | grep ':00:00,' | cut -d, -f1,2,3,4,5,6 | while read f_line # # calculate day in target timezone
do # g_line_array[0]=$(TZ="$f_target_timezone" date -d "${g_line_array[0]} $f_mytimezone" "+%Y-%m-%d")
g_array "$f_line" g_line_array , # [[ ${g_line_array[0]} = $f_today ]] && break
# calculate day in target timezone # echo "${g_line_array[0]},${g_line_array[1]},${g_line_array[2]},${g_line_array[3]},${g_line_array[4]},${g_line_array[5]}"
g_line_array[0]=$(TZ="$f_target_timezone" date -d "${g_line_array[0]} $f_mytimezone" "+%Y-%m-%d") # done >"${f_output_file}.tmp"
[[ ${g_line_array[0]} = $f_today ]] && break #
echo "${g_line_array[0]},${g_line_array[1]},${g_line_array[2]},${g_line_array[3]},${g_line_array[4]},${g_line_array[5]}" # # check if $f_nextdate really exists in $f_target_timezone if not add a day until it exists
done >"${f_output_file}.tmp" # # useful for weekends
# i=1
# check if $f_nextdate really exists in $f_target_timezone if not add a day until it exists # until grep -q "^$f_nextdate" "${f_output_file}.tmp"
# useful for weekends # do
i=1 # #echo $f_nextdate
until grep -q "^$f_nextdate" "${f_output_file}.tmp" # [[ $f_nextdate = $f_today ]] && return 0
do # f_nextdate=$(date -d "$f_nextdate +1day" "+%Y-%m-%d")
echo $f_nextdate # i=$((i++))
f_nextdate=$(date -d "$f_nextdate +1day" "+%Y-%m-%d") # if [ $i -gt 10 ]
i=$((i++)) # then
if [ $i -gt 10 ] # g_echo_warn "${FUNCNAME} $@: no nextdate found after >10 iterations"
then # return 1
g_echo_warn "${FUNCNAME} $@: no nextdate found after >10 iterations" # fi
return 1 # done
fi #
done # # set ent mark to store latest complete day
# echo END >>"${f_output_file}.tmp"
# go through converted lines #
cat "${f_output_file}.tmp" | while read f_line # # go through converted lines
do # cat "${f_output_file}.tmp" | while read f_line
g_array "$f_line" g_line_array , # do
[[ ${g_line_array[0]} = $f_today ]] && break # g_array "$f_line" g_line_array ,
# [[ ${g_line_array[0]} = $f_today ]] && break
# wait untin next day in target file reached #
if [[ ${g_line_array[0]} = $f_nextdate ]] # # wait until next day in target file reached
then # if [[ ${g_line_array[0]} = $f_nextdate ]]
f_end_reached=1 # then
else # f_end_reached=1
[ -z $f_end_reached ] && continue # else
fi # [ -z $f_end_reached ] && continue
# fi
# if dayend #
if [ -n "$f_inday" ] && [[ $f_latestdate != ${g_line_array[0]} ]] # # if dayend
then # if [ -n "$f_inday" ] && [[ $f_latestdate != ${g_line_array[0]} ]]
#echo "day end $f_date" 1>&2 # then
# day end # # day end
f_close=${g_line_array[4]} # echo "$f_date,$f_open,$f_high,$f_low,$f_close,$f_volume"
echo "$f_date,$f_open,$f_high,$f_low,$f_close,$f_volume" # f_inday=""
f_inday="" # fi
fi #
# # calc values if inday
# calc values if inday # if [ -n "$f_inday" ]
if [ -n "$f_inday" ] # then
then # #echo "in day $f_date" 1>&2
#echo "in day $f_date" 1>&2 # # in day
# in day # # add volume
# add volume # g_calc "$f_volume+${g_line_array[5]}"
g_calc "$f_volume+${g_line_array[5]}" # f_volume=$g_calc_result
f_volume=$g_calc_result # # look for higher high
# look for higher high # g_num_is_higher ${g_line_array[2]} $f_high && f_high=${g_line_array[2]}
g_num_is_higher ${g_line_array[2]} $f_high && f_high=${g_line_array[2]} # # look for lower low
# look for lower low # g_num_is_lower ${g_line_array[3]} $f_low && f_low=${g_line_array[3]}
g_num_is_lower ${g_line_array[3]} $f_low && f_low=${g_line_array[3]} # fi
fi #
# # if newday
# if newday # if [ -z "$f_inday" ]
if [ -z "$f_inday" ] # then
then # #echo "day begin ${g_line_array[0]}" 1>&2
#echo "day begin ${g_line_array[0]}" 1>&2 # # day begin
# day begin # f_inday=1
f_inday=1 # f_date=${g_line_array[0]}
f_date=${g_line_array[0]} # f_latestdate=$f_date
f_latestdate=$f_date # f_open=${g_line_array[1]}
f_open=${g_line_array[1]} # f_high=${g_line_array[2]}
f_high=${g_line_array[2]} # f_low=${g_line_array[3]}
f_low=${g_line_array[3]} # f_close=${g_line_array[4]}
f_volume=${g_line_array[5]} # f_volume=${g_line_array[5]}
fi # fi
#
done >>"$f_output_file" # done >>"$f_output_file"
#
} #}
function convert_ohlcv_1d_to_1w { function convert_ohlcv_1d_to_1w {
@ -528,6 +528,7 @@ function convert_ohlcv_1d_to_1w {
f_close_prices[$f_week_year]=$f_close f_close_prices[$f_week_year]=$f_close
[ -z "$f_volume" ] && f_volume=0
g_calc "${f_volume_prices[$f_week_year]:-0}+$f_volume" g_calc "${f_volume_prices[$f_week_year]:-0}+$f_volume"
f_volume_prices[$f_week_year]=$g_calc_result f_volume_prices[$f_week_year]=$g_calc_result
done done
@ -535,7 +536,7 @@ function convert_ohlcv_1d_to_1w {
# go through array(s) and write down missing week data # go through array(s) and write down missing week data
for f_week_year in "${!f_open_prices[@]}" for f_week_year in "${!f_open_prices[@]}"
do do
f_week_date=$(date -d "${f_week_year:0:4}-01-01 +$((${f_week_year:4}-1)) week" +%F) f_week_date=$(date -d "${f_week_year:0:4}-01-01 +$((${f_week_year:4})) week -1day" +%F)
# ignore if date alerady exists # ignore if date alerady exists
grep -q ^$f_week_date, "$f_output_file" && continue grep -q ^$f_week_date, "$f_output_file" && continue
echo "$f_week_date,${f_open_prices[$f_week_year]},${f_high_prices[$f_week_year]},${f_low_prices[$f_week_year]},${f_close_prices[$f_week_year]},${f_volume_prices[$f_week_year]}" echo "$f_week_date,${f_open_prices[$f_week_year]},${f_high_prices[$f_week_year]},${f_low_prices[$f_week_year]},${f_close_prices[$f_week_year]},${f_volume_prices[$f_week_year]}"