dukascopy-python 4.0.1__tar.gz → 6.0.0__tar.gz

dukascopy_python-6.0.0/PKG-INFO

@@ -0,0 +1,302 @@
+Metadata-Version: 2.4
+Name: dukascopy-python
+Version: 6.0.0
+Summary: Download and stream historical price data for variety of financial instruments (Forex, Commodities and Indices) from Dukascopy Bank SA.
+Author-email: Eghosa Osayande <osayandeeghosam@gmail.com>
+License: MIT License
+        
+        Copyright (c) 2024 drui9
+        
+        Permission is hereby granted, free of charge, to any person obtaining a copy
+        of this software and associated documentation files (the "Software"), to deal
+        in the Software without restriction, including without limitation the rights
+        to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+        copies of the Software, and to permit persons to whom the Software is
+        furnished to do so, subject to the following conditions:
+        
+        The above copyright notice and this permission notice shall be included in all
+        copies or substantial portions of the Software.
+        
+        THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+        IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+        FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+        AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+        LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+        OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+        SOFTWARE.
+Project-URL: Homepage, https://github.com/Eghosa-Osayande/dukascopy
+Keywords: tick-data,forex-data,tick-api,ticks,dukascopy
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Programming Language :: Python
+Classifier: Programming Language :: Python :: 3
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: requests
+Provides-Extra: dev
+Requires-Dist: build; extra == "dev"
+Requires-Dist: twine; extra == "dev"
+Dynamic: license-file
+
+# dukascopy-python
+[![PyPI Downloads](https://static.pepy.tech/badge/dukascopy-python)](https://pepy.tech/projects/dukascopy-python)
+
+Download historical financial market data from [Dukascopy Bank SA](https://www.dukascopy.com), including tick-level prices and OHLCV candles for Forex, commodities, indices, and other financial instruments.
+
+Supports multiple data feed versions, configurable HTTP sessions, optional logging, and Pandas integration.
+
+## Installation
+
+```bash
+pip install dukascopy-python
+```
+
+## Backward Compatibility
+
+The previous API remains available through `dukascopy_python.compat`, which uses data feed version 1 internally.
+
+Existing applications can continue using `fetch()`, `live_fetch()`, and legacy constants by updating their imports.
+
+```python
+from datetime import datetime, timezone
+
+import dukascopy_python.compat as duka
+from dukascopy_python.compat.instruments import (
+    INSTRUMENT_FX_MAJORS_EUR_USD,
+)
+
+df = duka.fetch(
+    INSTRUMENT_FX_MAJORS_EUR_USD,
+    duka.INTERVAL_MIN_1,
+    duka.OFFER_SIDE_BID,
+    datetime(2025, 1, 1, tzinfo=timezone.utc),
+    datetime(2025, 1, 2, tzinfo=timezone.utc),
+)
+
+df.to_csv("output.csv")
+```
+
+## New API
+
+The new API provides two functions:
+
+- `fetch_candles()` — Retrieve historical OHLCV candles.
+- `fetch_ticks()` — Retrieve historical bid/ask tick data.
+
+### Fetch Candles
+
+```python
+from datetime import datetime, timezone
+
+import dukascopy_python as duka
+from dukascopy_python.instruments import I_EUR_USD
+
+candles = duka.fetch_candles(
+    instrument=I_EUR_USD,
+    interval=1,
+    time_unit=duka.TimeUnit.HOUR,
+    offer_side=duka.OfferSide.BID,
+    start=datetime(2025, 1, 1, tzinfo=timezone.utc),
+    end=datetime(2025, 2, 1, tzinfo=timezone.utc),
+    version=2,
+)
+
+for candle in candles:
+    print(candle)
+```
+
+### Fetch Ticks
+
+```python
+ticks = duka.fetch_ticks(
+    instrument=I_EUR_USD,
+    start=datetime(2025, 1, 1, tzinfo=timezone.utc),
+    end=datetime(2025, 1, 2, tzinfo=timezone.utc),
+    version=2,
+)
+
+for tick in ticks:
+    print(tick)
+```
+
+Both functions return iterable model objects.
+
+### Parameters
+
+| Parameter | Description |
+|---|---|
+| `instrument` | Instrument code, e.g. `I_EUR_USD` |
+| `start` | Start datetime (inclusive range boundary, subject to feed behaviour) |
+| `end` | End datetime; must be later than `start` |
+| `version` | `1` or `2`; defaults to the globally configured version |
+| `validate_instrument_name` | Validate and convert the instrument identifier; default `True` |
+| `create_session` | Optional callable returning an HTTP session |
+| `logger` | Optional `logging.Logger` instance |
+
+Additional parameters for `fetch_candles()`:
+
+| Parameter | Description |
+|---|---|
+| `interval` | Positive integer specifying the candle interval |
+| `time_unit` | `TimeUnit` enum, e.g. `TimeUnit.MINUTE` |
+| `offer_side` | `OfferSide.BID` or `OfferSide.ASK` |
+
+`start` and `end` must both be timezone-aware or both timezone-naive. UTC-aware datetimes are recommended.
+
+## Data Feed Versions
+
+Two data feed implementations are available.
+
+| Version | Implementation |
+|---|---|
+| `1` | `DataFeedV1` (default) |
+| `2` | `DataFeedV2` |
+
+### Set the Default Version
+
+```python
+duka.set_default_version(2)
+```
+
+All subsequent fetch operations use version 2 unless explicitly overridden.
+
+### Override Version Per Request
+
+```python
+candles = duka.fetch_candles(
+    instrument=I_EUR_USD,
+    interval=5,
+    time_unit=duka.TimeUnit.MINUTE,
+    offer_side=duka.OfferSide.BID,
+    start=start,
+    end=end,
+    version=1,
+)
+```
+
+The `version` argument overrides the default for that request without changing the global setting.
+
+## Data Models
+
+### Candle
+
+| Field | Description |
+|---|---|
+| `timestamp` | Candle timestamp |
+| `open`, `high`, `low`, `close` | OHLC prices |
+| `volume` | Trading volume |
+| `time_unit` | Candle time unit |
+| `interval` | Candle interval |
+
+### Tick
+
+| Field | Description |
+|---|---|
+| `timestamp` | Tick timestamp |
+| `bid`, `ask` | Bid and ask prices |
+| `bid_volume`, `ask_volume` | Bid and ask volumes |
+| `volume` | Tick volume |
+
+## Pandas Integration
+
+Convert retrieved candles or ticks into a Pandas DataFrame.
+
+```python
+candles = list(duka.fetch_candles(
+    instrument=I_EUR_USD,
+    interval=1,
+    time_unit=duka.TimeUnit.HOUR,
+    offer_side=duka.OfferSide.BID,
+    start=start,
+    end=end,
+))
+
+df = duka.to_dataframe(candles)
+
+df.to_csv("candles.csv")
+df.to_json("candles.json")
+```
+
+Pandas is an optional dependency. Install it with:
+
+```bash
+pip install pandas
+```
+
+## Advanced Configuration
+
+### Custom HTTP Session
+
+Use the `create_session` argument to provide a session factory.
+
+```python
+candles = duka.fetch_candles(
+    instrument=I_EUR_USD,
+    interval=1,
+    time_unit=duka.TimeUnit.HOUR,
+    offer_side=duka.OfferSide.BID,
+    start=start,
+    end=end,
+    create_session=lambda: duka.create_session(retries=7),
+)
+```
+
+The library manages the returned session using a context manager.
+
+### Custom Logging
+
+Provide a configured Python logger:
+
+```python
+import logging
+
+logger = duka.create_logger(
+    name="dukascopy",
+    level=logging.DEBUG,
+)
+
+ticks = duka.fetch_ticks(
+    instrument=I_EUR_USD,
+    start=start,
+    end=end,
+    logger=logger,
+)
+```
+
+### Instrument Validation
+
+Instrument validation and identifier conversion are enabled by default.
+
+To bypass them:
+
+```python
+ticks = duka.fetch_ticks(
+    instrument="EUR/USD",
+    start=start,
+    end=end,
+    version=2,
+    validate_instrument_name=False,
+)
+```
+
+When validation is disabled, the instrument identifier is passed directly to the selected data feed.
+
+## Migration Reference
+
+| Previous API | New API |
+|---|---|
+| `dukascopy_python.compat` | `dukascopy_python` |
+| `fetch()` | `fetch_candles()` / `fetch_ticks()` |
+| `live_fetch()` | Available through `compat` |
+| `INTERVAL_MIN_1` | `interval=1, time_unit=TimeUnit.MINUTE` |
+| `OFFER_SIDE_BID` | `OfferSide.BID` |
+| `INSTRUMENT_FX_MAJORS_EUR_USD` | `I_EUR_USD` |
+| Pandas DataFrame | Iterable `Candle` / `Tick` objects |
+
+## License
+
+MIT
+
+## Contributing
+
+Contributions, bug reports, and pull requests are welcome.

dukascopy_python-6.0.0/README.md

@@ -0,0 +1,262 @@
+# dukascopy-python
+[![PyPI Downloads](https://static.pepy.tech/badge/dukascopy-python)](https://pepy.tech/projects/dukascopy-python)
+
+Download historical financial market data from [Dukascopy Bank SA](https://www.dukascopy.com), including tick-level prices and OHLCV candles for Forex, commodities, indices, and other financial instruments.
+
+Supports multiple data feed versions, configurable HTTP sessions, optional logging, and Pandas integration.
+
+## Installation
+
+```bash
+pip install dukascopy-python
+```
+
+## Backward Compatibility
+
+The previous API remains available through `dukascopy_python.compat`, which uses data feed version 1 internally.
+
+Existing applications can continue using `fetch()`, `live_fetch()`, and legacy constants by updating their imports.
+
+```python
+from datetime import datetime, timezone
+
+import dukascopy_python.compat as duka
+from dukascopy_python.compat.instruments import (
+    INSTRUMENT_FX_MAJORS_EUR_USD,
+)
+
+df = duka.fetch(
+    INSTRUMENT_FX_MAJORS_EUR_USD,
+    duka.INTERVAL_MIN_1,
+    duka.OFFER_SIDE_BID,
+    datetime(2025, 1, 1, tzinfo=timezone.utc),
+    datetime(2025, 1, 2, tzinfo=timezone.utc),
+)
+
+df.to_csv("output.csv")
+```
+
+## New API
+
+The new API provides two functions:
+
+- `fetch_candles()` — Retrieve historical OHLCV candles.
+- `fetch_ticks()` — Retrieve historical bid/ask tick data.
+
+### Fetch Candles
+
+```python
+from datetime import datetime, timezone
+
+import dukascopy_python as duka
+from dukascopy_python.instruments import I_EUR_USD
+
+candles = duka.fetch_candles(
+    instrument=I_EUR_USD,
+    interval=1,
+    time_unit=duka.TimeUnit.HOUR,
+    offer_side=duka.OfferSide.BID,
+    start=datetime(2025, 1, 1, tzinfo=timezone.utc),
+    end=datetime(2025, 2, 1, tzinfo=timezone.utc),
+    version=2,
+)
+
+for candle in candles:
+    print(candle)
+```
+
+### Fetch Ticks
+
+```python
+ticks = duka.fetch_ticks(
+    instrument=I_EUR_USD,
+    start=datetime(2025, 1, 1, tzinfo=timezone.utc),
+    end=datetime(2025, 1, 2, tzinfo=timezone.utc),
+    version=2,
+)
+
+for tick in ticks:
+    print(tick)
+```
+
+Both functions return iterable model objects.
+
+### Parameters
+
+| Parameter | Description |
+|---|---|
+| `instrument` | Instrument code, e.g. `I_EUR_USD` |
+| `start` | Start datetime (inclusive range boundary, subject to feed behaviour) |
+| `end` | End datetime; must be later than `start` |
+| `version` | `1` or `2`; defaults to the globally configured version |
+| `validate_instrument_name` | Validate and convert the instrument identifier; default `True` |
+| `create_session` | Optional callable returning an HTTP session |
+| `logger` | Optional `logging.Logger` instance |
+
+Additional parameters for `fetch_candles()`:
+
+| Parameter | Description |
+|---|---|
+| `interval` | Positive integer specifying the candle interval |
+| `time_unit` | `TimeUnit` enum, e.g. `TimeUnit.MINUTE` |
+| `offer_side` | `OfferSide.BID` or `OfferSide.ASK` |
+
+`start` and `end` must both be timezone-aware or both timezone-naive. UTC-aware datetimes are recommended.
+
+## Data Feed Versions
+
+Two data feed implementations are available.
+
+| Version | Implementation |
+|---|---|
+| `1` | `DataFeedV1` (default) |
+| `2` | `DataFeedV2` |
+
+### Set the Default Version
+
+```python
+duka.set_default_version(2)
+```
+
+All subsequent fetch operations use version 2 unless explicitly overridden.
+
+### Override Version Per Request
+
+```python
+candles = duka.fetch_candles(
+    instrument=I_EUR_USD,
+    interval=5,
+    time_unit=duka.TimeUnit.MINUTE,
+    offer_side=duka.OfferSide.BID,
+    start=start,
+    end=end,
+    version=1,
+)
+```
+
+The `version` argument overrides the default for that request without changing the global setting.
+
+## Data Models
+
+### Candle
+
+| Field | Description |
+|---|---|
+| `timestamp` | Candle timestamp |
+| `open`, `high`, `low`, `close` | OHLC prices |
+| `volume` | Trading volume |
+| `time_unit` | Candle time unit |
+| `interval` | Candle interval |
+
+### Tick
+
+| Field | Description |
+|---|---|
+| `timestamp` | Tick timestamp |
+| `bid`, `ask` | Bid and ask prices |
+| `bid_volume`, `ask_volume` | Bid and ask volumes |
+| `volume` | Tick volume |
+
+## Pandas Integration
+
+Convert retrieved candles or ticks into a Pandas DataFrame.
+
+```python
+candles = list(duka.fetch_candles(
+    instrument=I_EUR_USD,
+    interval=1,
+    time_unit=duka.TimeUnit.HOUR,
+    offer_side=duka.OfferSide.BID,
+    start=start,
+    end=end,
+))
+
+df = duka.to_dataframe(candles)
+
+df.to_csv("candles.csv")
+df.to_json("candles.json")
+```
+
+Pandas is an optional dependency. Install it with:
+
+```bash
+pip install pandas
+```
+
+## Advanced Configuration
+
+### Custom HTTP Session
+
+Use the `create_session` argument to provide a session factory.
+
+```python
+candles = duka.fetch_candles(
+    instrument=I_EUR_USD,
+    interval=1,
+    time_unit=duka.TimeUnit.HOUR,
+    offer_side=duka.OfferSide.BID,
+    start=start,
+    end=end,
+    create_session=lambda: duka.create_session(retries=7),
+)
+```
+
+The library manages the returned session using a context manager.
+
+### Custom Logging
+
+Provide a configured Python logger:
+
+```python
+import logging
+
+logger = duka.create_logger(
+    name="dukascopy",
+    level=logging.DEBUG,
+)
+
+ticks = duka.fetch_ticks(
+    instrument=I_EUR_USD,
+    start=start,
+    end=end,
+    logger=logger,
+)
+```
+
+### Instrument Validation
+
+Instrument validation and identifier conversion are enabled by default.
+
+To bypass them:
+
+```python
+ticks = duka.fetch_ticks(
+    instrument="EUR/USD",
+    start=start,
+    end=end,
+    version=2,
+    validate_instrument_name=False,
+)
+```
+
+When validation is disabled, the instrument identifier is passed directly to the selected data feed.
+
+## Migration Reference
+
+| Previous API | New API |
+|---|---|
+| `dukascopy_python.compat` | `dukascopy_python` |
+| `fetch()` | `fetch_candles()` / `fetch_ticks()` |
+| `live_fetch()` | Available through `compat` |
+| `INTERVAL_MIN_1` | `interval=1, time_unit=TimeUnit.MINUTE` |
+| `OFFER_SIDE_BID` | `OfferSide.BID` |
+| `INSTRUMENT_FX_MAJORS_EUR_USD` | `I_EUR_USD` |
+| Pandas DataFrame | Iterable `Candle` / `Tick` objects |
+
+## License
+
+MIT
+
+## Contributing
+
+Contributions, bug reports, and pull requests are welcome.