dukascript 0.0.3__py3-none-any.whl → 0.0.4__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- dukascript-0.0.4.dist-info/METADATA +224 -0
- {dukascript-0.0.3.dist-info → dukascript-0.0.4.dist-info}/RECORD +5 -5
- dukascript-0.0.3.dist-info/METADATA +0 -44
- {dukascript-0.0.3.dist-info → dukascript-0.0.4.dist-info}/WHEEL +0 -0
- {dukascript-0.0.3.dist-info → dukascript-0.0.4.dist-info}/licenses/LICENSE +0 -0
- {dukascript-0.0.3.dist-info → dukascript-0.0.4.dist-info}/top_level.txt +0 -0
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Metadata-Version: 2.4
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Name: dukascript
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Version: 0.0.4
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Summary: Download tick data from Dukascopy Bank SA to local cache, and simulate time-ordered price streams
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Author-email: Eghosa Osayande <osayandeeghosam@gmail.com>
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License: MIT License
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Copyright (c) 2024 drui9
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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Project-URL: Homepage, https://github.com/Eghosa-Osayande/dukascript
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Keywords: tick-data,forex-data,tick-api,ticks,dukascopy
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Classifier: License :: OSI Approved :: MIT License
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Classifier: Programming Language :: Python
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Classifier: Programming Language :: Python :: 3
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Requires-Python: >=3.10
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Description-Content-Type: text/markdown
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License-File: LICENSE
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Requires-Dist: pandas
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Requires-Dist: requests
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Provides-Extra: dev
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Requires-Dist: build; extra == "dev"
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Requires-Dist: twine; extra == "dev"
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Dynamic: license-file
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# 🏦 dukascript
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Download and stream historical price data for variety of financial instruments (e.g. Forex, Commodities and Indices) from Dukascopy Bank SA. , including support for tick-level and aggregated intervals.
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---
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## 📦 Installation
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```bash
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pip install dukascript
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```
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---
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## 🛠️ Usage
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### Importing
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```python
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from datetime import datetime, timedelta
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import dukascript
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from dukascript.instruments import INSTRUMENT_FX_MAJORS_GBP_USD
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```
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---
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## 🧠 Key Concepts
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Both `fetch` and `live_fetch` share similar parameters:
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| Parameter | Description |
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|----------------|-----------------------------------------------------------------------------|
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| `start` | `datetime`, required. The start time of the data. |
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| `end` | `datetime`, optional. If `None`, fetches data up to "now". |
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| `instrument` | e.g., `INSTRUMENT_FX_MAJORS_GBP_USD`. |
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| `offer_side` | `OFFER_SIDE_BID` or `OFFER_SIDE_ASK`. |
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| `max_retries` | Optional. If `None`, keeps retrying on failure. |
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| `debug` | Optional. If `True`, prints debug logs. |
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### 🧊 `fetch()` only:
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| Parameter | Description |
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|--------------|------------------------------|
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| `interval` | e.g., `INTERVAL_HOUR_1` |
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### 🔥 `live_fetch()` only:
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| Parameter | Description |
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|-------------------|---------------------------------------------|
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| `interval_value` | e.g., `1` |
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| `time_unit` | e.g., `dukascript.TIME_UNIT_HOUR` |
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---
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## 📝 Notes
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- **fetch**: Fetches static historical data. Returns **one** `DataFrame`.
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- **live_fetch**: Continuously fetches live updates. Returns a **generator** that yields the **same `DataFrame`** with updated data.
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When using intervals like `1HOUR`, `fetch()` may return delayed data due to DukasCopy’s aggregation policy. For up-to-date values, use `live_fetch()` which fetches tick data under the hood and reshapes it live.
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---
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## 📊 DataFrame Format
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### For tick data:
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| Column | Description |
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|-------------|------------------------|
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| `timestamp` | Index (UTC) |
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| `bidPrice` | Bid price |
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| `askPrice` | Ask price |
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| `bidVolume` | Bid volume |
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| `askVolume` | Ask volume |
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### For aggregated intervals:
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| Column | Description |
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|-------------|------------------------|
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| `timestamp` | Index |
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| `open` | Opening price |
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| `high` | Highest price |
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| `low` | Lowest price |
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| `close` | Closing price |
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| `volume` | Volume (in units) |
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---
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## 💾 Saving Results
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Use built-in `pandas` methods to export:
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```python
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df.to_csv("data.csv")
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df.to_excel("data.xlsx")
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df.to_json("data.json")
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```
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---
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## 🚀 Examples
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### Example 1: Fetch Historical Data
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```python
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start = datetime(2025, 1, 1)
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end = datetime(2025, 2, 1)
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instrument = INSTRUMENT_FX_MAJORS_GBP_USD
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interval = dukascript.INTERVAL_HOUR_1
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offer_side = dukascript.OFFER_SIDE_BID
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df = dukascript.fetch(
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instrument,
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interval,
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offer_side,
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start,
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end,
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)
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df.to_json("output.json")
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```
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---
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### Example 2: Live Fetch with End Time
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```python
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now = datetime.now()
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start = datetime(now.year, now.month, now.day)
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end = start + timedelta(hours=24)
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iterator = dukascript.live_fetch(
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instrument,
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1,
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dukascript.TIME_UNIT_HOUR,
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offer_side,
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start,
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end,
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)
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for df in iterator:
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pass
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df.to_csv("output.csv")
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```
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---
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### Example 3: Live Fetch Indefinitely (End = None)
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```python
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now = datetime.now()
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start = datetime(now.year, now.month, now.day)
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end = None
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df_iterator = dukascript.live_fetch(
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instrument,
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1,
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dukascript.TIME_UNIT_HOUR,
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offer_side,
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start,
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end,
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)
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for df in df_iterator:
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# Do something with latest data
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pass
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```
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---
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## 📄 License
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MIT
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---
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## 👋 Contributing
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Pull requests and suggestions welcome!
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```
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---
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@@ -1,8 +1,8 @@
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dukascript/__init__.py,sha256=bPsw_EhL1g35ulDZLWuIZO3ueHncS-7dQ5AFvyT84nw,11412
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dukascript/_instrument_generator.py,sha256=WDTNS1bLa-J2uI3TmoBTg-WCHdAtkX6d6tq0xhqL4GI,24848
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dukascript/instruments.py,sha256=OxKTWR8zx2sjaHtGtd81FsQwTdAMItjgUSojzuJ1waI,59069
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dukascript-0.0.
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dukascript-0.0.
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dukascript-0.0.
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dukascript-0.0.
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dukascript-0.0.
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dukascript-0.0.4.dist-info/licenses/LICENSE,sha256=SA8D35cWkNTiEI71ATLBPTzWgFwjPNZLeloeBJrAJr4,1061
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dukascript-0.0.4.dist-info/METADATA,sha256=PacypFzc983Mj5v0dmBu0VN5efRwTfOJgMC40ON3d-E,6230
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dukascript-0.0.4.dist-info/WHEEL,sha256=pxyMxgL8-pra_rKaQ4drOZAegBVuX-G_4nRHjjgWbmo,91
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dukascript-0.0.4.dist-info/top_level.txt,sha256=h7GgEQykn3TuhHU4jJxZQ7oNjP_naNvjUwZAw6KU3VE,11
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dukascript-0.0.4.dist-info/RECORD,,
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Metadata-Version: 2.4
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Name: dukascript
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Version: 0.0.3
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Summary: Download tick data from Dukascopy Bank SA to local cache, and simulate time-ordered price streams
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Author-email: Eghosa Osayande <osayandeeghosam@gmail.com>
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License: MIT License
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Copyright (c) 2024 drui9
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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-
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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Project-URL: Homepage, https://github.com/Eghosa-Osayande/dukascript
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Keywords: tick-data,forex-data,tick-api,ticks,dukascopy
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Classifier: License :: OSI Approved :: MIT License
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Classifier: Programming Language :: Python
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Classifier: Programming Language :: Python :: 3
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Requires-Python: >=3.10
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Description-Content-Type: text/markdown
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License-File: LICENSE
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Requires-Dist: pandas
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Requires-Dist: requests
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Provides-Extra: dev
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Requires-Dist: build; extra == "dev"
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Requires-Dist: twine; extra == "dev"
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Dynamic: license-file
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# dukascript
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Download and stream historical data from Dukascopy Bank SA.
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File without changes
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File without changes
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File without changes
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