quantvn 0.1.0__py3-none-any.whl

quantvn/vn/data/derivatives.py

@@ -0,0 +1,62 @@
+import io
+import gzip
+import base64
+import requests
+import pandas as pd
+
+from .utils import Config
+
+# Định nghĩa các thành phần public của module
+__all__ = ["get_hist"]
+
+# Lấy URL của Lambda function từ Config
+LAMBDA_URL = Config.get_link()
+
+
+def get_hist(symbol: str, frequency: str):
+    """
+    Get historical data of derivatives VN30F1M and VN30F2M.
+
+    Parameters
+    ----------
+    symbol : str
+        Derivatives symbol (e.g. "VN30F1M", "VN30F2M").
+    frequency : str
+        Timeframe to get data (e.g. "1D", "1H", "5M").
+    Returns
+    -------
+    dict
+        Historical data with information such as time, closing price, trading volume.
+
+    Raises
+    ------
+    Exception
+        If there is an error when calling the API.
+    """
+    api_key = Config.get_api_key()
+    payload = {"symbol": symbol, "frequency": frequency}
+
+    response = requests.post(
+        f"{LAMBDA_URL}/data-derivatives",
+        json=payload,
+        headers={"x-api-key": api_key},
+    )
+
+    if response.status_code == 200:
+        data = response.json()
+
+        if isinstance(data, dict) and "base64" in data:
+            try:
+                decoded_data = base64.b64decode(data["base64"])
+
+                with gzip.GzipFile(fileobj=io.BytesIO(decoded_data), mode="rb") as gz:
+                    extracted_content = gz.read().decode("utf-8")
+                    df = pd.read_csv(io.StringIO(extracted_content), index_col=0)
+                return df
+
+            except Exception as e:
+                return {"error": f"Failed to process base64 data: {str(e)}"}
+
+        return pd.DataFrame(data)
+    else:
+        raise Exception(f"Error: {response.status_code}, {response.text}")