voly 0.0.147__tar.gz → 0.0.148__tar.gz
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.
- {voly-0.0.147/src/voly.egg-info → voly-0.0.148}/PKG-INFO +1 -1
- {voly-0.0.147 → voly-0.0.148}/pyproject.toml +2 -2
- {voly-0.0.147 → voly-0.0.148}/src/voly/core/hd.py +7 -24
- {voly-0.0.147 → voly-0.0.148/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.147 → voly-0.0.148}/LICENSE +0 -0
- {voly-0.0.147 → voly-0.0.148}/README.md +0 -0
- {voly-0.0.147 → voly-0.0.148}/setup.cfg +0 -0
- {voly-0.0.147 → voly-0.0.148}/setup.py +0 -0
- {voly-0.0.147 → voly-0.0.148}/src/voly/__init__.py +0 -0
- {voly-0.0.147 → voly-0.0.148}/src/voly/client.py +0 -0
- {voly-0.0.147 → voly-0.0.148}/src/voly/core/__init__.py +0 -0
- {voly-0.0.147 → voly-0.0.148}/src/voly/core/charts.py +0 -0
- {voly-0.0.147 → voly-0.0.148}/src/voly/core/data.py +0 -0
- {voly-0.0.147 → voly-0.0.148}/src/voly/core/fit.py +0 -0
- {voly-0.0.147 → voly-0.0.148}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.147 → voly-0.0.148}/src/voly/core/rnd.py +0 -0
- {voly-0.0.147 → voly-0.0.148}/src/voly/exceptions.py +0 -0
- {voly-0.0.147 → voly-0.0.148}/src/voly/formulas.py +0 -0
- {voly-0.0.147 → voly-0.0.148}/src/voly/models.py +0 -0
- {voly-0.0.147 → voly-0.0.148}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.147 → voly-0.0.148}/src/voly/utils/logger.py +0 -0
- {voly-0.0.147 → voly-0.0.148}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.147 → voly-0.0.148}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.147 → voly-0.0.148}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.147 → voly-0.0.148}/src/voly.egg-info/top_level.txt +0 -0
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@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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[project]
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name = "voly"
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version = "0.0.
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version = "0.0.148"
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description = "Options & volatility research package"
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readme = "README.md"
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authors = [
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@@ -60,7 +60,7 @@ line_length = 100
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multi_line_output = 3
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[tool.mypy]
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python_version = "0.0.
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python_version = "0.0.148"
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warn_return_any = true
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warn_unused_configs = true
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disallow_untyped_defs = true
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@@ -61,33 +61,16 @@ def get_historical_data(currency: str,
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date_start = (dt.datetime.now() - dt.timedelta(days=days_ago)).strftime('%Y-%m-%d %H:%M:%S')
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from_ts = exchange.parse8601(date_start)
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ohlcv =
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logger.info(f"Fetching {currency} historical data from {exchange_name} for past {days_ago} days")
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ohlcv_list = []
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ohlcv = exchange.fetch_ohlcv(symbol, granularity, since=from_ts, limit=1000)
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ohlcv_list.append(ohlcv)
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while True:
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if len(ohlcv) > 0 and batch[0][0] == ohlcv[-1][0]:
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# Skip first element if it's a duplicate of the last from previous batch
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batch = batch[1:]
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if not batch:
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from_ts = ohlcv[-1][0]
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new_ohlcv = exchange.fetch_ohlcv(symbol, granularity, since=from_ts, limit=1000)
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ohlcv.extend(new_ohlcv)
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if len(new_ohlcv) != 1000:
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break
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ohlcv.extend(batch)
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last_ts = batch[-1][0]
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if len(batch) < 1000:
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break
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logger.debug(f"Fetched {len(batch)} candles, total now: {len(ohlcv)}")
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# Convert to DataFrame
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df_hist = pd.DataFrame(ohlcv, columns=['date', 'open', 'high', 'low', 'close', 'volume'])
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df_hist['date'] = pd.to_datetime(df_hist['date'], unit='ms')
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