polygon-data 0.1.0

Demo library

Polygon Data

A library for fetching real-time forex data from polygon.io and store it into sqlite db.

The library has PolygonDataFetch class which has the main function of max code in the fetchData function of library.

It also includes ts_to_datetime(), reset_raw_data_tables(), initialize_raw_data_tables(), initialize_aggregated_tables(),

aggregate_raw_data_tables() functions which were the dependency for max christs main funtion.

Installation

pip install polygon_data

Dependency

polygon-api-client==0.2.11

sqlalchemy

math

datetime

time

Get started

How to fetch data with this lib?

(Note: Make sure you have a directory named sqlite at the root level)

from polygon_data import PolygonDataFetch



# Instantiate a PolygonDataFetch object

polygonDataFetch = PolygonDataFetch()



# A dictionary defining the set of currency pairs we will be pulling data for

currency_pairs = [["AUD","USD",[],portfolio("AUD","USD")],

                  ["GBP","EUR",[],portfolio("GBP","EUR")],

                  ["USD","CAD",[],portfolio("USD","CAD")],

                  ["USD","JPY",[],portfolio("USD","JPY")],

                  ["USD","MXN",[],portfolio("USD","MXN")],

                  ["EUR","USD",[],portfolio("EUR","USD")],

                  ["USD","CNY",[],portfolio("USD","CNY")],

                  ["USD","CZK",[],portfolio("USD","CZK")],

                  ["USD","PLN",[],portfolio("USD","PLN")],

                  ["USD","INR",[],portfolio("USD","INR")]]



# Call the fetchData method and pass currency_pairs dictionary as a parameter

polygonDataFetch.fetchData(currency_pairs = currency_pairs)