Krikorios
48e60d015f
- Add advanced metrics dashboard with trade analytics - Add new trading components (EntryTypeAnalysis, MultiDayPositionTracker, NewsEventTracker, etc.) - Add strategy mode selector and trend confirmation - Add risk automation panel and slippage correlation analysis - Add daily trading plan enhancements with modal components - Add custom hooks (useApi, useLocalStorage, useAdvancedTradeMetrics) - Add broker service integration and trading API - Add test setup and vitest configuration - Include parquet data files for live market data - Add comprehensive documentation in docs/ folder
106 lines
3.8 KiB
Python
106 lines
3.8 KiB
Python
from __future__ import annotations
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from typing import List, Optional
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import httpx
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from app.schemas.schemas import PriceData
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YAHOO_QUOTE_URL = "https://query1.finance.yahoo.com/v7/finance/quote"
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YAHOO_CHART_URL = "https://query1.finance.yahoo.com/v8/finance/chart/{symbol}"
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YAHOO_SYMBOL = "XAUUSD=X"
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YAHOO_HEADERS = {
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"User-Agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/119.0 Safari/537.36",
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"Accept": "application/json",
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}
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async def fetch_yahoo_quote(symbol: str = YAHOO_SYMBOL) -> Optional[dict]:
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params = {"symbols": symbol}
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async with httpx.AsyncClient(timeout=20.0, headers=YAHOO_HEADERS) as client:
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response = await client.get(YAHOO_QUOTE_URL, params=params)
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response.raise_for_status()
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data = response.json()
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result = (data.get("quoteResponse", {}) or {}).get("result", [])
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if not result:
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return None
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quote = result[0]
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def _safe_float(value: Optional[float], default: float = 0.0) -> float:
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try:
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return float(value)
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except (TypeError, ValueError):
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return default
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return {
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"symbol": symbol,
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"price": _safe_float(quote.get("regularMarketPrice"), default=0.0),
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"high": _safe_float(quote.get("regularMarketDayHigh")),
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"low": _safe_float(quote.get("regularMarketDayLow")),
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"volume": _safe_float(quote.get("regularMarketVolume"), default=0.0),
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"previous_close": _safe_float(quote.get("regularMarketPreviousClose"), default=0.0),
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"timestamp": int(quote.get("regularMarketTime") or 0),
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}
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def _interval_range_for_chart(interval: str) -> tuple[str, str]:
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normalized = interval.lower()
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mapping = {
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"1m": ("1m", "1d"),
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"1min": ("1m", "1d"),
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"5m": ("5m", "5d"),
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"5min": ("5m", "5d"),
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"15m": ("15m", "1mo"),
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"15min": ("15m", "1mo"),
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"30m": ("30m", "1mo"),
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"30min": ("30m", "1mo"),
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"60m": ("60m", "1y"),
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"60min": ("60m", "1y"),
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"daily": ("1d", "5y"),
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}
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return mapping.get(normalized, ("1m", "1d"))
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async def fetch_yahoo_ohlcv(symbol: str = YAHOO_SYMBOL, interval: str = "1m") -> List[PriceData]:
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interval_key, range_key = _interval_range_for_chart(interval)
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url = YAHOO_CHART_URL.format(symbol=symbol)
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params = {"interval": interval_key, "range": range_key, "includePrePost": "false"}
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async with httpx.AsyncClient(timeout=20.0, headers=YAHOO_HEADERS) as client:
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response = await client.get(url, params=params)
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response.raise_for_status()
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data = response.json()
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chart = (data.get("chart") or {}).get("result") or []
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if not chart:
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return []
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result = chart[0]
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timestamps = result.get("timestamp") or []
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indicators = (result.get("indicators") or {}).get("quote") or []
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if not indicators:
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return []
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quote = indicators[0]
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opens = quote.get("open") or []
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highs = quote.get("high") or []
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lows = quote.get("low") or []
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closes = quote.get("close") or []
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volumes = quote.get("volume") or []
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price_data: List[PriceData] = []
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for idx, ts in enumerate(timestamps):
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open_price = opens[idx] if idx < len(opens) else None
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high_price = highs[idx] if idx < len(highs) else None
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low_price = lows[idx] if idx < len(lows) else None
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close_price = closes[idx] if idx < len(closes) else None
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if None in (open_price, high_price, low_price, close_price):
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continue
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volume_val = volumes[idx] if idx < len(volumes) else 0.0
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price_data.append(
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PriceData(
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time=int(ts),
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open=float(open_price),
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high=float(high_price),
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low=float(low_price),
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close=float(close_price),
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volume=float(volume_val or 0.0),
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)
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)
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return price_data
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