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API_CONN_OPENX.py
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API_CONN_OPENX.py
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'''
Using the intrinio_sdk for thier api
This api gives mostly data about stocks along with technicals
It can be use to extract and parse news and emerging data
'''
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
import requests
import json
from collections import OrderedDict
from pandas.io.json import json_normalize
INTR_SECRET_API_KEY = "OmRmMDQ1NjhmNTlkNzgzYzg1YmVjYTI2NTVjMjFkNjg2"
#define default dates
start_date = '2021-01-01'
end_date = '2021-01-12'
#define default index calculation period variables
period = 14
fast_period = 12
slow_period = 26
signal_period = 9
adx_list = [42.34214918139969, 40.23256815129151, 38.42052009387036, 37.352134954637236, 36.375818106481795, 35.98213727237122, 35.11162904528978, 34.475432481983496, 33.437896830222165, 32.92698340519346, 32.890111355952854, 32.02366339948408, 31.6210215212636, 31.1210215212632]
rsi_list = [65.05928093771874, 85.60213592053555, 82.99776570971, 78.75118011530385, 77.7924934160109, 72.37115460851449, 77.74665808092792, 76.72619247602384, 75.86596224481654, 73.47720294750977, 74.01655398350051, 73.93632408794514, 76.40816437167945, 75.458211143695]
def calculate_rsi_move():
rsi_move = []
ind = 0
for rsi in rsi_list:
if ind < 13:
rsi_move.append(rsi_list[ind + 1] - rsi)
ind += 1
else:
rsi_move.append(0)
ind += 1
return rsi_move
def calculate_adx_move():
adx_move = []
ind = 0
for adx in adx_list:
if ind < 13 :
adx_move.append(adx_list[ind + 1] - adx)
ind += 1
else:
adx_move.append(0)
ind += 1
return adx_move
class ApiClient():
def __init__(self):
intrinio.ApiClient().set_api_key(INTR_SECRET_API_KEY)
intrinio.ApiClient().allow_retries(True)
def get_all_currencies():
response = intrinio.ForexApi().get_forex_pairs()
print(response)
return response
def get_quote_currency(pair, start_date, end_date):
timeframe = 'D1'
timezone = 'UTC'
start_time = '00:00'
end_time = '23:59'
page_size = 1
next_page = ''
response = intrinio.ForexApi().get_forex_prices(pair, timeframe, timezone=timezone, start_date=start_date, start_time=start_time, end_date=end_date, end_time=end_time, page_size=page_size, next_page=next_page)
print(response)
return response
def get_price_currency(pair, start_date, end_date):
timeframe = 'D1'
timezone = 'UTC'
start_time = '00:00'
end_time = '12:00'
page_size = 1
next_page = ''
response = intrinio.ForexApi().get_forex_prices(pair, timeframe, timezone=timezone, start_date=start_date, start_time=start_time, end_date=end_date, end_time=end_time, page_size=page_size, next_page=next_page)
print(response)
return response
def get_security_price(identifier, start_date, end_date):
frequency = 'daily'
page_size = 100
next_page = ''
response = intrinio.SecurityApi().get_security_stock_prices(identifier, start_date=start_date, end_date=end_date, frequency=frequency, page_size=page_size, next_page=next_page)
print(response)
return response
def get_security_wr(identifier, start_date, end_date):
page_size = 100
next_page = ''
response = intrinio.SecurityApi().get_security_price_technicals_wr(identifier, period=period, start_date=start_date, end_date=end_date, page_size=page_size, next_page=next_page)
print(response)
return response
def get_security_adx(identifier, start_date, end_date):
page_size = 100
next_page = ''
response = intrinio.SecurityApi().get_security_price_technicals_adx(identifier, period=period, start_date=start_date, end_date=end_date, page_size=page_size, next_page=next_page)
print(response)
return response
def get_security_rsi(identifier, start_date, end_date):
price_key = 'close'
page_size = 100
next_page = ''
response = intrinio.SecurityApi().get_security_price_technicals_rsi(identifier, period=period, price_key=price_key, start_date=start_date, end_date=end_date, page_size=page_size, next_page=next_page)
print(response)
return response
def get_security_vol(identifier, start_date, end_date):
page_size = 100
next_page = ''
response = intrinio.SecurityApi().get_security_price_technicals_obv(identifier, start_date=start_date, end_date=end_date, page_size=page_size, next_page=next_page)
print(response)
return response
def get_security_vol_mean(identifier, start_date, end_date):
#this indicator has a default custom value for period of 10
#it will be used separately here
period = 10
page_size = 100
next_page = ''
response = intrinio.SecurityApi().get_security_price_technicals_obv_mean(identifier, period=period, start_date=start_date, end_date=end_date, page_size=page_size, next_page=next_page)
print(response)
return response
def get_security_sma(identifier, start_date, end_date, period):
price_key = 'close'
page_size = 100
next_page = ''
response = intrinio.SecurityApi().get_security_price_technicals_sma(identifier, period=period, price_key=price_key, start_date=start_date, end_date=end_date, page_size=page_size, next_page=next_page)
print(response)
return response
def get_security_adi(identifier, start_date, end_date):
page_size = 100
next_page = ''
response = intrinio.SecurityApi().get_security_price_technicals_adi(identifier, start_date=start_date, end_date=end_date, page_size=page_size, next_page=next_page)
print(response)
return response
#money-flow index
def get_security_mfi(identifier, start_date, end_date):
page_size = 100
next_page = ''
response = intrinio.SecurityApi().get_security_price_technicals_mfi(identifier, period=period, start_date=start_date, end_date=end_date, page_size=page_size, next_page=next_page)
print(response)
return response
#moving average convergence divergence
def get_security_macd(identifier, start_date, end_date, fast_period, slow_period, signal_period):
price_key = 'close'
page_size = 100
next_page = ''
response = intrinio.SecurityApi().get_security_price_technicals_macd(identifier, fast_period=fast_period, slow_period=slow_period, signal_period=signal_period, price_key=price_key, start_date=start_date, end_date=end_date, page_size=page_size, next_page=next_page)
print(response)
return response
def get_all_securiteis_by_comp(identifier):
next_page = ''
response = intrinio.CompanyApi().get_company_securities(identifier, next_page=next_page)
print(response)
return response
def lookfor_company(identifier):
response = intrinio.CompanyApi().get_company(identifier)
print(response)
return response
def return_security_adx():
return adx_list
def return_security_rsi():
return rsi_list
'''
def main():
rsi_move = calculate_rsi_move()
print(rsi_move)
adx_move = calculate_adx_move()
print(adx_move)
if __name__ == "__main__":
main()
'''
'''
Tested the Api responses
class Payload(object):
def __init__(self, indicator, next_page, security, technicals)
'''
'''
def main():
currency = 'GBPJPY'
stock_ticker = 'AAPL'
sma_period = 200
get_all_currencies()
get_quote_currency(currency, '2018-01-01', '2020-01-05')
get_security_adx(stock_ticker, '2018-01-01', '2020-01-05')
get_all_securiteis_by_comp(stock_ticker)
get_security_adi(stock_ticker, start_date, end_date)
get_security_macd(stock_ticker, start_date, end_date, fast_period, slow_period, signal_period)
get_security_mfi(stock_ticker, start_date, end_date)
get_security_rsi(stock_ticker, start_date, end_date)
get_security_sma(stock_ticker, start_date, end_date, sma_period)
get_security_vol(stock_ticker, start_date, end_date)
get_security_vol_mean(stock_ticker, start_date, end_date)
s_date = "2018-01-06"
e_date = "2021-01-13"
adx = get_security_adx(stock_ticker, s_date, e_date)
rsi = get_security_rsi(stock_ticker, s_date, e_date)
#print(adx['technicals']['adx'])
itr = 0
for vals in adx['technicals'] :
vals = adx[itr]
itr = itr + 1
#print(vals)
adxobj = json.loads(adx)
ind = 0
adx_vals = []
for adx_val in adxobj["technicals"][0]["adx"]:
adx_vals[ind] = adx_val
ind += 1
print(adx_vals)
a = json.dumps(str(adx), sort_keys=True, indent=4)
#json.loads(json.JSONDecoder(adx))
b = json.JSONDecoder().decode(str(adx))
print(b[0])
for adx in adx_data:
print(adx['adx'])
if __name__ == '__main__':
main()
'''