bars-downloader

This program allows you to download bars from the remote resources in the network by timeout.

Parameters with default values:

    "TIMEOUT": 240,
    
          - timeout (minutes) between auto updating OHLC data (if it's '0' then auto updating isn't used)
          
    "TIMEFRAME": "15",
    
          - timeframe; available values are minutes or 'D' for day, 'H' for hour and 'W' for week
          
    "CHUNK_IN_DAYS": 10,
    
          - OHLC data portion for one request (days)
          
    "DATETIME_START": "201612010000",
    
          - start date
          
    "DATETIME_END": "201612300000",
    
          - end date (can be much more than the current date)
          
    "APPEND_DATA": "yes"
    
          - if 'yes' data will be appended to the existing file

To use own data provider in the project you need:

1. create a new module with the class inside. New provider class should contains the functions:
   • def bars(self, ticker, start, end, period): return Bar list
   • def find(self, query): return Ticker list
2. add class name import to the file init.py
3. add module & class names the the configuration file (config.json), like this:

"bars_provider.finam":{"FinamProvider":["SPFB.SBRF", "SPFB.RTS"]}
        |                    |                   |
  python module name     class name            symbols

By default there are Finam provider (Russin stock: 1,5,15,30,hour,day,week) and Quotemedia provider (US stock: day)

Versions

0.0.1