-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy patha30_2_save_ohlcv_5000.py
248 lines (190 loc) · 8.64 KB
/
a30_2_save_ohlcv_5000.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
#%%
from import_basics import *
#%%
from datetime import datetime,timedelta
import sys,os,copy,ast,socket,random,math,webbrowser,getpass,time,shutil,subprocess
import numpy as np
import pandas as pd
from pytz import timezone
import matplotlib.pyplot as plt
from datetime import datetime,timedelta
import sys,os,copy,ast,socket,random,math,webbrowser,getpass,time,shutil,subprocess
import numpy as np
import pandas as pd
from pytz import timezone
import matplotlib.pyplot as plt
# from nsedt import equity as eq
from datetime import date
from import_basics import *
from websocket import create_connection
import json,string,re
from twilio.rest import Client
import yagmail
from datetime import datetime,timedelta
import pandas as pd
# Your Account SID from twilio.com/console
account_sid = "{account_sid_twilio}"
auth_token = "{auth_token_twilio}"
client = Client(account_sid, auth_token)
sender='{id_yagmail}'
#receiver='[email protected]'
email1=sender
passw1='{password_yagmail}'
passw1='{password_yagmail}'
yag = yagmail.SMTP(user=sender,password=passw1)
content1='1'
subject1='1'
def send_email(to_email,title,content):
yag.send(to=to_email,subject=title,contents=content)
def datainput(func,paramList):
#func="set_auth_token"
#paramList=["unauthorized_user_token"]
data1=json.dumps({"m":func,"p":paramList}, separators=(',', ':'))
data1
data2="~m~" + str(len(data1)) + "~m~" + data1
return data2
# if 'winp' in socket.gethostname():
# path3='G:/내 드라이브/'
# path7=f'G:/내 드라이브/ibkr/1_total_data/7 scrape/2 tradingview scrape/daily_update'
def save_tradingview_df_in_gdrive(fullname1,minute1,df):
if 'win' in socket.gethostname():
csv1='G:/My Drive/ibkr/10_chrome_data/1_bayesian_results/v1_model_data.xlsx'
path7=f'G:/My Drive/ibkr/1_total_data/7 scrape/2 tradingview scrape/daily_update'
else:
path3=f'/Users/{getpass.getuser()}/Library/CloudStorage/[email protected]/My Drive/'
path7=f'/Users/{getpass.getuser()}/Library/CloudStorage/[email protected]/My Drive/ibkr/1_total_data/7 scrape/2 tradingview scrape/daily_update'
try:
df1=pd.read_csv(f"{path7}/{fullname1}_{minute1}.csv",index_col=0)
except:
# df=create_SMA200(df)
df.to_csv(f"{path7}/{fullname1}_{minute1}.csv")
else:
# df=df1.append(df)
# new_df=pd.DataFrame(list6).transpose()
df=pd.concat((df1,df),axis=0)
df=df.drop_duplicates(keep="last",subset="Timestamp")
df=df.sort_values(by='Timestamp')
df=df.reset_index()
if "index" in df.columns:
df=df.drop(columns=["index"])
if "level_0" in df.columns:
df=df.drop(columns=["level_0"])
# df=create_SMA200(df)
df.to_csv(f"{path7}/{fullname1}_{minute1}.csv")
import json
def tradingview_simple(fullname,minute1):
if "CME" in fullname or "CBOT" in fullname or "COMEX" in fullname or "NYMEX" in fullname:
extended_or_regular="regular"
else:
extended_or_regular="extended"
headers = json.dumps({'Origin': 'https://data.tradingview.com'})
connector=create_connection('wss://data.tradingview.com/socket.io/websocket',headers=headers)
stringLength=12
letters = string.ascii_lowercase
random_string= ''.join(random.choice(letters) for i in range(stringLength))
session= "qs_" +random_string
stringLength=12
letters = string.ascii_lowercase
random_string= ''.join(random.choice(letters) for i in range(stringLength))
chart_session= "cs_" +random_string
#chart_session= "cs_" +"ZHlTeGX28izS"
#ZHlTeGX28izS
#connector.send(datainput('set_auth_token',["eyJhbGciOiJSUzUxMiIsImtpZCI6IkdaeFUiLCJ0eXAiOiJKV1QifQ.eyJ1c2VyX2lkIjoxMjgyNzE5MywiZXhwIjoxNjQ3OTM2MDQ2LCJpYXQiOjE2NDc5MjE2NDYsInBsYW4iOiJwcm9fcHJlbWl1bSIsImV4dF9ob3VycyI6MSwicGVybSI6ImNib3RfbWluaSxjbWUsY21lLWZ1bGwsY29tZXgsbnltZXgsbnlzZSxueW1leF9taW5pLGNtZV9taW5pLGNib3QsbmFzZGFxLGNvbWV4X21pbmksa3J4X3N0b2NrcyIsInN0dWR5X3Blcm0iOiJ0di12b2x1bWVieXByaWNlLHR2LXByb3N0dWRpZXMiLCJtYXhfc3R1ZGllcyI6MjUsIm1heF9mdW5kYW1lbnRhbHMiOjAsIm1heF9jaGFydHMiOjgsIm1heF9hY3RpdmVfYWxlcnRzIjo0MDAsIm1heF9zdHVkeV9vbl9zdHVkeSI6MjR9.ps5_xiYSdN_1FQnC1C98KwtTE3vHMRA0hDyHnCXbg3cyP0RHT6P4O4EBIGCeW-ZsrWkLrCdVN5ZJTgH9jfG9IaSviiDhkhS8rh6iFvqPS-NZ5rdcJ8--tbSLMcLcSHxfonrMO6BXB_yAh3fDePaWFFmJoaDh7D9_-iLgDC_jtoI"]))
connector.send(datainput('set_auth_token',['unauthorized_user_token']))
connector.send(datainput("chart_create_session",[chart_session, ""]))
connector.send(datainput('quote_create_session',[session]))
#connector.send(datainput('quote_set_fields',[session,"ch","chp","current_session","description","local_description","language","exchange","fractional","is_tradable","lp","lp_time","minmov","minmove2","original_name","pricescale","pro_name","short_name","type","update_mode","volume","currency_code","rchp","rtc"]))
connector.send(datainput('quote_set_fields',[session,"short_name","pro_name","logoid","currency-logoid","base-currency-logoid","symbol-primaryname","type"]))
"qs_pzepkyh89H2l"
connector.send(datainput('quote_add_symbols',[session, fullname, "={\"symbol\":"+"\"{}\"".format(fullname) + ",\"currency-id\":\"USD\",\"adjustment\":\"splits\"}"]))
connector.send(datainput('quote_fast_symbols',[session,fullname]))
#connector.send(datainput('resolve_symbol',[chart_session,"sds_sym_1","={\"symbol\":"+"\"{}\"".format(fullname) +",\"adjustment\":\"splits\",\"session\":\"extended\"}"]))
#connector.send(datainput('resolve_symbol',[chart_session,"sds_sym_1","={\"symbol\":"+"\"{}\"".format(fullname) +",\"adjustment\":\"splits\",\"session\":\"regular\"}"]))
connector.send(datainput('resolve_symbol',[chart_session,"symbol_1","={\"symbol\":"+"\"{}\"".format(fullname) +",\"adjustment\":\"splits\",\"session\":" +"\"{}\"".format(extended_or_regular)+"}"]))
connector.send(datainput('create_series',[chart_session, "s1", "s1", "symbol_1", minute1, 5000]))
time1=[time.monotonic()]
while True:
#time.sleep(1)
list1=[]
result = connector.recv()
list2=""+result+'\n'
list1.append(result)
#print(result)
#print("helo##############################")
if len(result)>10000:
break
elif len(result)==0:
break
else:
if time.monotonic()-time1[0]>(60):
print(fullname, "error here5")
break
else:
continue
result1=list1[0]
a1=""+result1+'\n'
out= re.search('"s":\[(.+?)\}\]', a1).group(1)
x=out.split(',{\"')
list4=[]
for i in range(len(x)):
xi=x[i]
xi
xi2= re.split('\[|:|,|\]', xi)
index1= int(xi2[1])
index1
date2=xi2[4]
date2
date1=datetime.fromtimestamp(float(date2)).strftime("%Y/%m/%d, %H:%M:%S")
date1=datetime.strptime(date1, "%Y/%m/%d, %H:%M:%S")
date1
list3=[index1,date1,float(xi2[5]), float(xi2[6]), float(xi2[7]), float(xi2[8]), float(xi2[9]),float(date2)]
list3
list4.append(list3)
list4
df=pd.DataFrame(list4)
df.rename(columns={0:"Index",1:'Date',2:"Open",3:"High",4:"Low",5:"Close",6:"Volume",7:"Timestamp"}, inplace=True)
df = df.drop('Index', axis=1)
df
while True:
tot=len(df)-1
date2=df['Date'][tot]
date2
if 'nan' in str(date2).lower() or 'nat' in str(date2).lower():
print('drop last row')
df = df.iloc[:-1 , :]
else:
break
return df
def weekly_df(df,DATE_Column='d'):
df[DATE_Column] = pd.to_datetime(df[DATE_Column])
df.set_index(DATE_Column, inplace=True)
dfw = pd.DataFrame({
'Open': df['Open'].resample('W').first(),
'High': df['High'].resample('W').max(),
'Low': df['Low'].resample('W').min(),
'Close': df['Close'].resample('W').last(),
'Volume': df['Volume'].resample('W').sum(),
'Timestamp': df['Timestamp'].resample('W').first()
})
dfw
# p3 reset
dfw=reset_index(dfw)
return dfw
# %%
#%%
from import_stocks2 import *
def save_csv_daily_tradingview_ohlcv():
stock_list=stock_list_5000_v2()
print("\n>> len(stock_list)= ", len(stock_list))
#%%
ticker='AAPL'
for ii,ticker in enumerate(stock_list[:]):
try:
fullname=generate_fullname_tradingview(ticker)
df=tradingview_simple(fullname,minute1='1D')
df
csv_update_insert_one('tradingview_v1',ticker,df,'Date')
print(ii,ticker)
except Exception as e:
print('erororororor,',ticker,e)
#%%