""" Data fetching utilities for historical market data. Supports yfinance (equities) and ccxt (crypto). """ import os import argparse import pandas as pd DATA_DIR = os.path.join(os.path.dirname(os.path.abspath(__file__))) def fetch_yfinance(ticker: str, start: str, end: str) -> pd.DataFrame: """Fetch OHLCV data from Yahoo Finance.""" import yfinance as yf raw_df = yf.download(ticker, start=start, end=end, progress=False) if raw_df is None: return pd.DataFrame() df = pd.DataFrame(raw_df) # Flatten multi-level columns if present if isinstance(df.columns, pd.MultiIndex): df.columns = df.columns.get_level_values(0) df = df[["Open", "High", "Low", "Close", "Volume"]].copy() df.columns = ["open", "high", "low", "close", "volume"] df.index.name = "date" df.dropna(inplace=True) return df # type: ignore def fetch_ccxt(exchange_id: str, symbol: str, timeframe: str = "1d", limit: int = 500) -> pd.DataFrame: """Fetch OHLCV data from a crypto exchange via ccxt.""" import ccxt exchange_class = getattr(ccxt, exchange_id) exchange = exchange_class({"enableRateLimit": True}) ohlcv = exchange.fetch_ohlcv(symbol, timeframe=timeframe, limit=limit) df = pd.DataFrame(ohlcv, columns=["timestamp", "open", "high", "low", "close", "volume"]) df["date"] = pd.to_datetime(df["timestamp"], unit="ms") df.set_index("date", inplace=True) df.drop(columns=["timestamp"], inplace=True) return df def save_data(df: pd.DataFrame, filename: str) -> str: """Save dataframe to CSV in the data directory.""" filepath = os.path.join(DATA_DIR, filename) df.to_csv(filepath) print(f"Saved {len(df)} rows to {filepath}") return filepath def load_data(filename: str) -> pd.DataFrame: """Load a previously saved CSV data file.""" filepath = os.path.join(DATA_DIR, filename) df = pd.read_csv(filepath, index_col="date", parse_dates=True) return df if __name__ == "__main__": parser = argparse.ArgumentParser(description="Fetch market data") parser.add_argument("--source", choices=["yfinance", "ccxt"], default="yfinance") parser.add_argument("--ticker", default="AAPL") parser.add_argument("--start", default="2023-01-01") parser.add_argument("--end", default="2024-12-31") parser.add_argument("--exchange", default="binance", help="ccxt exchange id") parser.add_argument("--symbol", default="BTC/USDT", help="ccxt symbol") args = parser.parse_args() if args.source == "yfinance": data = fetch_yfinance(args.ticker, args.start, args.end) save_data(data, f"{args.ticker}_{args.start}_{args.end}.csv") else: data = fetch_ccxt(args.exchange, args.symbol) safe_name = args.symbol.replace("/", "_") save_data(data, f"{safe_name}_{args.exchange}.csv")