CNN-Financial-Data/get_data.py at master · rosdyana/CNN-Financial-Data · GitHub

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# Alpha Vantage API Key: 4BWQGJ75VET4DK8I
# Document: https://www.alphavantage.co/documentation/
# https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY&symbol=MSFT&interval=1min&apikey=
# https://www.alphavantage.co/query?function=TIME_SERIES_DAILY_ADJUSTED&symbol=MSFT&outputsize=full&apikey=4BWQGJ75VET4DK8I

# Tiingo
# https://api.tiingo.com/docs/tiingo/daily#priceData
# https://api.tiingo.com/services/tiingo/daily
# Auth Token: bf4f408337a25e48b67fdc365ae25476c3fba483
# https://api.tiingo.com/tiingo/daily/googl/prices?startDate=2016-1-1&endDate=2017-1-1&token=bf4f408337a25e48b67fdc365ae25476c3fba48
# pd.read_json("https://api.tiingo.com/tiingo/daily/googl/prices?startDate=2016-1-1&endDate=2017-1-1&token=bf4f408337a25e48b67fdc365ae25476c3fba483")

# https://stooq.com
# Where should I get API?

# http://quant.caltech.edu/historical-stock-data.html

import pandas as pd
import argparse
import arrow

def main():
    parser = argparse.ArgumentParser(
        formatter_class=argparse.ArgumentDefaultsHelpFormatter)
    parser.add_argument('-SD', '--start_date', type=str,
                        default='2000-01-01', help='Start date parameter value - format YYYY-MM-DD')
    parser.add_argument('-ED', '--end_date', type=str,
                        default=arrow.now().format('YYYY-MM-DD'), help='End date parameter - format YYYY-MM-DD')
    parser.add_argument('-T', '--ticker', nargs='+', help='<Required> Set flag', required=True)
    args = parser.parse_args()
    # # fetch all data
    for ticker in set(args.ticker):
        fetch_tiingo_data(ticker, args.start_date, args.end_date, "stockdatas/{}.csv".format(ticker))


def fetch_tiingo_data(ticker, start_date, end_date, fname):
    url = "https://api.tiingo.com/tiingo/daily/{ticker}/prices?startDate={start_date}&endDate={end_date}&token={token}"
    token = "ca5a6f47a99ae61051e4de63b26f727b1709a01d"
    data = pd.read_json(url.format(
            ticker=ticker,
            start_date=start_date,
            end_date=end_date,
            token=token
    ))
    data.to_csv(fname, columns=["date","open","close","high","low","volume","adjClose"], index=False)

if __name__ == '__main__':
    main()