Quote downloader for Borsa Italiana was implemented

Author: titov-vv

jal/constants.py

@@ -193,14 +193,15 @@ class AssetData:
 class MarketDataFeed(PredefinedList, QObject):
     NA = -1
     FX = 0
-    RU = 1
+    RU = 1  # MOEX
     US = 2
     EU = 3
     CA = 4
     GB = 5
-    FRA = 6
+    FRA = 6  # Frankfurt Borse
     SMA_VICTORIA = 7
     COIN = 8
+    MILAN = 9  # Borsa Italiana, Milan Stock Exchange
 
     def __init__(self):
         super().__init__()
@@ -214,7 +215,8 @@ def __init__(self):
             self.GB: self.tr("LSE"),
             self.FRA: self.tr("Frankfurt Borse"),
             self.SMA_VICTORIA: self.tr("Victoria Seguros"),
-            self.COIN: self.tr("Coinbase")
+            self.COIN: self.tr("Coinbase"),
+            self.MILAN: self.tr("Borsa Italiana")
         }
 
 

jal/net/downloader.py

@@ -163,7 +163,8 @@ def download_asset_prices(self, start_timestamp, end_timestamp, sources_list):
             MarketDataFeed.GB: self.YahooLSE_Downloader,
             MarketDataFeed.FRA: self.YahooFRA_Downloader,
             MarketDataFeed.SMA_VICTORIA: self.Victoria_Downloader,
-            MarketDataFeed.COIN: self.Coinbase_Downloader
+            MarketDataFeed.COIN: self.Coinbase_Downloader,
+            MarketDataFeed.MILAN: self.EuronextMilan_DataReader
         }
         assets = JalAsset.get_active_assets(start_timestamp, end_timestamp)
         assets = [(x['asset'], x['currency']) for x in assets if x['asset'].quote_source(x['currency']) in sources_list]
@@ -527,6 +528,39 @@ def Euronext_DataReader(self, asset, currency_id, start_timestamp, end_timestamp
         close.sort_index(inplace=True)
         return close
 
+    # noinspection PyMethodMayBeStatic
+    def EuronextMilan_DataReader(self, asset, currency_id, start_timestamp, end_timestamp):
+        suffix = "ETF" if asset.type() == PredefinedAsset.ETF else "MTA"
+        url = "https://charts.borsaitaliana.it/charts/services/ChartWService.asmx/GetPricesWithVolume"
+        params = {
+            "request": {
+                "SampleTime":"1d",
+                "TimeFrame":None,
+                "RequestedDataSetType":"ohlc",
+                "ChartPriceType":"price",
+                "Key": asset.symbol() + "." + suffix,
+                "OffSet":0,
+                "FromDate":start_timestamp,
+                "ToDate":end_timestamp,
+                "UseDelay":False,
+                "KeyType":"Topic",
+                "KeyType2":"Topic",
+                "Language":"en-US"
+            }
+        }
+        self._request = WebRequest(WebRequest.POST_JSON, url, params=params, headers={'Accept': 'text/csv'})
+        self._wait_for_event()
+        json_content = json.loads(self._request.data())
+        if 'd' not in json_content:
+            return None
+        data = pd.DataFrame(json_content['d'], columns=["Date", "Unk", "O", "H", "L", "Close", "V"])
+        data = data.drop(columns=["Unk", "O", "H", "L", "V"], errors='ignore')
+        data['Date'] = pd.to_datetime(data['Date'], unit='ms', utc=True)
+        data['Close'] = data['Close'].astype('str').apply(Decimal)
+        close = data.set_index("Date")
+        close.sort_index(inplace=True)
+        return close
+
     # noinspection PyMethodMayBeStatic
     def TMX_Downloader(self, asset, _currency_id, start_timestamp, end_timestamp):
         url = 'https://app-money.tmx.com/graphql'

tests/test_downloaders.py

@@ -242,6 +242,16 @@ def test_Euronext_downloader(prepare_db):
     quotes_downloaded = downloader.Euronext_DataReader(JalAsset(4), 3, d2t(230412), d2t(230414))
     assert_frame_equal(quotes, quotes_downloaded)
 
+def test_EuronextMilan_DataReader(prepare_db):
+    create_assets([('MINT', 'Pimco Us Dollar Short Maturity Ucits Etf', 'IE00B67B7N93', 3, PredefinedAsset.ETF, 0)])   # ID = 4
+    quotes = pd.DataFrame({'Close': [Decimal('95.20'), Decimal('95.02'), Decimal('94.80')],
+                           'Date': [d2dt(241203), d2dt(241204), d2dt(241205)]})
+    quotes = quotes.set_index('Date')
+
+    downloader = QuoteDownloader()
+    quotes_downloaded = downloader.EuronextMilan_DataReader(JalAsset(4), 3, d2t(241203), d2t(241205))
+    assert_frame_equal(quotes, quotes_downloaded)
+
 
 def test_TMX_downloader(prepare_db):
     create_stocks([('RY', '')], currency_id=3)   # id = 4