Merge pull request #90 from viktoraseev/wse-quotes-importer

Warsaw Stock Exchange quotes importer

Author: titov-vv

jal/constants.py

@@ -233,6 +233,7 @@ class MarketDataFeed(PredefinedList, QObject):
     SMA_VICTORIA = 7
     COIN = 8
     MILAN = 9  # Borsa Italiana, Milan Stock Exchange
+    WSE = 10    # Warsaw Stock Exchange (WSE)
 
     def __init__(self):
         super().__init__()
@@ -247,7 +248,8 @@ def __init__(self):
             self.FRA: self.tr("Frankfurt Borse"),
             self.SMA_VICTORIA: self.tr("Victoria Seguros"),
             self.COIN: self.tr("Coinbase"),
-            self.MILAN: self.tr("Borsa Italiana")
+            self.MILAN: self.tr("Borsa Italiana"),
+            self.WSE: self.tr("Warsaw Stock Exchange")
         }
 
 

jal/data_import/statement.py

@@ -121,7 +121,8 @@ class Statement(QObject):   # derived from QObject to have proper string transla
         'MOEX': MarketDataFeed.RU,
         'COIN': MarketDataFeed.COIN,
         'BVME': MarketDataFeed.MILAN,
-        'BVME.ETF': MarketDataFeed.MILAN
+        'BVME.ETF': MarketDataFeed.MILAN,
+        'WSE': MarketDataFeed.WSE
     }
 
     def __init__(self):

jal/net/downloader.py

@@ -165,7 +165,8 @@ def download_asset_prices(self, start_timestamp, end_timestamp, sources_list):
             MarketDataFeed.FRA: self.YahooFRA_Downloader,
             MarketDataFeed.SMA_VICTORIA: self.Victoria_Downloader,
             MarketDataFeed.COIN: self.Coinbase_Downloader,
-            MarketDataFeed.MILAN: self.EuronextMilan_DataReader
+            MarketDataFeed.MILAN: self.EuronextMilan_DataReader,
+            MarketDataFeed.WSE: self.Stooq_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]
@@ -523,6 +524,38 @@ def visitor_body(text, cm, tm, font_dict, font_size):
             self._victoria_quotes.append({'name': fund_name, 'price': Decimal(price.replace(',', '.'))})
         return self._victoria_quotes
 
+    def Stooq_DataReader(self, asset, currency_id, start_timestamp, end_timestamp):
+        """Fetches historical data from Warsaw Stock Exchange (GPW) using Stooq API"""
+        url = "https://stooq.com/q/d/l/"
+        params = {
+            's': asset.symbol(currency_id),
+            'd1': datetime.fromtimestamp(start_timestamp, tz=timezone.utc).strftime('%Y%m%d'),
+            'd2': datetime.fromtimestamp(end_timestamp, tz=timezone.utc).strftime('%Y%m%d'),
+            'i': 'd'
+        }
+        
+        self._request = WebRequest(WebRequest.GET, url, params=params)
+        self._wait_for_event()
+        
+        try:
+            data = pd.read_csv(
+                StringIO(self._request.data()),
+                converters={'Close': lambda x: Decimal(x.strip())} # не теряем точность при чтении
+            )
+            if data.empty:
+                return None
+                
+            # Convert dates and filter required columns
+            data['Date'] = pd.to_datetime(data['Date'], format='%Y-%m-%d', utc=True)
+            
+            close = data[['Date', 'Close']].set_index('Date')
+            close.sort_index(inplace=True)
+            return close
+            
+        except (ParserError, KeyError, ValueError) as e:
+            logging.error(f"Failed to parse Stooq data: {str(e)}")
+            return None
+
     def Coinbase_Downloader(self, asset, currency_id, start_timestamp, end_timestamp):
         currency_symbol = JalAsset(currency_id).symbol()
         url = f"https://api.coinbase.com/v2/prices/{asset.symbol(currency_id)}-{currency_symbol}/spot"

tests/test_downloaders.py

@@ -286,3 +286,13 @@ def test_Coinbase_downloader(prepare_db):
     downloader = QuoteDownloader()
     quotes_downloaded = downloader.Coinbase_Downloader(JalAsset(4), 3, d2t(230412), d2t(230414))
     assert_frame_equal(quotes, quotes_downloaded)
+
+def test_Stooq_downloader(prepare_db):
+    create_stocks([('CDR', '')], currency_id=3)  # ID = 4
+    downloader = QuoteDownloader()
+    expected = pd.DataFrame({
+        'Date': [d2dt(200102)],
+        'Close': [Decimal('271.81')]
+    }).set_index('Date')
+    result = downloader.Stooq_DataReader(JalAsset(4), 3, d2t(200102), d2t(200102))
+    assert_frame_equal(expected, result)