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Getting the Intraday data and the historical data together for Talib Library

Open parthshah19 opened this issue 3 years ago • 3 comments

fetching the data for this

from datetime import datetime nifty_bank_nse_index = sas.get_instrument_by_symbol('NSE', 'Nifty Bank') print(sas.get_intraday_candles(nifty_bank_nse_index.exchange, nifty_bank_nse_index.symbol, datetime(2020, 10, 19), datetime.now(), interval=10))

is giving error of number of arguments here ! i guesss there is an issue ! getting the historical as well as intraday in this code : get_intraday_candles() takes from 3 to 4 positional arguments but 6 were given get_intraday_candles() got multiple values for argument 'interval'

parthshah19 avatar Mar 02 '22 06:03 parthshah19

Documentation needs an update, please use below code to get the historical candles.


nifty_bank_nse_index = sas.get_instrument_by_symbol('NSE', 'Nifty Bank')
# print(nifty_bank_nse_index)
print(sas.history(nifty_bank_nse_index, datetime(2022, 2, 2, 9, 15, 0), datetime.now(), interval=30, is_index=True))

output

                        open      high       low     close  volume
datetime
2022-02-02 09:15:00  38841.55  39105.00  38760.85  39016.75       0
2022-02-02 09:45:00  39019.35  39164.10  38983.40  39136.00       0
2022-02-02 10:15:00  39134.25  39176.60  38991.45  39044.30       0
2022-02-02 10:45:00  39044.05  39166.95  39040.00  39123.25       0
2022-02-02 11:15:00  39123.80  39163.65  39093.35  39161.70       0
...                       ...       ...       ...       ...     ...
2022-04-01 13:15:00  36939.40  37028.40  36937.50  37013.25       0
2022-04-01 13:45:00  37012.90  37090.15  36990.95  37074.00       0
2022-04-01 14:15:00  37075.80  37145.10  37067.60  37098.75       0
2022-04-01 14:45:00  37100.15  37139.15  37042.65  37124.80       0
2022-04-01 15:15:00  37126.70  37201.75  37110.55  37158.90       0

[533 rows x 5 columns]

Will keep this issue open till documentation is fixed

algo2t avatar Apr 01 '22 22:04 algo2t

Does this include the Historical data with the Intraday data in it ?

parthshah19 avatar Apr 02 '22 07:04 parthshah19

Try it yourself. Be clear on one thing. Historical Data and Intraday data is one and same thing. WebSocket data is different. In here, if market is live and you fetch data using history command say at 10 am then it is called as intraday data if the candles are from 9:15 to 10 am. Everything else like yesterday and last 1 month or 1 year is historical data.

himanshuevents avatar Apr 16 '22 10:04 himanshuevents