finam-export
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Price number processing leading to number corruption
For example let's take a look on VTBR M5 data for first hour of 2016.01.04 day:
| library | site UI |
|---|---|
| 0.07833999999999999 | 0.0783400 |
| 0.07841000000000001 | 0.0784100 |
Hmm good point, this definitely needs to be fixed. @stealzy do you have a pull request for that? I don't know what I'd have time for that
Попытаю питон на этой неделе. If API will still open.
To reproduce and test
from finam.export import Exporter, Market, Timeframe
from datetime import datetime
ticker = "VTBR"
exporter = Exporter()
data = exporter.download(id_=exporter.lookup(code=ticker).index[0],
market=Market.SHARES,
timeframe=Timeframe.MINUTES5,
start_date=datetime(2016, 1, 4),
end_date=datetime(2016, 1, 4))
print(data.iloc[:,0].to_list())
print(data.info())