Welcome to DE Forex Library’s documentation!

class polygon_data.data_process.data_process_helper[source]

This class will request currency conversion data via Polygon API, convert and store them

aggregate_raw_data_tables(engine, currency_pairs)[source]

processed data and store it

This function is called every 6 minutes to aggregate the data, store it in the aggregate table, and then delete the raw data

Parameters

  • self (data_process_helper) –

  • engine (sqlite connection) –

  • currency_pairs (currency pairs like USD and AUD) –

collect_data(currency_pairs)[source]

acquire data from Polygon API repeatedly

This main function repeatedly calls the polygon api every 1 seconds for 24 hours and use function above to store the results.

Parameters
initialize_aggregated_tables(engine, currency_pairs)[source]

initialize the processed data table

This creates a table for storing the (6 min interval) aggregated price data for each currency pair in the SQLite database

Parameters

  • self (data_process_helper) –

  • engine (sqlite connection) –

  • currency_pairs (currency pairs like USD and AUD) –

initialize_raw_data_tables(engine, currency_pairs)[source]

initialize the raw data table

This creates a table for storing the raw, unaggregated price data for each currency pair in the SQLite database

Parameters

  • self (data_process_helper) –

  • engine (sqlite connection) –

  • currency_pairs (currency pairs like USD and AUD) –

reset_raw_data_tables(engine, currency_pairs)[source]

clear the useless raw data

Function which clears the raw data tables once we have aggregated the data in a 6 minute interval

Parameters

  • self (data_process_helper) –

  • engine (sqlite connection) –

  • currency_pairs (currency pairs like USD and AUD) –

test_group_daily(date)[source]

test whether the key works

Parameters
ts_to_datetime() → str[source]

convert the data type of timestamp

Parameters

ts (timestamp) –

Indices and tables