Add data retrieval and processing scripts for futures data
- Implemented a function to fetch futures data from the API with error handling and response validation. - Added example usage for fetching and saving K-line data to CSV. - Updated CSV files with new data entries for specified date ranges. - Enhanced the structure of the data retrieval function to include parameters for depth and adjust type.
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@@ -88,10 +88,22 @@
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},
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{
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"cell_type": "code",
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"execution_count": 9,
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"execution_count": 1,
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"id": "65b4b7aa",
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"metadata": {},
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"outputs": [],
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"outputs": [
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{
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"ename": "ModuleNotFoundError",
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"evalue": "No module named 'ssquant.SQDATA'",
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"output_type": "error",
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"traceback": [
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"\u001b[31m---------------------------------------------------------------------------\u001b[39m",
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"\u001b[31mModuleNotFoundError\u001b[39m Traceback (most recent call last)",
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"\u001b[36mCell\u001b[39m\u001b[36m \u001b[39m\u001b[32mIn[1]\u001b[39m\u001b[32m, line 1\u001b[39m\n\u001b[32m----> \u001b[39m\u001b[32m1\u001b[39m \u001b[38;5;28;01mfrom\u001b[39;00m\u001b[38;5;250m \u001b[39m\u001b[34;01mssquant\u001b[39;00m\u001b[34;01m.\u001b[39;00m\u001b[34;01mSQDATA\u001b[39;00m\u001b[38;5;250m \u001b[39m\u001b[38;5;28;01mimport\u001b[39;00m TakeData\n\u001b[32m 2\u001b[39m \u001b[38;5;28;01mimport\u001b[39;00m\u001b[38;5;250m \u001b[39m\u001b[34;01mpandas\u001b[39;00m\u001b[38;5;250m \u001b[39m\u001b[38;5;28;01mas\u001b[39;00m\u001b[38;5;250m \u001b[39m\u001b[34;01mpd\u001b[39;00m\n",
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"\u001b[31mModuleNotFoundError\u001b[39m: No module named 'ssquant.SQDATA'"
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]
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}
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],
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"source": [
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"from ssquant.SQDATA import TakeData\n",
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"import pandas as pd"
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@@ -227,7 +239,7 @@
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],
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"metadata": {
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"kernelspec": {
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"display_name": "Python 3 (ipykernel)",
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"display_name": "Python 3",
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"language": "python",
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"name": "python3"
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},
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@@ -241,7 +253,7 @@
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.10.9"
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"version": "3.13.2"
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}
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},
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"nbformat": 4,
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