INNER CODE UNIT · Python
get_past30_data
tejaslinge/Alpaca-ROC-Trading-Bot · main.py:45
def get_past30_data(tickers):
def save_30_data(ticker):
prices_1 = api.get_trades(str(ticker), start = ((dt.now().astimezone(timezone('America/New_York'))) - timedelta(minutes=30)).isoformat(),
end = ((dt.now().astimezone(timezone('America/New_York'))) - timedelta(minutes=28, seconds = 30)).isoformat(),
limit = 10000).df[['price']]
prices_2 = api.get_trades(str(ticker), start = ((dt.now().astimezone(timezone('America/New_York'))) - timedelta(minutes=1, seconds = 30)).isoformat(),
end = ((dt.now().astimezone(timezone('America/New_York')))).isoformat(),
limit = 10000).df[['price']]
prices_1.index = pd.to_datetime(prices_1.index, format = '%Y-%m-%d').strftime('%Y-%m-%d %H:%M')
prices_2.index = pd.to_datetime(prices_2.index, format = '%Y-%m-%d').strftime('%Y-%m-%d %H:%M')
prices = pd.concat([prices_1, prices_2])
prices = prices[~prices.index.duplicated(keep='first')]
quotes_1 = api.get_quotes(str(ticker), start = ((dt.now().astimezone(timezone('America/New_York'))) - timedelta(minutes=30)).isoformat(),
end = ((dt.now().astimezone(timezone('America/New_York'))) - timedelta(minutes=28, seconds = 30)).isoformat(),