R/EodhsArchive.R

In MislavSag/findata: Collect data fro trading and financial ML

#' #' @title EODHD Class
#' #'
#' #' @description
#' #' Get data data from EODHD.
#' #'
#' #' @export
#' EODHD = R6::R6Class(
#'   "EODHD",
#'   inherit = DataAbstract,
#' 
#'   public = list(
#'     #' @field api_key API KEY for EODHD.
#'     api_key = NULL,
#' 
#'     #' @description
#'     #' Create a new FMP object.
#'     #'
#'     #' @param api_key API KEY for FMP cloud data.
#'     #'
#'     #' @return A new `FMP` object.
#'     initialize = function(api_key = NULL) {
#' 
#'       # check and define variables
#'       if (is.null(api_key)) {
#'         self$api_key = assert_character(Sys.getenv("APIKEY-FMPCLOUD"))
#'       } else {
#'         self$api_key = api_key
#'       }
#'     },
#' 
#'     #' @description
#'     #' Create a new FMP object.
#'     #'
#'     #' @param symbols Symbol of the stock.
#'     #' @param uri to save data to.
#'     #' @param workers Number of workers.
#'     #'
#'     #' @return Earning announcements data.
#'     get_intraday_bulk = function(symbols, uri, workers = 1L) {
#' 
#'       # DEBUG
#'       # uri = "F:/eodhd"
#' 
#'       # main loop to scrap minute data
#'       mclapply(symbols, function(s) {
#' 
#'         # debug
#'         # s = "BLY.US"
#'         print(s)
#' 
#'         # create folder for symbol if it doesn't exists
#'         dir_name = path(uri, s)
#'         if (!dir.exists(dir_name)) {
#'           dir.create(dir_name)
#'         }
#' 
#'         # existing dates
#'         dates_exists = dir_ls(dir_name)
#' 
#'         # define dates
#'         if (length(dates_exists) == 0) {
#'           seq_date_start = seq.Date(as.Date("2004-01-01"), Sys.Date(), by = 100)
#'           seq_date_start[seq_date_start != Sys.Date()]
#'           seq_date_end = c(seq_date_start[2:length(seq_date_start)], Sys.Date() - 1)
#'         } else {
#'           start_date = max(as.Date(path_ext_remove(path_file(dates_exists))))
#'           seq_date_start = seq.Date(min(start_date+1, Sys.Date()-1), Sys.Date()-1, by = 100)
#'           if (length(seq_date_start) == 1) {
#'             seq_date_end = Sys.Date() - 1
#'           } else {
#'             seq_date_end = c(seq_date_start[2:length(seq_date_start)], Sys.Date() - 1)
#'           }
#'         }
#'         seq_date_start = as.POSIXct(paste0(seq_date_start, " 00:00:00"), tz = "America/New_York")
#'         seq_date_end = as.POSIXct(paste0(seq_date_end, " 00:00:00"), tz = "America/New_York")
#' 
#'         # get data
#'         dt_l = lapply(seq_along(seq_date_start), function(i) {
#'           print(i)
#'           dt_l = get_intraday_historical_data(
#'             api_token = "6554c94962c153.05315397", #self$api_key, # "6554c94962c153.05315397",
#'             symbol = s,
#'             from_unix_time = as.numeric(seq_date_start[i]),
#'             to_unix_time = as.numeric(seq_date_end[i]),
#'             interval = "1m"
#'           )
#'           if (any(class(dt_l) %in% c("xml_document")) && length(dt_l)) {
#'             return(NULL)
#'           }
#'           rbindlist(dt_l)
#'         })
#'         dt = rbindlist(dt_l)
#' 
#'         # if empty cont
#'         if (length(dt) == 0) return(NULL)
#' 
#'         # remove duplicates
#'         dt = unique(dt)
#' 
#'         # set timezone to UTC
#'         setattr(dt$timestamp, "tz", "UTC")
#' 
#'         # crate date column in America/New_York timezone
#'         dt[, date := as.Date(as.POSIXct(timestamp, origin = "1970-01-01", tz = "UTC"))]
#'         dt[, date := with_tz(date, "America/New_York")]
#'         dt[, date := as.Date(date, tz = "America/New_York")]
#'         dt[, date := as.character(date)]
#' 
#'         # save for every date
#'         dt[, write_parquet(.SD, path(dir_name, paste0(.BY, ".parquet"))), by = date]
#'         return(NULL)
#'       }, mc.cores = workers)
#'       return(NULL)
#'     }
#'   ),
#'   private = list()
#' )