Historical Data Collection

• AlpacaCollector
• AlpacaCollector
• CoinbaseCollector
• PolygonCollector

class src.boatwright.Data.Collection.Historical.Collector.Collector(source, debug=False)

collects candlestick data from somewhere and saves it to the local database

Parameters:

• source (str) – e.g. “ALPACA” or “COINBASE”

• debug – boolean toggle to print debugging information

abstractmethod collect(start, end, granularity='HOUR')

Collects historical bars for the given symbol and date range. :param symbol: e.g. “AAPL” or “BTC-USD” :param start: start date :param end: end date :return: dataframe with columns: datetime, open, low, high, close, volume

Parameters:

• symbol (str)

• start (datetime)

• end (datetime)

• granularity (str)

fill_missing_data(data)

It is not uncommon to find missing bars of data from external sources. This method fills missing rows of data with an approximation based on the bars on either side.

make_time_chunks(start, end, max_size, granularity='MINUTE')

breaks the date range into a set of smaller date ranges of max_size or smaller returns a list of start and end datetime objects

Parameters:

• start (datetime) – start date

• end (datetime) – end date

• max_size (int) – chunk size, in number of bars

• granularity (str) – “MINUTE”, “HOUR”, or “DAY”