indicators

paperone.py

@@ -9,6 +9,8 @@ from typing import NoReturn, List
 from os import environ
 from enum import Enum
 from dataclasses import dataclass
+from requests.adapters import HTTPAdapter
+from urllib3.util.retry import Retry
 
 load_dotenv()
 
@@ -16,7 +18,7 @@ load_dotenv()
 @dataclass(frozen=True)
 class Indicator:
     endpoint: str
-
+    params: dict[str, int]
 
 @dataclass
 class QueryResult:
@@ -25,7 +27,28 @@ class QueryResult:
 
 
 class IndicatorEnum(Enum):
-    RSI = Indicator("rsi")
+    # Momentum Indicators
+    RSI = Indicator(endpoint="rsi", params={"period": 20})
+    STOCH = Indicator(endpoint="stoch", params={"fast_k": 14, "slow_k": 3, "slow_d": 3})
+    CCI = Indicator(endpoint="cci", params={"period": 20})
+
+    # Trend Indicators
+    MACD = Indicator(
+        endpoint="macd",
+        params={"fast_period": 12, "slow_period": 26, "signal_period": 9},
+    )
+    EMA_20 = Indicator(endpoint="ema", params={"period": 20})
+    EMA_50 = Indicator(endpoint="ema", params={"period": 50})
+    SMA_200 = Indicator(endpoint="sma", params={"period": 200})
+    ADX = Indicator(endpoint="adx", params={"period": 14})
+
+    # Volatility Indicators
+    BBANDS = Indicator(endpoint="bbands", params={"period": 20, "stddev": 2})
+    ATR = Indicator(endpoint="atr", params={"period": 14})
+
+    # Volume Indicators
+    OBV = Indicator(endpoint="obv", params={})
+    VOLUME = Indicator(endpoint="volume", params={})
 
 
 class Interval(Enum):
@@ -45,11 +68,35 @@ class TaapiClient:
     def __init__(self, api_key: str) -> None:
         self._api_key: str = api_key
         self._base_url: str = "https://api.taapi.io"
-        self._session: requests.Session = requests.Session()
+        self._session: requests.Session = self._create_session_with_retries()
 
     def __build_indicator_url__(self, indicator: Indicator) -> str:
         return f"{self._base_url}/{indicator.endpoint}"
 
+    @staticmethod
+    def _create_session_with_retries() -> requests.Session:
+        session: requests.Session = requests.Session()
+
+        retry_strategy: Retry = Retry(
+            total=5,  # Maximum 5 retry attempts
+            backoff_factor=1,  # Exponential backoff: 1s, 2s, 4s, 8s, 16s
+            status_forcelist=[429, 500, 502, 503, 504],  # Retry on these HTTP codes
+            allowed_methods=["GET"],  # Only retry GET requests
+            raise_on_status=False,  # Don't raise exceptions, return response
+        )
+
+        adapter: HTTPAdapter = HTTPAdapter(max_retries=retry_strategy)
+
+        session.mount("https://", adapter)
+        session.mount("http://", adapter)
+
+        return session
+
+    def _do_get(self, url, params) -> requests.Response:
+        timeout = 5
+
+        return self._session.get(url, params=params, timeout=timeout)
+
     def query_indicator(
         self,
         ticker: str,
@@ -58,7 +105,7 @@ class TaapiClient:
         interval: str = "1d",
         results: int = 14,
     ) -> List[QueryResult] | None:
-        ret : List[QueryResult] = []
+        ret: List[QueryResult] = []
         backtrack_candles: int = self.__candles_to_target_date__(target_date, interval)
         target_url: str = self.__build_indicator_url__(indicator)
 
@@ -73,7 +120,10 @@ class TaapiClient:
             "results": str(results),
         }
 
-        response: requests.Response = self._session.get(target_url, params=params)
+        if indicator.params:
+            params = params | indicator.params
+
+        response = self._do_get(target_url, params)
 
         if response.status_code != 200:
             return None
@@ -83,9 +133,43 @@ class TaapiClient:
             dt: datetime = datetime.fromtimestamp(ts)
 
             ret.append(QueryResult(dt, val))
-            
+
         return ret
 
+    def query_price_on_day(
+        self,
+        ticker: str,
+        target_date: datetime,
+    ) -> QueryResult | None:
+        backtrack_candles: int = self.__candles_to_target_date__(target_date, "1d")
+        target_url: str = f"{self._base_url}/price"
+
+        params: dict[str, str | int | bool] = {
+            "secret": self._api_key,
+            "symbol": ticker,
+            "interval": "1d",
+            "type": "stocks",
+            "gaps": "false",
+            "addResultTimestamp": "true",
+            "backtrack": backtrack_candles,
+            "results": "1",
+        }
+
+        response = self._do_get(target_url, params)
+
+        if response.status_code != 200:
+            return None
+
+        data = response.json()
+
+        dt: datetime = (
+            datetime.fromtimestamp(data["timestamp"][0])
+            if "timestamp" in data
+            else target_date
+        )
+
+        return QueryResult(dt, data["value"][0])
+
     @staticmethod
     def __candles_to_target_date__(
         target_date: datetime,
@@ -151,20 +235,37 @@ def main() -> NoReturn:
         exit(0)
 
     date = parse_date_yyyymmdd("20250821")
-    indicator: Indicator = IndicatorEnum.RSI.value
-    ticker = "AAPL"
 
     with TaapiClient(api_key) as client:
-        results = client.query_indicator(ticker, indicator, date)
+        # for t in ["AAPL", "NVDA", "AMD", "META", "MSFT", "GOOG"]:
+        for t in ["AAPL"]:
+            print(f"TICKER: {t}\n")
+            for i in IndicatorEnum:
+                try:
+                    indicator_results = client.query_indicator(t, i.value, date)
+                except Exception as e:
+                    # print(f"Could not retrieve data: {e}")
 
-        if not results:
+                    continue
-            print("Could not retrieve stuff")
 
-            exit(1)
+                if not indicator_results:
+                    # print("Could not retrieve data")
 
-        for r in [x for x in results if is_trading_day(x.datetime)]:
+                    continue
-            print(f"{format_date_readable(r.datetime)} : {r.value}")
 
+                print(f"Indicator: {i}")
+
+                trading_day_values = [
+                    x for x in indicator_results if is_trading_day(x.datetime)
+                ]
+
+                for r in trading_day_values:
+                    price = client.query_price_on_day(t, r.datetime)
+                    print(
+                        f"{format_date_readable(r.datetime)} (${price.value:.2f}) - {i.name}: {r.value:.2f}"
+                    )
+
+                print("---------------")
 
     exit(0)