diff --git a/paperone/client.py b/paperone/client.py index 1a380e9..18cf084 100644 --- a/paperone/client.py +++ b/paperone/client.py @@ -1,33 +1,8 @@ from datetime import datetime, timedelta from .taapi import TaapiClient -from typing import List, Dict +from .data import TickerData import yfinance as yf import pandas as pd -from dataclasses import dataclass - - -@dataclass -class TickerData: - name: str - date: datetime - open: float - close: float - low: float - high: float - avg: float - volume: int - - -@dataclass -class TimeSeriesFeatures: - """Holds time-series data for a ticker with multiple lookback windows""" - - ticker: str - target_date: datetime - current_day: TickerData - vix_current: TickerData - - past_30d: List[TickerData] # Previous 30 trading days class Client: @@ -86,7 +61,6 @@ class Client: avg = (high + low) / 2.0 return TickerData( - name=ticker, date=date, open=round(open_price, 2), high=round(high, 2),