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