Module Information

Description: Forex Assets class for QuantJourney Framework

The Forex class provides methods for fetching forex data from various sources, such as EOD Historical Data, OANDA, and Yahoo Finance.

Author: jpolec

Date: 27-02-2024 and 18-03-2024

Class: Forex()

Method: async_get_intraday_forex_data

def async_get_intraday_forex_data(
            pairs: List[str],
            source: str,
            interval: str = "5m",
            to_utc: Optional[datetime] = None,
            period_days: int = 120
        ) -> dict

Asynchronously fetches intraday data for the given forex pairs.

Examples:

data = async_get_intraday_forex_data(pairs=['EURUSD', 'GBPUSD'], source='eod', interval='5m', period_days=120)

Parameters:

Name	Type	Description
pairs	list of str	List of forex pairs.
source	str	Data source for connectors (e.g., "yf", "eod", "oanda", etc.).
interval	str	Interval for the intraday data ('1m', '5m', '15m', '30m', '1h').
to_utc	datetime	End date and time in UTC. Defaults to current UTC time.
period_days	int	Number of days for the data period.

Returns:

Type	Description
dict	Dictionary containing intraday data DataFrames for each pair.

Method: get_forex_pricing_yfinance

def get_forex_pricing_yfinance(
            pairs: List[str],
            start_date: str,
            end_date: str
        ) -> pd.DataFrame

Fetch pricing data for the given forex pairs between the start_date and end_date from YFinance. Parameters:

Name	Type	Description
pairs	list of str	List of forex pairs.
start_date	str	Start date for the pricing data.
end_date	str	End date for the pricing data.

Returns:

Type	Description
pd.DataFrame	DataFrame containing the pricing data for the given forex pairs.