Module Information

Description: Oanda Data Connector of QuantJourney Framework

This script contains the OandaConnector class, which is used to interact with the Oanda API. The class provides methods to fetch account information, instruments, and historical OHLCV data.

Source: https://oanda-api-v20.readthedocs.io/ https://developer.oanda.com/rest-live-v20/introduction/

Author: jpolec

Date: 18-03-2024

Class: OandaConnector()

Method: get_account_summary

def get_account_summary() -> Dict

Retrieve the summary for the Oanda account.

Returns:

Type	Description
`Dict`	The account summary.

Method: get_account_details

def get_account_details() -> Dict

Retrieve the details for the Oanda account.

Returns:

Type	Description
`Dict`	The account details.

Method: get_account_instruments

def get_account_instruments() -> Dict

Retrieve the instruments for the Oanda account.

Returns:

Type	Description
`Dict`	The account instruments.

Method: fetch_data

def fetch_data(
            url: str,
            session
        ) -> Dict

Asynchronously fetch data from the Oanda API. Parameters:

Name	Type	Description
`url`	`str`	The URL to fetch data from.
`session`	`None`	The aiohttp ClientSession object.

Returns:

Type	Description
`Dict`	The JSON response from the API.

Method: async_get_ohlcv

def async_get_ohlcv(
            tickers: List[str],
            exchanges: List[str],
            granularity: str,
            period_starts: List[str],
            period_ends: List[str]
        ) -> List[pd.DataFrame]

Asynchronously fetches OHLCV data from OANDA for a given list of tickers and exchanges. Parameters:

Name	Type	Description
`tickers`	`List[str]`	List of stock tickers.
`exchanges`	`List[str]`	List of stock exchanges corresponding to tickers.
`granularity`	`str`	Time period ('5m', '15m', '30m', '1h', '1d').
`period_starts`	`List[str]`	List of start dates for each ticker's data retrieval period.
`period_ends`	`List[str]`	List of end dates for each ticker's data retrieval period.

Returns:

Type	Description
`List[pd.DataFrame]`	List of pandas DataFrames containing the historical stock data for each ticker.

Method: format_date

def format_date(
            series
        ) -> datetime.date

Format the date in the Oanda series data. Parameters:

Name	Type	Description
`series`	`str`	The series data from Oanda.

Returns:

Type	Description
`datetime.date`	The formatted date.

Method: get_ohlcv

def get_ohlcv(
            ticker: str,
            exchange: str,
            granularity: str,
            period_start: str = "",
            period_end: str = "",
            period_days: int = 1000
        ) -> pd.DataFrame

Get historical OHLCV data from OANDA. Parameters:

Name	Type	Description
`ticker`	`str`	The stock ticker symbol.
`exchange`	`str`	The stock exchange.
`granularity`	`str`	Time period ('5m', '15m', '30m', '1h', '1d').
`period_start`	`str`	The start date for the historical data query.
`period_end`	`str`	The end date for the historical data query.
`period_days`	`int`	The number of days to fetch data for.

Returns:

Type	Description
`pd.DataFrame`	A pandas DataFrame containing the historical stock data

Method: get_cfd_leverage

def get_cfd_leverage(
            ticker
        ) -> float

Get the leverage factor for a given CFD instrument. Parameters:

Name	Type	Description
`ticker`	`str`	The CFD instrument ticker.

Returns:

Type	Description
`float`	The leverage factor.

Method: get_cfd_marginrate

def get_cfd_marginrate(
            ticker
        ) -> float

Get the margin rate for a given CFD instrument. Parameters:

Name	Type	Description
`ticker`	`str`	The CFD instrument ticker.

Returns:

Type	Description
`float`	The margin rate.

Method: get_cfd_tickvalue

def get_cfd_tickvalue(
            ticker
        ) -> float

Get the tick value for a given CFD instrument. Parameters:

Name	Type	Description
`ticker`	`str`	The CFD instrument ticker.

Returns:

Type	Description
`float`	The tick value.