ml-finance-python

python scripts for finance machine learning

git clone https://9o.is/git/ml-finance-python.git

td_ameritrade.py

(982B)

      1 import time
      2 from datetime import datetime as dt
      3 from td.client import TDClient
      4 
      5 
      6 class Broker:
      7     def __init__(self):
      8         self.session = TDClient(
      9             client_id='UHQLAYUDK3GCXEDLJBFXMUTEDNOCCBL4',
     10             redirect_uri='http://localhost:8080',
     11             credentials_path='/home/user/trading/quantopian/research_public/scratch/credentials'
     12         )
     13 
     14     def log_in(self):
     15         return self.session.login()
     16 
     17     def get_pricing(self, symbol, start_date, end_date):
     18         start = str(int(time.mktime(dt.strptime(start_date, '%Y-%m-%d').timetuple()) * 1000))
     19         end = str(int(time.mktime(dt.strptime(end_date, '%Y-%m-%d').timetuple()) * 1000))
     20         return self.session.get_price_history(symbol, start_date=start, end_date=end, frequency_type='daily',
     21                                               frequency='1', period_type='month')
     22 
     23 
     24 broker = Broker()
     25 broker.log_in()
     26 msft_history = broker.get_pricing('MSFT', start_date='2012-1-1', end_date='2015-6-1')