alpha-vantage-cli
Version:
A command line app and Node.js api for retreiving data from Alpha Vantage.
184 lines • 8.69 kB
JavaScript
;
//
// API for downloading data from Alpha Vantage.
//
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
return new (P || (P = Promise))(function (resolve, reject) {
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
function step(result) { result.done ? resolve(result.value) : new P(function (resolve) { resolve(result.value); }).then(fulfilled, rejected); }
step((generator = generator.apply(thisArg, _arguments || [])).next());
});
};
var __generator = (this && this.__generator) || function (thisArg, body) {
var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g;
return g = { next: verb(0), "throw": verb(1), "return": verb(2) }, typeof Symbol === "function" && (g[Symbol.iterator] = function() { return this; }), g;
function verb(n) { return function (v) { return step([n, v]); }; }
function step(op) {
if (f) throw new TypeError("Generator is already executing.");
while (_) try {
if (f = 1, y && (t = y[op[0] & 2 ? "return" : op[0] ? "throw" : "next"]) && !(t = t.call(y, op[1])).done) return t;
if (y = 0, t) op = [0, t.value];
switch (op[0]) {
case 0: case 1: t = op; break;
case 4: _.label++; return { value: op[1], done: false };
case 5: _.label++; y = op[1]; op = [0]; continue;
case 7: op = _.ops.pop(); _.trys.pop(); continue;
default:
if (!(t = _.trys, t = t.length > 0 && t[t.length - 1]) && (op[0] === 6 || op[0] === 2)) { _ = 0; continue; }
if (op[0] === 3 && (!t || (op[1] > t[0] && op[1] < t[3]))) { _.label = op[1]; break; }
if (op[0] === 6 && _.label < t[1]) { _.label = t[1]; t = op; break; }
if (t && _.label < t[2]) { _.label = t[2]; _.ops.push(op); break; }
if (t[2]) _.ops.pop();
_.trys.pop(); continue;
}
op = body.call(thisArg, _);
} catch (e) { op = [6, e]; y = 0; } finally { f = t = 0; }
if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true };
}
};
Object.defineProperty(exports, "__esModule", { value: true });
var request = require("request-promise");
var dataForge = require('data-forge');
var DailyBar = /** @class */ (function () {
function DailyBar() {
}
return DailyBar;
}());
exports.DailyBar = DailyBar;
var IntradayBar = /** @class */ (function () {
function IntradayBar() {
}
return IntradayBar;
}());
exports.IntradayBar = IntradayBar;
var AlphaVantageAPI = /** @class */ (function () {
function AlphaVantageAPI(apiKey, outputDataSize, verbose) {
this.baseUrl = "https://www.alphavantage.co";
this.apiKey = apiKey;
this.outputDataSize = outputDataSize;
this.verbose = verbose !== undefined ? verbose : false;
}
//
// Retreive stock data from Alpha Vantage.
//
AlphaVantageAPI.prototype.getDailyDataFrame = function (symbol) {
return __awaiter(this, void 0, void 0, function () {
var url, response;
return __generator(this, function (_a) {
switch (_a.label) {
case 0:
url = this.baseUrl + "/query" +
"?function=TIME_SERIES_DAILY_ADJUSTED" +
"&symbol=" + symbol +
"&apikey=" + this.apiKey +
"&datatype=csv" +
"&outputsize=" + this.outputDataSize;
if (this.verbose) {
console.log('<< ' + url);
}
return [4 /*yield*/, request(url)];
case 1:
response = _a.sent();
if (response.indexOf("Error Message") >= 0) {
throw new Error(JSON.parse(response)["Error Message"]);
}
return [2 /*return*/, dataForge
.fromCSV(response, { skipEmptyLines: true })
.parseDates("timestamp", "YYYY-MM-DD")
.parseFloats(["open", "high", "low", "close", "adjusted_close", "volume", "dividend_amount", "split_coefficient"])
.renameSeries({
timestamp: "Timestamp",
open: "Open",
high: "High",
low: "Low",
close: "Close",
adjusted_close: "AdjClose",
volume: "Volume",
dividend_amount: "DividendAmount",
split_coefficient: "SplitCoefficient",
})
.bake()];
}
});
});
};
//
// Retreive stock data from Alpha Vantage.
//
AlphaVantageAPI.prototype.getDailyData = function (symbol) {
return __awaiter(this, void 0, void 0, function () {
var bars;
return __generator(this, function (_a) {
switch (_a.label) {
case 0: return [4 /*yield*/, this.getDailyDataFrame(symbol)];
case 1:
bars = (_a.sent()).toArray();
return [2 /*return*/, bars];
}
});
});
};
//
// Retreive stock data from Alpha Vantage.
//
AlphaVantageAPI.prototype.getIntradayDataFrame = function (symbol, interval) {
return __awaiter(this, void 0, void 0, function () {
var url, response;
return __generator(this, function (_a) {
switch (_a.label) {
case 0:
url = this.baseUrl + "/query" +
"?function=TIME_SERIES_INTRADAY" +
"&symbol=" + symbol +
"&apikey=" + this.apiKey +
"&datatype=csv" +
"&outputsize=" + this.outputDataSize +
"&interval=" + interval;
if (this.verbose) {
console.log('<< ' + url);
}
return [4 /*yield*/, request(url)];
case 1:
response = _a.sent();
if (response.indexOf("Error Message") >= 0) {
throw new Error(JSON.parse(response)["Error Message"]);
}
return [2 /*return*/, dataForge
.fromCSV(response, { skipEmptyLines: true })
.parseDates("timestamp", "YYYY-MM-DD HH:mm:ss")
.parseFloats(["open", "high", "low", "close", "volume"])
.renameSeries({
timestamp: "Timestamp",
open: "Open",
high: "High",
low: "Low",
close: "Close",
volume: "Volume",
})
.bake()];
}
});
});
};
//
// Retreive stock data from Alpha Vantage.
//
AlphaVantageAPI.prototype.getIntradayData = function (symbol, interval) {
return __awaiter(this, void 0, void 0, function () {
var bars;
return __generator(this, function (_a) {
switch (_a.label) {
case 0: return [4 /*yield*/, this.getIntradayDataFrame(symbol, interval)];
case 1:
bars = (_a.sent()).toArray();
return [2 /*return*/, bars];
}
});
});
};
return AlphaVantageAPI;
}());
exports.AlphaVantageAPI = AlphaVantageAPI;
;
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