Update APIs and finish implementation for stocks data

Author: pythonfortraders

.gitignore

@@ -1,3 +1,4 @@
 .pytest_cache
 __pycache__
-.DS_Store
+.DS_Store
+*.csv

cli/main.py

@@ -8,9 +8,6 @@
 Get quotes:
    python main.py stocks historical quotes MSFT 20240101 20240131 --interval 3600000
 
-Save output to a file:
-   python main.py stocks historical eod-report AAPL 20240101 20240131 --output-file aapl_eod.csv
-
 Stocks Snapshot Data:
 Get real-time quotes:
    python main.py stocks snapshot quotes AAPL
@@ -46,19 +43,8 @@
 stocks_app.add_typer(snapshot_app, name="snapshot")
 app.add_typer(options_app, name="options")
 
-historical_data = ThetaDataStocksHistorical(enable_logging=True, use_df=True)
-snapshot_data = ThetaDataStocksSnapshot(enable_logging=True, use_df=True)
-
-
-def save_output(result: pd.DataFrame | dict | None, output_file: Optional[str]):
-    if isinstance(result, pd.DataFrame):
-        if output_file:
-            result.to_csv(output_file, index=False)
-            typer.echo(f"Data saved to {output_file}")
-        else:
-            typer.echo(result.to_string())
-    else:
-        typer.echo(result)
+historical_data = ThetaDataStocksHistorical()
+snapshot_data = ThetaDataStocksSnapshot()
 
 
 def with_spinner(func):
@@ -80,12 +66,15 @@ def wrapper(*args, **kwargs):
 # Historical commands
 @historical_app.command(name="eod-report")
 @with_spinner
-def eod_report(
-    symbol: str, start_date: str, end_date: str, output_file: Optional[str] = None
-):
+def eod_report(symbol: str, start_date: str, end_date: str):
     """Get end-of-day report for a given symbol and date range."""
-    result = historical_data.get_eod_report(symbol, start_date, end_date)
-    save_output(result, output_file)
+    result = historical_data.get_eod_report(
+        symbol, start_date, end_date, write_csv=True
+    )
+    if result is not None:
+        typer.echo("Data retrieved successfully")
+    else:
+        typer.echo("Failed to retrieve data")
 
 
 @historical_app.command(name="quotes")
@@ -95,11 +84,15 @@ def historical_quotes(
     start_date: str,
     end_date: str,
     interval: str = "900000",
-    output_file: Optional[str] = None,
 ):
     """Get historical quotes for a given symbol and date range."""
-    result = historical_data.get_quotes(symbol, start_date, end_date, interval)
-    save_output(result, output_file)
+    result = historical_data.get_quotes(
+        symbol, start_date, end_date, interval, write_csv=True
+    )
+    if result is not None:
+        typer.echo("Data retrieved successfully")
+    else:
+        typer.echo("Failed to retrieve data")
 
 
 @historical_app.command(name="ohlc")
@@ -109,96 +102,117 @@ def historical_ohlc(
     start_date: str,
     end_date: str,
     interval: str = "900000",
-    output_file: Optional[str] = None,
 ):
     """Get historical OHLC data for a given symbol and date range."""
-    result = historical_data.get_ohlc(symbol, start_date, end_date, interval)
-    save_output(result, output_file)
+    result = historical_data.get_ohlc(
+        symbol, start_date, end_date, interval, write_csv=True
+    )
+    if result is not None:
+        typer.echo("Data retrieved successfully")
+    else:
+        typer.echo("Failed to retrieve data")
 
 
 @historical_app.command(name="trades")
 @with_spinner
-def historical_trades(
-    symbol: str, start_date: str, end_date: str, output_file: Optional[str] = None
-):
+def historical_trades(symbol: str, start_date: str, end_date: str):
     """Get historical trade data for a given symbol and date range."""
-    result = historical_data.get_trades(symbol, start_date, end_date)
-    save_output(result, output_file)
+    result = historical_data.get_trades(symbol, start_date, end_date, write_csv=True)
+    if result is not None:
+        typer.echo("Data retrieved successfully")
+    else:
+        typer.echo("Failed to retrieve data")
 
 
 @historical_app.command(name="trade-quote")
 @with_spinner
-def trade_quote(
-    symbol: str, start_date: str, end_date: str, output_file: Optional[str] = None
-):
+def trade_quote(symbol: str, start_date: str, end_date: str):
     """Get historical trade and quote data for a given symbol and date range."""
-    result = historical_data.get_trade_quote(symbol, start_date, end_date)
-    save_output(result, output_file)
+    result = historical_data.get_trade_quote(
+        symbol, start_date, end_date, write_csv=True
+    )
+    if result is not None:
+        typer.echo("Data retrieved successfully")
+    else:
+        typer.echo("Failed to retrieve data")
 
 
 @historical_app.command(name="splits")
 @with_spinner
-def splits(
-    symbol: str, start_date: str, end_date: str, output_file: Optional[str] = None
-):
+def splits(symbol: str, start_date: str, end_date: str):
     """Get stock split data for a given symbol and date range."""
-    result = historical_data.get_splits(symbol, start_date, end_date)
-    save_output(result, output_file)
+    result = historical_data.get_splits(symbol, start_date, end_date, write_csv=True)
+    if result is not None:
+        typer.echo("Data retrieved successfully")
+    else:
+        typer.echo("Failed to retrieve data")
 
 
 @historical_app.command(name="dividends")
 @with_spinner
-def dividends(
-    symbol: str, start_date: str, end_date: str, output_file: Optional[str] = None
-):
+def dividends(symbol: str, start_date: str, end_date: str):
     """Get dividend data for a given symbol and date range."""
-    result = historical_data.get_dividends(symbol, start_date, end_date)
-    save_output(result, output_file)
+    result = historical_data.get_dividends(symbol, start_date, end_date, write_csv=True)
+    if result is not None:
+        typer.echo("Data retrieved successfully")
+    else:
+        typer.echo("Failed to retrieve data")
 
 
 # Snapshot commands
 @snapshot_app.command(name="quotes")
 @with_spinner
-def snapshot_quotes(
-    symbol: str, venue: Optional[str] = None, output_file: Optional[str] = None
-):
+def snapshot_quotes(symbol: str, venue: Optional[str] = None):
     """Get real-time quotes for a given symbol."""
-    result = snapshot_data.get_quotes(symbol, venue)
-    save_output(result, output_file)
+    result = snapshot_data.get_quotes(symbol, venue, write_csv=True)
+    if result is not None:
+        typer.echo("Data retrieved successfully")
+    else:
+        typer.echo("Failed to retrieve data")
 
 
 @snapshot_app.command(name="bulk-quotes")
 @with_spinner
-def bulk_quotes(
-    symbols: List[str], venue: Optional[str] = None, output_file: Optional[str] = None
-):
+def bulk_quotes(symbols: List[str], venue: Optional[str] = None):
     """Get real-time quotes for multiple symbols."""
-    result = snapshot_data.get_bulk_quotes(symbols, venue)
-    save_output(result, output_file)
+    result = snapshot_data.get_bulk_quotes(symbols, venue, write_csv=True)
+    if result is not None:
+        typer.echo("Data retrieved successfully")
+    else:
+        typer.echo("Failed to retrieve data")
 
 
 @snapshot_app.command(name="ohlc")
 @with_spinner
-def snapshot_ohlc(symbol: str, output_file: Optional[str] = None):
+def snapshot_ohlc(symbol: str):
     """Get real-time OHLC data for a given symbol."""
-    result = snapshot_data.get_ohlc(symbol)
-    save_output(result, output_file)
+    result = snapshot_data.get_ohlc(symbol, write_csv=True)
+    if result is not None:
+        typer.echo("Data retrieved successfully")
+    else:
+        typer.echo("Failed to retrieve data")
 
 
 @snapshot_app.command(name="bulk-ohlc")
 @with_spinner
-def bulk_ohlc(symbols: List[str], output_file: Optional[str] = None):
+def bulk_ohlc(symbols: List[str]):
     """Get real-time OHLC data for multiple symbols."""
-    result = snapshot_data.get_bulk_ohlc(symbols)
-    save_output(result, output_file)
+    result = snapshot_data.get_bulk_ohlc(symbols, write_csv=True)
+    if result is not None:
+        typer.echo("Data retrieved successfully")
+    else:
+        typer.echo("Failed to retrieve data")
 
 
 @snapshot_app.command(name="trades")
 @with_spinner
-def snapshot_trades(symbol: str, output_file: Optional[str] = None):
+def snapshot_trades(symbol: str):
     """Get real-time trade data for a given symbol."""
-    result = snapshot_data.get_trades(symbol)
-    save_output(result, output_file)
+    result = snapshot_data.get_trades(symbol, write_csv=True)
+    if result is not None:
+        typer.echo("Data retrieved successfully")
+    else:
+        typer.echo("Failed to retrieve data")
 
 
 if __name__ == "__main__":

examples/stocks_historical_examples.py

@@ -7,7 +7,7 @@
 
 from src.stocks_historical import ThetaDataStocksHistorical
 
-historical_data = ThetaDataStocksHistorical(enable_logging=True, use_df=True)
+historical_data = ThetaDataStocksHistorical(log_level="DEBUG")
 
 
 def example_runner(func):
@@ -87,10 +87,10 @@ def intel_dividends_example():
 # Toggle example cases
 if __name__ == "__main__":
     run_examples = {
-        "apple_eod_example": False,
-        "microsoft_quotes_example": False,
-        "google_ohlc_example": False,
-        "tesla_trades_example": False,
+        "apple_eod_example": True,
+        "microsoft_quotes_example": True,
+        "google_ohlc_example": True,
+        "tesla_trades_example": True,
         "amazon_trade_quote_example": True,
         "nvidia_splits_example": True,
         "intel_dividends_example": True,

examples/stocks_snapshot_examples.py

@@ -8,37 +8,37 @@
 
 from src.stocks import ThetaDataStocksSnapshot
 
-snapshot_data = ThetaDataStocksSnapshot(enable_logging=True, use_df=True)
+snapshot_data = ThetaDataStocksSnapshot(log_level="INFO", output_dir="./output")
 
 
 @example_runner
 def apple_quotes_example():
-    return snapshot_data.get_quotes("AAPL")
+    return snapshot_data.get_quotes("AAPL", write_csv=True)
 
 
 @example_runner
 def microsoft_quotes_nqb_example():
-    return snapshot_data.get_quotes("MSFT", venue="nqb")
+    return snapshot_data.get_quotes("MSFT", venue="nqb", write_csv=True)
 
 
 @example_runner
 def bulk_quotes_example():
-    return snapshot_data.get_bulk_quotes(["GOOGL", "AMZN", "TSLA"])
+    return snapshot_data.get_bulk_quotes(["GOOGL", "AMZN", "TSLA"], write_csv=True)
 
 
 @example_runner
 def nvidia_ohlc_example():
-    return snapshot_data.get_ohlc("NVDA")
+    return snapshot_data.get_ohlc("NVDA", write_csv=True)
 
 
 @example_runner
 def bulk_ohlc_example():
-    return snapshot_data.get_bulk_ohlc(["INTC", "AMD", "QCOM"])
+    return snapshot_data.get_bulk_ohlc(["INTC", "AMD", "QCOM"], write_csv=True)
 
 
 @example_runner
 def tesla_trades_example():
-    return snapshot_data.get_trades("TSLA")
+    return snapshot_data.get_trades("TSLA", write_csv=True)
 
 
 # Toggle example cases