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fetch.go
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package main
import (
"encoding/json"
"fmt"
"log"
"net/http"
"os"
"time"
"github.com/alpacahq/alpaca-trade-api-go/alpaca"
)
type DataSet struct {
Ticker string
StringData [][]string
}
func FetchLong(tick string, fc *FetchConfig) DataSet {
var d DataSet
d.Ticker = StringUpper(tick)
re, err := http.Get(fmt.Sprintf("https://api.polygon.io/v2/aggs/ticker/%s/range/%s/%s/%s/%s?unadjusted=true&sort=asc&limit=50000&apiKey="+os.Getenv("KEY"), d.Ticker, fc.Value, fc.Unit, fc.End, fc.Start))
if err != nil {
log.Fatal(err)
}
defer re.Body.Close()
switch re.StatusCode {
case 200:
var r RawTicks
json.NewDecoder(re.Body).Decode(&r)
for _, s := range r.Results {
var tempStr []string
tempStr = append(tempStr, StringConv(s.Timestamp), StringConv(s.Open), StringConv(s.Close), StringConv(s.High), StringConv(s.Low), StringConv(s.Volume))
d.StringData = append(d.StringData, tempStr)
}
break
case 429:
time.Sleep(1 * time.Second)
break
return d
}
func FetchShort(tick string, ac *alpaca.Client) DataSet {
var d DataSet
d.Ticker = StringUpper(tick)
now, end := time.Unix(time.Now().Unix()-int64(420*60), 0), time.Now()
bars, err := ac.GetSymbolBars(tick, alpaca.ListBarParams{Timeframe: "minute", StartDt: &now, EndDt: &end})
if err != nil {
log.Fatal(err)
}
for _, b := range bars {
var tempStr []string
tempStr = append(tempStr, StringConv(b.Time*1000), StringConv(b.Open), StringConv(b.Close), StringConv(b.High), StringConv(b.Low), StringConv(b.Volume))
d.StringData = append(d.StringData, tempStr)
}
return d
}