trends

setup.py

@@ -5,7 +5,7 @@
 
 setuptools.setup(
     name="tradingfeatures",
-    version="0.3.12",
+    version="0.3.14",
     author="Onur Cetinkol",
     author_email="realiti44@gmail.com",
     description="A small package to get history, easily download all avaliable history to csv or update current csv files",

tradingfeatures/__init__.py

@@ -1,4 +1,6 @@
 from .tools import bitfinex
-from tradingfeatures.bitmex_fundings import bitmex
+from tradingfeatures.bitmex import bitmex
 from tradingfeatures.bitstamp import bitstamp
+from tradingfeatures.google_trends import google_trends
+
 from tradingfeatures.main import base, base_v2

tradingfeatures/google_trends.py

@@ -0,0 +1,60 @@
+import time
+import datetime
+
+import pytrends
+import numpy as np
+import pandas as pd
+
+from pytrends.request import TrendReq
+
+
+class google_trends:
+    def __init__(self, kw_list=['bitcoin']):
+
+        self.pytrends = TrendReq()
+
+        self.kw_list = kw_list
+
+    def get(self, date_start, date_end=None):
+        if date_end is None:
+            date_end = datetime.datetime.utcfromtimestamp(self.current_time())
+
+        date_start = date_start - datetime.timedelta(hours=4, minutes=0)
+        date_end = date_end + datetime.timedelta(hours=4, minutes=0)
+
+        df_temp = self.pytrends.get_historical_interest(
+            self.kw_list, 
+            year_start=date_start.year, month_start=date_start.month, day_start=date_start.day, hour_start=date_start.hour, 
+            year_end=date_end.year, month_end=date_end.month, day_end=date_end.day, hour_end=date_end.hour, 
+            cat=0, geo='', gprop='', sleep=60)
+
+        return df_temp
+
+    def update(self, path, save=False):
+        path = path + '/trends_data.csv'
+
+        df = pd.read_csv(path, index_col=0)
+
+        if not self.current_time() - df.index[-1] >= 3600:
+            return df
+
+        date_start = datetime.datetime.utcfromtimestamp(df.index[-1])
+
+        df_temp = self.get(date_start)
+
+        df_temp.index = df_temp.index.astype(np.int64) // 10 ** 9     # Convert date to timestamp
+        df_temp.pop('isPartial')
+        df_temp.columns = ['google_trends']
+
+        df = pd.concat([df, df_temp])
+        df = df[~df.index.duplicated(keep='first')]
+
+        # Save
+        if save:
+            df.to_csv(path)
+
+        return df       
+
+    def current_time(self):
+        return int((time.time() // 3600) * 3600)
+

tradingfeatures/main.py

@@ -5,6 +5,7 @@
 from tradingfeatures import bitfinex
 from tradingfeatures import bitstamp
 from tradingfeatures import bitmex
+from tradingfeatures import google_trends
 
 
 class base:
@@ -35,7 +36,7 @@ def __init__(self):
         self.columns = ['open', 'low', 'high', 'close', 'volume']
         self.columns_final = ['close', 'low', 'high', 'volume', 'fundingRate']
 
-    def get(self, limit=1000):
+    def eval_get(self, limit=1000):
         df_bitfinex = self.bitfinex.get(10000).set_index('timestamp')
         df_bitstamp = self.bitstamp.get(query={'step': 3600, 'limit': 1000}).set_index('timestamp')
         # df_bitmex = self.bitmex.get_funding_rates(save_csv=False)