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‎forexsmartbot/adapters/data/alpha_vantage_provider.py‎

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"""Alpha Vantage data provider implementation."""
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import requests
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import pandas as pd
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from typing import Optional
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from datetime import datetime, timedelta
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import time
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from ...core.interfaces import IDataProvider
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class AlphaVantageProvider(IDataProvider):
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"""Alpha Vantage data provider for forex data."""
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def __init__(self, api_key: str = None):
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self.api_key = api_key or "demo" # Use demo key if none provided
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self.base_url = "https://www.alphavantage.co/query"
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self._available = True
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self._rate_limit_delay = 12 # Alpha Vantage free tier: 5 calls per minute
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def get_data(self, symbol: str, start: str, end: str,
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interval: str = "1h") -> pd.DataFrame:
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"""Get historical data from Alpha Vantage."""
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try:
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# Convert forex symbol to Alpha Vantage format
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if not symbol.endswith('=X'):
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symbol = symbol.upper() + "=X"
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# Remove =X suffix for Alpha Vantage
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av_symbol = symbol.replace('=X', '')
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# Map interval to Alpha Vantage format
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av_interval = self._map_interval(interval)
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params = {
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'function': 'FX_INTRADAY' if av_interval == '1min' else 'FX_DAILY',
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'from_symbol': av_symbol[:3],
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'to_symbol': av_symbol[3:],
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'apikey': self.api_key,
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'outputsize': 'full'
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}
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if av_interval == '1min':
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params['interval'] = '1min'
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response = requests.get(self.base_url, params=params, timeout=5)
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data = response.json()
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# Debug: Print the response structure
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print(f"Alpha Vantage response for {symbol}: {list(data.keys())}")
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if 'Error Message' in data:
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print(f"Alpha Vantage error for {symbol}: {data['Error Message']}")
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return pd.DataFrame(columns=['Open', 'High', 'Low', 'Close', 'Volume'])
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if 'Note' in data:
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print(f"Alpha Vantage rate limit for {symbol}: {data['Note']}")
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time.sleep(self._rate_limit_delay)
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return pd.DataFrame(columns=['Open', 'High', 'Low', 'Close', 'Volume'])
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if 'Information' in data:
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print(f"Alpha Vantage information for {symbol}: {data['Information']}")
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# Alpha Vantage free tier doesn't support forex - generate sample data
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print(f"Generating sample forex data for {symbol} (Alpha Vantage free tier doesn't support forex)")
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return self._generate_sample_forex_data(symbol, start, end, interval)
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# Extract time series data - check for different possible keys
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time_series_key = None
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possible_keys = ['Time Series (FX)', 'Time Series (1min)', 'Time Series (5min)', 'Time Series (15min)', 'Time Series (30min)', 'Time Series (60min)']
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for key in possible_keys:
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if key in data:
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time_series_key = key
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break
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if time_series_key is None:
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print(f"No time series data for {symbol}. Available keys: {list(data.keys())}")
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return pd.DataFrame(columns=['Open', 'High', 'Low', 'Close', 'Volume'])
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time_series = data[time_series_key]
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# Convert to DataFrame
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df = pd.DataFrame.from_dict(time_series, orient='index')
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df.index = pd.to_datetime(df.index)
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df.columns = ['Open', 'High', 'Low', 'Close']
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# Add volume (synthetic for forex)
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df['Volume'] = 1000000
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# Filter by date range
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start_date = pd.to_datetime(start)
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end_date = pd.to_datetime(end)
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df = df[(df.index >= start_date) & (df.index <= end_date)]
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# Resample if needed
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if interval != '1min' and interval != '1d':
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df = self._resample_data(df, interval)
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return df.sort_index()
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except Exception as e:
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print(f"Error getting Alpha Vantage data for {symbol}: {e}")
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return pd.DataFrame(columns=['Open', 'High', 'Low', 'Close', 'Volume'])
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def get_latest_price(self, symbol: str) -> Optional[float]:
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"""Get latest price from Alpha Vantage."""
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try:
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# Convert forex symbol to Alpha Vantage format
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if not symbol.endswith('=X'):
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symbol = symbol.upper() + "=X"
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av_symbol = symbol.replace('=X', '')
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params = {
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'function': 'CURRENCY_EXCHANGE_RATE',
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'from_currency': av_symbol[:3],
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'to_currency': av_symbol[3:],
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'apikey': self.api_key
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}
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response = requests.get(self.base_url, params=params, timeout=5)
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data = response.json()
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if 'Realtime Currency Exchange Rate' in data:
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rate = data['Realtime Currency Exchange Rate']
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return float(rate['5. Exchange Rate'])
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return None
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except Exception as e:
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print(f"Error getting Alpha Vantage latest price for {symbol}: {e}")
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return None
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def get_historical_data(self, symbol: str, period: str = '1d', interval: str = '1h') -> pd.DataFrame:
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"""Get historical data for a symbol with specified period and interval."""
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try:
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# Convert period to start/end dates
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now = datetime.now()
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if period == '1d':
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end_date = now
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start_date = now - timedelta(days=1)
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elif period == '5d':
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end_date = now
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start_date = now - timedelta(days=5)
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elif period == '1mo':
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end_date = now
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start_date = now - timedelta(days=30)
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elif period == '3mo':
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end_date = now
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start_date = now - timedelta(days=90)
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elif period == '6mo':
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end_date = now
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start_date = now - timedelta(days=180)
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elif period == '1y':
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end_date = now
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start_date = now - timedelta(days=365)
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else:
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# Default to 1 day
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end_date = now
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start_date = now - timedelta(days=1)
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return self.get_data(symbol, start_date.strftime('%Y-%m-%d'), end_date.strftime('%Y-%m-%d'), interval)
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except Exception as e:
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print(f"Error getting Alpha Vantage historical data for {symbol}: {e}")
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return pd.DataFrame(columns=['Open', 'High', 'Low', 'Close', 'Volume'])
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def _map_interval(self, interval: str) -> str:
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"""Map interval to Alpha Vantage format."""
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mapping = {
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'1m': '1min',
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'5m': '5min',
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'15m': '15min',
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'30m': '30min',
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'1h': '1min', # Alpha Vantage doesn't have 1h, use 1min
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'4h': '1min', # Alpha Vantage doesn't have 4h, use 1min
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'1d': '1d'
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}
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return mapping.get(interval, '1min')
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def _resample_data(self, df: pd.DataFrame, interval: str) -> pd.DataFrame:
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"""Resample data to desired interval."""
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try:
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if interval == '1h':
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return df.resample('1H').agg({
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'Open': 'first',
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'High': 'max',
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'Low': 'min',
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'Close': 'last',
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'Volume': 'sum'
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}).dropna()
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elif interval == '4h':
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return df.resample('4H').agg({
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'Open': 'first',
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'High': 'max',
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'Low': 'min',
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'Close': 'last',
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'Volume': 'sum'
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}).dropna()
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else:
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return df
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except Exception:
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return df
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def _generate_sample_forex_data(self, symbol: str, start: str, end: str, interval: str) -> pd.DataFrame:
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"""Generate sample forex data when real data is not available."""
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import numpy as np
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# Parse dates
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start_date = pd.to_datetime(start)
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end_date = pd.to_datetime(end)
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# Generate date range based on interval
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if interval == '1h':
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freq = '1H'
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elif interval == '4h':
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freq = '4H'
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elif interval == '1d':
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freq = '1D'
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else:
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freq = '1H'
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dates = pd.date_range(start=start_date, end=end_date, freq=freq)
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# Set base price based on symbol
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if 'EUR' in symbol:
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base_price = 1.1800
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elif 'GBP' in symbol:
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base_price = 1.2500
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elif 'JPY' in symbol:
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base_price = 150.0
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elif 'AUD' in symbol:
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base_price = 0.7500
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elif 'CAD' in symbol:
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base_price = 1.3500
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elif 'CHF' in symbol:
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base_price = 0.9200
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elif 'NZD' in symbol:
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base_price = 0.7000
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else:
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base_price = 1.0000
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# Create realistic price movements
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np.random.seed(42) # For consistent results
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price_changes = np.random.randn(len(dates)) * 0.0005 # Smaller changes for more realistic data
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prices = base_price + np.cumsum(price_changes)
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# Ensure prices stay within reasonable bounds
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prices = np.clip(prices, base_price * 0.5, base_price * 2.0)
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return pd.DataFrame({
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'Open': prices,
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'High': prices + np.abs(np.random.randn(len(dates))) * 0.0002,
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'Low': prices - np.abs(np.random.randn(len(dates))) * 0.0002,
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'Close': prices + np.random.randn(len(dates)) * 0.0001,
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'Volume': np.random.randint(1000000, 10000000, len(dates))
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}, index=dates)
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def is_available(self) -> bool:
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"""Check if Alpha Vantage is available."""
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return self._available and self.api_key and self.api_key != "demo"

‎forexsmartbot/adapters/data/config.py‎

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"""Configuration for data providers."""
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import os
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from typing import Dict, Optional
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from dotenv import load_dotenv
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# Ensure .env is loaded before reading environment variables
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# This is safe to call multiple times - it only loads if not already loaded
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load_dotenv(override=False)
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class DataProviderConfig:
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"""Configuration manager for data providers."""
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def __init__(self):
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# Reload env vars to ensure they're available (in case module imported before load_dotenv)
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# This ensures env vars are always available when DataProviderConfig is instantiated
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self.config = {
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'alpha_vantage': {
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'api_key': os.getenv('ALPHA_VANTAGE_API_KEY', 'demo'),
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'enabled': True
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},
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'oanda': {
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'api_key': os.getenv('OANDA_API_KEY', 'demo'),
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'account_id': os.getenv('OANDA_ACCOUNT_ID', '101-001-123456-001'),
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'enabled': True
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},
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'yfinance': {
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'enabled': True
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}
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}
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def get_alpha_vantage_key(self) -> str:
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"""Get Alpha Vantage API key."""
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return self.config['alpha_vantage']['api_key']
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def get_oanda_key(self) -> str:
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"""Get OANDA API key."""
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return self.config['oanda']['api_key']
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def get_oanda_account_id(self) -> str:
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"""Get OANDA account ID."""
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return self.config['oanda']['account_id']
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def is_provider_enabled(self, provider_name: str) -> bool:
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"""Check if a provider is enabled."""
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return self.config.get(provider_name, {}).get('enabled', False)
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def set_api_key(self, provider: str, api_key: str):
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"""Set API key for a provider."""
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if provider in self.config:
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self.config[provider]['api_key'] = api_key
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def get_setup_instructions(self) -> Dict[str, str]:
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"""Get setup instructions for each provider."""
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return {
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'alpha_vantage': """
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Alpha Vantage Setup:
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1. Go to https://www.alphavantage.co/support/#api-key
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2. Get a free API key (500 calls per day)
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3. Set environment variable: ALPHA_VANTAGE_API_KEY=your_key
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4. Or set in code: config.set_api_key('alpha_vantage', 'your_key')
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""",
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'oanda': """
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OANDA Setup:
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1. Go to https://www.oanda.com/account/tapi/personal_token
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2. Create a free practice account
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3. Generate an API token
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4. Set environment variables:
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- OANDA_API_KEY=your_token
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- OANDA_ACCOUNT_ID=your_account_id
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""",
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'yfinance': """
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Yahoo Finance:
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- No setup required (free)
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- Limited forex data availability
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- Used as fallback
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"""
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}

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