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Add OANDA Rest Historical Instrument Reader #255

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davidandreoletti
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@davidandreoletti
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Still some work to do on this PR (i.e dependency oandapy fixup). Deleting it for now.

@davidandreoletti davidandreoletti deleted the fx-oanda-historical branch November 7, 2016 16:13
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femtotrader commented Nov 7, 2016

Thanks @davidandreoletti

But you could simply give this PR a title starting with WIP (work in progress) and still push there.

In order to provide a better user API experience granularity could be a Pandas offset shortcut string (like '5Min', '5H' ... in resample function ).

And it could be convert to a string compatible with Oanda API.

We could have a parameter named freq for DataReader function (it's role is quite similar to pandas.date_range parameter)

See #199

I'd convert freq (string) to Pandas DateOffset
http://stackoverflow.com/questions/27368265/convert-freq-string-to-dateoffset-in-pandas

and have a dict to convert Pandas DateOffset to Oanda granularity string.

Ask me if you don't understand what I mean (because I'm not english native speaker) so I may miss something.

@davidandreoletti davidandreoletti restored the fx-oanda-historical branch November 8, 2016 05:35
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superseed by #257

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2 participants