Quantum Terminal
55 lines
1.3 KiB
Python
55 lines
1.3 KiB
Python
"""
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BaseFetcher — abstract interface for data source adapters.
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Every fetcher (MT5, DXFeed, futures bridge, CSV import) implements this.
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"""
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from abc import ABC, abstractmethod
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from datetime import datetime
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from typing import Optional
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import pandas as pd
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class BaseFetcher(ABC):
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"""
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Abstract data fetcher interface.
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Implementations must return DataFrames with:
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- DatetimeIndex named 'time' (UTC)
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- Lowercase column names: open, high, low, close, tick_volume, spread, real_volume
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"""
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name: str = "base" # Override in subclass
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@abstractmethod
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def fetch_bars(
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self,
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symbol: str,
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timeframe: str,
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date_from: datetime,
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date_to: datetime,
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) -> Optional[pd.DataFrame]:
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"""
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Fetch OHLCV bars for the given symbol/timeframe/date range.
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Returns None on failure.
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"""
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...
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@abstractmethod
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def fetch_bars_n(
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self,
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symbol: str,
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timeframe: str,
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n_bars: int,
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) -> Optional[pd.DataFrame]:
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"""
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Fetch the most recent N bars.
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Returns None on failure.
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"""
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...
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@abstractmethod
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def is_available(self) -> bool:
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"""Check if this data source is currently reachable."""
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...
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