Visi
53 lines
1.7 KiB
Python
53 lines
1.7 KiB
Python
"""
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Fetch real XAUUSD H1 data from Yahoo Finance (GC=F gold futures).
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Saves to CSV for training pipeline.
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"""
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import argparse
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from datetime import datetime, timezone
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from pathlib import Path
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import pandas as pd
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import yfinance as yf
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ROOT = Path(__file__).resolve().parent.parent
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DATA_DIR = ROOT / "data"
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DATA_DIR.mkdir(exist_ok=True)
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OUT_CSV = DATA_DIR / "xauusd_h1.csv"
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def fetch_xauusd(period: str = "2y", interval: str = "1h") -> pd.DataFrame:
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ticker = yf.Ticker("GC=F")
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df = ticker.history(period=period, interval=interval, auto_adjust=True)
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if df.empty:
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raise RuntimeError("No data returned from Yahoo Finance for GC=F")
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df.index = df.index.tz_convert("UTC").tz_localize(None)
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df.index.name = "datetime"
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df.reset_index(inplace=True)
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df.rename(columns={
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"Open": "open", "High": "high", "Low": "low",
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"Close": "close", "Volume": "volume"
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}, inplace=True)
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df = df[["datetime", "open", "high", "low", "close", "volume"]].copy()
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df.dropna(subset=["open", "high", "low", "close"], inplace=True)
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df["volume"] = df["volume"].fillna(0)
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return df
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def main():
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parser = argparse.ArgumentParser()
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parser.add_argument("--period", default="2y", help="yfinance period (1y, 2y, max)")
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parser.add_argument("--interval", default="1h", help="yfinance interval (1h, 4h, 1d)")
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parser.add_argument("--out", default=str(OUT_CSV))
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args = parser.parse_args()
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print(f"Fetching XAUUSD (GC=F) {args.interval} for {args.period}...")
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df = fetch_xauusd(args.period, args.interval)
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df.to_csv(args.out, index=False)
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print(f"Saved {len(df)} rows -> {args.out}")
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print(df.tail(3).to_string(index=False))
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if __name__ == "__main__":
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main()
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