momentum devandClaude Opus 4.8
007cd95c79
Snapshot before the DuckDB->PostgreSQL migration. data/, archive/, the 232MB rebuild zip, the Windows .venv, and .env are excluded via .gitignore. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
35 lines
942 B
Python
35 lines
942 B
Python
"""Adapter: Schwab market payloads -> typed models / DataFrames."""
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from __future__ import annotations
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from datetime import datetime, timezone
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import pandas as pd
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from schwab.market.models import PriceHistory, Quote
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def quotes_from_payload(payload: dict) -> list[Quote]:
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return [Quote.from_api(symbol, body) for symbol, body in payload.items()]
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def price_history_to_dataframe(history: PriceHistory) -> pd.DataFrame:
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rows = [
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{
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"timestamp": datetime.fromtimestamp(
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c.datetime_ms / 1000, tz=timezone.utc
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).replace(tzinfo=None),
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"open": c.open,
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"high": c.high,
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"low": c.low,
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"close": c.close,
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"volume": c.volume,
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}
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for c in history.candles
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]
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return pd.DataFrame(rows)
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def payload_to_dataframe(payload: dict) -> pd.DataFrame:
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return price_history_to_dataframe(PriceHistory.from_api(payload))
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