PooksoftAlphaVantageDataStore.jl
is an application programming interface (API) for AlphaVantage, a leading provider of realtime and historical stock, forex (FX) data, and digital/crypto currency data feeds written in the Julia programming language.
PooksoftAlphaVantageDataStore.jl
can be installed, updated, or removed using the Julia package management system. To access the package management interface, open the Julia REPL, and start the package mode by pressing ]
.
While in package mode, to install PooksoftAlphaVantageDataStore.jl
, issue the command:
(@v1.6) pkg> add PooksoftAlphaVantageDataStore
To use PooksoftAlphaVantageDataStore.jl
in your project issue the command:
julia> using PooksoftAlphaVantageDataStore
The utility functions construct two important composite data types, PSUserModel which encapsulates information about your AlphaVantage account and PSDataStoreAPICallModel which can be used along with the high-level interface to make AlphaVantage application programming interface (API) calls.
Utility functions:
- build_api_user_model | Function to build a user model object which requires an AlphaVantage API key
- build_datastore_apicall_model | Utility function to build an api call model which is required for the high-level api call interface. This function returns a PSDataStoreAPICallModel object wrapped in a
PSResult
type; the PSDataStoreAPICallModel object can be accessed from thevalue
field of thePSResult
type.
STS functions allow the user to download daily, weekly or monthly stock price data (or adjusted data) with a frequency depending upon your AlphaVantage account privileges. These functions take the form:
execute_sts_{*}_api_call
where {*}
denotes the time frame for the data.
- execute_sts_daily_api_call | Download daily stock price information
- execute_sts_adjusted_daily_api_call | Download adjusted daily stock price information
- execute_sts_weekly_api_call | Download weekly stock price information
- execute_sts_adjusted_weekly_api_call | Download adjusted weekly stock price information
- execute_sts_monthly_api_call | Download monthly stock price information
- execute_sts_adjusted_monthly_api_call | Download adjusted monthly stock price information
There is also a high-level interface that calls the low-level functions. The high-level interface has the convenience function:
execute_api_call
which takes a PSUserModel and a PSDataStoreAPICallModel object, along with an optional logger instance. Use the help system at the julia prompt for additional information on the execute_api_call
function.