Guide DataFeed Dukascopy

def deps do
  [
    {:dukascopy, github: "theorycraft-trading/dukascopy"}
  ]
end

$> mix escript.install github theorycraft-trading/dukascopy

# Rechercher les paires EUR
$> dukascopy search EUR

# Rechercher l'action Apple
$> dukascopy search AAPL

# Rechercher Bitcoin
$> dukascopy search BTC

# Données journalières EUR/USD pour 2024
$> dukascopy download -i EUR/USD --from 2024-01-01 --to 2024-12-31

# Barres 5 minutes en format JSON
$> dukascopy download -i EUR/USD -t m5 --from 2024-01-01 -f json

# Données tick (très granulaires)
$> dukascopy download -i EUR/USD -t tick --from 2024-01-01 --to 2024-01-02

# Données horaires Or avec prix ask
$> dukascopy download -i XAU/USD -t h1 --from 2024-01-01 -p ask

iex> alias Dukascopy.Instruments

iex> Instruments.all()
["EUR/USD", "GBP/USD", "AAPL.US/USD", ...]

iex> Instruments.forex()          # Tout le forex
iex> Instruments.forex_majors()   # EUR/USD, GBP/USD, USD/JPY, etc.
iex> Instruments.forex_crosses()  # EUR/GBP, GBP/JPY, etc.
iex> Instruments.metals()         # XAU/USD, XAG/USD, etc.
iex> Instruments.stocks()         # AAPL.US/USD, MSFT.US/USD, etc.
iex> Instruments.commodities()    # Pétrole, Gaz Naturel, etc.
iex> Instruments.agriculturals()  # Blé, Maïs, etc.

iex> Instruments.search("XAU")
["XAU/USD"]

iex> Instruments.search("AAPL")
["AAPL.US/USD"]

iex> stream = Dukascopy.stream("EUR/USD", :tick, from: ~D[2024-01-01], to: ~D[2024-01-02])
iex> for tick <- stream do
...>   IO.puts("#{tick.time}: bid=#{tick.bid} ask=#{tick.ask}")
...> end
2024-01-01 00:00:00.123Z: bid=1.10452 ask=1.10455
2024-01-01 00:00:00.456Z: bid=1.10453 ask=1.10456
2024-01-01 00:00:00.789Z: bid=1.10451 ask=1.10454
...

iex> stream = Dukascopy.stream("EUR/USD", :m5, from: ~D[2024-01-01], to: ~D[2024-01-31])
iex> for bar <- stream do
...>   IO.puts("#{bar.time}: O=#{bar.open} H=#{bar.high} L=#{bar.low} C=#{bar.close}")
...> end
2024-01-01 00:00:00Z: O=1.10450 H=1.10480 L=1.10445 C=1.10472
2024-01-01 00:05:00Z: O=1.10472 H=1.10495 L=1.10468 C=1.10491
2024-01-01 00:10:00Z: O=1.10491 H=1.10502 L=1.10485 C=1.10498
...

# Avec from/to
iex> Dukascopy.stream("EUR/USD", :h1, from: ~D[2024-01-01], to: ~D[2024-02-01])

# Avec date_range
iex> Dukascopy.stream("EUR/USD", :h1, date_range: Date.range(~D[2024-01-01], ~D[2024-01-31]))

iex> Dukascopy.stream("EUR/USD", :h1, price_type: :bid, from: ~D[2024-01-01])  # Bid (défaut)
iex> Dukascopy.stream("EUR/USD", :h1, price_type: :ask, from: ~D[2024-01-01])  # Ask
iex> Dukascopy.stream("EUR/USD", :h1, price_type: :mid, from: ~D[2024-01-01])  # Mid

iex> alias TheoryCraft.MarketSource

iex> opts = [
...>   instrument: "EUR/USD",
...>   granularity: :tick,
...>   from: ~D[2024-01-01],
...>   to: ~D[2024-01-31]
...> ]

iex> market =
...>   %MarketSource{}
...>   |> MarketSource.add_data({Dukascopy.DataFeed, opts}, name: "EURUSD")
...>   |> MarketSource.resample("m5", name: "EURUSD_m5")
...>   |> MarketSource.resample("h1", name: "EURUSD_h1")

iex> for event <- MarketSource.stream(market) do
...>   IO.inspect(event)
...> end

iex> Dukascopy.stream("EUR/USD", :h1,
...>   from: ~D[2024-01-01],
...>   to: ~D[2024-06-30],
...>   use_cache: true
...> )

$> dukascopy download -i EUR/USD -t h1 --from 2024-01-01 --to 2024-06-30 --cache

# Itération rapide pendant le développement
iex> Dukascopy.stream("EUR/USD", :D, from: ~D[2020-01-01], to: ~D[2024-01-01])

# Données détaillées pour les tests finaux
iex> Dukascopy.stream("EUR/USD", :m1, from: ~D[2024-01-01], to: ~D[2024-03-01])

# Itération rapide pendant le développement
$> dukascopy download -i EUR/USD -t D --from 2020-01-01 --to 2024-01-01

# Données détaillées pour les tests finaux
$> dukascopy download -i EUR/USD -t m1 --from 2024-01-01 --to 2024-03-01