feat(v0.2.0): data pipeline

scripts/download_data.py

@@ -0,0 +1,183 @@
+#!/usr/bin/env python3
+"""Download DAX OHLCV data from external sources."""
+
+import argparse
+import sys
+from pathlib import Path
+
+# Add project root to path
+project_root = Path(__file__).parent.parent
+sys.path.insert(0, str(project_root))
+
+from src.core.enums import Timeframe  # noqa: E402
+from src.logging import get_logger  # noqa: E402
+
+logger = get_logger(__name__)
+
+
+def download_from_csv(
+    input_file: str,
+    symbol: str,
+    timeframe: Timeframe,
+    output_dir: Path,
+) -> None:
+    """
+    Copy/convert CSV file to standard format.
+
+    Args:
+        input_file: Path to input CSV file
+        symbol: Trading symbol
+        timeframe: Timeframe enum
+        output_dir: Output directory
+    """
+    from src.data.loaders import CSVLoader
+
+    loader = CSVLoader()
+    df = loader.load(input_file, symbol=symbol, timeframe=timeframe)
+
+    # Ensure output directory exists
+    output_dir.mkdir(parents=True, exist_ok=True)
+
+    # Save as CSV
+    output_file = output_dir / f"{symbol}_{timeframe.value}.csv"
+    df.to_csv(output_file, index=False)
+    logger.info(f"Saved {len(df)} rows to {output_file}")
+
+    # Also save as Parquet for faster loading
+    output_parquet = output_dir / f"{symbol}_{timeframe.value}.parquet"
+    df.to_parquet(output_parquet, index=False)
+    logger.info(f"Saved {len(df)} rows to {output_parquet}")
+
+
+def download_from_api(
+    symbol: str,
+    timeframe: Timeframe,
+    start_date: str,
+    end_date: str,
+    output_dir: Path,
+    api_provider: str = "manual",
+) -> None:
+    """
+    Download data from API (placeholder for future implementation).
+
+    Args:
+        symbol: Trading symbol
+        timeframe: Timeframe enum
+        start_date: Start date (YYYY-MM-DD)
+        end_date: End date (YYYY-MM-DD)
+        output_dir: Output directory
+        api_provider: API provider name
+    """
+    logger.warning(
+        "API download not yet implemented. " "Please provide CSV file using --input-file option."
+    )
+    logger.info(
+        f"Would download {symbol} {timeframe.value} data " f"from {start_date} to {end_date}"
+    )
+
+
+def main():
+    """Main entry point."""
+    parser = argparse.ArgumentParser(
+        description="Download DAX OHLCV data",
+        formatter_class=argparse.RawDescriptionHelpFormatter,
+        epilog="""
+Examples:
+  # Download from CSV file
+  python scripts/download_data.py --input-file data.csv \\
+      --symbol DAX --timeframe 1min \\
+      --output data/raw/ohlcv/1min/
+
+  # Download from API (when implemented)
+  python scripts/download_data.py --symbol DAX --timeframe 5min \\
+      --start 2024-01-01 --end 2024-01-31 \\
+      --output data/raw/ohlcv/5min/
+        """,
+    )
+
+    # Input options
+    input_group = parser.add_mutually_exclusive_group(required=True)
+    input_group.add_argument(
+        "--input-file",
+        type=str,
+        help="Path to input CSV file",
+    )
+    input_group.add_argument(
+        "--api",
+        action="store_true",
+        help="Download from API (not yet implemented)",
+    )
+
+    # Required arguments
+    parser.add_argument(
+        "--symbol",
+        type=str,
+        default="DAX",
+        help="Trading symbol (default: DAX)",
+    )
+    parser.add_argument(
+        "--timeframe",
+        type=str,
+        choices=["1min", "5min", "15min"],
+        required=True,
+        help="Timeframe",
+    )
+    parser.add_argument(
+        "--output",
+        type=str,
+        required=True,
+        help="Output directory",
+    )
+
+    # Optional arguments for API download
+    parser.add_argument(
+        "--start",
+        type=str,
+        help="Start date (YYYY-MM-DD) for API download",
+    )
+    parser.add_argument(
+        "--end",
+        type=str,
+        help="End date (YYYY-MM-DD) for API download",
+    )
+
+    args = parser.parse_args()
+
+    try:
+        # Convert timeframe string to enum
+        timeframe_map = {
+            "1min": Timeframe.M1,
+            "5min": Timeframe.M5,
+            "15min": Timeframe.M15,
+        }
+        timeframe = timeframe_map[args.timeframe]
+
+        # Create output directory
+        output_dir = Path(args.output)
+        output_dir.mkdir(parents=True, exist_ok=True)
+
+        # Download data
+        if args.input_file:
+            logger.info(f"Downloading from CSV: {args.input_file}")
+            download_from_csv(args.input_file, args.symbol, timeframe, output_dir)
+        elif args.api:
+            if not args.start or not args.end:
+                parser.error("--start and --end are required for API download")
+            download_from_api(
+                args.symbol,
+                timeframe,
+                args.start,
+                args.end,
+                output_dir,
+            )
+
+        logger.info("Data download completed successfully")
+        return 0
+
+    except Exception as e:
+        logger.error(f"Data download failed: {e}", exc_info=True)
+        return 1
+
+
+if __name__ == "__main__":
+    sys.exit(main())