WLM1ke / apimoex

Сlient for MOEX ISS
https://wlm1ke.github.io/apimoex/
The Unlicense
95 stars 28 forks source link

get_board_history for ELFV always returs latest 36 entries #29

Closed bashu closed 1 year ago

bashu commented 1 year ago

subj, example session

In [2]: import requests
   ...:
   ...: import apimoex
   ...: import pandas as pd
   ...:
   ...:
   ...: with requests.Session() as session:
   ...:     data = apimoex.get_board_history(session, "ELFV", start="2022-11-11")
   ...:     df = pd.DataFrame(data)
   ...:     df.set_index("TRADEDATE", inplace=True)
   ...:     print(df.head(), "\n")
   ...:     print(df.tail(), "\n")
   ...:     df.info()
   ...:
           BOARDID   CLOSE    VOLUME       VALUE
TRADEDATE
2023-03-29    TQBR  0.5780  46962000  27123294.2
2023-03-30    TQBR  0.5786  42819000  24588504.0
2023-03-31    TQBR  0.5728  40085000  22954267.2
2023-04-03    TQBR  0.5730  21679000  12413827.0
2023-04-04    TQBR  0.5736  40381000  23370760.0

           BOARDID   CLOSE    VOLUME       VALUE
TRADEDATE
2023-05-15    TQBR  0.5750  34106000  19551351.6
2023-05-16    TQBR  0.5830  88548000  51675290.8
2023-05-17    TQBR  0.5834  35239000  20645430.4
2023-05-18    TQBR  0.5702  67872000  38880258.8
2023-05-19    TQBR  0.5620  31954000  18153188.6

<class 'pandas.core.frame.DataFrame'>
Index: 36 entries, 2023-03-29 to 2023-05-19
Data columns (total 4 columns):
 #   Column   Non-Null Count  Dtype
---  ------   --------------  -----
 0   BOARDID  36 non-null     object
 1   CLOSE    36 non-null     float64
 2   VOLUME   36 non-null     int64
 3   VALUE    36 non-null     float64
dtypes: float64(2), int64(1), object(1)
memory usage: 1.4+ KB
WLM1ke commented 1 year ago

Торги ELFV начались 29 марта

bashu commented 1 year ago

I don't understand where this data come from

Screenshot 2023-05-20 at 11 10 47 PM

WLM1ke commented 1 year ago

Склеили данные с предыдущим тикером

bashu commented 1 year ago

thank you