#!/usr/bin/env python

# ------------------------------------------------------------------------------

#
# Disclaimer:
#
# DTN grants you an nonexclusive copyright license to use this code and you can
# use it to prepare similar functions tailored to your own needs.
#
# The code is provided for illustrative purposes only and has not been tested under
# all conditions.  For that reason, DTN provides this code to you "AS IS" without
# any warranties of any kind.
#

# ------------------------------------------------------------------------------

#
# Retrieve a daily history report and present result in CSV format.
#

# Imports
import PXWeb

# ------------------------------------------------------------------------------

# PXWeb access credentials
USER = 'YOUR_USER'
PSWD = 'YOUR_PASSWORD'

# List of search patterns to send to PXWeb
PATTERNS = ( '@C`##', '@W`##', 'QCL`##', 'QNG`##' )

# Max number of history entries to return for each symbol
LIMIT = 10

# GetDailyHistory request string and CSV fields for response
FIELDS = ( 'Date', 'Open', 'Close', 'High', 'Low', 'OI', 'Volume' )

# Name of output file
OUT_FILE = 'result.csv'

# ------------------------------------------------------------------------------

# Open output file and write header
ofile = open( OUT_FILE, 'w' )
ofile.write( 'Symbol,{}\n'.format(','.join( FIELDS ) )

# Get PXWeb client object
pxWeb = PXWeb.PXServiceWebClient( USER, PSWD )

# Send each search pattern in an independent request
for pattern in PATTERNS:

	# Send GetDailyHistory request for current search pattern and get an XML tree
	xml = pxWeb.getDailyHistory( symbol=pattern, limit=LIMIT )

	# For each <History> node returned
	for hNode in xml:

		# Get actual symbol
		symbol = hNode.attrib[ 'TickerSymbol' ]

		# For each <Day> in the <History> node write a CSV line
		for dNode in hNode:
			csv = f'{symbol},'
			for field in FIELDS: csv += dNode.attrib[ field ] + ','
			ofile.write( csv[ :-1 ] + '\n' )

# Close file
ofile.close()

# Notify
print(f'Result ready in file "{OUT_FILE}".')