Error with script to download historical intraday data

[A Former User]

I've written a script to download free intraday data. The API from which I'm downloading offers two years of data in csv files divided in 24 slices with 30 days divisions begging from the current day. So it's not full months. The problem I have is that after downloading all files for all stocks in all timeframes for a given slice I go to download the next slice and some files aren't being written correctly. Some files have the combined information from both time slices but others have only the headers.

Here is the script, the error is probably around line 66.

import os
import io
import math
import time
import os.path
import sys
import glob
import asyncio
import requests
import traceback
import urllib.request
import logging as log
import pandas as pd

from time import sleep
from random import randrange
from datetime import datetime
from typing import List, Dict, Tuple
from pathlib import Path
from proxybroker import Broker
from itertools import cycle

log.basicConfig(
    level=log.DEBUG,
    format=('%(asctime)s.%(msecs)03d:'
            '%(levelname)s:'
            '%(filename)s - %(module)s - %(funcName)s:\t'
            '%(message)s'),
    datefmt='%Y-%m-%d %H:%M:%S',
    handlers=[
        log.FileHandler("debug.log"),
        log.StreamHandler()
    ]
)

apikey = 'XXXXXXXXXXXXXXX'
delay = 2 + 0.001

BASE_URL = 'https://www.alphavantage.co/'
# To download the data in a subdirectory where the script is located
modpath = os.path.dirname(os.path.abspath(sys.argv[0]))


def download_previous_data(
    file: str,
    ticker: str,
    timeframe: str,
    _slice: str,
):
    global apikey, delay
    url = f'{BASE_URL}query?function=TIME_SERIES_INTRADAY_EXTENDED&symbol={ticker}&interval={timeframe}&slice={_slice}&apikey={apikey}&datatype=csv'
    log.info(f'Downloading {_slice} of {timeframe} for {ticker}...')
    try:
        while True:
            t = time.process_time()
            df = pd.read_csv(url).iloc[::-1]
            elapsed_time = time.process_time() - t
            if delay > elapsed_time:
                sleep(delay - elapsed_time)
            if len(df.columns) == 6:
                break
            sleep(1)
        if os.path.exists(file):
            pd.read_csv(file).append(df).drop_duplicates().to_csv(file, index=False, encoding='utf-8-sig')
        else:
            df.to_csv(file, index=False, mode='w', encoding='utf-8-sig')
    except Exception as e:
        log.info(f"Couldn't download data for {ticker} from {url}")
        log.error(e, exc_info=True)


def get_tickers(filepath) -> List[str]:
    '''Get a list of all ticker symbols
    '''
    df = pd.read_csv(filepath)
    #tickers = df.loc[df['exchange'] == 'NYSE']['symbol'].tolist()
    tickers = df[(df.symbol == 'AN').idxmax():] \
        .loc[df['exchange'] == 'NYSE'] \
        .loc[df['assetType'] == 'Stock']['symbol'].tolist()

    return df, tickers


def create_download_folders(timeframes: List[str]):
    for timeframe in timeframes:
        download_path = f'{modpath}/{timeframe}'
        #download_path = f'/media/user/Portable Drive/Trading/data/{timeframe}'
        Path(download_path).mkdir(parents=True, exist_ok=True)


def use_stocks_from_file(filepath: str) -> List[str]:
    filepath = f'{modpath}/{filepath}'
    with open(filepath) as f:
        tickers = f.read().replace('\n', '').split(',')
    return tickers


def get_data():
    filepath = f'{modpath}/stocks_alphavantage.csv'
    df, tickers = get_tickers(filepath)
    timeframes = ['1min', '5min', '15min', '30min', '60min']

    create_download_folders(timeframes)

    slices = ['year2month10',
                'year2month9', 'year2month8', 'year2month7',
                'year2month6', 'year2month5', 'year2month4',
                'year2month3', 'year2month2', 'year2month1',
                'year1month12', 'year1month11', 'year1month10',
                'year1month9', 'year1month8', 'year1month7',
                'year1month6', 'year1month5', 'year1month4',
                'year1month3', 'year1month2', 'year1month1']

    for _slice in slices:
        for ticker in tickers:
            if ticker not in df.values:
                log.info(f'{ticker} not available. Skiping...')
                continue
            name = df.loc[df['symbol'] == ticker, 'name'].iat[0]
            log.info(f'Downloading data for {ticker}: {name}...')
            for timeframe in timeframes:
                download_path = f'{modpath}/{timeframe}'
                filepath = f'{download_path}/{ticker}.csv'

                download_previous_data(filepath, ticker, timeframe, _slice)


def main():
    get_data()


if __name__ == '__main__':
    main()

[ab_trader]

how to debug the code :)

[A Former User]

But how do I reproduce the bug if I don't know why or when it happens.

[ab_trader]

you already have a script which has potential bug, now you need to figure out why it happens. use more logging or debugging tools, check what goes in, if data received correct, in other words check all links in the chain.