"""Daily exchange price/volume series from FIO's cxpc candles, shared by tools/history.py and tools/undervalued.py.""" import datetime from . import fio def daily_prices(tk: str, cx: str) -> dict: """date -> (VWAP price, units traded) for days with trades, from FIO cxpc DAY_ONE candles.""" out = {} for e in fio.cxpc(tk, cx): if e.get("Interval") == "DAY_ONE" and e.get("Traded"): out[datetime.datetime.fromtimestamp(e["DateEpochMs"] / 1000, datetime.timezone.utc).date()] = (e["Volume"] / e["Traded"], e["Traded"]) return out