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Price decimals processing fix #12

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Price decimals processing fix #12

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11 changes: 10 additions & 1 deletion finam/export.py
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Original file line number Diff line number Diff line change
Expand Up @@ -4,6 +4,7 @@
import operator
from enum import IntEnum
from io import StringIO
from decimal import Decimal

try:
from urllib import urlencode
Expand Down Expand Up @@ -329,6 +330,10 @@ def __init__(self, export_host=None, fetcher=fetch_url):
else:
self._export_host = self.DEFAULT_EXPORT_HOST

@staticmethod
def _convert_decimals(value):
return float(Decimal(value))

def _build_url(self, params):
url = ('http://{}/table.csv?{}&{}'
.format(self._export_host,
Expand Down Expand Up @@ -393,14 +398,18 @@ def download(self,
self._sanity_check(data)
if timeframe == Timeframe.TICKS:
date_cols = [2, 3]
decimal_cols = ["<LAST>"]
else:
date_cols = [0, 1]
decimal_cols = ["<OPEN>", "<HIGH>", "<LOW>", "<CLOSE>"]

try:
decimals_converter_dict = {column: self._convert_decimals for column in decimal_cols}
df = pd.read_csv(StringIO(data),
index_col=0,
parse_dates={'index': date_cols},
sep=';')
sep=';',
converters=decimals_converter_dict)
df.sort_index(inplace=True)
except ParserError as e:
raise FinamParsingError(e.message)
Expand Down