# from libraries:
import datetime as dt

# from files:
import auth

# This file documents all the parameters for index time-series as well as for technical indicators
# symbol is omitted in the current parameters and will be added later in the for loop


'''
For Stock Time-series: 
    All current companies listed in S&P 500
'''
stock_time_series_adjusted_params = {
    "function": "TIME_SERIES_DAILY_ADJUSTED",
    "outputsize": "full",
    "datatype": "csv",
    "apikey": auth.apikey_av_premium
}
'''
For External Factors (Commodity Price, Exchange Rate) --using Quandl:
    US Treasury (Treasury Yield Curve Rates)--"us_treasury_yield_parameters",
    Wiki Continuous Futures (US Dollar Index Futures, Continuous Contract)--"us_dollar_index_futures_parameters",
    Wiki Continuous Futures (30 Day Federal Funds Futures, Continuous Contract #16 (FF16))--"thirty_day_fed_fund_futures_parameters",
    Wiki Continuous Futures (Gold Futures, Continuous Contract #2 (GC2))--"gold_futures_parameters",
    Wiki Continuous Futures (E-mini Crude Oil Futures, Continuous Contract #1 (QM1) (Front Month))--"crude_oil_futures_parameters",
    Corporate Bond Yield Rates (US Corporate Bond Index Yield)--"us_corporate_bond_index_yield_parameters",
    Wiki Continuous Futures (Random Length Lumber Futures, Continuous Contract #1 (LB1) (Front Month))--"lumber_futures_parameters",
    Wiki Continuous Futures (Cotton No. 2 Futures, Continuous Contract)--"cotton_futures_parameters",
    Wiki Continuous Futures (Wheat Futures, Continuous Contract #6 (W6))--"wheat_futures_parameters",
    Wiki Continuous Futures (Coffee C Futures, Continuous Contract)--"coffee_futures_parameters"
'''

treasury_yield_curve_parameters = {
    "database_code": "USTREASURY",
    "dataset_code": "YIELD",
    "start_date": str(dt.datetime(year=dt.datetime.now().year - 20, month=dt.datetime.now().month,
                                  day=dt.datetime.now().day)),
    "end_date": str(dt.datetime.now().strftime("%Y-%m-%d"))
}


dollar_index_futures_parameters = {
    "database_code": "CHRIS",
    "dataset_code": "ICE_DX2",
    "start_date": str(dt.datetime(year=dt.datetime.now().year - 20, month=dt.datetime.now().month,
                                  day=dt.datetime.now().day)),
    "end_date": str(dt.datetime.now().strftime("%Y-%m-%d"))
}

fedfund_futures_parameters = {
    "database_code": "CHRIS",
    "dataset_code": "CME_FF16",
    "start_date": str(dt.datetime(year=dt.datetime.now().year - 20, month=dt.datetime.now().month,
                                  day=dt.datetime.now().day)),
    "end_date": str(dt.datetime.now().strftime("%Y-%m-%d"))
}

gold_futures_parameters = {
    "database_code": "CHRIS",
    "dataset_code": "CME_GC2",
    "start_date": str(dt.datetime(year=dt.datetime.now().year - 20, month=dt.datetime.now().month,
                                  day=dt.datetime.now().day)),
    "end_date": str(dt.datetime.now().strftime("%Y-%m-%d"))
}

crudeoil_futures_parameters = {
    "database_code": "CHRIS",
    "dataset_code": "CME_CL11",
    "start_date": str(dt.datetime(year=dt.datetime.now().year - 20, month=dt.datetime.now().month,
                                  day=dt.datetime.now().day)),
    "end_date": str(dt.datetime.now().strftime("%Y-%m-%d"))
}

'''
For Technical Indicators:
    200 Day Exponential Moving Average (EMA) --open & close & high & low,
    Moving Average Convergence / Divergence (MACD) --open & close & high & low,
    Stochastic Oscillator (STOCH),
    Relative Strength Index (RSI) --open & close & high & low,
    Commodity Channel Index (CCI),
    Aroon Indicator (AROON),
    Bollinger Bands Values (BBANDS) --open & close & high & low,
    On Balance Volume (OBV),
'''

sma_close_20_params = {
    "function": "SMA",
    "interval": "daily",
    "time_period": 20,
    "series_type": "close",
    "datatype":"csv",
    "apikey": auth.apikey_av_premium
}

sma_close_100_params = {
    "function": "SMA",
    "interval": "daily",
    "time_period": 100,
    "series_type": "close",
    "datatype":"csv",
    "apikey": auth.apikey_av_premium
}


macd_close_params = {
    "function": "MACD",
    "interval": "daily",
    "series_type": "close",
    "datatype":"csv",
    "apikey": auth.apikey_av_premium
}


stoch_params = {
    "function": "STOCH",
    "interval": "daily",
    "datatype":"csv",
    "apikey": auth.apikey_av_premium
}


rsi_close_params = {
    "function": "RSI",
    "interval": "daily",
    "time_period": 14,
    "series_type": "close",
    "datatype":"csv",
    "apikey": auth.apikey_av_premium
}


cci_params = {
    "function": "CCI",
    "interval": "daily",
    "time_period": 14,
    "datatype":"csv",
    "apikey": auth.apikey_av_premium
}

aroon_params = {
    "function": "AROON",
    "interval": "daily",
    "time_period": 25,
    "datatype":"csv",
    "apikey": auth.apikey_av_premium
}


bbands_close_params = {
    "function": "BBANDS",
    "interval": "daily",
    "time_period": 20,
    "series_type": "close",
    "datatype":"csv",
    "apikey": auth.apikey_av_premium
}

obv_params = {
    "function": "OBV",
    "interval": "daily",
    "datatype":"csv",
    "apikey": auth.apikey_av_premium
}



03c610148cf6ca6317bfadcc1df274d608d808ee
<mask token>

<mask token>
stock_time_series_adjusted_params = {'function':
    'TIME_SERIES_DAILY_ADJUSTED', 'outputsize': 'full', 'datatype': 'csv',
    'apikey': auth.apikey_av_premium}
<mask token>
treasury_yield_curve_parameters = {'database_code': 'USTREASURY',
    'dataset_code': 'YIELD', 'start_date': str(dt.datetime(year=dt.datetime
    .now().year - 20, month=dt.datetime.now().month, day=dt.datetime.now().
    day)), 'end_date': str(dt.datetime.now().strftime('%Y-%m-%d'))}
dollar_index_futures_parameters = {'database_code': 'CHRIS', 'dataset_code':
    'ICE_DX2', 'start_date': str(dt.datetime(year=dt.datetime.now().year - 
    20, month=dt.datetime.now().month, day=dt.datetime.now().day)),
    'end_date': str(dt.datetime.now().strftime('%Y-%m-%d'))}
fedfund_futures_parameters = {'database_code': 'CHRIS', 'dataset_code':
    'CME_FF16', 'start_date': str(dt.datetime(year=dt.datetime.now().year -
    20, month=dt.datetime.now().month, day=dt.datetime.now().day)),
    'end_date': str(dt.datetime.now().strftime('%Y-%m-%d'))}
gold_futures_parameters = {'database_code': 'CHRIS', 'dataset_code':
    'CME_GC2', 'start_date': str(dt.datetime(year=dt.datetime.now().year - 
    20, month=dt.datetime.now().month, day=dt.datetime.now().day)),
    'end_date': str(dt.datetime.now().strftime('%Y-%m-%d'))}
crudeoil_futures_parameters = {'database_code': 'CHRIS', 'dataset_code':
    'CME_CL11', 'start_date': str(dt.datetime(year=dt.datetime.now().year -
    20, month=dt.datetime.now().month, day=dt.datetime.now().day)),
    'end_date': str(dt.datetime.now().strftime('%Y-%m-%d'))}
<mask token>
sma_close_20_params = {'function': 'SMA', 'interval': 'daily',
    'time_period': 20, 'series_type': 'close', 'datatype': 'csv', 'apikey':
    auth.apikey_av_premium}
sma_close_100_params = {'function': 'SMA', 'interval': 'daily',
    'time_period': 100, 'series_type': 'close', 'datatype': 'csv', 'apikey':
    auth.apikey_av_premium}
macd_close_params = {'function': 'MACD', 'interval': 'daily', 'series_type':
    'close', 'datatype': 'csv', 'apikey': auth.apikey_av_premium}
stoch_params = {'function': 'STOCH', 'interval': 'daily', 'datatype': 'csv',
    'apikey': auth.apikey_av_premium}
rsi_close_params = {'function': 'RSI', 'interval': 'daily', 'time_period': 
    14, 'series_type': 'close', 'datatype': 'csv', 'apikey': auth.
    apikey_av_premium}
cci_params = {'function': 'CCI', 'interval': 'daily', 'time_period': 14,
    'datatype': 'csv', 'apikey': auth.apikey_av_premium}
aroon_params = {'function': 'AROON', 'interval': 'daily', 'time_period': 25,
    'datatype': 'csv', 'apikey': auth.apikey_av_premium}
bbands_close_params = {'function': 'BBANDS', 'interval': 'daily',
    'time_period': 20, 'series_type': 'close', 'datatype': 'csv', 'apikey':
    auth.apikey_av_premium}
obv_params = {'function': 'OBV', 'interval': 'daily', 'datatype': 'csv',
    'apikey': auth.apikey_av_premium}

import datetime as dt
import auth
<mask token>
stock_time_series_adjusted_params = {'function':
    'TIME_SERIES_DAILY_ADJUSTED', 'outputsize': 'full', 'datatype': 'csv',
    'apikey': auth.apikey_av_premium}
<mask token>
treasury_yield_curve_parameters = {'database_code': 'USTREASURY',
    'dataset_code': 'YIELD', 'start_date': str(dt.datetime(year=dt.datetime
    .now().year - 20, month=dt.datetime.now().month, day=dt.datetime.now().
    day)), 'end_date': str(dt.datetime.now().strftime('%Y-%m-%d'))}
dollar_index_futures_parameters = {'database_code': 'CHRIS', 'dataset_code':
    'ICE_DX2', 'start_date': str(dt.datetime(year=dt.datetime.now().year - 
    20, month=dt.datetime.now().month, day=dt.datetime.now().day)),
    'end_date': str(dt.datetime.now().strftime('%Y-%m-%d'))}
fedfund_futures_parameters = {'database_code': 'CHRIS', 'dataset_code':
    'CME_FF16', 'start_date': str(dt.datetime(year=dt.datetime.now().year -
    20, month=dt.datetime.now().month, day=dt.datetime.now().day)),
    'end_date': str(dt.datetime.now().strftime('%Y-%m-%d'))}
gold_futures_parameters = {'database_code': 'CHRIS', 'dataset_code':
    'CME_GC2', 'start_date': str(dt.datetime(year=dt.datetime.now().year - 
    20, month=dt.datetime.now().month, day=dt.datetime.now().day)),
    'end_date': str(dt.datetime.now().strftime('%Y-%m-%d'))}
crudeoil_futures_parameters = {'database_code': 'CHRIS', 'dataset_code':
    'CME_CL11', 'start_date': str(dt.datetime(year=dt.datetime.now().year -
    20, month=dt.datetime.now().month, day=dt.datetime.now().day)),
    'end_date': str(dt.datetime.now().strftime('%Y-%m-%d'))}
<mask token>
sma_close_20_params = {'function': 'SMA', 'interval': 'daily',
    'time_period': 20, 'series_type': 'close', 'datatype': 'csv', 'apikey':
    auth.apikey_av_premium}
sma_close_100_params = {'function': 'SMA', 'interval': 'daily',
    'time_period': 100, 'series_type': 'close', 'datatype': 'csv', 'apikey':
    auth.apikey_av_premium}
macd_close_params = {'function': 'MACD', 'interval': 'daily', 'series_type':
    'close', 'datatype': 'csv', 'apikey': auth.apikey_av_premium}
stoch_params = {'function': 'STOCH', 'interval': 'daily', 'datatype': 'csv',
    'apikey': auth.apikey_av_premium}
rsi_close_params = {'function': 'RSI', 'interval': 'daily', 'time_period': 
    14, 'series_type': 'close', 'datatype': 'csv', 'apikey': auth.
    apikey_av_premium}
cci_params = {'function': 'CCI', 'interval': 'daily', 'time_period': 14,
    'datatype': 'csv', 'apikey': auth.apikey_av_premium}
aroon_params = {'function': 'AROON', 'interval': 'daily', 'time_period': 25,
    'datatype': 'csv', 'apikey': auth.apikey_av_premium}
bbands_close_params = {'function': 'BBANDS', 'interval': 'daily',
    'time_period': 20, 'series_type': 'close', 'datatype': 'csv', 'apikey':
    auth.apikey_av_premium}
obv_params = {'function': 'OBV', 'interval': 'daily', 'datatype': 'csv',
    'apikey': auth.apikey_av_premium}

# from libraries:
import datetime as dt

# from files:
import auth

# This file documents all the parameters for index time-series as well as for technical indicators
# symbol is omitted in the current parameters and will be added later in the for loop


'''
For Stock Time-series: 
    All current companies listed in S&P 500
'''
stock_time_series_adjusted_params = {
    "function": "TIME_SERIES_DAILY_ADJUSTED",
    "outputsize": "full",
    "datatype": "csv",
    "apikey": auth.apikey_av_premium
}
'''
For External Factors (Commodity Price, Exchange Rate) --using Quandl:
    US Treasury (Treasury Yield Curve Rates)--"us_treasury_yield_parameters",
    Wiki Continuous Futures (US Dollar Index Futures, Continuous Contract)--"us_dollar_index_futures_parameters",
    Wiki Continuous Futures (30 Day Federal Funds Futures, Continuous Contract #16 (FF16))--"thirty_day_fed_fund_futures_parameters",
    Wiki Continuous Futures (Gold Futures, Continuous Contract #2 (GC2))--"gold_futures_parameters",
    Wiki Continuous Futures (E-mini Crude Oil Futures, Continuous Contract #1 (QM1) (Front Month))--"crude_oil_futures_parameters",
    Corporate Bond Yield Rates (US Corporate Bond Index Yield)--"us_corporate_bond_index_yield_parameters",
    Wiki Continuous Futures (Random Length Lumber Futures, Continuous Contract #1 (LB1) (Front Month))--"lumber_futures_parameters",
    Wiki Continuous Futures (Cotton No. 2 Futures, Continuous Contract)--"cotton_futures_parameters",
    Wiki Continuous Futures (Wheat Futures, Continuous Contract #6 (W6))--"wheat_futures_parameters",
    Wiki Continuous Futures (Coffee C Futures, Continuous Contract)--"coffee_futures_parameters"
'''

treasury_yield_curve_parameters = {
    "database_code": "USTREASURY",
    "dataset_code": "YIELD",
    "start_date": str(dt.datetime(year=dt.datetime.now().year - 20, month=dt.datetime.now().month,
                                  day=dt.datetime.now().day)),
    "end_date": str(dt.datetime.now().strftime("%Y-%m-%d"))
}


dollar_index_futures_parameters = {
    "database_code": "CHRIS",
    "dataset_code": "ICE_DX2",
    "start_date": str(dt.datetime(year=dt.datetime.now().year - 20, month=dt.datetime.now().month,
                                  day=dt.datetime.now().day)),
    "end_date": str(dt.datetime.now().strftime("%Y-%m-%d"))
}

fedfund_futures_parameters = {
    "database_code": "CHRIS",
    "dataset_code": "CME_FF16",
    "start_date": str(dt.datetime(year=dt.datetime.now().year - 20, month=dt.datetime.now().month,
                                  day=dt.datetime.now().day)),
    "end_date": str(dt.datetime.now().strftime("%Y-%m-%d"))
}

gold_futures_parameters = {
    "database_code": "CHRIS",
    "dataset_code": "CME_GC2",
    "start_date": str(dt.datetime(year=dt.datetime.now().year - 20, month=dt.datetime.now().month,
                                  day=dt.datetime.now().day)),
    "end_date": str(dt.datetime.now().strftime("%Y-%m-%d"))
}

crudeoil_futures_parameters = {
    "database_code": "CHRIS",
    "dataset_code": "CME_CL11",
    "start_date": str(dt.datetime(year=dt.datetime.now().year - 20, month=dt.datetime.now().month,
                                  day=dt.datetime.now().day)),
    "end_date": str(dt.datetime.now().strftime("%Y-%m-%d"))
}

'''
For Technical Indicators:
    200 Day Exponential Moving Average (EMA) --open & close & high & low,
    Moving Average Convergence / Divergence (MACD) --open & close & high & low,
    Stochastic Oscillator (STOCH),
    Relative Strength Index (RSI) --open & close & high & low,
    Commodity Channel Index (CCI),
    Aroon Indicator (AROON),
    Bollinger Bands Values (BBANDS) --open & close & high & low,
    On Balance Volume (OBV),
'''

sma_close_20_params = {
    "function": "SMA",
    "interval": "daily",
    "time_period": 20,
    "series_type": "close",
    "datatype":"csv",
    "apikey": auth.apikey_av_premium
}

sma_close_100_params = {
    "function": "SMA",
    "interval": "daily",
    "time_period": 100,
    "series_type": "close",
    "datatype":"csv",
    "apikey": auth.apikey_av_premium
}


macd_close_params = {
    "function": "MACD",
    "interval": "daily",
    "series_type": "close",
    "datatype":"csv",
    "apikey": auth.apikey_av_premium
}


stoch_params = {
    "function": "STOCH",
    "interval": "daily",
    "datatype":"csv",
    "apikey": auth.apikey_av_premium
}


rsi_close_params = {
    "function": "RSI",
    "interval": "daily",
    "time_period": 14,
    "series_type": "close",
    "datatype":"csv",
    "apikey": auth.apikey_av_premium
}


cci_params = {
    "function": "CCI",
    "interval": "daily",
    "time_period": 14,
    "datatype":"csv",
    "apikey": auth.apikey_av_premium
}

aroon_params = {
    "function": "AROON",
    "interval": "daily",
    "time_period": 25,
    "datatype":"csv",
    "apikey": auth.apikey_av_premium
}


bbands_close_params = {
    "function": "BBANDS",
    "interval": "daily",
    "time_period": 20,
    "series_type": "close",
    "datatype":"csv",
    "apikey": auth.apikey_av_premium
}

obv_params = {
    "function": "OBV",
    "interval": "daily",
    "datatype":"csv",
    "apikey": auth.apikey_av_premium
}


