ffeast/finam-export

Price number processing leading to number corruption

stealzy opened this issue · 3 comments

For example let's take a look on VTBR M5 data for first hour of 2016.01.04 day:

library site UI
0.07833999999999999 0.0783400
0.07841000000000001 0.0784100

Hmm good point, this definitely needs to be fixed.
@stealzy do you have a pull request for that? I don't know what I'd have time for that

Попытаю питон на этой неделе.
If API will still open.

To reproduce and test

from finam.export import Exporter, Market, Timeframe
from datetime import datetime
ticker = "VTBR"
exporter = Exporter()
data = exporter.download(id_=exporter.lookup(code=ticker).index[0],
                         market=Market.SHARES,
                         timeframe=Timeframe.MINUTES5,
                         start_date=datetime(2016, 1, 4),
                         end_date=datetime(2016, 1, 4))
print(data.iloc[:,0].to_list())
print(data.info())