Bandl Data Feed Integration

Relevant source files

The following files were used as context for generating this wiki page:

• README.md
• lib/stolgo/samco.py
• lib/stolgo/nasdaq.py
• lib/stolgo/request.py
• lib/stolgo/helper.py
• lib/stolgo/common.py

Introduction

The Stolgo library utilizes bandl.io as its primary data feed mechanism to facilitate Price Action Trading analysis. By integrating with bandl, Stolgo allows users to fetch financial data from various sources including brokers (like Samco), exchange websites (Nasdaq), or Yahoo Finance through a unified get_data API.

The purpose of this integration is to provide a standardized data structure (Pandas DataFrames) that Stolgo's analytical modules, such as CandleStick, Breakout, and Trend, can consume for backtesting and real-time analysis.

Sources: README.md:27-31, README.md:38-51

Architecture and Data Flow

The integration is built upon a modular architecture where specific provider classes (e.g., Samco, Nasdaq) handle the nuances of different data sources, while a common request layer manages communication.

Data Acquisition Flow

The following diagram illustrates the high-level process of fetching data through the integration:

Request Management

Stolgo implements a robust request layer in lib/stolgo/request.py using requests.Session with custom retry logic and timeout handling. It also provides a Curl class that utilizes subprocess to execute system-level curl commands for environments requiring cloud-mode compatibility.

Component	Responsibility
RequestUrl	Manages HTTP sessions with TimeoutHTTPAdapter and Retry logic.
Curl	Executes shell-based curl commands for data retrieval.
TimeoutHTTPAdapter	Ensures default timeouts (5s) are applied to all requests.

Sources: lib/stolgo/request.py:1-105

Supported Data Providers

Samco Integration

The Samco class provides access to Indian market data, including historical index/stock candles, intraday data, and option chains. It requires authentication via user_id, password, and year of birth (yob).

Nasdaq Integration

The Nasdaq class fetches historical stock data from the Nasdaq API. It includes an adjustment mechanism (__get_data_adjusted) that automatically fetches additional data if the returned dataset size is smaller than the requested periods.

Sources: lib/stolgo/nasdaq.py:54-100

Common Data Utilities

The integration relies on lib/stolgo/helper.py to ensure consistency across different feeds:

1. Date Formatting: get_date_range calculates start and end dates based on provided parameters or default periods (250 days).
2. Resampling: get_data_resample converts data into specific timeframes (e.g., 1M, 1D) using standard OHLC (Open, High, Low, Close, Volume) aggregation.
3. Index Validation: is_ind_index checks if a symbol belongs to the list of supported Indian indices defined in lib/stolgo/common.py.

Sources: lib/stolgo/helper.py:12-25, lib/stolgo/helper.py:93-97, lib/stolgo/common.py:1-12

API Parameters

The primary interface for fetching data across different modules is the get_data method.

Parameter	Type	Description
symbol	string	The ticker symbol (e.g., "SBIN", "AAPL").
start	string	Start date for data retrieval.
end	string	End date for data retrieval.
periods	integer	Number of days/candles to retrieve if start/end is missing.
interval	string	Timeframe (e.g., "1D", "1M"). Defaults to "1D".
dayfirst	bool	Set to True for European date formats (DD/MM/YYYY).

Sources: lib/stolgo/samco.py:165-181, lib/stolgo/nasdaq.py:100-112

Summary

The Bandl Data Feed Integration provides Stolgo with a flexible and resilient data acquisition layer. By abstracting the complexities of authentication, URL construction, and date range calculation, it allows developers to focus on technical analysis. The use of Pandas as the core data structure ensures compatibility with Stolgo's internal candlestick and breakout detection modules.

Sources: README.md:12-20, lib/stolgo/samco.py:207-212