I am trying to download the historical stock prices from alpaca using the alpaca-py library and store this data into a sqlite table. When downloading the historical data symbol by symbol everything works fine. But when I try to download the data in a chunk of 200 symbols at a time, I get the error:

AttributeError: 'tuple' object has no attribute 'symbol'

This is the part of my code which produces the error:

# Define chunk of symbols to download with every server call.
symbols=['AMD', 'MSFT', 'NVDA', 'TOVX']
chunk_size = 2
for i in tqdm(range(0, len(symbols), chunk_size), desc='Downloading daily Data'):
    symbol_chunk = symbols[i:i   chunk_size]
    # Downloading 1D time-frame data...
    request_parameters = StockBarsRequest(
                    symbol_or_symbols=symbol_chunk,
                    timeframe=TimeFrame.Day,
                    start=datetime.strptime("2022-01-01", '%Y-%m-%d'),
                    end=None,
                    adjustment='raw'
             )
    daily_bars = client.get_stock_bars(request_parameters)
    for bar in daily_bars:
        stock_id = symbol_dic[bar.symbol]
        cursor.execute("""INSERT INTO alpaca_stock_prices_1D (stock_id, date, open, high, low, close, volume)
            VALUES (?, ?, ?, ?, ?, ?, ?)""",
                       (stock_id, bar.timestamp.date(), bar.open, bar.high, bar.low, bar.close, bar.volume))

What is it that I am doing wrong?

Below is a sample of the data returned from "daily_bars":

data={'AIU': [{   'close': 3.66,
    'high': 3.75,
    'low': 3.64,
    'open': 3.65,
    'symbol': 'AIU',
    'timestamp': datetime.datetime(2021, 1, 5, 5, 0, tzinfo=datetime.timezone.utc),
    'trade_count': 661.0,
    'volume': 126252.0,
    'vwap': 3.67104}, {   'close': 3.7,
    'high': 3.74,
    'low': 3.6,
    'open': 3.7,
    'symbol': 'AIU',
    'timestamp': datetime.datetime(2021, 1, 6, 5, 0, tzinfo=datetime.timezone.utc),
    'trade_count': 798.0,
    'volume': 120423.0,
    'vwap': 3.653867}, {   'close': 3.61,
    'high': 3.69,
    'low': 3.58,
    'open': 3.62,
    'symbol': 'AIU',
    'timestamp': datetime.datetime(2021, 1, 7, 5, 0, tzinfo=datetime.timezone.utc),
    'trade_count': 1029.0,
    'volume': 164226.0,
    'vwap': 3.628806}, {   'close': 3.67,
    'high': 3.7473,
    'low': 3.6,
    'open': 3.62,
    'symbol': 'AIU',
    'timestamp': datetime.datetime(2021, 1, 8, 5, 0, tzinfo=datetime.timezone.utc),
    'trade_count': 1398.0,
    'volume': 191745.0,
    'vwap': 3.666181},....

Code to create the sqlite prices table:

cursor.execute("""
    CREATE TABLE IF NOT EXISTS alpaca_stock_prices_1D (
        id INTEGER PRIMARY KEY,
        stock_id INTEGER,
        date NOT NULL,
        open NOT NULL,
        high NOT NULL,
        low NOT NULL,
        close NOT NULL,
        volume NOT NULL,
        CONSTRAINT fk_alpaca_stocks_list FOREIGN KEY (stock_id) REFERENCES alpaca_stocks_list (id)
        ON DELETE CASCADE
    )
""")

CodePudding user response：

I used to have the same issue and I fixed it using the following code:

    four_hourly_bars = client.get_stock_bars(request_parameters)
    for bar in four_hourly_bars:
        data = bar[1]
        for symbol_data in data.values():
            for data_point in symbol_data:
                try:
                    stock_id = symbol_dic[data_point.symbol]
                    cursor.execute("""INSERT INTO alpaca_stock_prices_4H (stock_id, date, open, high, low, close,
                                    volume) VALUES (?, ?, ?, ?, ?, ?, ?)""",
                                   (stock_id, data_point.timestamp.astimezone(pytz.timezone('US/Eastern')).isoformat(),
                                    data_point.open, data_point.high, data_point.low, data_point.close,
                                    data_point.volume))
                except AttributeError:
                    print(
                        f"The 'data_point' object does not have a 'symbol' or 'timestamp' attribute: {data_point}")
                except KeyError:
                    print(f"The symbol '{data_point.symbol}' is not present in the symbol_dic dictionary")