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chore: add more docstrings
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@@ -113,7 +113,7 @@ async def _fetch_ohlcv(
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end: datetime.date,
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stop_on_404: bool,
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) -> DataFrame:
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# daily dataframes
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# daily dataframes, `None` indicates missing data in that day (when `stop_on_404` is False)
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dfs: list[DataFrame | None] = []
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# the current day being processing, starting at 1.
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current_day = 0
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@@ -194,8 +194,14 @@ async def get_daily_ohlcv(
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Get daily OHLCV from https://data.binance.vision
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See https://github.com/binance/binance-public-data
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:return: None indicates a 404 when trying to download the daily archive file
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This function won't raise any exception, but catch and return it
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:asset_type: `spot` or `futures/um`
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:symbol: binance symbol name, e.g. BTCUSDT
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:timeframe: e.g. 1m, 1h
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:date: the returned DataFrame will cover the entire day of `date` in UTC
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:session: an aiohttp.ClientSession instance
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:retry_count: times to retry before returning the exceptions
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:retry_delay: the time to wait before every retry
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:return: This function won't raise any exceptions, it will catch and return them
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"""
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url = zip_url(asset_type, symbol, timeframe, date)
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