request.currency_rate() & Corporate Events link

PyneCore supports request.currency_rate() for currency conversion, and provides graceful fallback behavior for request.dividends(), request.splits(), and request.earnings().

request.currency_rate() link

Returns the exchange rate between two currencies at the current bar’s timestamp.

Function Signature link

  request.currency_rate(from_currency: str, to_currency: str) -> float
  

Returns: Exchange rate as float, or na if no data is available.

How It Works link

request.currency_rate() resolves exchange rates from OHLCV data files by reading their TOML metadata. Every OHLCV file has an accompanying .toml with currency and basecurrency fields:

  # capitalcom_EURUSD_1D.toml
[symbol]
currency = "USD"
basecurrency = "EUR"
  

When you call request.currency_rate("EUR", "USD"), PyneCore:

1. Scans all TOML files in security_data for basecurrency = "EUR" and currency = "USD"
2. Lazy-loads the matching OHLCV file on first access
3. Uses binary search to find the close price at or before the current bar’s timestamp
4. Returns the close price as the exchange rate

If the chart itself is a currency pair (e.g., EURUSD chart), it automatically serves as a rate source — no separate OHLCV file needed. PyneCore reads lib.close directly.

Special Cases link

Data Preparation link

Provide FX or crypto OHLCV data via the security_data parameter. The key names don’t matter — currency pairs are detected from TOML metadata:

  from pathlib import Path
from pynecore.core.script_runner import ScriptRunner
from pynecore.core.ohlcv_file import OHLCVReader
from pynecore.core.syminfo import SymInfo

syminfo = SymInfo.load_toml("workdir/data/BTCUSDT_4h.toml")
reader = OHLCVReader("workdir/data/BTCUSDT_4h")
reader.open()

runner = ScriptRunner(
    script_path=Path("workdir/scripts/portfolio.py"),
    ohlcv_iter=reader,
    syminfo=syminfo,
    security_data={
        # Key names are arbitrary — currency pairs are detected from TOML
        "eurusd": "workdir/data/capitalcom_EURUSD_1D",
        "btcusd": "workdir/data/ccxt_BINANCE_BTC_USDT_1D",
    },
)
  

CLI:

  pyne run portfolio.py BTCUSDT_4h \
  --security "eurusd=capitalcom_EURUSD_1D" \
  --security "btcusd=ccxt_BINANCE_BTC_USDT_1D"
  

Example: Multi-Currency Comparison link

  """@pyne"""

from pynecore.lib import *
from pynecore.types import *


@script.indicator("BTC in Multiple Currencies")
def main():
    btc_usd: Series[float] = close  # Chart is BTC/USD

    # Convert BTC price to EUR and GBP
    eur_rate: float = request.currency_rate("USD", "EUR")
    gbp_rate: float = request.currency_rate("USD", "GBP")

    btc_eur: Series[float] = btc_usd * eur_rate
    btc_gbp: Series[float] = btc_usd * gbp_rate

    plot.plot(btc_usd, "BTC/USD", color=color.blue)
    plot.plot(btc_eur, "BTC/EUR", color=color.green)
    plot.plot(btc_gbp, "BTC/GBP", color=color.red)
  

Pair Resolution link

When multiple OHLCV files match the same currency pair (e.g., two EUR/USD sources at different timeframes), the file with the most bars is selected. This ensures the best timestamp coverage.

Inverse lookups are automatic: if you only have EUR/USD data but request currency_rate("USD", "EUR"), PyneCore returns 1.0 / close.

Relationship to request.security() currency Parameter link

The currency parameter in request.security() (which auto-converts results to a target currency) is not yet implemented. request.currency_rate() provides the foundation for this: once available, the security currency parameter will use the same CurrencyRateProvider internally.

File Reference link

Corporate Event Functions link

request.dividends(), request.splits(), request.earnings() link

These functions request corporate event data (dividends, stock splits, earnings reports). In TradingView, they return values on bars where events occur and na on other bars.

Current status: These functions are not yet fully implemented in PyneCore. However, they handle ignore_invalid_symbol=True gracefully by returning na instead of raising an error. This allows scripts like the TradingView VWAP indicator (which uses all three) to run without modification.

  # This works — returns na silently, script continues
new_earnings = request.earnings(
    syminfo.tickerid, earnings.actual,
    barmerge.gaps_on, barmerge.lookahead_on,
    ignore_invalid_symbol=True  # Required for graceful fallback
)

# This still raises NotImplementedError
new_earnings = request.earnings(syminfo.tickerid, earnings.actual)
  

Planned Implementation link

Full corporate event support is planned using the existing .extra.csv sidecar mechanism, where event data is provided as named columns alongside OHLCV bars.

Other request.* Functions link

The following functions are not implemented and are intended as plugin extension points: