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Data Integration with Alpha Vintage API

In this project, I developed a custom python ETL class to automate scraping of historic forex data from Alpha Vintage API, transform, and load the data into a SQL database (SQLite). The pipeline is composed of two primary Python classes:

API and SQLRepo, each responsible for specific tasks within the pipeline.

Below is a detailed diagram representing the flow of data through this pipeline, from API call to database storage and retrieval.

Python-ETL

Description

1. config.py

config.py serves as a configuration module for storing sensitive information. It searches for a .env file and reads its contents

2. API.ipynb

This notebook showcases API integration and data manipulation using Python and Pandas. It also shows the iterative process of building the data.py module

3. data.py

The data.py module provides a class API that EXTRACT and TRANSFORM foreign exchange data from the Alpha Vantage API and returns it as a clean Pandas DataFrame. class SQLRepo handles LOAD - from the dataframe to a SQL database; and pulling data from the SQL database (Data Warehouse) for further processing/analysis

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