def get_stock_value(stock):
start = dt.datetime(2010, 1, 1)
end = dt.datetime.now()
df = data.get_data_quandl(stock, start, end)
values = list(df['Close'])
labels = list(df.index)
return values, labels
def get_symbol_returns_from_quandl(symbol, start=None, end=None):
"""
Wrapper for pandas.io.data.get_data_quandl().
Retrieves prices for symbol from quandl and computes returns
based on adjusted closing prices.
Parameters
----------
symbol : str
Symbol name to load, e.g. 'SPY'
start : pandas.Timestamp compatible, optional
Start date of time period to retrieve
end : pandas.Timestamp compatible, optional
End date of time period to retrieve
Returns
-------
pandas.DataFrame
Returns of symbol in requested period.
"""
px = web.get_data_quandl(symbol, start=start, end=end)
rets = px[['AdjClose']]
rets = rets.shift(-1)
rets.iloc[-1]['AdjClose'] = px.tail(1)['AdjOpen']
rets = rets.shift(1) / rets - 1
rets = rets.dropna()
rets.index = rets.index.to_datetime()
rets.index = rets.index.tz_localize("UTC")
rets.columns = [symbol]
return rets
def test_db_tse_jp(self):
# TSE/6758: Sony Corp.
df = web.DataReader('TSE/6758', 'quandl', self.start10, self.end10,
access_key=TEST_API_KEY)
self.check_headers(df, ['Open', 'High', 'Low', 'Close', 'Volume'])
assert df.Close.at[self.day10] == 5190.0
df2 = web.get_data_quandl('TSE/6758', self.start10, self.end10,
api_key=TEST_API_KEY)
assert_frame_equal(df, df2)
def test_db_tse_jp(self):
# TSE/6758: Sony Corp.
df = web.DataReader("TSE/6758",
"quandl",
self.start10,
self.end10,
api_key=TEST_API_KEY)
self.check_headers(df, ["Open", "High", "Low", "Close", "Volume"])
assert df.Close.at[self.day10] == 5190.0
df2 = web.get_data_quandl("TSE/6758",
self.start10,
self.end10,
api_key=TEST_API_KEY)
assert_frame_equal(df, df2)
def _get(cls, symbol, date_from, date_to):
quotes = get_data_quandl(symbol, date_from, date_to)
quotes.sort_index(inplace=True)
return quotes