Ejemplo n.º 1
0
    More fred examples in:  http://mortada.net/python-api-for-fred.html 
    '''
    from fredapi import Fred
    import  pandas as pd
	import datetime
    import configparser 
    import os
    os.chdir(address)
    config = configparser.ConfigParser()
    config.read(key_file_name.decode())
    key = config['FRED']['api_key'].encode()
    fred = Fred(api_key=key)
    if revised_data == True:
        df = fred.get_series(symbol, start, end)
	else:
        df = fred.get_series_first_release(symbol)
        df = df[(df.index >= start) & (df.index <= end)]
    return df

# Fama-French Data: Federal Reserve Data 
def Data_FF(series_name,start,encode):
    '''
    Download data from FF (Fama French) datareader source. 
    data info in http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
    type get_available_datasets() to get series_name possibilities
    '''
    from pandas_datareader.famafrench import get_available_datasets
    import pandas_datareader.data as web
    import pandas as pd
    df = web.DataReader(series_name, 'famafrench',start,end)[0]
    df.index.rename(None,inplace=True)