def _output_format(self, out, fmt_j=None, fmt_p=None):
result = {}
if len(self.symbols) == 1 and not out[self.symbols[0]]["chart"]:
return pd.DataFrame(out)
for symbol in self.symbols:
if symbol not in out:
raise IEXSymbolError(symbol)
d = out.pop(symbol)["chart"]
df = pd.DataFrame(d)
if self.output_format == "pandas":
df["date"] = pd.DatetimeIndex(df["date"])
df = df.set_index(df["date"])
values = ["close", "volume"]
if self.close_only is False:
values = ["open", "high", "low"] + values
df = df[values]
if self.single_day is False:
sstart = self.start.strftime("%Y-%m-%d")
send = self.end.strftime("%Y-%m-%d")
df = df.loc[sstart:send]
result.update({symbol: df})
if self.output_format == "pandas":
if len(result) > 1:
result = pd.concat(result.values(), keys=result.keys(), axis=1)
else:
for sym in list(result):
result[sym] = result[sym].to_dict("index")
return result[self.symbols[0]] if len(self.symbols) == 1 else result
def _get_endpoint(self,
endpoint,
params=(),
fmt_p=None,
fmt_j=None,
filter_=None):
result = {}
if filter_:
params.update({"filter": filter_})
self.optional_params = params
self.endpoints = [endpoint]
data = self.fetch(fmt_j=fmt_j, fmt_p=no_pandas)
# IEX Cloud returns multiple symbol requests as as a list of dicts
# so convert to dict of dicts
if isinstance(data, list):
data = data[0]
for symbol in self.symbols:
if symbol not in data:
raise IEXSymbolError(symbol)
if endpoint not in data[symbol]:
result[symbol] = []
else:
result[symbol] = data[symbol][endpoint]
return self._output_format_one(result, fmt_p=fmt_p, fmt_j=fmt_j)
def _output_format(self, out, fmt_j=None, fmt_p=None):
result = {}
for symbol in self.symbols:
try:
if symbol not in out or not out[symbol]["chart"]:
raise IEXSymbolError(symbol)
d = out.pop(symbol)["chart"]
df = pd.DataFrame(d)
if self.output_format == 'pandas':
df["date"] = pd.DatetimeIndex(df["date"])
df = df.set_index(df["date"])
values = ["open", "high", "low", "close", "volume"]
df = df[values]
sstart = self.start.strftime('%Y-%m-%d')
send = self.end.strftime('%Y-%m-%d')
df = df.loc[sstart:send]
result.update({symbol: df})
except:
continue
if self.output_format is "pandas":
if len(result) > 1:
result = pd.concat(result.values(), keys=result.keys(), axis=1)
else:
for sym in list(result):
result[sym] = result[sym].to_dict('index')
return result[self.symbols[0]] if self.n_symbols == 1 else result
def _get_endpoint(self, endpoint, params={}):
self.optional_params = params
self.endpoints = [endpoint]
data = self.fetch()
for symbol in self.symbols:
if symbol not in data:
raise IEXSymbolError(symbol)
elif endpoint in data[symbol]:
if data[symbol][endpoint] is None:
raise IEXEndpointError(endpoint)
else:
raise IEXEndpointError(endpoint)
return data
def refresh(self):
"""
Downloads latest data from all Stock endpoints
"""
self.endpoints = self.ALL_ENDPOINTS_STR_1
self.data_set = self.fetch()
self.endpoints = self.ALL_ENDPOINTS_STR_2
data2 = self.fetch()
for symbol in self.symbols:
if symbol not in self.data_set:
raise IEXSymbolError(symbol)
self.data_set[symbol].update(data2[symbol])
def get_all(self):
"""
Returns all endpoints, indexed by endpoint title for each symbol
Notes
-----
Only allows JSON format (pandas not supported).
"""
self.optional_params = {}
self.endpoints = self._ENDPOINTS[:10]
json_data = self.fetch()
self.endpoints = self._ENDPOINTS[10:20]
json_data_2 = self.fetch()
for symbol in self.symbols:
if symbol not in json_data:
raise IEXSymbolError(symbol)
json_data[symbol].update(json_data_2[symbol])
return json_data
def get_endpoints(self, endpoints=[]):
"""
Universal selector method to obtain specific endpoints from the
data set.
Parameters
----------
endpoints: str or list
Desired valid endpoints for retrieval
Notes
-----
Only allows JSON format (pandas not supported).
Raises
------
IEXEndpointError
If an invalid endpoint is specified
IEXSymbolError
If a symbol is invalid
IEXQueryError
If issues arise during query
"""
if isinstance(endpoints, str):
return self._get_endpoint(endpoints)
elif not endpoints:
raise ValueError("Please provide a valid list of endpoints")
elif len(endpoints) > 10:
raise ValueError("Please input up to 10 valid endpoints")
self.optional_params = {}
self.endpoints = endpoints
json_data = self.fetch()
for symbol in self.symbols:
if symbol not in json_data:
raise IEXSymbolError(symbol)
for endpoint in endpoints:
if endpoint in json_data[self.symbols[0]]:
if json_data[self.symbols[0]][endpoint] is None:
raise IEXEndpointError(endpoint)
else:
raise IEXEndpointError(endpoint)
return json_data
def _get_endpoint(self,
endpoint,
params={},
fmt_p=None,
fmt_j=None,
filter_=None):
result = {}
if filter_:
params.update({"filter": filter_})
self.optional_params = params
self.endpoints = [endpoint]
data = self.fetch(fmt_j=fmt_j, fmt_p=no_pandas)
for symbol in self.symbols:
if symbol not in data:
raise IEXSymbolError(symbol)
if endpoint not in data[symbol]:
result[symbol] = []
else:
result[symbol] = data[symbol][endpoint]
return self._output_format_one(result, fmt_p=fmt_p, fmt_j=fmt_j)
def get_select_endpoints(self, endpoints=[]):
"""
Universal selector method to obtain specific endpoints from the
data set.
Parameters
----------
endpoints: str or list
Desired valid endpoints for retrieval
Notes
-----
Only allows JSON format (pandas not supported).
Raises
------
IEXEndpointError
If an invalid endpoint is specified
IEXQueryError
If issues arise during query
"""
if isinstance(endpoints, str):
endpoints = [endpoints]
elif not endpoints:
raise ValueError("Please provide a valid list of endpoints")
result = {}
for symbol in self.symbols:
temp = {}
try:
ds = self.data_set[symbol]
except KeyError:
IEXSymbolError(symbol)
for endpoint in endpoints:
try:
query = ds[endpoint]
except KeyError:
raise IEXEndpointError(endpoint)
temp[endpoint] = query
result[symbol] = temp
return result
def get_endpoints(self, endpoints=()):
"""
Universal selector method to obtain specific endpoints from the
data set.
Parameters
----------
endpoints: str or list
Desired valid endpoints for retrieval
Notes
-----
Only allows JSON format (pandas not supported).
Raises
------
IEXEndpointError
If an invalid endpoint is specified
IEXSymbolError
If a symbol is invalid
IEXQueryError
If issues arise during query
"""
if isinstance(endpoints, str) and endpoints in self._ENDPOINTS:
endpoints = list(endpoints)
if not endpoints or not set(endpoints).issubset(self._ENDPOINTS):
raise IEXEndpointError("Please provide a valid list of endpoints")
elif len(endpoints) > 10:
raise ValueError("Please input up to 10 valid endpoints")
self.optional_params = {}
self.endpoints = endpoints
json_data = self.fetch(fmt_p=no_pandas)
for symbol in self.symbols:
if symbol not in json_data:
raise IEXSymbolError(symbol)
return json_data[self.symbols[0]] if self.n_symbols == 1 else json_data
def fetch(self):
response = super(HistoricalReader, self).fetch()
for sym in self.symlist:
if sym not in list(response):
raise IEXSymbolError(sym)
return self._output_format(response)