def test_datareader_world_bank():
#print("="*5 + "Pandas original DataReader" + "="*5)
#dat = wb.search('gdp.*capita.*const')
#print(dat.iloc[:,:2])
#dat = wb.download(indicator=u'NY.GDP.PCAP.KD', country=['US', 'CA', 'MX'], start=2005, end=2008)
#print(dat)
#assert(isinstance(wb.country_codes, list))
print("=" * 5 + "New DataReader" + "=" * 5)
world_bank = DataReader("WorldBank", expire_after=expire_after)
assert (isinstance(world_bank.country_codes, list))
data = world_bank.search('gdp.*capita.*const')
print(data.iloc[:, :2])
assert (isinstance(data, pd.DataFrame))
data = world_bank.download(indicator='NY.GDP.PCAP.KD',
country=['US', 'CA', 'MX'],
start=2005,
end=2008)
print(data)
assert (isinstance(data, pd.DataFrame))
def test_openexchangerates():
app_id = os.environ['OPEN_EXCHANGE_RATES_API_KEY']
print(app_id)
dr = DataReader("OpenExchangeRates",
expire_after=expire_after,
app_id=app_id)
#data = dr.get()
#print(data)
#print(type(data))
#print(data["matrix"])
#data["matrix"].to_excel("rates_matrix.xls")
currencies = [
"EUR", "GBP", "CHF", "USD", "AUD", "CAD", "HKD", "INR", "JPY", "SAR",
"SGD", "ZAR", "SEK", "AED"
]
data = dr.get(currencies)
#print(data)
assert (isinstance(data, dict))
print(data["matrix"])
assert (isinstance(data["matrix"], pd.DataFrame))
print(dr.convert(100, "EUR", "USD"))
print(dr.convert(100, "USD", "EUR"))
def test_yahoo_finance_options():
# filename = "yahoo_finance_options"
# if expire_after>=0:
# requests_cache.install_cache(filename, backend='sqlite', expire_after=expire_after) # expiration seconds
# logging.info("Installing cache '%s.sqlite' with expire_after=%d (seconds)" % (filename, expire_after))
# if expire_after==0:
# logging.warning("expire_after==0 no cache expiration!")
symbol = "AAPL"
# symbol = 'F'
# symbol = '^spxpm'
# symbol = ["AAPL", 'F']
option = DataReader("YahooFinanceOptions", expire_after=expire_after).get(symbol)
data = option.get_all_data() # get all data
print(data)
assert isinstance(data, pd.DataFrame)
# data = option.get_call_data(expiry=expiry) # get call data
"""
aapl = Options(symbol, 'yahoo')
data = aapl.get_all_data()
print(data.iloc[0:5, 0:5])
"""
"""
def test_famafrench():
#name = "5_Industry_Portfolios"
name = "10_Industry_Portfolios"
#name = ["5_Industry_Portfolios", "10_Industry_Portfolios"]
print("="*5 + "New DataReader" + "="*5)
data = DataReader("FamaFrench", expire_after=expire_after).get(name)
print(data)
print("="*5 + "Pandas original DataReader" + "="*5)
ip = web.DataReader(name, "famafrench")
print(ip)
diff = {}
for key, val in ip.items():
diff[key] = data[key] - ip[key]
diff[key] = diff[key].sum().sum()
assert(diff[key]==0.0)
print("="*5 + "New DataReader with multi symbols" + "="*5)
name = ["5_Industry_Portfolios", "10_Industry_Portfolios"]
data = DataReader("FamaFrench", expire_after=expire_after).get(name)
print(data)
def test_yahoo_finance_quotes():
symbol = "F"
#symbol = "AAPL"
#symbol = ["AAPL", 'F']
print("=" * 5 + "New DataReader" + "=" * 5)
data = DataReader("YahooFinanceQuotes",
expire_after=expire_after).get(symbol)
print(data)
#print(type(data))
#print(data.dtypes)
assert (isinstance(data, pd.DataFrame))
#print("="*5 + "Pandas original DataReader" + "="*5)
#f = web.get_quote_yahoo(symbol)
#print(f)
#print(type(f))
#print(f.dtypes)
#diff = f-data
#assert(diff.sum().sum()==0)
print("=" * 5 + "New DataReader with multi symbols" + "=" * 5)
symbol = ["AAPL", 'F']
data = DataReader("YahooFinanceQuotes",
expire_after=expire_after).get(symbol)
print(data)
def test_yahoo_finance_options():
#filename = "yahoo_finance_options"
#if expire_after>=0:
# requests_cache.install_cache(filename, backend='sqlite', expire_after=expire_after) # expiration seconds
# logging.info("Installing cache '%s.sqlite' with expire_after=%d (seconds)" % (filename, expire_after))
#if expire_after==0:
# logging.warning("expire_after==0 no cache expiration!")
symbol = 'AAPL'
#symbol = 'F'
#symbol = '^spxpm'
#symbol = ["AAPL", 'F']
option = DataReader("YahooFinanceOptions", expire_after=expire_after).get(symbol)
data = option.get_all_data() # get all data
print(data)
assert(isinstance(data, pd.DataFrame))
#data = option.get_call_data(expiry=expiry) # get call data
"""
aapl = Options(symbol, 'yahoo')
data = aapl.get_all_data()
print(data.iloc[0:5, 0:5])
"""
"""
def test_google_finance_options():
#symbol = 'NASDAQ:AAPL'
symbol = 'NASDAQ:GOOG'
option = DataReader("GoogleFinanceOptions",
expire_after=expire_after).get(symbol)
print(option)
assert (isinstance(option, dict))
symbol = ['NASDAQ:AAPL',
'NASDAQ:GOOG'] # ToFix: get returns now a dict not a DataFrame
option = DataReader("GoogleFinanceOptions",
expire_after=expire_after).get(symbol)
print(option)
assert (isinstance(option, dict))
def test_fred():
start = datetime.datetime(2010, 1, 1)
end = datetime.datetime(2013, 1, 27)
#name = "GDP"
#name = "CPIAUCSL"
#name = "CPILFESL"
name = ["CPIAUCSL", "CPILFESL"]
#name = ["CPIAUCSL", "CPILFESL", "ERROR"]
data = DataReader("FRED", expire_after=expire_after).get(name, start, end)
print(data)
print("="*5 + "Pandas original DataReader" + "="*5)
gdp = web.DataReader(name, "fred", start, end)
print(gdp)
print(type(gdp))
print(gdp.ix['2013-01-01'])
print(gdp.dtypes)
diff = gdp - data
assert(diff.sum().sum()==0)
def test_google_finance_daily():
start = datetime.datetime(2010, 1, 1)
end = datetime.datetime(2013, 1, 27)
symbol = "F"
#symbol = "GOOG"
print("="*5 + "New DataReader" + "="*5)
dr_gfd = DataReader("GoogleFinanceDaily", expire_after=expire_after)
data = dr_gfd.get(symbol, start, end)
print(data)
print(type(data))
print(data.dtypes)
print("="*5 + "Pandas original DataReader" + "="*5)
f = web.DataReader(symbol, 'google', start, end)
print(f)
print(type(f))
print(f.ix['2010-01-04'])
print(f.dtypes)
for col in ['Open', 'High', 'Low', 'Close']:
f[col] = f[col].map(to_float)
f['Volume'] = f['Volume'].map(to_int)
print(f.dtypes)
diff = f - data
print(diff)
assert(diff.sum().sum()==0)
print("="*5 + "New DataReader with multi symbols" + "="*5)
symbol = ["F", "GOOG"]
dr_gfd = DataReader("GoogleFinanceDaily", expire_after=expire_after)
data = dr_gfd.get(symbol, start, end)
print(data)
print(type(data))
print(data.dtypes)
def test_openexchangerates():
app_id = os.environ['OPEN_EXCHANGE_RATES_API_KEY']
print(app_id)
dr = DataReader("OpenExchangeRates", expire_after=expire_after, app_id=app_id)
#data = dr.get()
#print(data)
#print(type(data))
#print(data["matrix"])
#data["matrix"].to_excel("rates_matrix.xls")
currencies = ["EUR", "GBP", "CHF", "USD", "AUD", "CAD", "HKD", "INR", "JPY", "SAR", "SGD", "ZAR", "SEK", "AED"]
data = dr.get(currencies)
#print(data)
assert(isinstance(data, dict))
print(data["matrix"])
assert(isinstance(data["matrix"], pd.DataFrame))
print(dr.convert(100, "EUR", "USD"))
print(dr.convert(100, "USD", "EUR"))
def test_yahoo_finance_daily():
start = datetime.datetime(2010, 1, 1)
end = datetime.datetime(2013, 1, 27)
symbol = "F"
symbol = "AAPL"
#symbol = ["AAPL", 'F']
print("=" * 5 + "New DataReader" + "=" * 5)
data = DataReader("YahooFinanceDaily",
expire_after=expire_after).get(symbol, start, end)
assert (isinstance(data, pd.DataFrame))
print(data)
print(type(data))
print(data.dtypes)
print("=" * 5 + "Pandas original DataReader" + "=" * 5)
f = web.DataReader(symbol, 'yahoo', start, end)
print(f)
print(type(f))
print(f.ix['2010-01-04'])
print(f.dtypes)
diff = f - data
assert (diff.sum().sum() == 0)
print("=" * 5 + "New DataReader with multi symbols" + "=" * 5)
symbol = ["AAPL", 'F']
data = DataReader("YahooFinanceDaily",
expire_after=expire_after).get(symbol, start, end)
print(data)
print(type(data))
print(data.dtypes)
def test_google_finance_intraday():
symbol = "GOOG"
#symbol = ["GOOG", "AAPL"]
interval_seconds = 60
num_days = 3
data = DataReader("GoogleFinanceIntraday",
expire_after=expire_after).get(symbol,
exchange="NASD",
interval=interval_seconds,
num_days=num_days)
print(data)
assert (isinstance(data, pd.DataFrame))
symbol = ["GOOG", "AAPL"]
interval_seconds = 60
num_days = 3
data = DataReader("GoogleFinanceIntraday",
expire_after=expire_after).get(symbol,
exchange="NASD",
interval=interval_seconds,
num_days=num_days)
print(data)
assert (isinstance(data, pd.Panel))
def test_datareader_world_bank():
#print("="*5 + "Pandas original DataReader" + "="*5)
#dat = wb.search('gdp.*capita.*const')
#print(dat.iloc[:,:2])
#dat = wb.download(indicator=u'NY.GDP.PCAP.KD', country=['US', 'CA', 'MX'], start=2005, end=2008)
#print(dat)
#assert(isinstance(wb.country_codes, list))
print("="*5 + "New DataReader" + "="*5)
world_bank = DataReader("WorldBank", expire_after=expire_after)
assert(isinstance(world_bank.country_codes, list))
data = world_bank.search('gdp.*capita.*const')
print(data.iloc[:,:2])
assert(isinstance(data, pd.DataFrame))
data = world_bank.download(indicator='NY.GDP.PCAP.KD', country=['US', 'CA', 'MX'], start=2005, end=2008)
print(data)
assert(isinstance(data, pd.DataFrame))
def test_google_finance_daily():
start = datetime.datetime(2010, 1, 1)
end = datetime.datetime(2013, 1, 27)
symbol = "F"
#symbol = "GOOG"
print("=" * 5 + "New DataReader" + "=" * 5)
dr_gfd = DataReader("GoogleFinanceDaily", expire_after=expire_after)
data = dr_gfd.get(symbol, start, end)
print(data)
print(type(data))
print(data.dtypes)
print("=" * 5 + "Pandas original DataReader" + "=" * 5)
f = web.DataReader(symbol, 'google', start, end)
print(f)
print(type(f))
print(f.ix['2010-01-04'])
print(f.dtypes)
for col in ['Open', 'High', 'Low', 'Close']:
f[col] = f[col].map(to_float)
f['Volume'] = f['Volume'].map(to_int)
print(f.dtypes)
diff = f - data
print(diff)
assert (diff.sum().sum() == 0)
print("=" * 5 + "New DataReader with multi symbols" + "=" * 5)
symbol = ["F", "GOOG"]
dr_gfd = DataReader("GoogleFinanceDaily", expire_after=expire_after)
data = dr_gfd.get(symbol, start, end)
print(data)
print(type(data))
print(data.dtypes)
def main(datareader, symbol, start, end, interval, duration, exchange,
expire_after):
"""
SYMBOL: AAPL, ...
"""
symbol = symbol.split(',')
if len(symbol) == 1:
symbol = symbol[0]
if expire_after == '-1':
expire_after = None
else:
expire_after = pd.to_timedelta(expire_after, unit='s')
#filename = os.path.join(basepath, "request_cache")
#if expire_after>=0:
# requests_cache.install_cache(filename, backend='sqlite', expire_after=expire_after) # expiration seconds
# logging.info("Installing cache '%s.sqlite' with expire_after=%d (seconds)" % (filename, expire_after))
#if expire_after==0:
# logging.warning("expire_after==0 no cache expiration!")
start = pd.to_datetime(start)
if end == '':
end = pd.to_datetime(datetime.datetime.utcnow().date())
else:
end = pd.to_datetime(end)
data = DataReader(datareader,
expire_after=expire_after).get(symbol,
start_date=start,
end_date=end,
interval=interval,
duration=duration,
exchange=exchange)
print(data)
print(type(data))
try:
print(data.dtypes)
except:
pass
"""
# Google Finance Daily
#symbol = "GOOG"
#symbol = "AAPL"
symbol = ["GOOG", "AAPL", "MSFT"]
end_date = datetime.datetime.now()
num_days = 200
start_date = end_date - datetime.timedelta(days=num_days)
data = DataReader("GoogleFinanceDaily", expire_after=expire_after).get(symbol, start_date, end_date)
print(data)
"""
"""
# Google Finance Intraday
#symbol = "GOOG"
symbol = ["GOOG", "AAPL"]
interval_seconds = 60
num_days = 3
data = DataReader("GoogleFinanceIntraday", expire_after=expire_after).get(symbol, exchange="NASD", interval_seconds=interval_seconds, num_days=num_days)
print(data)
"""
# Yahoo Finance Daily
"""
start = datetime.datetime(2010, 1, 1)
end = datetime.datetime(2013, 1, 27)
symbol = "F"
symbol = "AAPL"
#symbol = ["AAPL", 'F']
data = DataReader("YahooFinanceDaily", expire_after=expire_after).get(symbol, start, end)
print(data)
"""
# FRED
"""
start = datetime.datetime(2010, 1, 1)
end = datetime.datetime(2013, 1, 27)
#name = "GDP"
#name = "CPIAUCSL"
#name = "CPILFESL"
name = ["CPIAUCSL", "CPILFESL"]
#name = ["CPIAUCSL", "CPILFESL", "ERROR"]
data = DataReader("FRED", expire_after=expire_after).get(name, start, end)
print(data)
"""
"""
# Yahoo Finance Options
symbol = "AAPL"
option = DataReader("YahooFinanceOptions", expire_after=expire_after).get(symbol)
data = option.get_all_data() # get all data
print(data)
#data = option.get_call_data(expiry=expiry) # get call data
"""
"""
# Google Finance Options
"""
"""
