def _get_share_filename(share, extension = None):
_check_type(share, bb.Share, raise_err = True, expected_type_name = 'bulbea.Share')
if extension is not None:
_check_str(extension, raise_err = True)
source = share.source
ticker = share.ticker
start = _get_datetime_str(share.data.index.min(), format_ = '%Y%m%d')
end = _get_datetime_str(share.data.index.max(), format_ = '%Y%m%d')
filename = '{source}_{ticker}_{start}_{end}'.format(
source = source,
ticker = ticker,
start = start,
end = end
)
if extension:
filename = '{filename}.{extension}'.format(
filename = filename,
extension = extension
)
return filename
def __init__(self, source, ticker, start = None, end = None, latest = None, cache = False):
_check_str(source, raise_err = True)
_check_str(ticker, raise_err = True)
envvar = AppConfig.ENVIRONMENT_VARIABLE['quandl_api_key']
if not _check_environment_variable_set(envvar):
message = Color.warn("Environment variable {envvar} for Quandl hasn't been set. A maximum of {max_calls} calls per day can be made. Visit {url} to get your API key.".format(envvar = envvar, max_calls = QUANDL_MAX_DAILY_CALLS, url = ABSURL_QUANDL))
warnings.warn(message)
else:
quandl.ApiConfig.api_key = os.getenv(envvar)
self.source = source
self.ticker = ticker
self.update(start = start, end = end, latest = latest, cache = cache)
def save(self, format_ = 'csv', filename = None):
'''
:param format_: type of format to save the Share object, default 'csv'.
:type format_: :obj:`str`
'''
if format_ not in SHARE_ACCEPTED_SAVE_FORMATS:
raise ValueError('Format {format_} not accepted. Accepted formats are: {accepted_formats}'.format(
format_ = format_,
accepted_formats = SHARE_ACCEPTED_SAVE_FORMATS
))
if filename is not None:
_check_str(filename, raise_err = True)
else:
filename = _get_share_filename(self, extension = format_)
if format_ is 'csv':
self.data.to_csv(filename)
def plot(self,
attrs='Close',
global_mean=False,
bollinger_bands=False,
period=50,
bandwidth=1,
subplots=False,
*args,
**kwargs):
'''
:param attrs: `str` or `list` of attribute names of a share to plot, defaults to *Close* attribute
:type attrs: :obj: `str`, :obj:`list`
:Example:
>>> import bulbea as bb
>>> share = bb.Share(source = 'YAHOO', ticker = 'AAPL')
>>> share.plot()
'''
_check_iterable(attrs, raise_err=True)
if _check_str(attrs):
attrs = [attrs]
plot_stats = global_mean or bollinger_bands
subplots = True if len(attrs) != 1 and plot_stats else subplots
axes = self.data[attrs].plot(subplots=subplots, *args, **kwargs)
if plot_stats:
if subplots:
for i, attr in enumerate(attrs):
data = self.data[attr]
ax = axes[i]
if global_mean:
_plot_global_mean(data, ax)
if bollinger_bands:
_plot_bollinger_bands(data,
ax,
period=period,
bandwidth=bandwidth)
else:
attr = attrs[0]
data = self.data[attr]
if global_mean:
_plot_global_mean(data, axes)
if bollinger_bands:
_plot_bollinger_bands(data,
axes,
period=period,
bandwidth=bandwidth)
return axes
def __init__(self, source, ticker, start = None, end = None, latest = None, cache = False, data = None):
_check_str(source, raise_err = True)
_check_str(ticker, raise_err = True)
envvar = AppConfig.ENVIRONMENT_VARIABLE['quandl_api_key']
if not _check_environment_variable_set(envvar):
message = Color.warn("Environment variable {envvar} for Quandl hasn't been set. A maximum of {max_calls} calls per day can be made. Visit {url} to get your API key.".format(envvar = envvar, max_calls = QUANDL_MAX_DAILY_CALLS, url = ABSURL_QUANDL))
warnings.warn(message)
else:
quandl.ApiConfig.api_key = os.getenv(envvar)
self.source = source
self.ticker = ticker
if data is not None:
self.data = data
self.length = len(self.data)
self.attrs = list(self.data.columns)
else:
self.update(start = start, end = end, latest = latest, cache = cache)
def __init__(self,
source,
ticker,
start=None,
end=None,
latest=None,
cache=False):
_check_str(source, raise_err=True)
_check_str(ticker, raise_err=True)
quandl_api_key = AppConfig.ENVIRONMENT_VARIABLE['quandl_api_key']
if not _check_environment_variable_set(quandl_api_key):
warnings.warn(
"Environment variable {quandl_api_key} for Quandl hasn't been set. "
.format(quandl_api_key=quandl_api_key),
" A maximum of {max_free_quandl_calls} calls per day can be made."
)
self.source = source
self.ticker = ticker
self._update(start=start, end=end, latest=latest, cache=cache)
def plot(self,
attrs = 'Close',
global_mean = False,
bollinger_bands = False,
period = 50,
bandwidth = 1,
subplots = False, *args, **kwargs):
'''
:param attrs: `str` or `list` of attribute names of a share to plot, defaults to *Close* attribute
:type attrs: :obj: `str`, :obj:`list`
:Example:
>>> import bulbea as bb
>>> share = bb.Share(source = 'YAHOO', ticker = 'AAPL')
>>> share.plot()
'''
_check_iterable(attrs, raise_err = True)
if _check_str(attrs):
attrs = [attrs]
plot_stats = global_mean or bollinger_bands
subplots = True if len(attrs) != 1 and plot_stats else subplots
axes = self.data[attrs].plot(subplots = subplots, *args, **kwargs)
if plot_stats:
if subplots:
for i, attr in enumerate(attrs):
data = self.data[attr]
ax = axes[i]
if global_mean:
_plot_global_mean(data, ax)
if bollinger_bands:
_plot_bollinger_bands(data, ax, period = period, bandwidth = bandwidth)
else:
attr = attrs[0]
data = self.data[attr]
if global_mean:
_plot_global_mean(data, axes)
if bollinger_bands:
_plot_bollinger_bands(data, axes, period = period, bandwidth = bandwidth)
return axes
def bollinger_bands(self, attrs='Close', period=50, bandwidth=1):
'''
Returns the Bollinger Bands (R) for each attribute.
:param attrs: `str` or `list` of attribute name(s) of a share, defaults to *Close*
:type attrs: :obj:`str`, :obj:`list`
:param period: length of the window to compute moving averages, upper and lower bands
:type period: :obj:`int`
:param bandwidth: multiple of the standard deviation of upper and lower bands
:type bandwidth: :obj:`int`
:Example:
>>> import bulbea as bb
>>> share = bb.Share(source = 'YAHOO', ticker = 'AAPL')
>>> bollinger = share.bollinger_bands()
>>> bollinger.tail()
Lower (Close) Mean (Close) Upper (Close)
Date
2017-03-07 815.145883 831.694803 848.243724
2017-03-08 816.050821 832.574004 849.097187
2017-03-09 817.067353 833.574805 850.082257
2017-03-10 817.996674 834.604404 851.212135
2017-03-13 819.243360 835.804605 852.365849
'''
_check_iterable(attrs, raise_err=True)
if _check_str(attrs):
attrs = [attrs]
frames = list()
for attr in attrs:
data = self.data[attr]
lowr, mean, upper = _get_bollinger_bands(data,
period=period,
bandwidth=bandwidth)
bollinger_bands = pd.concat([lowr, mean, upper], axis=1)
bollinger_bands.columns = _get_bollinger_bands_columns(
bollinger_bands)
frames.append(bollinger_bands)
return frames[0] if len(frames) == 1 else frames
def bollinger_bands(self,
attrs = 'Close',
period = 50,
bandwidth = 1):
'''
Returns the Bollinger Bands (R) for each attribute.
:param attrs: `str` or `list` of attribute name(s) of a share, defaults to *Close*
:type attrs: :obj:`str`, :obj:`list`
:param period: length of the window to compute moving averages, upper and lower bands
:type period: :obj:`int`
:param bandwidth: multiple of the standard deviation of upper and lower bands
:type bandwidth: :obj:`int`
:Example:
>>> import bulbea as bb
>>> share = bb.Share(source = 'YAHOO', ticker = 'AAPL')
>>> bollinger = share.bollinger_bands()
>>> bollinger.tail()
Lower (Close) Mean (Close) Upper (Close)
Date
2017-03-07 815.145883 831.694803 848.243724
2017-03-08 816.050821 832.574004 849.097187
2017-03-09 817.067353 833.574805 850.082257
2017-03-10 817.996674 834.604404 851.212135
2017-03-13 819.243360 835.804605 852.365849
'''
_check_iterable(attrs, raise_err = True)
if _check_str(attrs):
attrs = [attrs]
frames = list()
for attr in attrs:
data = self.data[attr]
lowr, mean, upper = _get_bollinger_bands(data, period = period, bandwidth = bandwidth)
bollinger_bands = pd.concat([lowr, mean, upper], axis = 1)
bollinger_bands.columns = _get_bollinger_bands_columns(bollinger_bands)
frames.append(bollinger_bands)
return frames[0] if len(frames) == 1 else frames