Exemple #1
0
    def test_get_one_fund(self):
        tspdata = tsp.TSPReader(start="2015-11-2",
                                end="2015-11-2",
                                symbols=("I Fund", )).read()

        assert len(tspdata) == 1

        assert tspdata.columns.values.tolist() == ["I Fund"]
    def fetch(self):

        import pandas_datareader as pdr
        import pandas_datareader.data as web
        from pandas_datareader import wb

        #self.prog_bar.pb_start()
        self.applyOptions()
        source = self.kwds['source']
        dataset = self.kwds['dataset']
        url = self.kwds['url']
        st = self.kwds['start']
        e = self.kwds['end']
        dateformat = self.kwds['dateformat']
        start = pd.to_datetime(st, format=dateformat, errors='ignore')
        end = pd.to_datetime(e, format=dateformat, errors='ignore')

        if url != '':
            df = self.fetch_url(url)
            if df is None:
                return
            label = os.path.basename(url)
            self.parent.load_dataframe(df, label, True)
            return

        if source == 'Yahoo Finance':
            df = web.DataReader("F", 'yahoo', start, end)
        elif source == 'Google Finance':
            df = web.DataReader("F", 'google', start, end)
        elif source == 'FRED':
            df = web.DataReader("GDP", "fred", start, end)
        elif source == 'OECD':
            df = web.DataReader('UN_DEN', 'oecd', end=end)
        elif source == 'World Bank':
            df = wb.download(indicator='NY.GDP.PCAP.KD',
                             country=['US', 'CA', 'MX'],
                             start=2005,
                             end=2008)
        elif source == 'Eurostat':
            df = web.DataReader("tran_sf_railac", 'eurostat')
        elif source == 'TSP':
            import pandas_datareader.tsp as tsp
            tspreader = tsp.TSPReader(start=start, end=end)
            df = tspreader.read()
        elif source == 'FAMA/French':
            ds = web.DataReader(dataset, "famafrench")
            df = ds[0]
        label = source + '_' + dataset
        df = df.reset_index()
        self.parent.load_dataframe(df, label, True)
        #self.prog_bar.pb_stop()
        return
Exemple #3
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    def test_get_allfunds(self):
        tspdata = tsp.TSPReader(start='2015-11-2', end='2015-11-2').read()

        assert len(tspdata == 1)

        assert round(tspdata['I Fund'][dt.date(2015, 11, 2)], 5) == 25.0058
Exemple #4
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    def test_get_allfunds(self):
        tspdata = tsp.TSPReader(start="2015-11-2", end="2015-11-2").read()

        assert len(tspdata) == 1

        assert round(tspdata["I Fund"][dt.datetime(2015, 11, 2)], 5) == 25.0058
Exemple #5
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end = datetime(2018, 1, 1)

gdp = web.DataReader('GDP', 'fred', start, end)
#crea la columna growth con los calculos
gdp['growth'] = gdp['GDP'] - gdp['GDP'].shift(1)
print(gdp)

#----------------------------------------------------------------------------------------------------------------

import pandas_datareader.tsp as tsp
from datetime import datetime

start = datetime(2009, 1, 1)
end = datetime(2019, 1, 1)

tsp_data = tsp.TSPReader(start,end).read()
print(tsp_data)
#prints the variance of the values
print(tsp_data.var())
#prints the covariance of the values
#describes the relationship between the returns on two different investments over a period of time, 
#and can be used to help balance a portfolio.
print(tsp_data.cov())


# Python is able to import financial data from csv files as well as public financial APIs.
# The pandas read_csv function can be used to import data from a csv file into a pandas dataframe.
# Pandas-datareader makes it easy to import data from public financial APIs.
# Python’s datetime function can be used to create datetime objects which are often used to specify time ranges for financial data.
# API keys are unique identifiers required for some APIs in order to access data.
# Sometimes APIs can be flaky. To mitigate the damage this might cause it’s best to test your code often and keep up to date with the pandas-datareader documentation and GitHub page.