def DataReader(symbol, start=None, end=None, exchange=None, data_source=None):
start, end = _validate_dates(start, end)
# FRED Reader
if data_source and data_source.upper() == 'FRED':
return FredReader(symbol, start, end, exchange, data_source).read()
# KRX and Naver Finance
if (symbol[:5].isdigit() and exchange==None) or \
(symbol[:5].isdigit() and exchange and exchange.upper() in ['KRX', '한국거래소']):
return NaverDailyReader(symbol, start, end, exchange,
data_source).read()
# KRX-DELISTINGS
if (symbol[:5].isdigit() and exchange
and exchange.upper() in ['KRX-DELISTING']):
return KrxDelistingReader(symbol, start, end, exchange,
data_source).read()
# Investing
reader = InvestingDailyReader
df = reader(symbol, start, end, exchange, data_source).read()
end = min([pd.to_datetime(end), datetime.today()])
while len(df) and df.index[-1] < end: # issues/30
more = reader(symbol, df.index[-1] + timedelta(1), end, exchange,
data_source).read()
if len(more) == 0:
break
df = df.append(more)
return df
def __init__(self, symbol, start=None, end=None, exchange=None, kind=None):
self.symbol = symbol
start, end = _validate_dates(start, end)
self.start = start
self.end = end
self.exchange = exchange
self.kind = kind
def DataReader(symbol, start=None, end=None, exchange=None, kind=None):
start, end = _validate_dates(start, end)
if (symbol.isdigit() and len(symbol)==6 and exchange==None) or \
(symbol.isdigit() and exchange and exchange.upper() in ['KRX', '한국거래소']):
return NaverDailyReader(symbol, start, end, exchange, kind).read()
if (symbol.isdigit() and exchange and exchange.upper() in ['KRX-DELISTING']):
return KrxDelistingReader(symbol, start, end, exchange, kind).read()
reader = InvestingDailyReader
df = reader(symbol, start, end, exchange, kind).read()
end = min([pd.to_datetime(end), datetime.today()])
while len(df) and df.index[-1] < end: # issues/30
more = reader(symbol, df.index[-1] + timedelta(1), end, exchange, kind).read()
if len(more) == 0:
break
df = df.append(more)
return df
def DataReader(symbol, start=None, end=None, exchange=None, data_source=None):
'''
read price data from various exchanges or data source
* symbol: code or ticker
* start, end: date time string
* exchange: 'KRX'(default), 'KRX-DELISTING', 'NYSE', 'NASDAQ', 'AMEX', 'SSE', 'SZSE', 'HKEX', 'TSE', 'HOSE'
* data_source: 'FRED'
'''
start, end = _validate_dates(start, end)
# FRED Reader
if data_source and data_source.upper() == 'FRED':
return FredReader(symbol, start, end, exchange, data_source).read()
# KRX and Naver Finance
if (symbol[:5].isdigit() and exchange==None) or \
(symbol[:5].isdigit() and exchange and exchange.upper() in ['KRX', '한국거래소']):
return NaverDailyReader(symbol, start, end, exchange,
data_source).read()
# KRX-DELISTING
if (symbol[:5].isdigit() and exchange
and exchange.upper() in ['KRX-DELISTING']):
return KrxDelistingReader(symbol, start, end, exchange,
data_source).read()
# Investing
reader = InvestingDailyReader
df = reader(symbol, start, end, exchange, data_source).read()
end = min([pd.to_datetime(end), datetime.today()])
while len(df) and df.index[-1] < end: # issues/30
more = reader(symbol, df.index[-1] + timedelta(1), end, exchange,
data_source).read()
if len(more) == 0:
break
df = df.append(more)
return df
def DataReader(symbol, start=None, end=None, exchange=None, data_source=None):
start, end = _validate_dates(start, end)
use_cache = \
datetime(end.year, end.month, end.day) != datetime(datetime.today().year, datetime.today().month, datetime.today().day)
use_cache = False
if use_cache:
cwd = os.path.split(__file__)[0]
cache.ticker_cache_init()
ticker_cache = cache.ticker_cache_readall()
for i, (t, s, e) in enumerate(ticker_cache):
if t == symbol:
if s <= start and end <= e:
try:
df = pd.read_pickle(
(os.path.join(cwd, 'cache',
'{0}.pkl'.format(symbol))))
except FileNotFoundError:
# Cache line corrupted; refresh!
cache.ticker_cache_delete(i)
df = DataReader(symbol, start, end, exchange,
data_source)
else:
_start = min(start, s)
_end = max(end, e)
cache.ticker_cache_delete(i)
df = DataReader(symbol, _start, _end, exchange,
data_source)
break
original_df = pd.read_pickle(
(os.path.join(cwd, 'cache', '{0}.pkl'.format(symbol))))
return df[start:end + timedelta(days=1)]
new_cacheline = (symbol, cache.date_to_cacheline(start),
cache.date_to_cacheline(end))
# print('ticker cache before')
# print(ticker_cache)
ticker_cache.append((symbol, cache.date_to_cacheline(start),
cache.date_to_cacheline(end)))
# print('ticker cache before')
# print(ticker_cache)
cache.ticker_cache_write(ticker_cache)
# FRED Reader
if data_source and data_source.upper() == 'FRED':
ret = FredReader(symbol, start, end, exchange, data_source).read()
if use_cache:
ret.to_pickle(os.path.join(cwd, 'cache', '{0}.pkl'.format(symbol)))
return ret
# KRX and Naver Finance
if (symbol[:5].isdigit() and exchange==None) or \
(symbol[:5].isdigit() and exchange and exchange.upper() in ['KRX', '한국거래소']):
ret = NaverDailyReader(symbol, start, end, exchange,
data_source).read()
if use_cache:
ret.to_pickle(os.path.join(cwd, 'cache', '{0}.pkl'.format(symbol)))
return ret
# KRX-DELISTINGS
if (symbol[:5].isdigit() and exchange
and exchange.upper() in ['KRX-DELISTING']):
ret = KrxDelistingReader(symbol, start, end, exchange,
data_source).read()
if use_cache:
ret.to_pickle(os.path.join(cwd, 'cache', '{0}.pkl'.format(symbol)))
return ret
# Investing
reader = InvestingDailyReader
df = reader(symbol, start, end, exchange, data_source).read()
end = min([pd.to_datetime(end), datetime.today()])
while len(df) and df.index[-1] < end: # issues/30
more = reader(symbol, df.index[-1] + timedelta(1), end, exchange,
data_source).read()
if len(more) == 0:
break
df = df.append(more)
if use_cache:
df.to_pickle(os.path.join(cwd, 'cache', '{0}.pkl'.format(symbol)))
return df
def __init__(self, symbol, start=None, end=None, country=None):
self.symbol = symbol
start, end = _validate_dates(start, end)
self.start = start
self.end = end
self.country = country
def __init__(self, symbols, start=None, end=None):
self.symbols = symbols
start, end = _validate_dates(start, end)
self.start = start
self.end = end
def __init__(self, symbol, start=None, end=None, exchange=None, data_source=None):
self.symbol = symbol
start, end = _validate_dates(start, end)
self.start = start
self.end = end
self.data_source = data_source
