def test_sanitize_invalid_dates(self):
with pytest.raises(ValueError):
_sanitize_dates(2019, 2018)
with pytest.raises(ValueError):
_sanitize_dates("2019-01-01", "2018-01-01")
with pytest.raises(ValueError):
_sanitize_dates("20199", None)
with pytest.raises(ValueError):
_sanitize_dates(2022, None)
with pytest.raises(ValueError):
_sanitize_dates(None, 2022)
def test_sanitize_dates_int(self):
start_int = 2018
end_int = 2019
expected_start = pd.to_datetime(dt.datetime(start_int, 1, 1))
expected_end = pd.to_datetime(dt.datetime(end_int, 1, 1))
assert _sanitize_dates(start_int,
end_int) == (expected_start, expected_end)
def get_historical_data(symbols=None,
start=None,
end=None,
output_format='json',
**kwargs):
"""
Top-level function to obtain historical date for a symbol or list of
symbols. Return an instance of HistoricalReader
Parameters
----------
symbols: str or list, default None
A symbol or list of symbols
start: datetime.datetime, default None
Beginning of desired date range
end: datetime.datetime, default None
End of required date range
output_format: str, default 'json', optional
Desired output format (json or pandas)
kwargs:
Additional Request Parameters (see base class)
Returns
-------
list or DataFrame
Historical stock prices over date range, start to end
"""
start, end = _sanitize_dates(start, end)
return HistoricalReader(symbols,
start=start,
end=end,
output_format=output_format,
**kwargs).fetch()
def get_stats_daily(start=None,
end=None,
last=None,
output_format='json',
**kwargs):
"""
Top-level function for obtaining data from the Historical Daily endpoint
of IEX Stats
Parameters
----------
start: datetime.datetime, default None, optional
Start of data retrieval period
end: datetime.datetime, default None, optional
End of data retrieval period
last: int, default None, optional
Used in place of date range to retrieve previous number of trading days
(up to 90)
output_format: str, default 'json', optional
Desired output format.
kwargs:
Additional Request Parameters (see base class)
"""
start, end = _sanitize_dates(start, end)
return DailySummaryReader(start=start,
end=end,
last=last,
output_format=output_format,
**kwargs).fetch()
def test_sanitize_dates_default(self):
exp_start = datetime.datetime(2015, 1, 1, 0, 0)
exp_end = datetime.datetime.today()
start, end = _sanitize_dates(None, None)
assert start == exp_start
assert end.date() == exp_end.date()
def get_stats_daily(start=None, end=None, last=None, **kwargs):
"""
Stats Historical Daily
This call will return daily stats for a given month or day.
.. warning:: This endpoint is marked as "in development" by the provider.
Reference: https://iexcloud.io/docs/api/#stats-historical-daily-in-dev
Data Weighting: ``Free``
Parameters
----------
start : string, int, date, datetime, Timestamp
Starting date. Parses many different kind of date
representations (e.g., 'JAN-01-2010', '1/1/10', 'Jan, 1, 1980').
Defaults to 15 years before current date.
end : string, int, date, datetime, Timestamp
Ending date
last: int, default None, optional
Used in place of date range to retrieve previous number of trading days
(up to 90)
kwargs:
Additional Request Parameters (see base class)
"""
start, end = _sanitize_dates(start, end)
return DailySummaryReader(start=start, end=end, last=last,
**kwargs).fetch()
def get_stats_daily(start=None, end=None, last=None, **kwargs):
"""
Stats Historical Daily
This call will return daily stats for a given month or day.
.. warning:: This endpoint is marked as "in development" by the provider.
Reference: https://iexcloud.io/docs/api/#stats-historical-daily-in-dev
Data Weighting: ``Free``
Parameters
----------
start: datetime.datetime, default None, optional
Start of data retrieval period
end: datetime.datetime, default None, optional
End of data retrieval period
last: int, default None, optional
Used in place of date range to retrieve previous number of trading days
(up to 90)
kwargs:
Additional Request Parameters (see base class)
"""
start, end = _sanitize_dates(start, end)
return DailySummaryReader(start=start, end=end, last=last,
**kwargs).fetch()
def get_stats_daily(start=None, end=None, last=None, **kwargs):
"""
MOVED to iexfinance.iexdata.get_stats_daily
"""
import warnings
warnings.warn(WNG_MSG % ("get_stats_daily", "iexdata.get_stats_daily"))
start, end = _sanitize_dates(start, end)
return DailySummaryReader(start=start, end=end, last=last,
**kwargs).fetch()
def __init__(self,
symbols,
start=None,
end=None,
close_only=False,
**kwargs):
start = start or datetime.datetime.today() - datetime.timedelta(
days=365)
self.start, self.end = _sanitize_dates(start, end)
self.close_only = close_only
super(HistoricalReader, self).__init__(symbols, **kwargs)
def __init__(self, start=None, end=None, last=None, **kwargs):
self.curr_date = start
self.last = last
# if no start specified, use 4 years from previous date to override
# _sanitize_dates
if start is None:
start = dt.date.today() - timedelta(days=365 * 4)
self.start, self.end = _sanitize_dates(start, end)
self.json_parse_int = kwargs.pop("json_parse_int", None)
self.json_parse_float = kwargs.pop("json_parse_float", None)
self._validate_params()
super(DailySummaryReader, self).__init__(**kwargs)
def get_historical_data(symbols, start=None, end=None, **kwargs):
"""
Function to obtain historical date for a symbol or list of
symbols. Return an instance of HistoricalReader
Parameters
----------
symbols: str or list
A symbol or list of symbols
start: datetime.datetime, default None
Beginning of desired date range
end: datetime.datetime, default None
End of required date range
kwargs:
Additional Request Parameters (see base class)
Returns
-------
list or DataFrame
Historical stock prices over date range, start to end
"""
start, end = _sanitize_dates(start, end)
return HistoricalReader(symbols, start=start, end=end, **kwargs).fetch()
def test_sanitize_dates(self, input_date):
expected_start = pd.to_datetime(input_date)
expected_end = pd.to_datetime(dt.date.today())
result = _sanitize_dates(input_date, None)
assert result == (expected_start, expected_end)
def __init__(self, symbols, start, end=None, close_only=False, **kwargs):
self.start, self.end = _sanitize_dates(start, end)
self.single_day = True if self.end is None else False
self.close_only = close_only
super(HistoricalReader, self).__init__(symbols, **kwargs)
def test_sanitize_dates(self):
start = datetime.datetime(2017, 3, 4)
end = datetime.datetime(2018, 3, 9)
assert _sanitize_dates(start, end) == (start, end)
def test_sanitize_dates_years(self):
expected = (datetime.datetime(2017, 1,
1), datetime.datetime(2018, 1, 1))
assert _sanitize_dates(2017, 2018) == expected
def __init__(self, start=None, end=None, **kwargs):
self.curr_date = start
self.date_format = "%Y%m"
self.start, self.end = _sanitize_dates(start, end)
self._validate_dates(self.start, self.end)
super(MonthlySummaryReader, self).__init__(**kwargs)
def test_sanitize_dates_defaults(self):
start_raw = dt.date.today() - dt.timedelta(days=365 * 15)
default_start = pd.to_datetime(start_raw)
default_end = pd.to_datetime(dt.date.today())
assert _sanitize_dates(None, None) == (default_start, default_end)
def test_sanitize_dates_error(self):
start = datetime.datetime(2018, 1, 1)
end = datetime.datetime(2017, 1, 1)
with pytest.raises(ValueError):
_sanitize_dates(start, end)
