def get_symbols_info(symbols, keys=None):
if not isinstance(symbols, (list, tuple)):
symbols = list(symbols)
keys = keys or ["Symbol", "Name", "StockExchange", "LastTradeDate"]
yql = "select %(keys)s from yahoo.finance.quotes where symbol in (%(symbols)s)"
urls = []
for batched_symbols in batch(symbols, 100):
csv_symbols = ",".join(['"%s"' % s.upper() for s in batched_symbols])
urls.append(get_yql_url(yql % {"keys": ",".join(keys), "symbols": csv_symbols}))
downloader = Downloader()
results = []
for url, text in downloader.download(urls):
json_ = json.loads(text)
for result in json_["query"]["results"]["quote"]:
results.append(_convert_result(result))
return results
class QuandlDailyWikiProvider(object):
def __init__(self, api_key=None, batch_size=20, sleep=20):
self._api_key = api_key
self._downloader = Downloader(batch_size=batch_size, sleep=sleep)
@property
def api_key(self):
return self._api_key
@api_key.setter
def api_key(self, api_key):
self._api_key = api_key
def download(self, symbols, start=None, end=None):
if isinstance(symbols, str):
url = self._construct_url(symbols, start, end)
csv = self._downloader.download(url)
return csv_to_df(csv)
elif isinstance(symbols, (list, tuple)):
urls = [self._construct_url(symbol, start, end) for symbol in symbols]
elif isinstance(symbols, dict):
urls = [self._construct_url(symbol, d["start"], d["end"]) for symbol, d in symbols.items()]
else:
raise Exception("symbols must be a string, a list of strings, or a dict of string to start/end dates")
results = {}
for url, csv in self._downloader.download(urls):
symbol, df = self._url_to_symbol(url), csv_to_df(csv)
results[symbol] = df
print("parsed results for " + symbol)
return results
def _construct_url(self, symbol, start=None, end=None):
"""
Get historical data for the given name from quandl.
Date format is datetime
Returns a DataFrame.
"""
start, end = _sanitize_dates(start, end)
# if no specific dataset was provided, default to free WIKI dataset
if "/" not in symbol:
symbol = "WIKI/" + symbol
url = "https://www.quandl.com/api/v3/datasets/%s.csv?" % symbol
query_params = {
"start_date": start.strftime("%Y-%m-%d"),
"end_date": end.strftime("%Y-%m-%d"),
"collapse": "daily",
}
if self._api_key or "QUANDL_API_KEY" in os.environ:
query_params["api_key"] = self._api_key or os.environ["QUANDL_API_KEY"]
else:
print("Please provide your API key in the constructor, or set the QUANDL_API_KEY environment variable")
sys.exit(1)
return url + _encode_url(query_params)
def _url_to_symbol(self, url):
return url[url.rfind("/") + 1 : url.rfind(".csv")]
def __init__(self, api_key=None, batch_size=20, sleep=20):
self._api_key = api_key
self._downloader = Downloader(batch_size=batch_size, sleep=sleep)
class QuandlDailyWikiProvider(object):
def __init__(self, api_key=None, batch_size=20, sleep=20):
self._api_key = api_key
self._downloader = Downloader(batch_size=batch_size, sleep=sleep)
@property
def api_key(self):
return self._api_key
@api_key.setter
def api_key(self, api_key):
self._api_key = api_key
def download(self, symbols, start=None, end=None):
if isinstance(symbols, str):
url = self._construct_url(symbols, start, end)
csv = self._downloader.download(url)
return csv_to_df(csv)
elif isinstance(symbols, (list, tuple)):
urls = [
self._construct_url(symbol, start, end) for symbol in symbols
]
elif isinstance(symbols, dict):
urls = [
self._construct_url(symbol, d['start'], d['end'])
for symbol, d in symbols.items()
]
else:
raise Exception(
'symbols must be a string, a list of strings, or a dict of string to start/end dates'
)
results = {}
for url, csv in self._downloader.download(urls):
symbol, df = self._url_to_symbol(url), csv_to_df(csv)
results[symbol] = df
print('parsed results for ' + symbol)
return results
def _construct_url(self, symbol, start=None, end=None):
"""
Get historical data for the given name from quandl.
Date format is datetime
Returns a DataFrame.
"""
start, end = _sanitize_dates(start, end)
# if no specific dataset was provided, default to free WIKI dataset
if '/' not in symbol:
symbol = 'WIKI/' + symbol
url = 'https://www.quandl.com/api/v3/datasets/%s.csv?' % symbol
query_params = {
'start_date': start.strftime('%Y-%m-%d'),
'end_date': end.strftime('%Y-%m-%d'),
'collapse': 'daily'
}
if self._api_key or 'QUANDL_API_KEY' in os.environ:
query_params[
'api_key'] = self._api_key or os.environ['QUANDL_API_KEY']
else:
print(
'Please provide your API key in the constructor, or set the QUANDL_API_KEY environment variable'
)
sys.exit(1)
return url + _encode_url(query_params)
def _url_to_symbol(self, url):
return url[url.rfind('/') + 1:url.rfind('.csv')]
def __init__(self, api_key=None, batch_size=20, sleep=20):
self._api_key = api_key
self._downloader = Downloader(batch_size=batch_size, sleep=sleep)
