def get_data_vendor(self, md_request):
"""Loads appropriate data vendor class
Parameters
----------
md_request : MarketDataRequest
the data_source to use "bloomberg", "quandl", "yahoo", "google",
"fred" etc. we can also have forms like "bloomberg-boe" separated
by hyphens
Returns
-------
DataVendor
"""
logger = LoggerManager().getLogger(__name__)
data_source = md_request.data_source
data_engine = md_request.data_engine
# Special case for files (csv, h5, parquet or zip)
if ".csv" in str(data_source) or ".h5" in str(data_source) or \
".parquet" in str(data_source) or ".zip" in str(data_source) \
or data_engine is not None:
from findatapy.market.datavendorweb import DataVendorFlatFile
data_vendor = DataVendorFlatFile()
else:
try:
data_source = data_source.split("-")[0]
except:
logger.error("Was data data_source specified?")
return None
if data_source == "bloomberg":
try:
from findatapy.market.datavendorbbg import \
DataVendorBBGOpen
data_vendor = DataVendorBBGOpen()
except:
logger.warn("Bloomberg needs to be installed")
elif data_source == "quandl":
from findatapy.market.datavendorweb import DataVendorQuandl
data_vendor = DataVendorQuandl()
elif data_source == "eikon":
from findatapy.market.datavendorweb import DataVendorEikon
data_vendor = DataVendorEikon()
elif data_source == "ons":
from findatapy.market.datavendorweb import DataVendorONS
data_vendor = DataVendorONS()
elif data_source == "boe":
from findatapy.market.datavendorweb import DataVendorBOE
data_vendor = DataVendorBOE()
elif data_source == "dukascopy":
from findatapy.market.datavendorweb import DataVendorDukasCopy
data_vendor = DataVendorDukasCopy()
elif data_source == "fxcm":
from findatapy.market.datavendorweb import DataVendorFXCM
data_vendor = DataVendorFXCM()
elif data_source == "alfred":
from findatapy.market.datavendorweb import DataVendorALFRED
data_vendor = DataVendorALFRED()
elif data_source == "yahoo":
from findatapy.market.datavendorweb import DataVendorYahoo
data_vendor = DataVendorYahoo()
elif data_source in ["google", "fred", "oecd", "eurostat",
"edgar-index"]:
from findatapy.market.datavendorweb import DataVendorPandasWeb
data_vendor = DataVendorPandasWeb()
elif data_source == "bitcoincharts":
from findatapy.market.datavendorweb import \
DataVendorBitcoincharts
data_vendor = DataVendorBitcoincharts()
elif data_source == "poloniex":
from findatapy.market.datavendorweb import DataVendorPoloniex
data_vendor = DataVendorPoloniex()
elif data_source == "binance":
from findatapy.market.datavendorweb import DataVendorBinance
data_vendor = DataVendorBinance()
elif data_source == "bitfinex":
from findatapy.market.datavendorweb import DataVendorBitfinex
data_vendor = DataVendorBitfinex()
elif data_source == "gdax":
from findatapy.market.datavendorweb import DataVendorGdax
data_vendor = DataVendorGdax()
elif data_source == "kraken":
from findatapy.market.datavendorweb import DataVendorKraken
data_vendor = DataVendorKraken()
elif data_source == "bitmex":
from findatapy.market.datavendorweb import DataVendorBitmex
data_vendor = DataVendorBitmex()
elif data_source == "alphavantage":
from findatapy.market.datavendorweb import \
DataVendorAlphaVantage
data_vendor = DataVendorAlphaVantage()
elif data_source == "huobi":
from findatapy.market.datavendorweb import DataVendorHuobi
data_vendor = DataVendorHuobi()
elif data_source in self._data_vendor_dict:
data_vendor = self._data_vendor_dict[data_source]
else:
logger.warn(str(data_source) +
" is an unrecognized data source")
return data_vendor
def get_data_vendor(self, source):
"""Loads appropriate data service class
Parameters
----------
source : str
the data service to use "bloomberg", "quandl", "yahoo", "google", "fred" etc.
we can also have forms like "bloomberg-boe" separated by hyphens
Returns
-------
DataVendor
"""
data_vendor = None
try:
source = source.split("-")[0]
except:
self.logger.error("Was data source specified?")
return None
if source == 'bloomberg':
try:
from findatapy.market.datavendorbbg import DataVendorBBGOpen
data_vendor = DataVendorBBGOpen()
except:
self.logger.warn("Bloomberg needs to be installed")
elif source == 'quandl':
from findatapy.market.datavendorweb import DataVendorQuandl
data_vendor = DataVendorQuandl()
elif source == 'ons':
from findatapy.market.datavendorweb import DataVendorONS
data_vendor = DataVendorONS()
elif source == 'boe':
from findatapy.market.datavendorweb import DataVendorBOE
data_vendor = DataVendorBOE()
elif source == 'dukascopy':
from findatapy.market.datavendorweb import DataVendorDukasCopy
data_vendor = DataVendorDukasCopy()
elif source == 'fxcm':
from findatapy.market.datavendorweb import DataVendorFXCM
data_vendor = DataVendorFXCM()
elif source == 'alfred':
from findatapy.market.datavendorweb import DataVendorALFRED
data_vendor = DataVendorALFRED()
elif source == 'yahoo':
from findatapy.market.datavendorweb import DataVendorYahoo
data_vendor = DataVendorYahoo()
elif source in ['google', 'fred', 'oecd', 'eurostat', 'edgar-index']:
from findatapy.market.datavendorweb import DataVendorPandasWeb
data_vendor = DataVendorPandasWeb()
elif source == 'bitcoincharts':
from findatapy.market.datavendorweb import DataVendorBitcoincharts
data_vendor = DataVendorBitcoincharts()
elif source == 'poloniex':
from findatapy.market.datavendorweb import DataVendorPoloniex
data_vendor = DataVendorPoloniex()
elif source == 'binance':
from findatapy.market.datavendorweb import DataVendorBinance
data_vendor = DataVendorBinance()
elif source == 'bitfinex':
from findatapy.market.datavendorweb import DataVendorBitfinex
data_vendor = DataVendorBitfinex()
elif source == 'gdax':
from findatapy.market.datavendorweb import DataVendorGdax
data_vendor = DataVendorGdax()
elif source == 'kraken':
from findatapy.market.datavendorweb import DataVendorKraken
data_vendor = DataVendorKraken()
elif source == 'bitmex':
from findatapy.market.datavendorweb import DataVendorBitmex
data_vendor = DataVendorBitmex()
elif '.csv' in source or '.h5' in source:
from findatapy.market.datavendorweb import DataVendorFlatFile
data_vendor = DataVendorFlatFile()
elif source == 'alphavantage':
from findatapy.market.datavendorweb import DataVendorAlphaVantage
data_vendor = DataVendorAlphaVantage()
elif source == 'huobi':
from findatapy.market.datavendorweb import DataVendorHuobi
data_vendor = DataVendorHuobi()
# TODO add support for other data sources (like Reuters)
return data_vendor
def get_data_vendor(self, md_request):
"""Loads appropriate data service class
Parameters
----------
md_request : MarketDataRequest
the data_source to use "bloomberg", "quandl", "yahoo", "google", "fred" etc.
we can also have forms like "bloomberg-boe" separated by hyphens
Returns
-------
DataVendor
"""
logger = LoggerManager().getLogger(__name__)
data_source = md_request.data_source
data_engine = md_request.data_engine
# Special case for files (csv, h5, parquet or zip)
if '.csv' in str(data_source) or '.h5' in str(data_source) or '.parquet' in str(data_source) or '.zip' in str(data_source) \
or data_engine is not None:
from findatapy.market.datavendorweb import DataVendorFlatFile
data_vendor = DataVendorFlatFile()
else:
try:
data_source = data_source.split("-")[0]
except:
logger.error("Was data data_source specified?")
return None
if data_source == 'bloomberg':
try:
from findatapy.market.datavendorbbg import DataVendorBBGOpen
data_vendor = DataVendorBBGOpen()
except:
logger.warn("Bloomberg needs to be installed")
elif data_source == 'quandl':
from findatapy.market.datavendorweb import DataVendorQuandl
data_vendor = DataVendorQuandl()
elif data_source == 'eikon':
from findatapy.market.datavendorweb import DataVendorEikon
data_vendor = DataVendorEikon()
elif data_source == 'ons':
from findatapy.market.datavendorweb import DataVendorONS
data_vendor = DataVendorONS()
elif data_source == 'boe':
from findatapy.market.datavendorweb import DataVendorBOE
data_vendor = DataVendorBOE()
elif data_source == 'dukascopy':
from findatapy.market.datavendorweb import DataVendorDukasCopy
data_vendor = DataVendorDukasCopy()
elif data_source == 'fxcm':
from findatapy.market.datavendorweb import DataVendorFXCM
data_vendor = DataVendorFXCM()
elif data_source == 'alfred':
from findatapy.market.datavendorweb import DataVendorALFRED
data_vendor = DataVendorALFRED()
elif data_source == 'yahoo':
from findatapy.market.datavendorweb import DataVendorYahoo
data_vendor = DataVendorYahoo()
elif data_source in ['google', 'fred', 'oecd', 'eurostat', 'edgar-index']:
from findatapy.market.datavendorweb import DataVendorPandasWeb
data_vendor = DataVendorPandasWeb()
elif data_source == 'bitcoincharts':
from findatapy.market.datavendorweb import DataVendorBitcoincharts
data_vendor = DataVendorBitcoincharts()
elif data_source == 'poloniex':
from findatapy.market.datavendorweb import DataVendorPoloniex
data_vendor = DataVendorPoloniex()
elif data_source == 'binance':
from findatapy.market.datavendorweb import DataVendorBinance
data_vendor = DataVendorBinance()
elif data_source == 'bitfinex':
from findatapy.market.datavendorweb import DataVendorBitfinex
data_vendor = DataVendorBitfinex()
elif data_source == 'gdax':
from findatapy.market.datavendorweb import DataVendorGdax
data_vendor = DataVendorGdax()
elif data_source == 'kraken':
from findatapy.market.datavendorweb import DataVendorKraken
data_vendor = DataVendorKraken()
elif data_source == 'bitmex':
from findatapy.market.datavendorweb import DataVendorBitmex
data_vendor = DataVendorBitmex()
elif data_source == 'alphavantage':
from findatapy.market.datavendorweb import DataVendorAlphaVantage
data_vendor = DataVendorAlphaVantage()
elif data_source == 'huobi':
from findatapy.market.datavendorweb import DataVendorHuobi
data_vendor = DataVendorHuobi()
# TODO add support for other data sources (like Reuters)
return data_vendor