def update_dataframe(self):
if self.symbol is None:
return
if self.data is None:
self.data = AVTimeSeriesReader(symbols=self.symbol,
function=self.function,
api_key=self.API_KEY).read()
else:
last_timestamp = self.data.index[-1]
new_data = AVTimeSeriesReader(symbols=self.symbol,
start=last_timestamp,
function=self.function,
api_key=self.API_KEY).read()
if len(new_data) > 0:
frames = [self.data, new_data]
self.data = pd.concat(frames).drop_duplicates()
def get_stock_data(symbol: str,
start='1/1/1800',
end='1/1/2100',
function='TIME_SERIES_DAILY') -> pd.DataFrame:
# Load key settings
with open('config/keys.json') as f:
keys = json.load(f)
ts = AVTimeSeriesReader(symbols=symbol,
start=start,
end=end,
function=function,
api_key=keys['alpha_vantage_key'])
df = pd.DataFrame(ts.read())
ts.close()
df.index = pd.to_datetime(df.index)
return df
def get_data_alphavantage(*args, **kwargs):
return AVTimeSeriesReader(*args, **kwargs).read()
def DataReader(
name,
data_source=None,
start=None,
end=None,
retry_count=3,
pause=0.1,
session=None,
api_key=None,
):
"""
Imports data from a number of online sources.
Currently supports Google Finance, St. Louis FED (FRED),
and Kenneth French's data library, among others.
Parameters
----------
name : str or list of strs
the name of the dataset. Some data sources (IEX, fred) will
accept a list of names.
data_source: {str, None}
the data source ("iex", "fred", "ff")
start : {datetime, None}
left boundary for range (defaults to 1/1/2010)
end : {datetime, None}
right boundary for range (defaults to today)
retry_count : {int, 3}
Number of times to retry query request.
pause : {numeric, 0.001}
Time, in seconds, to pause between consecutive queries of chunks. If
single value given for symbol, represents the pause between retries.
session : Session, default None
requests.sessions.Session instance to be used
api_key : (str, None)
Optional parameter to specify an API key for certain data sources.
Examples
----------
# Data from Google Finance
aapl = DataReader("AAPL", "iex")
# Price and volume data from IEX
tops = DataReader(["GS", "AAPL"], "iex-tops")
# Top of book executions from IEX
gs = DataReader("GS", "iex-last")
# Real-time depth of book data from IEX
gs = DataReader("GS", "iex-book")
# Data from FRED
vix = DataReader("VIXCLS", "fred")
# Data from Fama/French
ff = DataReader("F-F_Research_Data_Factors", "famafrench")
ff = DataReader("F-F_Research_Data_Factors_weekly", "famafrench")
ff = DataReader("6_Portfolios_2x3", "famafrench")
ff = DataReader("F-F_ST_Reversal_Factor", "famafrench")
"""
expected_source = [
"yahoo",
"iex",
"iex-tops",
"iex-last",
"iex-last",
"bankofcanada",
"stooq",
"iex-book",
"enigma",
"fred",
"famafrench",
"oecd",
"eurostat",
"nasdaq",
"quandl",
"moex",
"robinhood",
"tiingo",
"yahoo-actions",
"yahoo-dividends",
"av-forex",
"av-daily",
"av-daily-adjusted",
"av-weekly",
"av-weekly-adjusted",
"av-monthly",
"av-monthly-adjusted",
"av-intraday",
"econdb",
]
if data_source not in expected_source:
msg = "data_source=%r is not implemented" % data_source
raise NotImplementedError(msg)
if data_source == "yahoo":
return YahooDailyReader(
symbols=name,
start=start,
end=end,
adjust_price=False,
chunksize=25,
retry_count=retry_count,
pause=pause,
session=session,
).read()
elif data_source == "iex":
return IEXDailyReader(
symbols=name,
start=start,
end=end,
chunksize=25,
api_key=api_key,
retry_count=retry_count,
pause=pause,
session=session,
).read()
elif data_source == "iex-tops":
return IEXTops(
symbols=name,
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
).read()
elif data_source == "iex-last":
return IEXLasts(
symbols=name,
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
).read()
elif data_source == "bankofcanada":
return BankOfCanadaReader(
symbols=name,
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
).read()
elif data_source == "stooq":
return StooqDailyReader(
symbols=name,
chunksize=25,
retry_count=retry_count,
pause=pause,
session=session,
).read()
elif data_source == "iex-book":
return IEXDeep(
symbols=name,
service="book",
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
).read()
elif data_source == "enigma":
return EnigmaReader(dataset_id=name, api_key=api_key).read()
elif data_source == "fred":
return FredReader(
symbols=name,
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
).read()
elif data_source == "famafrench":
return FamaFrenchReader(
symbols=name,
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
).read()
elif data_source == "oecd":
return OECDReader(
symbols=name,
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
).read()
elif data_source == "eurostat":
return EurostatReader(
symbols=name,
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
).read()
elif data_source == "nasdaq":
if name != "symbols":
raise ValueError("Only the string 'symbols' is supported for "
"Nasdaq, not %r" % (name, ))
return get_nasdaq_symbols(retry_count=retry_count, pause=pause)
elif data_source == "quandl":
return QuandlReader(
symbols=name,
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
api_key=api_key,
).read()
elif data_source == "moex":
return MoexReader(
symbols=name,
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
).read()
elif data_source == "robinhood":
return RobinhoodHistoricalReader(
symbols=name,
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
).read()
elif data_source == "tiingo":
return TiingoDailyReader(
symbols=name,
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
api_key=api_key,
).read()
elif data_source == "yahoo-actions":
return YahooActionReader(
symbols=name,
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
).read()
elif data_source == "yahoo-dividends":
return YahooDivReader(
symbols=name,
start=start,
end=end,
adjust_price=False,
chunksize=25,
retry_count=retry_count,
pause=pause,
session=session,
interval="d",
).read()
elif data_source == "av-forex":
return AVForexReader(
symbols=name,
retry_count=retry_count,
pause=pause,
session=session,
api_key=api_key,
).read()
elif data_source == "av-daily":
return AVTimeSeriesReader(
symbols=name,
function="TIME_SERIES_DAILY",
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
api_key=api_key,
).read()
elif data_source == "av-daily-adjusted":
return AVTimeSeriesReader(
symbols=name,
function="TIME_SERIES_DAILY_ADJUSTED",
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
api_key=api_key,
).read()
elif data_source == "av-weekly":
return AVTimeSeriesReader(
symbols=name,
function="TIME_SERIES_WEEKLY",
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
api_key=api_key,
).read()
elif data_source == "av-weekly-adjusted":
return AVTimeSeriesReader(
symbols=name,
function="TIME_SERIES_WEEKLY_ADJUSTED",
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
api_key=api_key,
).read()
elif data_source == "av-monthly":
return AVTimeSeriesReader(
symbols=name,
function="TIME_SERIES_MONTHLY",
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
api_key=api_key,
).read()
elif data_source == "av-monthly-adjusted":
return AVTimeSeriesReader(
symbols=name,
function="TIME_SERIES_MONTHLY_ADJUSTED",
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
api_key=api_key,
).read()
elif data_source == "av-intraday":
return AVTimeSeriesReader(
symbols=name,
function="TIME_SERIES_INTRADAY",
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
api_key=api_key,
).read()
elif data_source == "econdb":
return EcondbReader(
symbols=name,
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
).read()
else:
msg = "data_source=%r is not implemented" % data_source
raise NotImplementedError(msg)