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Merge pull request #33 from BharatKalluri/master

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Added fmt options for all methods
This commit is contained in:
Cameron Yick
2017-10-22 20:00:48 -04:00
committed by GitHub
parent 556e04e9ec 6829962ad6
commit 5fd3d6fad3
7 changed files with 126 additions and 64 deletions
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1
AUTHORS.rst
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@@ -11,3 +11,4 @@ Contributors
------------
* Dmitry Budaev <condemil@gmail.com>
* Bharat Kalluri

6
HISTORY.rst
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@@ -2,6 +2,12 @@
History
=======
0.4.0 (2017-10-22)
------------------
* Make tests run in 1/10th the time with ``vcr.py`` (@condemil #32)
* Add support for returning python objects instead of dictionaries (@BharatKalluri #33)
0.3.0 (2017-09-17)
------------------

14
README.rst
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@@ -97,11 +97,17 @@ Features
* Easy programmatic access to Tiingo API
* Reuse requests session across API calls for better performance
* Coming soon:
* Client-side validation of tickers
* Data validation of returned responses
* Case insensitivity for ticker names
* On most methods, pass in `fmt="object"` as a keyword to have your responses come back as `NamedTuples`, which should have a lower memory impact than regular Python dictionaries.
Roadmap:
--------
* Client-side validation of tickers
* Data validation of returned responses
* Case insensitivity for ticker names
* More documentation / code examples
Feel free to file a PR that implements any of the above items.
Credits
---------

2
requirements_dev.txt
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@@ -6,7 +6,7 @@ flake8==3.4.1
tox==2.9.1
coverage==4.4.1
Sphinx==1.6.4
cryptography==2.0.3
cryptography==2.1.1
PyYAML==3.12
pytest==3.2.3
pytest-runner==2.12.1

124
tests/test_tiingo.py
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@@ -1,11 +1,8 @@
#!/usr/bin/env python
# -*- coding: utf-8 -*-
"""Tests for `tiingo` package."""
import csv
from unittest import TestCase
import vcr
from tiingo import TiingoClient
@@ -14,13 +11,11 @@ from tiingo.restclient import RestClientError
# TODO
# Add tests for
# Invalid API key
# Invalid ticker
# Use unittest asserts rather than regular asserts
# - Invalid API key
# - Invalid ticker
# Use unittest asserts rather than regular asserts if applicable
# Wrap server errors with client side descriptive errors
# Coerce startDate/endDate to string if they are passed in as datetime
# Use VCR.py to enable offline testing
# Expand test coverage
def test_client_repr():
@@ -35,47 +30,57 @@ class TestTickerPrices(TestCase):
def setUp(self):
self._client = TiingoClient()
# Stub all endpoints that get reused
with vcr.use_cassette('tests/fixtures/ticker_price.yaml'):
self._ticker_price_response = \
self._client.get_ticker_price("GOOGL")
with vcr.use_cassette('tests/fixtures/ticker_metadata.yaml'):
self._ticker_metadata_response = \
self._client.get_ticker_metadata("GOOGL")
@vcr.use_cassette('tests/fixtures/ticker_metadata.yaml')
def test_ticker_metadata(self):
"""Refactor this with python data schemavalidation"""
metadata = self._client.get_ticker_metadata("GOOGL")
assert metadata.get('ticker') == "GOOGL"
assert metadata.get("name")
@vcr.use_cassette('tests/fixtures/ticker_metadata.yaml')
def test_ticker_metadata_as_object(self):
metadata = self._client.get_ticker_metadata("GOOGL", fmt="object")
assert metadata.ticker == "GOOGL" # Access property via ATTRIBUTE
assert metadata.name # (contrast with key access above
@vcr.use_cassette('tests/fixtures/ticker_price.yaml')
def test_ticker_price(self):
"""Test the EOD Prices Endpoint"""
assert len(self._ticker_price_response) == 1
assert self._ticker_price_response[0].get('adjClose')
"""Test that EOD Prices Endpoint works"""
prices = self._client.get_ticker_price("GOOGL")
assert len(prices) == 1
assert prices[0].get('adjClose')
@vcr.use_cassette('tests/fixtures/ticker_price.yaml')
def test_ticker_price_as_object(self):
"""Test that EOD Prices Endpoint works"""
prices = self._client.get_ticker_price("GOOGL", fmt="object")
assert len(prices) == 1
assert hasattr(prices[0], 'adjClose')
@vcr.use_cassette('tests/fixtures/ticker_price_with_date.yaml')
def test_ticker_price_with_date(self):
"""Test the EOD Prices Endpoint with data param"""
with vcr.use_cassette('tests/fixtures/ticker_price_with_date.yaml'):
prices = self._client.get_ticker_price("GOOGL",
startDate="2015-01-01",
endDate="2015-01-05")
prices = self._client.get_ticker_price("GOOGL",
startDate="2015-01-01",
endDate="2015-01-05")
self.assertGreater(len(prices), 1)
@vcr.use_cassette('tests/fixtures/ticker_price_with_date_csv.yaml')
def test_ticker_price_with_csv(self):
"""Confirm that CSV endpoint works"""
with vcr.use_cassette('tests/fixtures/ticker_price_with_date_csv.yaml'):
prices_csv = self._client.get_ticker_price("GOOGL",
startDate="2015-01-01",
endDate="2015-01-05",
fmt='csv')
prices_csv = self._client.get_ticker_price("GOOGL",
startDate="2015-01-01",
endDate="2015-01-05",
fmt='csv')
reader = csv.reader(prices_csv.splitlines(), delimiter=",")
rows = list(reader)
assert len(rows) > 2 # more than 1 day of data
def test_ticker_metadata(self):
"""Refactor this with python data schemavalidation"""
assert self._ticker_metadata_response.get('ticker') == "GOOGL"
assert self._ticker_metadata_response.get("name")
@vcr.use_cassette('tests/fixtures/list_stock_tickers.yaml')
def test_list_stock_tickers(self):
"""Update this test when the method is added."""
with vcr.use_cassette('tests/fixtures/list_stock_tickers.yaml'):
tickers = self._client.list_stock_tickers()
tickers = self._client.list_stock_tickers()
assert len(tickers) > 1
assert all(ticker['assetType'] == 'Stock' for ticker in tickers)
@@ -96,38 +101,55 @@ class TestNews(TestCase):
'crawlDate',
'id'
]
def test_get_news_articles(self):
"""Confirm that news article work"""
NUM_ARTICLES = 1
search_params = {
# Search for articles about a topic
self.num_articles = 1
self.search_params = {
"tickers": ["aapl", "googl"],
"tags": ["Technology", "Bitcoin"],
"startDate": "2016-01-01",
"endDate": "2017-08-31",
"sources": ['washingtonpost.com', 'altcointoday.com'],
"limit": NUM_ARTICLES
"limit": self.num_articles
}
with vcr.use_cassette('tests/fixtures/news.yaml'):
articles = self._client.get_news(**search_params)
assert len(articles) == NUM_ARTICLES
@vcr.use_cassette('tests/fixtures/news.yaml')
def test_get_news_articles(self):
articles = self._client.get_news(**self.search_params)
assert len(articles) == self.num_articles
for article in articles:
assert all(key in article for key in self.article_keys)
@vcr.use_cassette('tests/fixtures/news_bulk.yaml')
def test_get_news_bulk(self):
"""Fails because this API key lacks institutional license"""
with self.assertRaises(RestClientError),\
vcr.use_cassette('tests/fixtures/news_bulk.yaml'):
with self.assertRaises(RestClientError):
value = self._client.get_bulk_news(file_id="1")
assert value
@vcr.use_cassette('tests/fixtures/news_bulk_file_ids.yaml')
def test_get_news_bulk_ids(self):
"""Fails because this API key lacks institutional license"""
with self.assertRaises(RestClientError),\
vcr.use_cassette('tests/fixtures/news_bulk_file_ids.yaml'):
with self.assertRaises(RestClientError):
value = self._client.get_bulk_news()
assert value
# Tests "object" formatting option
@vcr.use_cassette('tests/fixtures/news.yaml')
def test_get_news_as_objects(self):
articles = self._client.get_news(fmt="object", **self.search_params)
assert len(articles) == self.num_articles
for article in articles: # check if attribute access works
assert all(hasattr(article, key) for key in self.article_keys)
@vcr.use_cassette('tests/fixtures/news_bulk_file_ids.yaml')
def test_get_news_bulk_ids_as_objects(self):
"""Fails because this API key lacks institutional license"""
with self.assertRaises(RestClientError):
value = self._client.get_bulk_news(fmt="object")
assert value
@vcr.use_cassette('tests/fixtures/news_bulk.yaml')
def test_news_bulk_as_objects(self):
"""Fails because this API key lacks institutional license"""
with self.assertRaises(RestClientError):
assert self._client.get_bulk_news(file_id="1", fmt="object")

2
tiingo/__version__.py
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@@ -1,2 +1,2 @@
# -*- coding: utf-8 -*-
__version__ = '0.3.2'
__version__ = '0.4.0'

41
tiingo/api.py
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@@ -4,6 +4,8 @@ import os
import sys
import pkg_resources
import csv
import json
from collections import namedtuple
from zipfile import ZipFile
@@ -34,6 +36,15 @@ def get_buffer_from_zipfile(zipfile, filename):
return TextIOWrapper(BytesIO(zipfile.read(filename)))
def dict_to_object(item, object_name):
"""Converts a python dict to a namedtuple, saving memory."""
fields = item.keys()
values = item.values()
return json.loads(json.dumps(item),
object_hook=lambda d:
namedtuple(object_name, fields)(*values))
class TiingoClient(RestClient):
"""Class for managing interactions with the Tiingo REST API
@@ -79,7 +90,7 @@ class TiingoClient(RestClient):
return [row for row in reader
if row.get('assetType') == 'Stock']
def get_ticker_metadata(self, ticker):
def get_ticker_metadata(self, ticker, fmt='json'):
"""Return metadata for 1 ticker
Use TiingoClient.list_tickers() to get available options
@@ -88,7 +99,11 @@ class TiingoClient(RestClient):
"""
url = "tiingo/daily/{}".format(ticker)
response = self._request('GET', url)
return response.json()
data = response.json()
if fmt == 'json':
return data
elif fmt == 'object':
return dict_to_object(data, "Ticker")
def get_ticker_price(self, ticker,
startDate=None, endDate=None,
@@ -108,7 +123,7 @@ class TiingoClient(RestClient):
"""
url = "tiingo/daily/{}/prices".format(ticker)
params = {
'format': fmt,
'format': fmt if fmt != "object" else 'json', # conversion local
'frequency': frequency
}
@@ -122,13 +137,17 @@ class TiingoClient(RestClient):
response = self._request('GET', url, params=params)
if fmt == "json":
return response.json()
elif fmt == "object":
data = response.json()
return [dict_to_object(item, "TickerPrice") for item in data]
else:
return response.content.decode("utf-8")
# NEWS FEEDS
# tiingo/news
def get_news(self, tickers=[], tags=[], sources=[], startDate=None,
endDate=None, limit=100, offset=0, sortBy="publishedDate"):
endDate=None, limit=100, offset=0, sortBy="publishedDate",
fmt='json'):
"""Return list of news articles matching given search terms
https://api.tiingo.com/docs/tiingo/news
@@ -155,9 +174,13 @@ class TiingoClient(RestClient):
'endDate': endDate
}
response = self._request('GET', url, params=params)
return response.json()
data = response.json()
if fmt == 'json':
return data
elif fmt == 'object':
return [dict_to_object(item, "NewsArticle") for item in data]
def get_bulk_news(self, file_id=None):
def get_bulk_news(self, file_id=None, fmt='json'):
"""Only available to institutional clients.
If ID is NOT provided, return array of available file_ids.
If ID is provided, provides URL which you can use to download your
@@ -169,4 +192,8 @@ class TiingoClient(RestClient):
url = "tiingo/news/bulk_download"
response = self._request('GET', url)
return response.json()
data = response.json()
if fmt == 'json':
return data
elif fmt == 'object':
return dict_to_object(data, "BulkNews")