aljaz/tiingo-python
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Davis Thames
2018-07-04 13:24:04 -04:00
parent 3fbb6e5121
commit 7672b2f2fa
2 changed files with 15 additions and 14 deletions
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1
AUTHORS.rst
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@@ -13,3 +13,4 @@ Contributors
* Dmitry Budaev <condemil@gmail.com> * Dmitry Budaev <condemil@gmail.com>
* Bharat Kalluri * Bharat Kalluri
* Stephen Clark <steveclarkcode@gmail.com> * Stephen Clark <steveclarkcode@gmail.com>
* Davis Thames

28
tiingo/api.py
View File

@@ -88,11 +88,14 @@ class TiingoClient(RestClient):
'User-Agent': 'tiingo-python-client {}'.format(VERSION) 'User-Agent': 'tiingo-python-client {}'.format(VERSION)
} }
self._frequency_pattern = re.compile('^[0-9]+(min)$|(hour)$', re.IGNORECASE) self._frequency_pattern = re.compile('^[0-9]+(min|hour)$', re.IGNORECASE)
def __repr__(self): def __repr__(self):
return '<TiingoClient(url="{}")>'.format(self._base_url) return '<TiingoClient(url="{}")>'.format(self._base_url)
def _is_eod_frequency(self,frequency):
return frequency.lower() in ['daily', 'weekly', 'monthly', 'annually']
# TICKER PRICE ENDPOINTS # TICKER PRICE ENDPOINTS
# https://api.tiingo.com/docs/tiingo/daily # https://api.tiingo.com/docs/tiingo/daily
def list_tickers(self, assetType): def list_tickers(self, assetType):
@@ -142,17 +145,14 @@ class TiingoClient(RestClient):
:param frequency (string): frequency string :param frequency (string): frequency string
:return (boolean): :return (boolean):
""" """
daily_freqs = ['daily', 'weekly', 'monthly', 'annually'] is_valid = self._is_eod_frequency(frequency) or re.match(self._frequency_pattern, frequency)
return not is_valid
if frequency.lower() in daily_freqs or re.match(self._frequency_pattern, frequency): def _get_url(self, ticker, frequency):
return False
else:
return True
def _get_url(self, frequency):
""" """
Return url based on frequency. Daily, weekly, or yearly use Tiingo Return url based on frequency. Daily, weekly, or yearly use Tiingo
EOD api; anything less than daily uses the iex intraday api. EOD api; anything less than daily uses the iex intraday api.
:param ticker (string): ticker to be embedded in the url
:param frequency (string): valid frequency per Tiingo api :param frequency (string): valid frequency per Tiingo api
:return (string): url :return (string): url
""" """
@@ -161,10 +161,10 @@ class TiingoClient(RestClient):
"for valid EOD or intraday frequency format.") "for valid EOD or intraday frequency format.")
raise InvalidFrequencyError(etext.format(frequency)) raise InvalidFrequencyError(etext.format(frequency))
else: else:
if frequency.lower() in ['daily', 'weekly', 'monthly', 'annually']: if self._is_eod_frequency(frequency):
return "tiingo/daily/{}/prices" return "tiingo/daily/{}/prices".format(ticker)
else: else:
return "iex/{}/prices" return "iex/{}/prices".format(ticker)
def get_ticker_price(self, ticker, def get_ticker_price(self, ticker,
startDate=None, endDate=None, startDate=None, endDate=None,
@@ -182,7 +182,7 @@ class TiingoClient(RestClient):
fmt (string): 'csv' or 'json' fmt (string): 'csv' or 'json'
frequency (string): Resample frequency frequency (string): Resample frequency
""" """
url = self._get_url(frequency).format(ticker) url = self._get_url(ticker, frequency)
params = { params = {
'format': fmt if fmt != "object" else 'json', # conversion local 'format': fmt if fmt != "object" else 'json', # conversion local
'resampleFreq': frequency 'resampleFreq': frequency
@@ -245,7 +245,7 @@ class TiingoClient(RestClient):
if pandas_is_installed: if pandas_is_installed:
if type(tickers) is str: if type(tickers) is str:
stock = tickers stock = tickers
url = self._get_url(frequency).format(stock) url = self._get_url(stock, frequency)
response = self._request('GET', url, params=params) response = self._request('GET', url, params=params)
df = pd.DataFrame(response.json()) df = pd.DataFrame(response.json())
if metric_name is not None: if metric_name is not None:
@@ -258,7 +258,7 @@ class TiingoClient(RestClient):
else: else:
prices = pd.DataFrame() prices = pd.DataFrame()
for stock in tickers: for stock in tickers:
url = self._get_url(frequency).format(stock) url = self._get_url(stock, frequency)
response = self._request('GET', url, params=params) response = self._request('GET', url, params=params)
df = pd.DataFrame(response.json()) df = pd.DataFrame(response.json())
df.index = df['date'] df.index = df['date']