aljaz/tiingo-python
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issue#85 initial commit

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This commit is contained in:
Davis Thames
2018-05-09 22:26:18 -05:00
parent 1869f34c8a
commit e3f26f609b
4 changed files with 148 additions and 7 deletions
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1
setup.py
View File

@@ -57,6 +57,7 @@ setup(
packages=find_packages(include=[NAME]),
include_package_data=True,
install_requires=requirements,
extras_require={'pandas': ['pandas>=0.18']},
license="MIT license",
zip_safe=False,
keywords=['tiingo', 'finance', 'stocks'],

57
tests/test_tiingo_pandas.py Normal file
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@@ -0,0 +1,57 @@
#!/usr/bin/env python
"""Unit tests for pandas functionality in tiingo"""
import vcr
from unittest import TestCase
from tiingo import TiingoClient
from tiingo.api import APIColumnNameError
try:
import pandas as pd
pandas_is_installed = True
except ImportError:
pandas_is_installed = False
class TestTiingoWithPython(TestCase):
def setUp(self):
if pandas_is_installed:
self._client = TiingoClient()
else:
self.skipTest("test_tiingo_pandas: Pandas not installed.")
@vcr.use_cassette('tests/fixtures/ticker_price_pandas_weekly.yaml')
def test_return_pandas_format(self):
"""Test that valid pandas format is returned when specified"""
prices = self._client.get_dataframe("GOOGL", startDate='2018-01-05',
endDate='2018-01-19', frequency='weekly')
self.assertTrue(isinstance(prices, pd.DataFrame))
@vcr.use_cassette('tests/fixtures/ticker_price_pandas_weekly_multiple_tickers.yaml')
def test_return_pandas_format_multiple(self):
"""Test that valid pandas format is returned when specified"""
tickers = ["GOOGL", "AAPL"]
prices = self._client.get_dataframe(tickers, startDate='2018-01-05',
endDate='2018-01-19', metric_name='adjClose', frequency='weekly')
self.assertTrue(isinstance(prices, pd.DataFrame))
assert prices['GOOGL'].loc['2018-01-05'] == 1110.29
self.assertAlmostEqual(prices['AAPL'].loc['2018-01-19'], 178.54, 2)
@vcr.use_cassette('tests/fixtures/ticker_price_pandas_daily.yaml')
def test_return_pandas_daily(self):
"""Test that valid pandas format is returned when specified"""
prices = self._client.get_dataframe("GOOGL", startDate='2018-01-05',
endDate='2018-01-19', frequency='daily')
self.assertTrue(isinstance(prices, pd.DataFrame))
assert prices['adjClose'].loc['2018-01-05'] == 1110.29
def test_column_error(self):
with self.assertRaises(APIColumnNameError):
self._client.get_dataframe(['GOOGL', 'AAPL'], startDate='2018-01-05',
endDate='2018-01-19', metric_name='xopen', frequency='weekly')
@vcr.use_cassette('tests/fixtures/ticker_price_pandas_single.yaml')
def test_pandas_edge_case(self):
"""Test single price/date being returned as a frame"""
prices = self._client.get_dataframe("GOOGL")
assert len(prices) == 1
assert len(prices.index) == 1

76
tiingo/api.py
View File

@@ -7,10 +7,13 @@ import csv
import json
from collections import namedtuple
from zipfile import ZipFile
from tiingo.restclient import RestClient
import requests
try:
import pandas as pd
pandas_is_installed = True
except ImportError:
pandas_is_installed = False
VERSION = pkg_resources.get_distribution("tiingo").version
@@ -44,6 +47,13 @@ def dict_to_object(item, object_name):
object_hook=lambda d:
namedtuple(object_name, fields)(*values))
class InstallPandasException(Exception):
pass
class APIColumnNameError(Exception):
pass
class TiingoClient(RestClient):
"""Class for managing interactions with the Tiingo REST API
@@ -60,6 +70,7 @@ class TiingoClient(RestClient):
api_key = self._config['api_key']
except KeyError:
api_key = os.environ.get('TIINGO_API_KEY')
self._api_key = api_key
if not(api_key):
raise RuntimeError("Tiingo API Key not provided. Please provide"
@@ -155,6 +166,67 @@ class TiingoClient(RestClient):
else:
return response.content.decode("utf-8")
def _build_url(self, stock, startDate, endDate, frequency):
url = "https://api.tiingo.com/tiingo/"
url += "daily/{}/prices?".format(stock)
if startDate is not None and endDate is None:
url += "&startDate={}".format(startDate)
if startDate is not None and endDate is not None:
url += "&startDate={}&endDate={}".format(startDate, endDate)
url += "&format=json&resampleFreq={}&token={}".format(frequency, self._api_key)
return url
def get_dataframe(self, tickers,
startDate=None, endDate=None, metric_name='adjClose', frequency='daily'):
""" Return a pandas.DataFrame of historical prices for one or more ticker symbols.
By default, return latest EOD Composite Price for a list of stock tickers.
On average, each feed contains 3 data sources.
Supported tickers + Available Day Ranges are here:
https://apimedia.tiingo.com/docs/tiingo/daily/supported_tickers.zip
Args:
tickers (string/list): One or more unique identifiers for a stock ticker.
startDate (string): Start of ticker range in YYYY-MM-DD format.
endDate (string): End of ticker range in YYYY-MM-DD format.
metric_name (string): Optional parameter specifying metric to be returned for each
ticker. In the event of a single ticker, this is optional and if not specified
all of the available data will be returned. In the event of a list of tickers,
this parameter is required.
frequency (string): Resample frequency (defaults to daily).
"""
valid_columns = ['open', 'high', 'low', 'close', 'volume', 'adjOpen', 'adjHigh', 'adjLow',
'adjClose', 'adjVolume', 'divCash', 'splitFactor']
if pandas_is_installed:
prices = pd.DataFrame()
if type(tickers) is str:
stock = tickers
url = self._build_url(stock, startDate, endDate, frequency)
prices = pd.read_json(url)
prices.index = prices['date']
del(prices['date'])
else:
if metric_name not in valid_columns:
raise APIColumnNameError('Valid data items are: '+str(valid_columns))
for stock in tickers:
url = self._build_url(stock, startDate, endDate, frequency)
df = pd.read_json(url)
df.index = df['date']
df.rename(index=str, columns={metric_name: stock}, inplace=True)
prices = pd.concat([prices, df[stock]], axis=1)
prices.index = pd.to_datetime(prices.index)
return prices
else:
error_message = ("Pandas is not installed, but .get_ticker_price() was "
"called with fmt=pandas. In order to install tiingo with "
"pandas, reinstall with pandas as an optional dependency. \n"
"Install tiingo with pandas dependency: \'pip install tiingo[pandas]\'\n"
"Alternatively, just install pandas: pip install pandas.")
raise InstallPandasException(error_message)
# NEWS FEEDS
# tiingo/news
def get_news(self, tickers=[], tags=[], sources=[], startDate=None,

21
tools/api_key_tool.py
View File

@@ -6,35 +6,46 @@ import re
import argparse
fixtures_directory = 'tests/fixtures/'
# restclient api header configuration
zero_api_regex = r'(\[Token )0{40}(\])'
real_api_regex = r'(\[Token ).{40}(\])'
zero_token_string = '[Token ' + 40 * '0' + ']'
# pandas json api call configuration
pd_real_api_regex = r'&token=.{40}'
pd_zero_api_regex = r'&token=0{40}'
pd_zero_token_string = '&token=' + 40 * '0'
def has_api_key(file):
def has_api_key(file_name):
"""
Detect whether the file contains an api key in the Token object that is not 40*'0'.
See issue #86.
:param file: path-to-file to check
:return: boolean
"""
f = open(file, 'r')
f = open(file_name, 'r')
text = f.read()
if re.search(real_api_regex, text) is not None and \
re.search(zero_api_regex, text) is None:
return True
elif re.search(pd_real_api_regex, text) is not None and \
re.search(pd_zero_api_regex, text) is None:
return True
return False
def remove_api_key(file):
def remove_api_key(file_name):
"""
Change the api key in the Token object to 40*'0'. See issue #86.
:param file: path-to-file to change
"""
with open(file, 'r') as fp:
with open(file_name, 'r') as fp:
text = fp.read()
text = re.sub(real_api_regex, zero_token_string, text)
with open(file, 'w') as fp:
text = re.sub(pd_real_api_regex, pd_zero_token_string, text)
with open(file_name, 'w') as fp:
fp.write(text)
return