aljaz/tiingo-python
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Davis Thames
2018-07-03 23:09:15 -04:00
parent 476b59f28c
commit ec15ef85d6
5 changed files with 85 additions and 3 deletions
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44
tiingo/api.py
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@@ -55,6 +55,10 @@ class APIColumnNameError(Exception):
pass
class InvalidFrequencyError(Exception):
pass
class TiingoClient(RestClient):
"""Class for managing interactions with the Tiingo REST API
@@ -128,6 +132,40 @@ class TiingoClient(RestClient):
elif fmt == 'object':
return dict_to_object(data, "Ticker")
def _invalid_frequency(self, frequency):
"""
Check to see that frequency was specified correctly
:param frequency (string): frequency string
:return (boolean):
"""
daily_freqs = ['daily', 'weekly', 'monthly', 'annually']
intraday_freqs = ['min', 'hour']
if frequency.lower() in daily_freqs:
return False
elif intraday_freqs[0] in frequency.lower() or \
intraday_freqs[1] in frequency.lower():
return False
else:
return True
def _get_url(self, frequency):
"""
Return url based on frequency. Daily, weekly, or yearly use Tiingo
EOD api; anything less than daily uses the iex intraday api.
:param frequency (string): valid frequency per Tiingo api
:return (string): url
"""
if self._invalid_frequency(frequency):
etext = ("Error: {} is an invalid frequency. Check Tiingo API documentation "
"for valid EOD or intraday frequency format.")
raise self.InvalidFrequencyError(etext.format(frequency))
else:
if frequency.lower() in ['daily', 'weekly', 'monthly', 'annually']:
return "tiingo/daily/{}/prices"
else:
return "iex/{}/prices"
def get_ticker_price(self, ticker,
startDate=None, endDate=None,
fmt='json', frequency='daily'):
@@ -144,7 +182,7 @@ class TiingoClient(RestClient):
fmt (string): 'csv' or 'json'
frequency (string): Resample frequency
"""
url = "tiingo/daily/{}/prices".format(ticker)
url = self._get_url(frequency).format(ticker)
params = {
'format': fmt if fmt != "object" else 'json', # conversion local
'resampleFreq': frequency
@@ -207,7 +245,7 @@ class TiingoClient(RestClient):
if pandas_is_installed:
if type(tickers) is str:
stock = tickers
url = "tiingo/daily/{}/prices".format(stock)
url = self._get_url(frequency).format(stock)
response = self._request('GET', url, params=params)
df = pd.DataFrame(response.json())
if metric_name is not None:
@@ -220,7 +258,7 @@ class TiingoClient(RestClient):
else:
prices = pd.DataFrame()
for stock in tickers:
url = "tiingo/daily/{}/prices".format(stock)
url = self._get_url(frequency).format(stock)
response = self._request('GET', url, params=params)
df = pd.DataFrame(response.json())
df.index = df['date']