aljaz/tiingo-python
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Davis Thames
2018-06-10 14:12:26 -05:00
parent deb5285a74
commit f7b3da50a7
7 changed files with 85 additions and 57 deletions
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39
tiingo/api.py
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@@ -177,7 +177,7 @@ class TiingoClient(RestClient):
return url
def get_dataframe(self, tickers,
startDate=None, endDate=None, metric_name='adjClose', frequency='daily'):
startDate=None, endDate=None, metric_name=None, frequency='daily'):
""" Return a pandas.DataFrame of historical prices for one or more ticker symbols.
@@ -200,24 +200,41 @@ class TiingoClient(RestClient):
valid_columns = ['open', 'high', 'low', 'close', 'volume', 'adjOpen', 'adjHigh', 'adjLow',
'adjClose', 'adjVolume', 'divCash', 'splitFactor']
if metric_name is not None and metric_name not in valid_columns:
raise APIColumnNameError('Valid data items are: ' + str(valid_columns))
params = {
'format': 'json',
'resampleFreq': frequency
}
if startDate:
params['startDate'] = startDate
if endDate:
params['endDate'] = endDate
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'])
url = "tiingo/daily/{}/prices".format(stock)
response = self._request('GET', url, params=params)
df = pd.DataFrame(response.json())
if metric_name is not None:
prices = df[metric_name]
else:
prices = df
prices.index = df['date']
del (prices['date'])
else:
if metric_name not in valid_columns:
raise APIColumnNameError('Valid data items are: '+str(valid_columns))
prices = pd.DataFrame()
for stock in tickers:
url = self._build_url(stock, startDate, endDate, frequency)
df = pd.read_json(url)
url = "tiingo/daily/{}/prices".format(stock)
response = self._request('GET', url, params=params)
df = pd.DataFrame(response.json())
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)
prices.index = pd.to_datetime(prices.index)
return prices
else:
error_message = ("Pandas is not installed, but .get_ticker_price() was "