# -*- coding: utf-8 -*- import os import pkg_resources from tiingo.restclient import RestClient VERSION = pkg_resources.get_distribution("tiingo").version class TiingoClient(RestClient): """Class for managing interactions with the Tiingo REST API Supply API Key via Environment Variable TIINGO_API_KEY or via the Config Object """ def __init__(self, *args, **kwargs): super(TiingoClient, self).__init__(*args, **kwargs) self._base_url = "https://api.tiingo.com" try: api_key = self._config['api_key'] except KeyError: api_key = os.environ.get('TIINGO_API_KEY') assert(api_key) self._headers = { 'Authorization': "Token {}".format(api_key), 'Content-Type': 'application/json', 'User-Agent': 'tiingo-python-client {}'.format(VERSION) } def __repr__(self): return ''.format(self._base_url) # TICKER PRICE ENDPOINTS # https://api.tiingo.com/docs/tiingo/daily def list_tickers(self): """Return a list of all supported tickers. https://apimedia.tiingo.com/docs/tiingo/daily/supported_tickers.zip """ raise NotImplementedError def get_ticker_metadata(self, ticker): """Return metadata for 1 ticker Use TiingoClient.list_tickers() to get available options Args: ticker (str) : Unique identifier for stock """ url = "tiingo/daily/{}".format(ticker) response = self._request('GET', url) return response.json() def get_ticker_price(self, ticker, startDate=None, endDate=None, fmt='json', frequency='daily'): """By default, return latest EOD Composite Price for a stock ticker. 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: ticker (string): Unique identifier for stock ticker startDate (string): Start of ticker range in YYYY-MM-DD format endDate (string): End of ticker range in YYYY-MM-DD format fmt (string): 'csv' or 'json' frequency (string): Resample frequency """ url = "tiingo/daily/{}/prices".format(ticker) params = { 'format': fmt, 'frequency': frequency } if startDate: params['startDate'] = startDate if endDate: params['endDate'] = endDate # TODO: evaluate whether to stream CSV to cache on disk, or # load as array in memory, or just pass plain text response = self._request('GET', url, params=params) if fmt == "json": return response.json() else: return response.content.decode("utf-8") # FUND DATA (From over 26,000 mutual funds) # https://api.tiingo.com/docs/tiingo/funds # TODO: Validate the models returned by the fund def get_fund_metadata(self, fund): """Return metadata for 1 mutual fund / ETF Args: fund (string): Unique identifier for fund/ETF """ url = "tiingo/funds/{}".format(fund) response = self._request('GET', url) return response.json() def get_fund_metrics(self, fund, startDate=None, endDate=None): """Return metrics about a fund. If no date provided, return latest metrics. Args: fund (string): Unique identifier for fund/ETF startDate (string): Start of fund range in YYYY-MM-DD format endDate (string): End of fund range in YYYY-MM-DD format """ url = "tiingo/funds/{}/metrics".format(fund) params = {} if startDate: params['startDate'] = startDate if endDate: params['endDate'] = endDate response = self._request('GET', url, params=params) return response.json() # NEWS FEEDS # tiingo/news def get_news(self, tickers=[], tags=[], sources=[], startDate=None, endDate=None, limit=100, offset=0, sortBy="publishedDate"): """Return list of news articles matching given search terms https://api.tiingo.com/docs/tiingo/news Args: tickers [string] : List of unique Stock Tickers to search tags [string] : List of topics tagged by Tiingo Algorithms sources [string]: List of base urls to include as news sources startDate, endDate [date]: Boundaries of news search window limit (int): Max results returned. Default 100, max 1000 offset (int): Search results offset, used for paginating sortBy (string): "publishedDate" OR (#TODO: UPDATE THIS) """ # params = {} # if tickers: # tickers = ",".join(tickers) raise NotImplementedError def get_bulk_news(self, file_id=None): """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 file, as well as some metadata about that file. """ if file_id: url = "tiingo/news/bulk_download" else: url = "tiingo/news/bulk_download{}".format(file_id) response = self._request('GET', url) return response.json()