# -*- coding: utf-8 -*- from collections import namedtuple import csv import json import os import re import sys import pkg_resources from zipfile import ZipFile import requests from tiingo.restclient import RestClient from tiingo.exceptions import ( InstallPandasException, APIColumnNameError, InvalidFrequencyError, MissingRequiredArgumentError) try: import pandas as pd pandas_is_installed = True except ImportError: pandas_is_installed = False VERSION = pkg_resources.get_distribution("tiingo").version # These methods enable python 2 + 3 compatibility. def get_zipfile_from_response(response): if sys.version_info < (3, 0): # python 2 from StringIO import StringIO as Buffer else: # python 3 from io import BytesIO as Buffer buffered = Buffer(response.content) return ZipFile(buffered) def get_buffer_from_zipfile(zipfile, filename): if sys.version_info < (3, 0): # python 2 from StringIO import StringIO return StringIO(zipfile.read(filename)) else: # python 3 # Source: # https://stackoverflow.com/questions/5627954/py3k-how-do-you-read-a-file-inside-a-zip-file-as-text-not-bytes from io import (TextIOWrapper, BytesIO) return TextIOWrapper(BytesIO(zipfile.read(filename))) def dict_to_object(item, object_name): """Converts a python dict to a namedtuple, saving memory.""" fields = item.keys() values = item.values() return json.loads(json.dumps(item), object_hook=lambda d: namedtuple(object_name, fields)(*values)) 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') self._api_key = api_key if not(api_key): raise RuntimeError("Tiingo API Key not provided. Please provide" " via environment variable or config argument.") self._headers = { 'Authorization': "Token {}".format(api_key), 'Content-Type': 'application/json', 'User-Agent': 'tiingo-python-client {}'.format(VERSION) } self._frequency_pattern = re.compile('^[0-9]+(min|hour)$', re.IGNORECASE) def __repr__(self): return ''.format(self._base_url) def _is_eod_frequency(self,frequency): return frequency.lower() in ['daily', 'weekly', 'monthly', 'annually'] # TICKER PRICE ENDPOINTS # https://api.tiingo.com/docs/tiingo/daily def list_tickers(self, assetType): """Return a list of dicts of metadata tickers for all supported tickers of the specified asset type, as well as metadata about each ticker. This includes supported date range, the exchange the ticker is traded on, and the currency the stock is traded on. Tickers for unrelated products are omitted. https://apimedia.tiingo.com/docs/tiingo/daily/supported_tickers.zip """ listing_file_url = "https://apimedia.tiingo.com/docs/tiingo/daily/supported_tickers.zip" response = requests.get(listing_file_url) zipdata = get_zipfile_from_response(response) raw_csv = get_buffer_from_zipfile(zipdata, 'supported_tickers.csv') reader = csv.DictReader(raw_csv) return [row for row in reader if row.get('assetType') == assetType] def list_stock_tickers(self): return self.list_tickers('Stock') def list_etf_tickers(self): return self.list_tickers('ETF') def list_fund_tickers(self): return self.list_tickers('Mutual Fund') def get_ticker_metadata(self, ticker, fmt='json'): """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) data = response.json() if fmt == 'json': return data 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): """ is_valid = self._is_eod_frequency(frequency) or re.match(self._frequency_pattern, frequency) return not is_valid def _get_url(self, ticker, frequency): """ Return url based on frequency. Daily, weekly, or yearly use Tiingo 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 :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 InvalidFrequencyError(etext.format(frequency)) else: if self._is_eod_frequency(frequency): return "tiingo/daily/{}/prices".format(ticker) else: return "iex/{}/prices".format(ticker) 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 = self._get_url(ticker, frequency) params = { 'format': fmt if fmt != "object" else 'json', # conversion local 'resampleFreq': 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() elif fmt == "object": data = response.json() return [dict_to_object(item, "TickerPrice") for item in data] else: return response.content.decode("utf-8") def get_dataframe(self, tickers, startDate=None, endDate=None, metric_name=None, 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 or from the TiingoClient.list_tickers() method. 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 metric_name is not None and metric_name not in valid_columns: raise APIColumnNameError('Valid data items are: ' + str(valid_columns)) if metric_name is None and isinstance(tickers, list): raise MissingRequiredArgumentError("""When tickers is provided as a list, metric_name is a required argument. Please provide a metric_name, or call this method with one ticker at a time.""") params = { 'format': 'json', 'resampleFreq': frequency } if startDate: params['startDate'] = startDate if endDate: params['endDate'] = endDate if pandas_is_installed: if type(tickers) is str: stock = tickers url = self._get_url(stock, frequency) response = self._request('GET', url, params=params) df = pd.DataFrame(response.json()) if metric_name is not None: prices = df[metric_name] prices.index = df['date'] else: prices = df prices.index = df['date'] del (prices['date']) else: prices = pd.DataFrame() for stock in tickers: url = self._get_url(stock, frequency) 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) 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, endDate=None, limit=100, offset=0, sortBy="publishedDate", onlyWithTickers=False, fmt='json'): """Return list of news articles matching given search terms https://api.tiingo.com/docs/tiingo/news # Dates are in YYYY-MM-DD Format. 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 "crawlDate", descending onlyWithTickers (bool): If true, only links with tagged tickers will return. """ url = "tiingo/news" params = { 'limit': limit, 'offset': offset, 'sortBy': sortBy, 'tickers': tickers, 'source': (",").join(sources), 'tags': tags, 'startDate': startDate, 'endDate': endDate, 'onlyWithTickers': onlyWithTickers } response = self._request('GET', url, params=params) data = response.json() if fmt == 'json': return data elif fmt == 'object': return [dict_to_object(item, "NewsArticle") for item in data] def get_bulk_news(self, file_id=None, fmt='json'): """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/{}".format(file_id) else: url = "tiingo/news/bulk_download" response = self._request('GET', url) data = response.json() if fmt == 'json': return data elif fmt == 'object': return dict_to_object(data, "BulkNews") # Crypto # tiingo/crypto def get_crypto_top_of_book(self, tickers=[], exchanges=[], includeRawExchangeData=False, convertCurrency=None): url = 'https://api.tiingo.com/tiingo/crypto/top' params = { 'tickers': ','.join(tickers) } if len(exchanges): params['exchanges'] = ','.join(exchanges) if includeRawExchangeData is True: params['includeRawExchangeData'] = True if convertCurrency: params['convertCurrency'] = convertCurrency response = self._request('GET', url, params=params) return response.json() def get_crypto_price_history(self, tickers=[], baseCurrency=None, startDate=None, endDate=None, exchanges=[], consolidateBaseCurrency=False, includeRawExchangeData=False, resampleFreq=None, convertCurrency=None): url = 'https://api.tiingo.com/tiingo/crypto/prices' params = { 'tickers': ','.join(tickers) } if startDate: params['startDate'] = startDate if endDate: params['endDate'] = endDate if len(exchanges): params['exchanges'] = ','.join(exchanges) if consolidateBaseCurrency is True: params['consolidateBaseCurrency'] = ','.join(consolidateBaseCurrency) if includeRawExchangeData is True: params['includeRawExchangeData'] = includeRawExchangeData if resampleFreq: params['resampleFreq'] = resampleFreq if convertCurrency: params['convertCurrency'] = convertCurrency response = self._request('GET', url, params=params) return response.json() def get_crypto_metadata(self, tickers=[], fmt='json'): url = 'https://api.tiingo.com/tiingo/crypto' params = { 'tickers': ','.join(tickers), 'format': fmt, } response = self._request('GET', url, params=params) if fmt == 'csv': return response.content.decode("utf-8") else: return response.json()