Python pandas.io.data.DataReader() Examples
The following are 13
code examples of pandas.io.data.DataReader().
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Example #1
Source File: test_data.py From Computable with MIT License | 6 votes |
def test_read_google(self): gs = DataReader("GS", "google") assert isinstance(gs, DataFrame)
Example #2
Source File: test_data.py From Computable with MIT License | 6 votes |
def test_read_famafrench(self): for name in ("F-F_Research_Data_Factors", "F-F_Research_Data_Factors_weekly", "6_Portfolios_2x3", "F-F_ST_Reversal_Factor"): ff = DataReader(name, "famafrench") assert ff assert isinstance(ff, dict)
Example #3
Source File: test_data.py From Computable with MIT License | 5 votes |
def test_google(self): # asserts that google is minimally working and that it throws # an exception when DataReader can't get a 200 response from # google start = datetime(2010, 1, 1) end = datetime(2013, 1, 27) for locale in self.locales: with tm.set_locale(locale): panel = web.DataReader("F", 'google', start, end) self.assertEquals(panel.Close[-1], 13.68) self.assertRaises(Exception, web.DataReader, "NON EXISTENT TICKER", 'google', start, end)
Example #4
Source File: test_data.py From Computable with MIT License | 5 votes |
def test_yahoo(self): # asserts that yahoo is minimally working and that it throws # an exception when DataReader can't get a 200 response from # yahoo start = datetime(2010, 1, 1) end = datetime(2013, 1, 27) self.assertEquals( web.DataReader("F", 'yahoo', start, end)['Close'][-1], 13.68)
Example #5
Source File: test_data.py From Computable with MIT License | 5 votes |
def test_yahoo_fails(self): start = datetime(2010, 1, 1) end = datetime(2013, 1, 27) self.assertRaises(Exception, web.DataReader, "NON EXISTENT TICKER", 'yahoo', start, end)
Example #6
Source File: test_data.py From Computable with MIT License | 5 votes |
def test_read_yahoo(self): gs = DataReader("GS", "yahoo") assert isinstance(gs, DataFrame)
Example #7
Source File: test_data.py From Computable with MIT License | 5 votes |
def test_fred(self): # Throws an exception when DataReader can't get a 200 response from # FRED. start = datetime(2010, 1, 1) end = datetime(2013, 1, 27) received = web.DataReader("GDP", "fred", start, end)['GDP'].tail(1)[0] self.assertEquals(int(received), 16535) self.assertRaises(Exception, web.DataReader, "NON EXISTENT SERIES", 'fred', start, end)
Example #8
Source File: test_data.py From Computable with MIT License | 5 votes |
def test_fred_nan(self): start = datetime(2010, 1, 1) end = datetime(2013, 1, 27) df = web.DataReader("DFII5", "fred", start, end) assert pd.isnull(df.ix['2010-01-01'][0])
Example #9
Source File: test_data.py From Computable with MIT License | 5 votes |
def test_fred_multi(self): names = ['CPIAUCSL', 'CPALTT01USQ661S', 'CPILFESL'] start = datetime(2010, 1, 1) end = datetime(2013, 1, 27) received = web.DataReader(names, "fred", start, end).head(1) expected = DataFrame([[217.478, 0.99701529, 220.544]], columns=names, index=[pd.tslib.Timestamp('2010-01-01 00:00:00')]) expected.index.rename('DATE', inplace=True) assert_frame_equal(received, expected, check_less_precise=True)
Example #10
Source File: test_data.py From Computable with MIT License | 5 votes |
def test_fred_multi_bad_series(self): names = ['NOTAREALSERIES', 'CPIAUCSL', "ALSO FAKE"] with tm.assertRaises(HTTPError): DataReader(names, data_source="fred")
Example #11
Source File: B03898_09_01.py From Mastering-Python-for-Finance-source-codes with MIT License | 5 votes |
def start_market_simulation(self): data = web.DataReader(self.ticker, self.source, self.start, self.end) for time, row in data.iterrows(): self.md.add_last_price(time, self.ticker, row["Close"], row["Volume"]) self.md.add_open_price(time, self.ticker, row["Open"]) if not self.event_tick is None: self.event_tick(self.md)
Example #12
Source File: charts.py From stocklook with MIT License | 5 votes |
def create_plotly_candlestick(symbol, start_date, end_date, filename=None): if filename is None: filename = os.path.join(CHARTS_DIR, '{}-{}-{}.html'.format( symbol, start_date.date(), end_date.date())) df = web.DataReader(symbol, 'yahoo', start_date, end_date) fig = FF.create_candlestick(df.Open, df.High, df.Low, df.Close, dates=df.index) plotly.offline.plot(fig, filename=filename) return filename
Example #13
Source File: loader.py From zipline-chinese with Apache License 2.0 | 4 votes |
def _load_raw_yahoo_data(indexes=None, stocks=None, start=None, end=None): """Load closing prices from yahoo finance. :Optional: indexes : dict (Default: {'SPX': '^GSPC'}) Financial indexes to load. stocks : list (Default: ['AAPL', 'GE', 'IBM', 'MSFT', 'XOM', 'AA', 'JNJ', 'PEP', 'KO']) Stock closing prices to load. start : datetime (Default: datetime(1993, 1, 1, 0, 0, 0, 0, pytz.utc)) Retrieve prices from start date on. end : datetime (Default: datetime(2002, 1, 1, 0, 0, 0, 0, pytz.utc)) Retrieve prices until end date. :Note: This is based on code presented in a talk by Wes McKinney: http://wesmckinney.com/files/20111017/notebook_output.pdf """ assert indexes is not None or stocks is not None, """ must specify stocks or indexes""" if start is None: start = pd.datetime(1990, 1, 1, 0, 0, 0, 0, pytz.utc) if start is not None and end is not None: assert start < end, "start date is later than end date." data = OrderedDict() if stocks is not None: for stock in stocks: logger.info('Loading stock: {}'.format(stock)) stock_pathsafe = stock.replace(os.path.sep, '--') cache_filename = "{stock}-{start}-{end}.csv".format( stock=stock_pathsafe, start=start, end=end).replace(':', '-') cache_filepath = get_cache_filepath(cache_filename) if os.path.exists(cache_filepath): stkd = pd.DataFrame.from_csv(cache_filepath) else: stkd = DataReader(stock, 'yahoo', start, end).sort_index() stkd.to_csv(cache_filepath) data[stock] = stkd if indexes is not None: for name, ticker in iteritems(indexes): logger.info('Loading index: {} ({})'.format(name, ticker)) stkd = DataReader(ticker, 'yahoo', start, end).sort_index() data[name] = stkd return data