japandas.io package

Submodules

japandas.io.data module

japandas.io.data.DataReader(symbols, data_source=None, start=None, end=None, appid=None, **kwargs)[source]

Imports data from a number of online sources.

Currently supports Yahoo! Finance, Google Finance, St. Louis FED (FRED), Kenneth French’s data library, and the SEC’s EDGAR Index.

name : str or list of strs
the name of the dataset. Some data sources (yahoo, google, fred) will accept a list of names.
data_source: {str, None}
the data source (“yahoo”, “yahoo-actions”, “yahoo-dividends”, “google”, “fred”, “ff”, or “edgar-index”)
start : {datetime, None}
left boundary for range (defaults to 1/1/2010)
end : {datetime, None}
right boundary for range (defaults to today)
retry_count : {int, 3}
Number of times to retry query request.
pause : {numeric, 0.001}
Time, in seconds, to pause between consecutive queries of chunks. If single value given for symbol, represents the pause between retries.
session : Session, default None
requests.sessions.Session instance to be used

# Data from Yahoo! Finance gs = DataReader(“GS”, “yahoo”)

# Corporate Actions (Dividend and Split Data) with ex-dates from Yahoo! Finance gs = DataReader(“GS”, “yahoo-actions”)

# Data from Google Finance aapl = DataReader(“AAPL”, “google”)

# Data from FRED vix = DataReader(“VIXCLS”, “fred”)

# Data from Fama/French ff = DataReader(“F-F_Research_Data_Factors”, “famafrench”) ff = DataReader(“F-F_Research_Data_Factors_weekly”, “famafrench”) ff = DataReader(“6_Portfolios_2x3”, “famafrench”) ff = DataReader(“F-F_ST_Reversal_Factor”, “famafrench”)

# Data from EDGAR index ed = DataReader(“full”, “edgar-index”) ed2 = DataReader(“daily”, “edgar-index”)

japandas.io.estat module

class japandas.io.estat.EStatReader(symbols=None, appid=None, **kwargs)[source]

Bases: pandas_datareader.base._BaseReader

get_estat_list()[source]
params
read()[source]

read data

url

Module contents