japandas.io package

Subpackages

• japandas.io.tests package
  • Submodules
  • japandas.io.tests.test_estat module
  • Module contents

Submodules

japandas.io.data module

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

Imports data from a number of online sources.

Currently supports Google Finance, St. Louis FED (FRED), and Kenneth French’s data library, among others.

name : str or list of strs

the name of the dataset. Some data sources (google, fred) will accept a list of names.

data_source: {str, None}

the data source (“google”, “fred”, “ff”)

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

access_key : (str, None)

Optional parameter to specify an API key for certain data sources.

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

# Price and volume data from IEX tops = DataReader([“GS”, “AAPL”], “iex-tops”) # Top of book executions from IEX gs = DataReader(“GS”, “iex-last”) # Real-time depth of book data from IEX gs = DataReader(“GS”, “iex-book”)

# 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”)

japandas.io.estat module

class japandas.io.estat.EStatReader(symbols=None, appid=None, limit=None, startPosition=None, **kwargs)

Bases: pandas_datareader.base._BaseReader

get_estat_list()

params

Parameters to use in API calls

read()

read data

url

API URL

Module contents