cryptodatapy.extract.libraries.pandasdr_api =========================================== .. py:module:: cryptodatapy.extract.libraries.pandasdr_api Attributes ---------- .. autoapisummary:: cryptodatapy.extract.libraries.pandasdr_api.data_cred Classes ------- .. autoapisummary:: cryptodatapy.extract.libraries.pandasdr_api.PandasDataReader Module Contents --------------- .. py:data:: data_cred .. py:class:: PandasDataReader(categories: Union[str, List[str]] = ['fx', 'rates', 'eqty', 'cmdty', 'credit', 'macro'], exchanges: Optional[List[str]] = None, indexes: Optional[Dict[str, List[str]]] = None, assets: Optional[Dict[str, List[str]]] = None, markets: Optional[Dict[str, List[str]]] = None, market_types: List[str] = ['spot', 'future'], fields: Optional[Dict[str, List[str]]] = None, frequencies: Optional[Dict[str, List[str]]] = ['d', 'w', 'm', 'q', 'y', 'av-intraday', 'av-daily', 'av-weekly', 'av-monthly', 'av-daily-adjusted', 'av-weekly-adjusted', 'av-monthly-adjusted', 'av-forex-daily'], base_url: Optional[str] = None, api_key: str = data_cred.alpha_vantage_api_key, max_obs_per_call: Optional[int] = None, rate_limit: Optional[Any] = None) Bases: :py:obj:`cryptodatapy.extract.libraries.library.Library` Retrieves data from Pandas Data Reader API. .. py:attribute:: data_req :value: None .. py:attribute:: data .. py:method:: get_vendors_info() :staticmethod: Get vendors info. .. py:method:: get_exchanges_info() -> None :staticmethod: Get exchanges info. .. py:method:: get_indexes_info() -> None :staticmethod: Get indexes info. .. py:method:: get_assets_info() -> None :staticmethod: Get assets info. .. py:method:: get_markets_info() -> None :staticmethod: Get markets info. .. py:method:: get_fields_info() -> Dict[str, List[str]] Get fields info. :returns: **fields** -- Dictionary with info on available fields, by category. :rtype: dictionary .. py:method:: get_frequencies_info() -> Dict[str, Union[str, int]] Get frequencies info. :returns: **freq** -- Dictionary with info on available frequencies. :rtype: dictionary .. py:method:: get_rate_limit_info() -> None :staticmethod: Get rate limit info. .. py:method:: convert_params(data_req: cryptodatapy.extract.datarequest.DataRequest) -> cryptodatapy.extract.datarequest.DataRequest Converts data request parameters to source format. :param data_req: Parameters of data request in CryptoDataPy format. :type data_req: DataRequest :returns: **data_req** -- Parameters of data request in source format. :rtype: DataRequest .. py:method:: get_series(data_req: cryptodatapy.extract.datarequest.DataRequest) -> pandas.DataFrame Gets series from python client. :param data_req: Parameters of data request in CryptoDataPy format. :type data_req: DataRequest :returns: **df** -- Dataframe with DatetimeIndex and actual values (col) for requested series. :rtype: pd.DataFrame .. py:method:: wrangle_data_resp(data_req: cryptodatapy.extract.datarequest.DataRequest, data_resp: pandas.DataFrame) -> pandas.DataFrame Wrangle data response. :param data_req: Parameters of data request in CryptoDataPy format. :type data_req: DataRequest :param data_resp: Data response from data request. :type data_resp: pd.DataFrame :returns: **df** -- Wrangled dataframe with DatetimeIndex (level 0), ticker (level 1), and values for market or macro series for selected fields (cols), in tidy format. :rtype: pd.DataFrame .. py:method:: get_tidy_data(data_req: cryptodatapy.extract.datarequest.DataRequest) -> pandas.DataFrame Gets data from FRED and wrangles the data response into tidy data format. :param data_req: Parameters of data request in CryptoDataPy format. :type data_req: DataRequest :returns: **df** -- Dataframe with DatetimeIndex (level 0), tickers (level 1) and actual values (cols), in tidy data format. :rtype: pd.DataFrame - MultiIndex .. py:method:: get_data(data_req: cryptodatapy.extract.datarequest.DataRequest) -> pandas.DataFrame Get data. Parameters data_req: DataRequest Parameters of data request in CryptoDataPy format. :returns: **df** -- DataFrame with DatetimeIndex (level 0), ticker (level 1), and values for selected fields (cols), in tidy format. :rtype: pd.DataFrame - MultiIndex