cryptodatapy.extract.web.aqr
============================

.. py:module:: cryptodatapy.extract.web.aqr


Attributes
----------

.. autoapisummary::

   cryptodatapy.extract.web.aqr.data_cred


Classes
-------

.. autoapisummary::

   cryptodatapy.extract.web.aqr.AQR


Module Contents
---------------

.. py:data:: data_cred

.. py:class:: AQR(categories=None, indexes: Optional[Dict[str, List[str]]] = None, assets: Optional[Dict[str, List[str]]] = None, markets: Optional[Dict[str, List[str]]] = None, market_types=None, fields: Optional[Dict[str, List[str]]] = None, frequencies=None, base_url: str = data_cred.aqr_base_url, file_formats: Optional[Union[str, List[str]]] = 'xlsx')

   Bases: :py:obj:`cryptodatapy.extract.web.web.Web`


   Retrieves data from AQR data sets.


   .. py:method:: get_indexes_info() -> None

      Get indexes info.



   .. py:method:: get_assets_info() -> None

      Get assets info.



   .. py:method:: get_markets_info() -> None

      Get markets info.



   .. py:method:: get_fields_info(data_type: Optional[str] = 'market', cat: Optional[str] = None) -> Dict[str, List[str]]
      :staticmethod:


      Get fields info.

      :param data_type: Type of data.
      :type data_type: str, {'market', 'on-chain', 'off-chain'}, default 'market'
      :param cat: Asset class or time series category.
      :type cat: str, {'crypto', 'eqty', 'fx', 'rates', 'cmdty', 'macro'}, optional, default None

      :returns: **fields** -- Dictionary with info on available fields, by category.
      :rtype: dictionary



   .. py:method:: set_excel_params(data_req: cryptodatapy.extract.datarequest.DataRequest, ticker: str) -> Dict[str, Union[str, int]]

      Sets excel parameters for reading excel files.

      :param data_req: Parameters of data request in CryptoDataPy format.
      :type data_req: DataRequest
      :param ticker: Ticker symbol.
      :type ticker: str

      :returns: **dict** -- Dictionary with params to read excel file.
      :rtype: dictionary



   .. py:method:: get_series(data_req: cryptodatapy.extract.datarequest.DataRequest) -> Dict[str, pandas.DataFrame]

      Gets series from AQR data file.

      :param data_req: Parameters of data request in CryptoDataPy format.
      :type data_req: DataRequest

      :returns: **dfs_dict** -- Dictionary with ticker-dataframe key-value pairs.
      :rtype: dictionary



   .. py:method:: wrangle_data_resp(data_req: cryptodatapy.extract.datarequest.DataRequest, data_resp: Dict[str, pandas.DataFrame]) -> pandas.DataFrame
      :staticmethod:


      Wrangle data response.

      :param data_req: Parameters of data request in CryptoDataPy format.
      :type data_req: DataRequest
      :param data_resp: Dictionary with ticker-dataframe key-value pairs.
      :type data_resp: Dictionary

      :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:: check_params(data_req: cryptodatapy.extract.datarequest.DataRequest) -> None

      Checks the data request parameters before requesting data to reduce API calls
      and improve efficiency.




   .. 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