cryptodatapy.extract.libraries.pandasdr_api

Attributes

data_cred

Classes

PandasDataReader

Retrieves data from Pandas Data Reader API.

Module Contents

cryptodatapy.extract.libraries.pandasdr_api.data_cred

class cryptodatapy.extract.libraries.pandasdr_api.PandasDataReader(categories: str | List[str] = ['fx', 'rates', 'eqty', 'cmdty', 'credit', 'macro'], exchanges: List[str] | None = None, indexes: Dict[str, List[str]] | None = None, assets: Dict[str, List[str]] | None = None, markets: Dict[str, List[str]] | None = None, market_types: List[str] = ['spot', 'future'], fields: Dict[str, List[str]] | None = None, frequencies: Dict[str, List[str]] | None = ['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: str | None = None, api_key: str = data_cred.alpha_vantage_api_key, max_obs_per_call: int | None = None, rate_limit: Any | None = None)

Bases: cryptodatapy.extract.libraries.library.Library

Retrieves data from Pandas Data Reader API.

data_req = None

data

static get_vendors_info(): Get vendors info.

static get_exchanges_info() → None: Get exchanges info.

static get_indexes_info() → None: Get indexes info.

static get_assets_info() → None: Get assets info.

static get_markets_info() → None: Get markets info.

get_fields_info() → Dict[str, List[str]]

Get fields info.

Returns:: fields – Dictionary with info on available fields, by category.
Return type:: dictionary

get_frequencies_info() → Dict[str, str | int]

Get frequencies info.

Returns:: freq – Dictionary with info on available frequencies.
Return type:: dictionary

static get_rate_limit_info() → None: Get rate limit info.

convert_params(data_req: cryptodatapy.extract.datarequest.DataRequest) → cryptodatapy.extract.datarequest.DataRequest

Converts data request parameters to source format.

Parameters:: data_req (DataRequest) – Parameters of data request in CryptoDataPy format.
Returns:: data_req – Parameters of data request in source format.
Return type:: DataRequest

get_series(data_req: cryptodatapy.extract.datarequest.DataRequest) → pandas.DataFrame

Gets series from python client.

Parameters:: data_req (DataRequest) – Parameters of data request in CryptoDataPy format.
Returns:: df – Dataframe with DatetimeIndex and actual values (col) for requested series.
Return type:: pd.DataFrame

wrangle_data_resp(data_req: cryptodatapy.extract.datarequest.DataRequest, data_resp: pandas.DataFrame) → pandas.DataFrame

Wrangle data response.

Parameters:

data_req (DataRequest) – Parameters of data request in CryptoDataPy format.
data_resp (pd.DataFrame) – Data response from data request.

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.

Return type:

pd.DataFrame

get_tidy_data(data_req: cryptodatapy.extract.datarequest.DataRequest) → pandas.DataFrame

Gets data from FRED and wrangles the data response into tidy data format.

Parameters:: data_req (DataRequest) – Parameters of data request in CryptoDataPy format.
Returns:: df – Dataframe with DatetimeIndex (level 0), tickers (level 1) and actual values (cols), in tidy data format.
Return type:: pd.DataFrame - MultiIndex

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.
Return type:: pd.DataFrame - MultiIndex