cryptodatapy.transform

Submodules

Classes

`ConvertParams`	Converts data request parameters from CryptoDataPy to data source format.
`WrangleInfo`	Wrangles metadata data responses from various APIs into dataframe or list.
`WrangleData`	Wrangles time series data responses from various APIs into tidy data format.

Package Contents

class cryptodatapy.transform.ConvertParams(data_req: cryptodatapy.extract.datarequest.DataRequest)

Converts data request parameters from CryptoDataPy to data source format.

data_req

to_cryptocompare() → cryptodatapy.extract.datarequest.DataRequest: Convert tickers from CryptoDataPy to CryptoCompare format.

to_coinmetrics() → cryptodatapy.extract.datarequest.DataRequest: Convert tickers from CryptoDataPy to CoinMetrics format.

to_glassnode() → Dict[str, list | str | int | float | None]: Convert tickers from CryptoDataPy to Glassnode format.

to_tiingo() → cryptodatapy.extract.datarequest.DataRequest: Convert tickers from CryptoDataPy to Tiingo format.

to_ccxt() → cryptodatapy.extract.datarequest.DataRequest: Convert tickers from CryptoDataPy to CCXT format.

to_dbnomics() → Dict[str, list | str | int | float | None]: Convert tickers from CryptoDataPy to DBnomics format.

to_investpy() → Dict[str, list | str | int | float | None]: Convert tickers from CryptoDataPy to InvestPy format.

to_fred() → Dict[str, list | str | int | float | datetime.datetime | None]: Convert tickers from CryptoDataPy to Fred format.

to_wb() → Dict[str, list | str | int | float | datetime.datetime | None]: Convert tickers from CryptoDataPy to World Bank format.

to_yahoo() → cryptodatapy.extract.datarequest.DataRequest: Convert tickers from CryptoDataPy to Yahoo Finance format.

to_alphavantage() → cryptodatapy.extract.datarequest.DataRequest: Convert tickers from CryptoDataPy to Alpha Vantage format.

to_famafrench() → cryptodatapy.extract.datarequest.DataRequest: Convert tickers from CryptoDataPy to Fama-French format.

to_polygon() → cryptodatapy.extract.datarequest.DataRequest: Convert tickers from CryptoDataPy to Polygon format.

to_aqr() → Dict[str, list | str | int | dict | float | datetime.datetime | None]: Convert tickers from CryptoDataPy to AQR format.

to_dydx_dict() → Dict[str, list | str | int | float | None]: Convert parameters from CryptoDataPy to dYdX format.

to_dydx() → cryptodatapy.extract.datarequest.DataRequest

convert_fx_tickers(quote_ccy: str) → List[str]

Converts base and quote currency tickers to fx pairs following fx quoting convention.

Parameters:: quote_ccy (str) – Quote currency
Returns:: quote_ccy – Quote currency.
Return type:: str

convert_fields(data_source: str) → List[str]

Converts fields from CryptoDataPy to data source format.

Parameters:: data_source (str) – Name of data source for fields conversions.
Returns:: fields_list – List of fields in data source format.
Return type:: list

class cryptodatapy.transform.WrangleInfo(data_resp: Dict[str, Any] | pandas.DataFrame)

Wrangles metadata data responses from various APIs into dataframe or list.

data_resp

cc_exch_info(as_list: bool = False) → pandas.DataFrame | list

Converts exchanges info to dataframe or list.

Parameters:: as_list (bool, default False) – Returns info as list.
Returns:: exch – Exchanges info converted to dataframe or list.
Return type:: pd.DataFrame or list

cc_indexes_info(as_list: bool = False) → pandas.DataFrame | list

Converts indexes info to dataframe or list.

Parameters:: as_list (bool, default False) – Returns info as list.
Returns:: indexes – Indexes info converted to dataframe or list.
Return type:: pd.DataFrame or list

cc_assets_info(as_list: bool = False) → pandas.DataFrame | list

Converts assets info into dataframe or list.

Parameters:: as_list (bool, default False) – Returns info as list.
Returns:: assets – Assets info converted to dataframe or list.
Return type:: pd.DataFrame or list

cc_mkts_info(as_list: bool = False) → Dict | List

Converts markets info to dictionary or list.

Parameters:: as_list (bool, default False) – Returns info as list.
Returns:: mkts – Markets info converted to dictionary or list.
Return type:: dictionary or list

cc_onchain_tickers_info(as_list: bool = False) → pandas.DataFrame | List

Converts on-chain tickers info to dataframe or list.

Parameters:: as_list (bool, default False) – Returns info as list.
Returns:: tickers – On-chain tickers info converted to dataframe or list.
Return type:: pd.DataFrame or list

cc_onchain_info() → List[str]

Converts on-chain fields info to list.

Returns:: onchain – On-chain fields info converted to list.
Return type:: list

cc_social_info() → List[str]

Converts social stats info to list.

Returns:: social – Social stats fields info converted to list.
Return type:: list

cc_rate_limit_info() → pandas.DataFrame

Converts rate limit info to dataframe.

Returns:: rate_limit – Rate limit info converted to dataframe.
Return type:: pd.DataFrame

cc_news() → pandas.DataFrame

Converts news feed to dataframe.

Returns:: news – News feed converted to dataframe.
Return type:: pd.DataFrame

cc_news_sources() → pandas.DataFrame

Converts news sources to dataframe.

Returns:: news_sources – News sources converted to dataframe.
Return type:: pd.DataFrame

cc_top_mkt_cap_info() → List[str]

Converts top market cap coins info to list.

Returns:: top_mkt_cap – Top market cap coins list.
Return type:: pd.DataFrame

cm_meta_resp(as_list: bool = False, index_name: str | None = None) → pandas.DataFrame | List[str]

Converts CoinMetrics client metadata response to dataframe or list.

Parameters:

as_list (bool, default False) – Returns metadata as list.
index_name (str, optional, default None) – Name to give index col.

Returns:

meta – Metadata converted to dataframe or list.

Return type:

pd.DataFrame or list

cm_inst_info(as_dict: bool = False) → Dict[str, List[str]] | pandas.DataFrame

Converts CoinMetrics client institutions metadata response to dataframe or list.

Parameters:: as_dict (bool, default False) – Returns metadata as dictionary.
Returns:: meta – Metadata converted to dataframe or dictionary.
Return type:: pd.DataFrame or dict

ip_idx_info(cat: str | None = None, as_dict: bool = False) → Dict[str, List[str]] | pandas.DataFrame

Wrangle InvestPy indexes info.

Parameters:

cat (str, {'eqty', 'cmdty', 'rates'}, optional, default None) – Asset class.
as_dict (bool, default False) – Returns available indexes as dictionary, with cat-indexes key-values pairs.

Returns:

indexes – Dictionary or dataframe with info on available indexes, by category.

Return type:

dictionary or pd.DataFrame

ip_meta_resp(data_type: str, as_list: bool = False) → List[str] | pandas.DataFrame

Wrangle InvestPy fx info.

Parameters:

data_type (str) – Type of data response to wrangle.
as_list (bool, default False) – Returns available indexes as list.

Returns:

fx – List or dataframe with fx info.

Return type:

list or pd.DataFrame

gn_assets_info(as_list: bool = False) → pandas.DataFrame | list

Converts assets info into dataframe or list.

Parameters:: as_list (bool, default False) – Returns info as list.
Returns:: assets – Assets info converted to dataframe or list.
Return type:: pd.DataFrame or list

gn_fields_info(data_type: str | None = None, as_list: bool = False) → List[str] | pandas.DataFrame

Converts fields info into dataframe or list.

Parameters:

data_type (str, {'market', 'on-chain', 'off-chain'}, default None) – Type of data.
as_list (bool, default False) – Returns available fields info as list.

Returns:

fields – List or dataframe with info on available fields.

Return type:

list or pd.DataFrame

class cryptodatapy.transform.WrangleData(data_req: cryptodatapy.extract.datarequest.DataRequest, data_resp: Dict[str, pandas.DataFrame] | pandas.DataFrame)

Wrangles time series data responses from various APIs into tidy data format.

data_req

data_resp

tidy_data

cryptocompare() → pandas.DataFrame

Wrangles CryptoCompare data response to dataframe with tidy data format.

Returns:: Wrangled dataframe into tidy data format.
Return type:: pd.DataFrame

coinmetrics() → pandas.DataFrame

Wrangles CoinMetrics data response to dataframe with tidy data format.

Returns:: Wrangled dataframe into tidy data format.
Return type:: pd.DataFrame

glassnode(field: str) → pandas.DataFrame

Wrangles Glassnode data response to dataframe with tidy data format.

Parameters:: field (str) – Name of requested field.
Returns:: Wrangled dataframe into tidy data format.
Return type:: pd.DataFrame

tiingo(data_type: str) → pandas.DataFrame

Wrangles Tiingo data response to dataframe with tidy data format.

Parameters:: data_type (str, {'eqty', 'iex', 'crypto', 'fx'}) – Data type to wrangle.
Returns:: Wrangled dataframe into tidy data format.
Return type:: pd.DataFrame

polygon() → pandas.DataFrame

Wrangles Polygon data response to dataframe with tidy data format.

Returns:: Wrangled dataframe into tidy data format.
Return type:: pd.DataFrame

investpy() → pandas.DataFrame

Wrangles InvestPy data response to dataframe with tidy data format.

Returns:: Wrangled dataframe into tidy data format.
Return type:: pd.DataFrame

dbnomics() → pandas.DataFrame

Wrangles DBnomics data response to dataframe with tidy data format.

Returns:: Wrangled dataframe into tidy data format.
Return type:: pd.DataFrame

ccxt_ohlcv() → pandas.DataFrame

Wrangles CCXT OHLCV data response to dataframe with tidy data format.

Returns:: Dataframe with tidy data format.
Return type:: pd.DataFrame

ccxt_funding_rates() → pandas.DataFrame

Wrangles CCXT funding rates data response to dataframe with tidy data format.

Returns:: Dataframe with tidy data format.
Return type:: pd.DataFrame

ccxt_open_interest() → pandas.DataFrame

Wrangles CCXT open interest data response to dataframe with tidy data format.

Returns:: Dataframe with tidy data format.
Return type:: pd.DataFrame

ccxt(data_type: str) → pandas.DataFrame

Wrangles CCXT data response to dataframe with tidy data format.

Returns:: Wrangled dataframe into tidy data format.
Return type:: pd.DataFrame

fred() → pandas.DataFrame

Wrangles Fred data response to dataframe with tidy data format.

Returns:: Wrangled dataframe into tidy data format.
Return type:: pd.DataFrame

yahoo() → pandas.DataFrame

Wrangles Yahoo data response to dataframe with tidy data format.

Returns:: Wrangled dataframe into tidy data format.
Return type:: pd.DataFrame

alphavantage() → pandas.DataFrame

Wrangles Alpha Vantage data response to dataframe with tidy data format.

Returns:: Wrangled dataframe into tidy data format.
Return type:: pd.DataFrame

famafrench() → pandas.DataFrame

Wrangles Fama-French data response to dataframe with tidy data format.

Returns:: Wrangled dataframe into tidy data format.
Return type:: pd.DataFrame

wb() → pandas.DataFrame

Wrangles World Bank data response to dataframe with tidy data format.

Returns:: Wrangled dataframe into tidy data format.
Return type:: pd.DataFrame

aqr() → pandas.DataFrame

Wrangles AQR data file to dataframe with tidy data format.

Returns:: Wrangled dataframe into tidy data format.
Return type:: pd.DataFrame

convert_fields_to_lib(data_source: str) → WrangleData

Convert cols/fields from data source data resp to CryptoDataPy format.

Parameters:: data_source (str) – Name of data source.
Returns:: WrangleData object with data_resp fields converted to CryptoDataPy format.
Return type:: WrangleData

filter_dates() → WrangleData

Filter start and end dates to those in data request.

Parameters:: self (WrangleData) – WrangleData object with filtered dates.
Returns:: WrangleData object with data_resp dates filtered.
Return type:: WrangleData