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def test_get_table_calls_connection_with_params_for_get_request(self, mock):
params = {'ticker': ['AAPL', 'MSFT'],
'per_end_date': {'gte': '2015-01-01'},
'qopts': {'columns': ['ticker', 'per_end_date']},
'foo': 'bar',
'baz': 4
}
expected_params = {'ticker[]': ['AAPL', 'MSFT'],
'per_end_date.gte': '2015-01-01',
'qopts.columns[]': ['ticker', 'per_end_date'],
'foo': 'bar',
'baz': 4
}
quandl.get_table('ZACKS/FC', **params)
expected = call('get', 'datatables/ZACKS/FC', params=expected_params)
self.assertEqual(mock.call_args, expected)
def test_get_table_calls_connection_with_no_params_for_get_request(self, mock):
quandl.get_table('ZACKS/FC')
expected = call('get', 'datatables/ZACKS/FC', params={})
self.assertEqual(mock.call_args, expected)
def get_data(start_date, end_date, selected = ['AAPL']):
data = quandl.get_table('WIKI/PRICES', ticker = selected,\
qopts = {'columns': ['date', 'high', 'low', 'open', 'close', 'volume', 'adj_close']},\
date = {'gte': start_date, 'lte': end_date}, paginate=True)
data['return_t+1'] = data['adj_close'].pct_change(1).shift(-1)
data['return_t+3'] = data['adj_close'].pct_change(3).shift(-3)
data = data.iloc[:-5]
data.index = data.date
return data
# company_details_values['website'] = 'NA'
# return render(request, 'visualisation/company.html', { 'date' : date_json , 'price' : close_json , 'company' : company,'company_details' : company_details,'company_details_values' : company_details_values})
# else:
pred = {}
arg = request.GET.get('company_name')
quandl.ApiConfig.api_key = "23KLyzjn5UvKQog-DZyM"
company = arg
data = quandl.get_table('WIKI/PRICES', ticker = company,
qopts = { 'columns': ['ticker', 'date', 'adj_close' , 'volume'] },
date = { 'gte': '2015-12-31', 'lte': '2016-12-31' },
paginate=True)
data = data.set_index('ticker')
print(type(data))
date_col = data.ix[:,0]
date_json = date_col.to_json(orient='records')
close_col = data.ix[:,1]
volume = data.ix[:,2]
print(date_col)
close_json = close_col.to_json(orient='records')
print(date_json)
print(close_json)
company_excel = pd.read_excel("CompanyData.xlsx")
compn = company_excel[company_excel.ticker == company]['compnumber']
of dimensions for each field.
"""
assert len(fields) == len(dimensions)
quandl_tools.set_api_key()
# existing = listdir(RAW_FLDR)
for ticker, sid in tickers.items():
# if "%d.csv" % sid in existing:
# continue
try:
query_str = "%s %s" % (DS_NAME, ticker)
print("fetching data for: {}".format(query_str))
# df = quandl.get_table(query_str, start_date=START_DATE, end_date=END_DATE)
df = quandl.get_table(DS_NAME,
calendardate={'gte': START_DATE, 'lte': END_DATE},
ticker=ticker,
qopts={'columns': ['dimension', 'datekey'] + fields})
df = df.rename(columns={'datekey': 'Date'}).set_index('Date')
# loop over the fields and dimensions
series = []
for i, field in enumerate(fields):
s = df[df.dimension == dimensions[i]][field]
series.append(s)
df = pd.concat(series, axis=1)
print(df)
# write raw file: raw/
df.to_csv(os.path.join(raw_path, "{}.csv".format(sid)))
except quandl.errors.quandl_error.NotFoundError:
def get_adj_close(self, selected):
"""
Get a 3D dataframe of Adjusted close price from Quandl.
"""
# get adjusted closing prices of 5 selected companies with Quandl
quandl.ApiConfig.api_key = 'CxU5-dDyxppBFzVgGG6z'
data = quandl.get_table('WIKI/PRICES', ticker=selected,
qopts={'columns': ['date', 'ticker', 'adj_close']},
date={'gte': START_TRAIN, 'lte': END_TRAIN}, paginate=True)
return data
def mp_worker(f):
try:
data = None
if api_type == __APIType.TIME_SERIES:
data = quandl.get(**f, paginate=True, api_key=api_k)
if data is not None:
data = data.tz_localize('UTC', copy=False)
q.put((f['dataset'], processor(data, **f) if processor is not None else data))
elif api_type == __APIType.TABLES:
data = quandl.get_table(**f, paginate=True, api_key=api_k)
if data is not None:
q.put((f['datatable_code'], processor(data, **f) if processor is not None else data))
except Exception as err:
data = None
logging.getLogger(__name__).exception(err)
if data is None:
no_data.add(f)
with lock:
global_counter['c'] += 1
cnt = global_counter['c']
if cnt == len(filters):
q.put(None)
paginate=True)
data = data.set_index('ticker')
print(type(data))
date_col = data.ix[:,0]
date_json = date_col.to_json(orient='records')
close_col = data.ix[:,1]
volume = data.ix[:,2]
print(date_col)
close_json = close_col.to_json(orient='records')
print(date_json)
print(close_json)
company_excel = pd.read_excel("CompanyData.xlsx")
compn = company_excel[company_excel.ticker == company]['compnumber']
data = quandl.get_table('MER/F1', reportdate='2013-03-31', compnumber=compn ,paginate=True)
if(not data.empty and not compn.empty):
company_details = {}
company_details_values = {}
data_headers = list(data)
company_details['company_number'] = data_headers[0]
company_details['report_date'] = data_headers[4]
company_details['report_type'] = data_headers[5]
company_details['currency'] = data_headers[7]
company_details['long_name'] = data_headers[9]
company_details['short_name'] = data_headers[10]
company_details['status'] = data_headers[11]
company_details['country_code'] = data_headers[12]
company_details['region'] = data_headers[13]
def home(request):
quandl.ApiConfig.api_key = "23KLyzjn5UvKQog-DZyM"
company = 'AIG'
data = quandl.get_table('WIKI/PRICES', ticker = company,
qopts = { 'columns': ['ticker', 'date', 'adj_close' , 'volume'] },
date = { 'gte': '2015-12-31', 'lte': '2016-12-31' },
paginate=True)
data = data.set_index('ticker')
print(type(data))
date_col = data.ix[:,0]
date_json = date_col.to_json(orient='records')
close_col = data.ix[:,1]
volume = data.ix[:,2]
print(date_col)
close_json = close_col.to_json(orient='records')
print(date_json)
print(close_json)
data = quandl.get_table('MER/F1', reportdate='2013-03-31', compnumber='372',paginate=True)