- Doc
- Write doc
- see Read The Docs https://readthedocs.org/
- Sphinx (reStructuredText) or MkDocs http://www.mkdocs.org/ (Markdown)
- One file per DataReader
- Custom :
See code:
from pandas_datareaders.datareaders.base import DataReaderBase
import pandas as pd
import json
from StringIO import StringIO
dr = DataReaderBase(expire_after=60*60)
BASE_URL = 'http://openexchangerates.org/api'
endpoint = '/latest.json'
url = BASE_URL + endpoint
params = {
'app_id': ''
}
response = dr.session.get(url, params=params)
raw_data = response.text # or .content if binary data is expected
data = json.loads(raw_data)
...
-
Create pip package
-
Yahoo Options
- current version is using lxml to parse web page
- maybe there is better to do (YQL ?)
-
Yahoo Quotes
- add other codes as parameter
-
Yahoo Query Language YQL
- https://developer.yahoo.com/yql/
- https://github.com/pydata/pandas/issues/7104
- https://github.com/femtotrader/StockScraper/blob/master/stockretriever.py
- https://www.datatables.org/
- https://github.com/project-fondue/python-yql (see forks)
- Yahoo Finance via YQL
- http://www.jarloo.com/get-near-real-time-stock-data-from-yahoo-finance/
- http://www.jarloo.com/get-yahoo-finance-api-data-via-yql/
- http://query.yahooapis.com/v1/public/yql?q=select%20*%20from%20yahoo.finance.quotes%20where%20symbol%20in%20(%22AAPL%22)&env=store://datatables.org/alltableswithkeys&format=json
- http://query.yahooapis.com/v1/public/yql?q=select%20*%20from%20html%20where%20url%3D%22http%3A%2F%2Ffinance.yahoo.com%2Fq%2Fop%3Fs%3DC%26m%3D2011-02%22%20and%20xpath%3D%22%2F%2Ftable%5B%40class%3D%27yfnc_datamodoutline1%27%5D%2Ftr%2Ftd%2Ftable%2Ftr%5Btd%5B%40class%3D%27yfnc_h%27%20or%20%40class%3D%27yfnc_tabledata1%27%5D%5D%22&diagnostics=true&env=store%3A%2F%2Fdatatables.org%2Falltableswithkeys&format=json
-
use chunksize (when several symbols or when large number of data for a given symbol)
-
Original Pandas DataReader
- Google Analytics
-
Other data provider to consider
- EOD Data http://www.eoddata.com/download.aspx
- BATS
- CBOE - Option Chain Download
-
Quandl
- https://github.com/quandl/Python/
- convert to requests / requests-cache
-
OpenExchangeRates
-
TrueFX
-
Continuous Integration