Adding API key parameters

fagan2888 · Aug 6, 2019 · 30d4e7c · 30d4e7c
1 parent 83005fc
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Showing 3 changed files with 86 additions and 38 deletions.
diff --git a/README.md b/README.md
@@ -84,6 +84,8 @@ In findatapy/examples you will find several demos
 
 # Coding log
 
+* 06 Aug 2019
+    * Adding parameters to MarketDataRequest for user specified API keys (Quandl, FRED & Alphavantage)
 * 23 Jul 2019
     * Changed some rolling calculations in Calculation class to work with newer pandas
 * 12 Jul 2019

diff --git a/findatapy/market/datavendorweb.py b/findatapy/market/datavendorweb.py
@@ -117,7 +117,7 @@ def download_daily(self, market_data_request):
 
         while(trials < 5):
             try:
-                data_frame = Quandl.get(market_data_request.tickers, authtoken=DataConstants().quandl_api_key, trim_start=market_data_request.start_date,
+                data_frame = Quandl.get(market_data_request.tickers, authtoken=market_data_request.quandl_api_key, trim_start=market_data_request.start_date,
                                         trim_end=market_data_request.finish_date)
 
                 break
@@ -204,7 +204,7 @@ def download_daily(self, market_data_request):
         for i in range(0, len(market_data_request.tickers)):
             while (trials < 5):
                 try:
-                    fred = Fred(api_key=DataConstants().fred_api_key)
+                    fred = Fred(api_key=market_data_request.fred_api_key)
 
                     # acceptable fields: close, actual-release, release-date-time-full
                     if 'close' in market_data_request.fields and 'release-date-time-full' in market_data_request.fields:
@@ -1240,7 +1240,7 @@ def download_tick(self, market_data_request):
         time_list = self.hour_range(market_data_request.start_date, market_data_request.finish_date)
 
         do_retrieve_df = True  # convert inside loop?
-        multi_threaded = False # multithreading (can sometimes get errors but it's fine when retried)
+        multi_threaded = True # multithreading (can sometimes get errors but it's fine when retried)
 
         if multi_threaded:
             # use threading (not process interface)
@@ -2219,7 +2219,7 @@ def load_ticker(self, market_data_request):
     def download(self, market_data_request):
         trials = 0
 
-        ts = TimeSeries(key=DataConstants().alpha_vantage_api_key, output_format='pandas', indexing_type='date')
+        ts = TimeSeries(key=market_data_request.alpha_vantage_api_key, output_format='pandas', indexing_type='date')
 
         data_frame = None
 

diff --git a/findatapy/market/marketdatarequest.py b/findatapy/market/marketdatarequest.py
@@ -12,13 +12,17 @@
 # See the License for the specific language governing permissions and limitations under the License.
 #
 
+from findatapy.util.dataconstants import DataConstants
 from findatapy.util.loggermanager import LoggerManager
 
 from datetime import timedelta
 import datetime
 
 import copy
 
+data_constants = DataConstants()
+
+
 class MarketDataRequest(object):
     """Provides parameters for requesting market data.
 
@@ -56,22 +60,27 @@ def generate_key(self):
         """
         from findatapy.market.ioengine import SpeedCache
 
-        if self.freq == 'daily': ticker = None
-        else: ticker = self.tickers[0]
+        if self.freq == 'daily':
+            ticker = None
+        else:
+            ticker = self.tickers[0]
 
         self.__category_key = self.create_category_key(self, ticker=ticker)
 
-        return SpeedCache().generate_key(self, ['logger', '_MarketDataRequest__abstract_curve', '_MarketDataRequest__cache_algo',
+        return SpeedCache().generate_key(self, ['logger', '_MarketDataRequest__abstract_curve',
+                                                '_MarketDataRequest__cache_algo',
                                                 '_MarketDataRequest__overrides'])
 
-    def __init__(self, data_source = None,
-                 start_date ='year', finish_date = datetime.datetime.utcnow(),
-                 tickers = None, category = None, freq_mult = 1, freq = "daily",
-                 gran_freq = None, cut = "NYC",
-                 fields = ['close'], cache_algo = "internet_load_return",
-                 vendor_tickers = None, vendor_fields = None,
-                 environment = "backtest", trade_side = 'trade', expiry_date = None, resample = None, resample_how = 'last',
-                 md_request = None, abstract_curve = None, overrides = {}
+    def __init__(self, data_source=None,
+                 start_date='year', finish_date=datetime.datetime.utcnow(),
+                 tickers=None, category=None, freq_mult=1, freq="daily",
+                 gran_freq=None, cut="NYC",
+                 fields=['close'], cache_algo="internet_load_return",
+                 vendor_tickers=None, vendor_fields=None,
+                 environment="backtest", trade_side='trade', expiry_date=None, resample=None, resample_how='last',
+                 md_request=None, abstract_curve=None, quandl_api_key=data_constants.quandl_api_key,
+                 fred_api_key=data_constants.fred_api_key, alpha_vantage_api_key=data_constants.alpha_vantage_api_key, 
+                 overrides={}
                  ):
 
         # can deep copy MarketDataRequest (use a lock, so can be used with threading when downloading time series)
@@ -96,20 +105,25 @@ def __init__(self, data_source = None,
 
                 self.category = copy.deepcopy(md_request.category)  # special predefined categories
 
-                self.cut = copy.deepcopy(md_request.cut)                        # closing time of the data (eg. NYC, LDN, TOK etc)
-                self.fields = copy.deepcopy(md_request.fields)                  # fields, eg. close, high, low, open
-                self.cache_algo = copy.deepcopy(md_request.cache_algo)          # internet_load_return (cache_algo_return is for future use)
+                self.cut = copy.deepcopy(md_request.cut)  # closing time of the data (eg. NYC, LDN, TOK etc)
+                self.fields = copy.deepcopy(md_request.fields)  # fields, eg. close, high, low, open
+                self.cache_algo = copy.deepcopy(
+                    md_request.cache_algo)  # internet_load_return (cache_algo_return is for future use)
                 self.vendor_tickers = copy.deepcopy(md_request.vendor_tickers)  # define vendor tickers
-                self.vendor_fields = copy.deepcopy(md_request.vendor_fields)    # define vendor fields
-                self.environment = copy.deepcopy(md_request.environment)        # backtest environment only supported at present
+                self.vendor_fields = copy.deepcopy(md_request.vendor_fields)  # define vendor fields
+                self.environment = copy.deepcopy(
+                    md_request.environment)  # backtest environment only supported at present
                 self.trade_side = copy.deepcopy(md_request.trade_side)
                 self.expiry_date = copy.deepcopy(md_request.expiry_date)
                 self.resample = copy.deepcopy(md_request.resample)
                 self.resample_how = copy.deepcopy(md_request.resample_how)
                 self.abstract_curve = copy.deepcopy(md_request.abstract_curve)
+                self.quandl_api_key = copy.deepcopy(md_request.quandl_api_key)
+                self.fred_api_key = copy.deepcopy(md_request.fred_api_key)
+                self.alpha_vantage_api_key = copy.deepcopy(md_request.alpha_vantage_api_key)
                 self.overrides = copy.deepcopy(md_request.overrides)
 
-                self.tickers = copy.deepcopy(md_request.tickers)    # need this after category in case have wildcard
+                self.tickers = copy.deepcopy(md_request.tickers)  # need this after category in case have wildcard
         else:
             self.freq_mult = freq_mult
 
@@ -122,20 +136,24 @@ def __init__(self, data_source = None,
             self.data_source = data_source
             self.start_date = start_date
             self.finish_date = finish_date
-            self.category = category                # special predefined categories
-
-            self.cut = cut                          # closing time of the data (eg. NYC, LDN, TOK etc)
-            self.fields = fields                    # fields, eg. close, high, low, open
-            self.cache_algo = cache_algo            # internet_load_return (cache_algo_return is for future use)
-            self.vendor_tickers = vendor_tickers    # define vendor tickers
-            self.vendor_fields = vendor_fields      # define vendor fields
-            self.environment = environment          # backtest environment only supported at present
+            self.category = category  # special predefined categories
+
+            self.cut = cut  # closing time of the data (eg. NYC, LDN, TOK etc)
+            self.fields = fields  # fields, eg. close, high, low, open
+            self.cache_algo = cache_algo  # internet_load_return (cache_algo_return is for future use)
+            self.vendor_tickers = vendor_tickers  # define vendor tickers
+            self.vendor_fields = vendor_fields  # define vendor fields
+            self.environment = environment  # backtest environment only supported at present
             self.trade_side = trade_side
             self.expiry_date = expiry_date
             self.resample = resample
             self.resample_how = resample_how
             self.abstract_curve = abstract_curve
 
+            self.quandl_api_key = quandl_api_key
+            self.fred_api_key = fred_api_key
+            self.alpha_vantage_api_key = alpha_vantage_api_key
+
             self.overrides = overrides
 
             self.tickers = tickers
@@ -184,7 +202,8 @@ def data_source(self, data_source):
 
             if not data_source in valid_data_source:
                 LoggerManager().getLogger(__name__).warning(data_source & " is not a defined data source.")
-        except: pass
+        except:
+            pass
 
         self.__data_source = data_source
 
@@ -218,7 +237,7 @@ def tickers(self, tickers):
                     if tick[-1] == "*" and tick[0] != "*":
                         start = "^"
 
-                    tick = start + "(" + tick.replace('*','') + ")"
+                    tick = start + "(" + tick.replace('*', '') + ")"
 
                     if config is None:
                         from findatapy.util import ConfigManager
@@ -287,7 +306,8 @@ def freq(self):
     def freq(self, freq):
         freq = freq.lower()
 
-        valid_freq = ['tick', 'second', 'minute', 'intraday', 'hourly', 'daily', 'weekly', 'monthly', 'quarterly', 'annually']
+        valid_freq = ['tick', 'second', 'minute', 'intraday', 'hourly', 'daily', 'weekly', 'monthly', 'quarterly',
+                      'annually']
 
         if not freq in valid_freq:
             LoggerManager().getLogger(__name__).warning(freq + " is not a defined frequency")
@@ -303,7 +323,8 @@ def gran_freq(self, gran_freq):
         try:
             gran_freq = gran_freq.lower()
 
-            valid_gran_freq = ['tick', 'second', 'minute', 'hourly', 'pseudodaily', 'daily', 'weekly', 'monthly', 'quarterly', 'annually']
+            valid_gran_freq = ['tick', 'second', 'minute', 'hourly', 'pseudodaily', 'daily', 'weekly', 'monthly',
+                               'quarterly', 'annually']
 
             if not gran_freq in valid_gran_freq:
                 LoggerManager().getLogger(__name__).warning(gran_freq & " is not a defined frequency")
@@ -314,7 +335,8 @@ def gran_freq(self, gran_freq):
                 self.__freq = 'tick'
             else:
                 self.__freq = 'daily'
-        except: pass
+        except:
+            pass
 
         self.__gran_freq = gran_freq
 
@@ -417,6 +439,7 @@ def date_parser(self, date):
             date1 = pandas.Timestamp(date)
 
         return date1
+
     @property
     def cache_algo(self):
         return self.__cache_algo
@@ -427,7 +450,6 @@ def cache_algo(self, cache_algo):
 
         valid_cache_algo = ['internet_load', 'internet_load_return', 'cache_algo', 'cache_algo_return']
 
-
         if not cache_algo in valid_cache_algo:
             LoggerManager().getLogger(__name__).warning(cache_algo + " is not a defined caching scheme")
 
@@ -441,7 +463,7 @@ def environment(self):
     def environment(self, environment):
         environment = environment.lower()
 
-        valid_environment= ['prod', 'backtest']
+        valid_environment = ['prod', 'backtest']
 
         if not environment in valid_environment:
             LoggerManager().getLogger(__name__).warning(environment + " is not a defined environment.")
@@ -462,7 +484,7 @@ def trade_side(self, trade_side):
             LoggerManager().getLogger(__name__).warning(trade_side + " is not a defined trade side.")
 
         self.__trade_side = trade_side
-        
+
     @property
     def expiry_date(self):
         return self.__expiry_date
@@ -484,6 +506,30 @@ def abstract_curve(self, abstract_curve):
 
         self.__abstract_curve = abstract_curve
 
+    @property
+    def quandl_api_key(self):
+        return self.__quandl_api_key
+
+    @quandl_api_key.setter
+    def quandl_api_key(self, quandl_api_key):
+        self.__quandl_api_key = quandl_api_key
+
+    @property
+    def fred_api_key(self):
+        return self.__fred_api_key
+
+    @fred_api_key.setter
+    def fred_api_key(self, fred_api_key):
+        self.__fred_api_key = fred_api_key
+
+    @property
+    def alpha_vantage_api_key(self):
+        return self.__alpha_vantage_api_key
+
+    @alpha_vantage_api_key.setter
+    def alpha_vantage_api_key(self, alpha_vantage_api_key):
+        self.__alpha_vantage_api_key = alpha_vantage_api_key
+
     @property
     def overrides(self):
         return self.__overrides
@@ -513,4 +559,4 @@ def _flatten_list(self, list_of_lists):
             # Otherwise call this function recursively
             else:
                 result.extend(self._flatten_list(i))
-        return result
+        return result