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92b9482
Added MOEX data source (Moscow Exchange)
Mottl Aug 13, 2017
8dea613
Some fixes for flake8
Mottl Aug 13, 2017
46729b6
Added one more blank line for flake8
Mottl Aug 13, 2017
3ef996e
Added comment for _read_lines()
Mottl Aug 23, 2017
4f66730
Added access to Daily OHLCV Quotes and Financial Statements provided …
dtemkin Oct 16, 2017
e08a9a9
Added access to Daily OHLCV Quotes and Financial Statements provided …
dtemkin Oct 16, 2017
6763fb1
Update financials.py
dtemkin Oct 16, 2017
7e67172
Merge pull request #1 from pydata/master
dtemkin Jan 1, 2018
78222b9
New FRED URL
jhoodsmith Jan 7, 2018
dde5717
TST: Mark currently failing tests as xfail
bashtage Jan 10, 2018
4812d1c
Merge pull request #438 from bashtage/mark-xfail
bashtage Jan 10, 2018
d71000d
Merge pull request #436 from jhoodsmith/patch-1
bashtage Jan 11, 2018
f50e5cc
Merge pull request #381 from Mottl/moex
bashtage Jan 11, 2018
e669812
Bank of Canada data source
dwrpayne Dec 24, 2017
75fc096
Fix flake8 issues.
dwrpayne Dec 24, 2017
9a9971d
CLN: Add all to data to prevent spurious deletion of import
bashtage Jan 11, 2018
3700771
Merge pull request #440 from bashtage/dwrpayne-bankofcanada
bashtage Jan 11, 2018
2004578
TST: Update pandas to minimum 0.19
bashtage Jan 11, 2018
bb3f4f4
BLD: Add versioneer to cimplify versioning
bashtage Jan 11, 2018
ddf71ef
Merge pull request #441 from bashtage/update-travis
bashtage Jan 11, 2018
1845927
Merge pull request #442 from bashtage/use-versioneer
bashtage Jan 11, 2018
d386e63
TST: Reenable FRED tests
bashtage Jan 17, 2018
682f40e
BUG: Fix small bug in OECD
bashtage Jan 17, 2018
dbca479
Merge pull request #445 from bashtage/fix-failing-tests
bashtage Jan 18, 2018
d7f8248
added StooqDailyReader for major index data download
peijiche May 22, 2017
9d7eaa6
ENH: Add Stooq reader
bashtage Jan 18, 2018
7a4abda
Merge pull request #447 from bashtage/peijiche-stooq
bashtage Jan 18, 2018
5edbbca
Implements output error function, merge conflicts
rgkimball Jul 2, 2017
f3a6fb2
Implements all available webhooks in IEX API 1.0
rgkimball Jul 2, 2017
ac34717
Adds testing for IEX API
rgkimball May 8, 2017
bae2597
Removes tm.TestCase from IEX testing
rgkimball May 12, 2017
5a00fc5
Implements HTTP requests for IEX DEEP API, see: https://www.iextradin…
rgkimball May 16, 2017
e3ecf2b
Reduces import footprint of IEX, adds docstrings, fixes DEEP API test…
rgkimball May 17, 2017
29291e2
Whitespace cleanup
rgkimball Jul 2, 2017
fa3eec8
Missed a couple
rgkimball Jul 2, 2017
4fb9a40
CLN: flak8 compliance
bashtage Jan 11, 2018
e73c0fb
CLN/BUG: Fix test errors in IEX
bashtage Jan 18, 2018
db29621
Merge pull request #446 from bashtage/rgkimball-IEX
bashtage Jan 18, 2018
6960d27
CLN: Remove list from default arg
bashtage Jan 18, 2018
9557e3e
CLN: Clean up small coding style errors
bashtage Jan 18, 2018
8d3e50f
Merge pull request #448 from bashtage/fix-tsp-default
bashtage Jan 18, 2018
ffc8ee1
#198
Apr 27, 2016
004ee3c
added freq parameter to enable explicit querying of monthly, quarterl…
Apr 28, 2016
09fa753
updated _sanitize_dates to return Timestamp to employ self.start.quarter
Apr 28, 2016
3819261
PEP8 clean-up
Apr 28, 2016
c88c906
CLN: Add freq to base
bashtage Jan 18, 2018
3156d71
Merge pull request #449 from bashtage/kurtforrester-base-freq
bashtage Jan 18, 2018
de6387d
CLN/REF: Mark deprecated API
bashtage Jan 18, 2018
37214d6
DOC: Prepare docs for 0.6.0
bashtage Jan 17, 2018
fd749a7
Merge pull request #450 from bashtage/immediate-deprecation
bashtage Jan 18, 2018
c8a087d
Merge pull request #451 from bashtage/check-docs
bashtage Jan 18, 2018
d5bfd39
CLN: Update WorldBank endpoint
bashtage Jan 18, 2018
faa2a02
Merge pull request #456 from bashtage/update-world-bank
bashtage Jan 18, 2018
4f1e8a5
CLN: Remove landscape caught errors
bashtage Jan 18, 2018
cfb15f3
Merge pull request #455 from bashtage/landscape-errors
bashtage Jan 18, 2018
8b032a6
DOC: Update whatsnews
bashtage Jan 19, 2018
f94be82
BLD: Enforce what's new entry
bashtage Jan 19, 2018
224e2ba
Merge pull request #458 from bashtage/update-whatsnew
bashtage Jan 19, 2018
4a1c20d
Merge pull request #457 from bashtage/update-github-template
bashtage Jan 19, 2018
371d400
ENH: Add automatic doc build
bashtage Jan 19, 2018
dcc09eb
Merge pull request #459 from bashtage/add-doc-build
bashtage Jan 19, 2018
bb54ebf
BUG: Change google URLS
bashtage Jan 20, 2018
833d6a3
TST: Makr test as xfail when market closed
bashtage Jan 20, 2018
747a67b
Merge pull request #463 from bashtage/new-google-urls
bashtage Jan 21, 2018
24a2b90
DOC: Add doc pages for specific connectors
bashtage Jan 21, 2018
30e6249
Merge pull request #464 from bashtage/extend-docs
bashtage Jan 21, 2018
4c32dfe
Added IEX Daily Reader (Historical)
addisonlynch Jan 22, 2018
2d8e075
Formatting fixes
addisonlynch Jan 22, 2018
2fc78b7
Added Morningstar Tests
dtemkin Jan 22, 2018
fd638e6
Merge pull request #465 from addisonlynch/dev
bashtage Jan 22, 2018
afde675
Added access to Daily OHLCV Quotes and Financial Statements provided …
dtemkin Oct 16, 2017
632bd55
Added access to Daily OHLCV Quotes and Financial Statements provided …
dtemkin Oct 16, 2017
6b14be7
Update financials.py
dtemkin Oct 16, 2017
d13cb00
Added Morningstar Tests
dtemkin Jan 22, 2018
d4279a1
Attempted rebase
dtemkin Jan 22, 2018
e91c00d
Merge remote-tracking branch 'origin/master'
dtemkin Jan 22, 2018
c2739d9
Delete financials.py
dtemkin Jan 22, 2018
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1 change: 1 addition & 0 deletions .gitattributes
Original file line number Diff line number Diff line change
@@ -0,0 +1 @@
pandas_datareader/_version.py export-subst
8 changes: 0 additions & 8 deletions docs/requirements.txt

This file was deleted.

4 changes: 0 additions & 4 deletions docs/source/conf.py
Original file line number Diff line number Diff line change
Expand Up @@ -12,9 +12,6 @@
# All configuration values have a default; values that are commented out
# serve to show the default.

import sys
import os

# If extensions (or modules to document with autodoc) are in another directory,
# add these directories to sys.path here. If the directory is relative to the
# documentation root, use os.path.abspath to make it absolute, like shown here.
Expand All @@ -28,7 +25,6 @@
# Add any Sphinx extension module names here, as strings. They can be
# extensions coming with Sphinx (named 'sphinx.ext.*') or your custom
# ones.
import IPython

extensions = [
'sphinx.ext.autodoc',
Expand Down
8 changes: 8 additions & 0 deletions docs/source/readers/bank-of-canada.rst
Original file line number Diff line number Diff line change
@@ -0,0 +1,8 @@
Bank of Canada
--------------

.. py:module:: pandas_datareader.bankofcanada

.. autoclass:: BankOfCanadaReader
:members:
:inherited-members:
8 changes: 8 additions & 0 deletions docs/source/readers/enigma.rst
Original file line number Diff line number Diff line change
@@ -0,0 +1,8 @@
Engima
------

.. py:module:: pandas_datareader.enigma

.. autoclass:: EnigmaReader
:members:
:inherited-members:
8 changes: 8 additions & 0 deletions docs/source/readers/eurostat.rst
Original file line number Diff line number Diff line change
@@ -0,0 +1,8 @@
Eurostat
--------

.. py:module:: pandas_datareader.eurostat

.. autoclass:: EurostatReader
:members:
:inherited-members:
10 changes: 10 additions & 0 deletions docs/source/readers/famafrench.rst
Original file line number Diff line number Diff line change
@@ -0,0 +1,10 @@
Fama-French Data (Ken French's Data Library)
--------------------------------------------

.. py:module:: pandas_datareader.famafrench

.. autoclass:: FamaFrenchReader
:members:
:inherited-members:

.. autofunction:: get_available_datasets
10 changes: 10 additions & 0 deletions docs/source/readers/fred.rst
Original file line number Diff line number Diff line change
@@ -0,0 +1,10 @@
Federal Reserve Economic Data (FRED)
------------------------------------

.. py:module:: pandas_datareader.fred

.. autoclass:: FredReader
:members:
:inherited-members: read


48 changes: 48 additions & 0 deletions docs/source/readers/iex.rst
Original file line number Diff line number Diff line change
@@ -0,0 +1,48 @@
The Investors Exchange (IEX)
----------------------------

.. py:module:: pandas_datareader.iex.market

.. autoclass:: MarketReader
:members:
:inherited-members:

.. py:module:: pandas_datareader.iex.ref

.. autoclass:: SymbolsReader
:members:
:inherited-members:

.. py:module:: pandas_datareader.iex.stats

.. autoclass:: DailySummaryReader
:members:
:inherited-members:

.. autoclass:: MonthlySummaryReader
:members:
:inherited-members:

.. autoclass:: RecordsReader
:members:
:inherited-members:

.. autoclass:: RecentReader
:members:
:inherited-members:

.. py:module:: pandas_datareader.iex.deep

.. autoclass:: Deep
:members:
:inherited-members:

.. py:module:: pandas_datareader.iex.tops

.. autoclass:: TopsReader
:members:
:inherited-members:

.. autoclass:: LastReader
:members:
:inherited-members:
19 changes: 19 additions & 0 deletions docs/source/readers/index.rst
Original file line number Diff line number Diff line change
@@ -0,0 +1,19 @@
Data Readers
------------

.. toctree::
:maxdepth: 2

fred
famafrench
bank-of-canada
enigma
eurostat
iex
moex
nasdaq-trader
oecd
quandl
stooq
tsp
world-bank
8 changes: 8 additions & 0 deletions docs/source/readers/moex.rst
Original file line number Diff line number Diff line change
@@ -0,0 +1,8 @@
Moscow Exchange (MOEX)
----------------------

.. py:module:: pandas_datareader.moex

.. autoclass:: MoexReader
:members:
:inherited-members:
6 changes: 6 additions & 0 deletions docs/source/readers/nasdaq-trader.rst
Original file line number Diff line number Diff line change
@@ -0,0 +1,6 @@
NASDAQ
------

.. py:module:: pandas_datareader.nasdaq_trader

.. autofunction:: get_nasdaq_symbols
8 changes: 8 additions & 0 deletions docs/source/readers/oecd.rst
Original file line number Diff line number Diff line change
@@ -0,0 +1,8 @@
Organisation for Economic Co-operation and Development (OECD)
-------------------------------------------------------------

.. py:module:: pandas_datareader.oecd

.. autoclass:: OECDReader
:members:
:inherited-members:
8 changes: 8 additions & 0 deletions docs/source/readers/quandl.rst
Original file line number Diff line number Diff line change
@@ -0,0 +1,8 @@
Quandl
------

.. py:module:: pandas_datareader.quandl

.. autoclass:: QuandlReader
:members:
:inherited-members:
8 changes: 8 additions & 0 deletions docs/source/readers/stooq.rst
Original file line number Diff line number Diff line change
@@ -0,0 +1,8 @@
Stooq.com
---------

.. py:module:: pandas_datareader.stooq

.. autoclass:: StooqDailyReader
:members:
:inherited-members:
8 changes: 8 additions & 0 deletions docs/source/readers/tsp.rst
Original file line number Diff line number Diff line change
@@ -0,0 +1,8 @@
Thrift Savings Plan (TSP)
-------------------------

.. py:module:: pandas_datareader.tsp

.. autoclass:: TSPReader
:members:
:inherited-members:
16 changes: 16 additions & 0 deletions docs/source/readers/world-bank.rst
Original file line number Diff line number Diff line change
@@ -0,0 +1,16 @@
World Bank
----------

.. py:module:: pandas_datareader.wb

.. autoclass:: WorldBankReader
:members:
:inherited-members:

.. autofunction:: download

.. autofunction:: get_countries

.. autofunction:: get_indicators

.. autofunction:: search
40 changes: 40 additions & 0 deletions docs/source/see-also.rst
Original file line number Diff line number Diff line change
@@ -0,0 +1,40 @@
Other Data Sources
------------------
Web interfaces are constantly evolving and so there is constant
evolution in this space. There are a number of noteworthy Python
packages that integrate into the PyData ecosystem that are
more narrowly focused than pandas-datareader.


Alpha Vantage
=============
`Alpha Vantage <https://www.alphavantage.co>`__ provides real time and
historical equity data. Users are required to get a free API key before
using the API. `Documentation <https://www.alphavantage.co/documentation>`__
is available.

A `python package <https://github.com/RomelTorres/alpha_vantage>`__
simplifying access is available on github.

Tiingo
======
`Tiingo <https://www.tiingo.com>`__ aims to make high-end financial tools
accessible investors. The `API is documented <https://api.tiingo.com>`__.
Users are required to get a free API key before using the API.

A `python package <https://github.com/hydrosquall/tiingo-python>`__
simplifying access is available on github.

Barchart
========
Barchart is a data provider covering a ride range of financial data. The
`free API <https://www.barchart.com/ondemand/free-market-data-api>`__
provides up to two years of historical data.

A `python package <https://github.com/femtotrader/barchart-ondemand-client-python>`__
simplifying access is available on github.

List of Other Sources
=====================
`Awesome Quant <https://github.com/wilsonfreitas/awesome-quant#data-sources>`__
maintains a large list of packages designed to provide access to financial data.
75 changes: 75 additions & 0 deletions docs/source/whatsnew/v0.6.0.txt
Original file line number Diff line number Diff line change
@@ -0,0 +1,75 @@
.. _whatsnew_060:

v0.6.0 (January TODO, 2018)
---------------------------

This is a major release from 0.5.0. We recommend that all users upgrade.

.. warning::

Yahoo!, Google Options, Google Quotes and EDGAR have been immediately
deprecated.

Highlights include:

- A new data connector for stock index data provided by Stooq was
introduced. (:issue:`447`)

- A new data connector for data provided by the Bank of Canada was
introduced. (:issue:`440`)

- Immediate deprecation of Yahoo!, Google Options and Quotes and EDGAR.


.. contents:: What's new in v0.6.0
:local:
:backlinks: none

.. _whatsnew_060.enhancements:

Enhancements
~~~~~~~~~~~~

- A new data connector for stock index data provided by Stooq was
introduced. (:issue:`447`)

- A new data connector for data provided by the Bank of Canada was
introduced. (:issue:`440`)

.. _whatsnew_060.api_breaking:

Backwards incompatible API changes
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

- Deprecation of Yahoo readers. Yahoo! retired the financial data end points in
late 2017. It is not possible to reliably retrieve data from Yahoo! without
these endpoints. The Yahoo! readers have been immediately deprecated and
will raise an `ImmediateDeprecationError` when called.

- Deprecation of EDGAR readers. EDGAR substantially altered their API. The EDGAR
readers have been immediately deprecated and will raise an
`ImmediateDeprecationError` when called.

- Google finance data will raise an `UnstableAPIWarning` when first called.
Google has also altered their API in a way that makes reading data
unreliable. It many call it works. However it also regularly fails,
especially when used for bulk downloading. Google may be removed in the
future.

.. _whatsnew_060.bug_fixes:

Bug Fixes
~~~~~~~~~

- `freq` parameter was added to the WorldBank connector to address a limitation (:issue:`198`, :issue:`449`).
- The Enigma data connector was updated to the latest API (:issue:`380`).
- The Google finance endpoint was updated to the latest value (:issue:`404`).
- Tne end point for FRED was updated to the latest values (:issue:`436`).
- Tne end point for WorldBank was updated to the latest values (:issue:`456`).

Other Changes
~~~~~~~~~~~~~
- The minimum tested pandas version was increased to 0.19.2 (:issue:`441`).
- Added versioneer to simplifying release (:issue:`442`).
- Added doctr to automatically build docs for gh-pages (:issue:`459`).

25 changes: 22 additions & 3 deletions pandas_datareader/__init__.py
Original file line number Diff line number Diff line change
@@ -1,4 +1,23 @@
__version__ = version = '0.5.0'
from ._version import get_versions

from .data import (get_components_yahoo, get_data_famafrench, get_data_google, get_data_yahoo, get_data_enigma, # noqa
get_data_yahoo_actions, get_quote_google, get_quote_yahoo, DataReader, Options) # noqa
from .data import (get_components_yahoo, get_data_famafrench, get_data_google,
get_data_yahoo, get_data_enigma, get_data_yahoo_actions,
get_quote_google, get_quote_yahoo, get_tops_iex,
get_last_iex, get_markets_iex, get_summary_iex,
get_records_iex, get_recent_iex, get_iex_symbols,
get_iex_book, DataReader, Options, get_mstar_financials_balance,
get_mstar_financials_cashflows, get_mstar_financials_income,
get_mstar_financials_keyratios)

__version__ = get_versions()['version']
del get_versions

__all__ = ['__version__', 'get_components_yahoo', 'get_data_enigma',
'get_data_famafrench', 'get_data_google', 'get_data_yahoo',
'get_data_yahoo_actions', 'get_quote_google', 'get_quote_yahoo',
'get_iex_book', 'get_iex_symbols', 'get_last_iex',
'get_markets_iex', 'get_recent_iex', 'get_records_iex',
'get_summary_iex', 'get_tops_iex',
'DataReader', 'Options', 'get_mstar_financials_balance',
'get_mstar_financials_cashflows', 'get_mstar_financials_income',
'get_mstar_financials_keyratios']
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