Added QuandlReader (plus tests and doc) #361

gliptak · 2017-07-05T02:16:23Z

Completing #346

Closing #360

jreback

looks pretty good. some comments, can you also add a changelog entry (0.5.0) / enhancements.

jreback · 2017-07-05T22:51:54Z

docs/source/remote_data.rst

@@ -79,7 +79,7 @@ Historical dividends from Yahoo! Finance.
 .. _remote_data.yahoo_quotes:


this got changed to 100755 for some reason, can you switch back

something like

git update-index --chmod -x <file> should do it

jreback · 2017-07-05T22:52:28Z

docs/source/remote_data.rst

+    df = web.DataReader(symbol, 'quandl', "2015-01-01", "2015-01-05")
+    df.ix['2015-01-04']
+
+.. _remote_data.quandl:


put this right before the Quandl (and move the enigma one right before the Enigma)

jreback · 2017-07-05T22:52:43Z

docs/source/remote_data.rst

+    import pandas_datareader.data as web
+    symbol = 'WIKI/AAPL'  # or 'AAPL.US'
+    df = web.DataReader(symbol, 'quandl', "2015-01-01", "2015-01-05")
+    df.ix['2015-01-04']


use df.loc[...]

jreback · 2017-07-05T22:53:17Z

pandas_datareader/data.py

@@ -22,6 +22,7 @@
 from pandas_datareader.enigma import EnigmaReader
 from pandas_datareader.oanda import get_oanda_currency_historical_rates
 from pandas_datareader.nasdaq_trader import get_nasdaq_symbols


hmm lots of files look like the got the 100644 -> 100755

jreback · 2017-07-05T22:53:34Z

pandas_datareader/quandl.py

+
+class QuandlReader(_DailyBaseReader):
+
+    """


can you add a versionadded 0.5.0

jreback · 2017-07-05T22:53:49Z

pandas_datareader/quandl.py

+        Beware of ambiguous symbols (different securities per country)!
+        Note: Cannot use more than a single string because of the inflexible
+        way the URL is composed of url and _get_params in the superclass
+    start : string,


extra comman

jreback · 2017-07-05T22:53:54Z

pandas_datareader/quandl.py

+
+    Parameters
+    ----------
+    symbols : string.


no period at the end

jreback · 2017-07-05T22:54:22Z

pandas_datareader/quandl.py

+            # secondary convention SYM.CountryCode:
+            symbol = mm.group(1)
+            datasetname = self._db_from_countrycode(mm.group(4))
+        base_url = "https://www.quandl.com/api/v3/datasets/"


make the base_url a class property

modeled after Google options _OPTIONS_BASE_URL

jreback · 2017-07-05T22:54:56Z

pandas_datareader/quandl.py

+        return re.match("(?:" + regex + r")\Z", string, flags=flags)
+
+    def _db_from_countrycode(self, code):
+        map = dict(


maybe make a class property

jreback

looks good. some doc comments. ping on green.

jreback · 2017-07-06T09:58:53Z

docs/source/remote_data.rst

@@ -199,6 +199,32 @@ Available expiry dates can be accessed from the ``expiry_dates`` property.

 .. _remote_data.enigma:

+Quandl


the quandl tag should be before the Quandle\n------\n; and move the enigma one before Enigma.

jreback · 2017-07-06T09:59:11Z

docs/source/remote_data.rst

+
+.. _remote_data.quandl:
+
+Daily financial data (prices of stocks, ETFs etc.) from quandl.com.


add the http link to quandl.com

jreback · 2017-07-06T09:59:26Z

docs/source/remote_data.rst

+
+Daily financial data (prices of stocks, ETFs etc.) from quandl.com.
+The symbol names consist of two parts: DB name and symbol name.
+DB names can be all the free ones listed on the Quandl website.


can you add a link here to the 'free ones'

jreback · 2017-07-06T09:59:42Z

docs/source/remote_data.rst

+ticker symbols, in some other cases (such as FSE) they can be a bit strange.
+Some sources are also mapped to suitable ISO country codes in the dot suffix
+style shown above,
+currently available for BE, CN, DE, FR, IN, JP, NL, PT, UK, US.


if available can you provide a link to the quandl docs about this

added link to all datasets

jreback · 2017-07-06T09:59:54Z

docs/source/remote_data.rst

+style shown above,
+currently available for BE, CN, DE, FR, IN, JP, NL, PT, UK, US.
+
+Unfortunately (as of June 2017), each DB has a different data schema,


I would remove this comment.

removed unfortunately

jreback · 2017-07-06T22:32:35Z

docs/source/remote_data.rst

@@ -79,7 +79,7 @@ Historical dividends from Yahoo! Finance.
 .. _remote_data.yahoo_quotes:


there is also a TOC in this file (its done manually but that's ok). add an entry there as well.

updated TOC

gliptak · 2017-07-06T23:51:12Z

@jreback Green after updates

jreback · 2017-07-07T09:57:57Z

thanks @gliptak !

jreback mentioned this pull request Jul 5, 2017

added QuandlReader (plus tests and doc) #346

Closed

jreback requested changes Jul 5, 2017

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jreback added the enhancement label Jul 5, 2017

jreback added this to the 0.5.0 milestone Jul 5, 2017

jreback approved these changes Jul 6, 2017

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jreback reviewed Jul 6, 2017

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Added QuandlReader (plus tests and doc)

9b1547a

jreback merged commit a88c84e into pydata:master Jul 7, 2017

gliptak deleted the PR346 branch July 10, 2017 22:08

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Added QuandlReader (plus tests and doc) #361

Added QuandlReader (plus tests and doc) #361

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gliptak commented Jul 6, 2017

jreback commented Jul 7, 2017

		@@ -79,7 +79,7 @@ Historical dividends from Yahoo! Finance.
		.. _remote_data.yahoo_quotes:

		@@ -199,6 +199,32 @@ Available expiry dates can be accessed from the ``expiry_dates`` property.

		.. _remote_data.enigma:

		Quandl


		.. _remote_data.quandl:

		Daily financial data (prices of stocks, ETFs etc.) from quandl.com.

Added QuandlReader (plus tests and doc) #361

Added QuandlReader (plus tests and doc) #361

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gliptak commented Jul 6, 2017

jreback commented Jul 7, 2017