cryptodatapy 0.2.0__tar.gz → 0.2.2__tar.gz

{cryptodatapy-0.2.0 → cryptodatapy-0.2.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: cryptodatapy
-Version: 0.2.0
+Version: 0.2.2
 Summary: Cryptoasset data library
 License: Apache-2.0
 Author: Systamental

{cryptodatapy-0.2.0 → cryptodatapy-0.2.2}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "cryptodatapy"
-version = "0.2.0"
+version = "0.2.2"
 description = "Cryptoasset data library"
 authors = ["Systamental"]
 license = "Apache License 2.0"

{cryptodatapy-0.2.0 → cryptodatapy-0.2.2}/setup.py

@@ -17,12 +17,68 @@ packages = \
 
 package_data = \
 {'': ['*'],
- 'cryptodatapy': ['.idea/*', '.idea/inspectionProfiles/*'],
- 'cryptodatapy.conf': ['.pytest_cache/*', '.pytest_cache/v/cache/*'],
- 'cryptodatapy.extract.data_vendors': ['.ipynb_checkpoints/*',
-                                       '.pytest_cache/*',
-                                       '.pytest_cache/v/cache/*'],
- 'cryptodatapy.extract.web': ['.ipynb_checkpoints/*']}
+ 'cryptodatapy': ['.idea/.gitignore',
+                  '.idea/.gitignore',
+                  '.idea/.gitignore',
+                  '.idea/.gitignore',
+                  '.idea/.gitignore',
+                  '.idea/.gitignore',
+                  '.idea/cryptodatapy.iml',
+                  '.idea/cryptodatapy.iml',
+                  '.idea/cryptodatapy.iml',
+                  '.idea/cryptodatapy.iml',
+                  '.idea/cryptodatapy.iml',
+                  '.idea/cryptodatapy.iml',
+                  '.idea/csv-plugin.xml',
+                  '.idea/csv-plugin.xml',
+                  '.idea/csv-plugin.xml',
+                  '.idea/csv-plugin.xml',
+                  '.idea/csv-plugin.xml',
+                  '.idea/csv-plugin.xml',
+                  '.idea/inspectionProfiles/*',
+                  '.idea/misc.xml',
+                  '.idea/misc.xml',
+                  '.idea/misc.xml',
+                  '.idea/misc.xml',
+                  '.idea/misc.xml',
+                  '.idea/misc.xml',
+                  '.idea/modules.xml',
+                  '.idea/modules.xml',
+                  '.idea/modules.xml',
+                  '.idea/modules.xml',
+                  '.idea/modules.xml',
+                  '.idea/modules.xml',
+                  '.idea/vcs.xml',
+                  '.idea/vcs.xml',
+                  '.idea/vcs.xml',
+                  '.idea/vcs.xml',
+                  '.idea/vcs.xml',
+                  '.idea/vcs.xml'],
+ 'cryptodatapy.extract.data_vendors': ['.ipynb_checkpoints/CCXT-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/CCXT-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/CCXT-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/CCXT-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/CCXT-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/DBNomics-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/DBNomics-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/DBNomics-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/DBNomics-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/DBNomics-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/InvestPy-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/InvestPy-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/InvestPy-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/InvestPy-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/InvestPy-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/NasdaqDataLink-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/NasdaqDataLink-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/NasdaqDataLink-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/NasdaqDataLink-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/NasdaqDataLink-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/PandasDataReader-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/PandasDataReader-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/PandasDataReader-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/PandasDataReader-checkpoint.ipynb',
+                                       '.ipynb_checkpoints/PandasDataReader-checkpoint.ipynb']}
 
 install_requires = \
 ['DBnomics>=1.2.3',
@@ -47,7 +103,7 @@ extras_require = \
 
 setup_kwargs = {
     'name': 'cryptodatapy',
-    'version': '0.2.0',
+    'version': '0.2.2',
     'description': 'Cryptoasset data library',
     'long_description': "![](cryptodatapy_logo.jpeg)\n\n# CryptoDataPy\n### _Better data beats fancier algorithms_\n<br/>\n\n**CryptoDataPy** is a python library which makes it easy to build high quality data pipelines \nfor the analysis of digital assets. By providing easy access to over 100,000 time series for thousands of  assets, \nit facilitates the pre-processing of a wide range of data from different sources.\n\nCryptoassets generate a huge amount of market, on-chain and off-chain data. \nBut unlike legacy financial markets, this data is often fragmented, \nunstructured and dirty. By extracting data from various sources, \npre-processing it into a user-friendly (tidy) format, detecting and repairing 'bad' data,\nand allowing for easy storage and retrieval, CryptoDataPy allows you to spend less time gathering \nand cleaning data, and more time analyzing it.\n\nOur data includes:\n\n- **Market:** market prices of varying granularity (e.g. tick, trade and bar data, aka OHLC),\nfor spot, futures and options markets, as well as funding rates for the analysis of \ncryptoasset returns.\n- **On-chain:** network health and usage data, circulating supply, asset holder positions and \ncost-basis, for the analysis of underlying crypto network fundamentals.\n- **Off-chain:** news, social media, developer activity, web traffic and search for project interest and \nsentiment, as well as traditional financial market and macroeconomic data for broader financial and \neconomic conditions.\n\nThe library's intuitive interface facilitates each step of the ETL/ETL (extract-transform-load) process:\n\n- **Extract**: Extracting data from a wide range of data sources and file formats.\n- **Transform**: \n  - Wrangling data into a pandas DataFrame in a structured and user-friendly format, \n  a.k.a [tidy data](https://www.jstatsoft.org/article/view/v059i10). \n  - Detecting, scrubbing and repairing 'bad' data (e.g. outliers, missing values, 0s, etc.) to improve the accuracy and reliability\nof machine learning/predictive models.\n- **Load**: Storing clean and ready-for-analysis data and metadata for easy access.\n\n## Installation\n\n```bash\n$ pip install cryptodatapy\n```\n\n## Usage\n\n**CryptoDataPy** allows you to pull ready-to-analyze data from a variety of sources \nwith only a few lines of code.\n\nFirst specify which data you want with a `DataRequest`:\n\n```python\n# import DataRequest\nfrom cryptodatapy.extract.datarequest import DataRequest\n# specify parameters for data request: tickers, fields, start date, end_date, etc.\ndata_req = DataRequest(\n    source='glassnode',  # name of data source\n    tickers=['btc', 'eth'], # list of asset tickers, in CryptoDataPy format, defaults to 'btc'\n    fields=['close', 'add_act', 'hashrate'],  # list of fields, in CryptoDataPy, defaults to 'close'\n    freq=None,  # data frequency, defaults to daily  \n    quote_ccy=None,  # defaults to USD/USDT\n    exch=None,  # defaults to exchange weighted average or Binance\n    mkt_type= 'spot',  # defaults to spot\n    start_date=None,  # defaults to start date for longest series\n    end_date=None,  # defaults to most recent \n    tz=None,  # defaults to UTC time\n    cat=None,  # optional, should be specified when asset class is not crypto, eg. 'fx', 'rates', 'macro', etc.\n)\n```\nThen get the data :\n\n```python\n# import GetData\nfrom cryptodatapy.extract.getdata import GetData\n# get data\nGetData(data_req).get_series()\n```\n\nWith the same data request parameters, you can retrieve the same data from a different source:\n\n```python\n# modify data source parameter\ndata_req = DataRequest(\n  source='coinmetrics',           \n  tickers=['btc', 'eth'], \n  fields=['close', 'add_act', 'hashrate'], \n  req='d',\n  start_date='2016-01-01')\n# get data\nGetData(data_req).get_series()\n```\n\nFor more detailed code examples and interactive tutorials \nsee [here](https://github.com/systamental/cryptodatapy/blob/main/docs/example.ipynb).\n## Supported Data Sources\n\n- [CryptoCompare](https://min-api.cryptocompare.com/documentation)\n- [CCXT](https://docs.ccxt.com/en/latest/)\n- [Glassnode](https://docs.glassnode.com/)\n- [Coin Metrics](https://docs.coinmetrics.io/api/v4/)\n- [Tiingo](https://api.tiingo.com/documentation/general/overview)\n- [Yahoo Finance](https://github.com/ranaroussi/yfinance)\n- [Fama-French Data](http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html)\n- [AQR](https://www.aqr.com/Insights/Datasets)\n- [Federal Reserve Economic Data (FRED)](https://fred.stlouisfed.org/docs/api/fred/)\n- [DBnomics](https://db.nomics.world/docs/)\n- [WorldBank](https://documents.worldbank.org/en/publication/documents-reports/api)\n- [Pandas-datareader](https://pandas-datareader.readthedocs.io/en/latest/)\n\n## Contributing\n\nInterested in contributing? Check out the contributing guidelines and \ncontact us at info@systamental.com. Please note that this project is s\nreleased with a Code of Conduct. By contributing to this project, you agree \nto abide by its terms.\n\n## License\n\n`cryptodatapy` was created by Systamental. \nIt is licensed under the terms of the Apache License 2.0 license.\n\n",
     'author': 'Systamental',

{cryptodatapy-0.2.0 → cryptodatapy-0.2.2}/src/cryptodatapy/conf/tickers.csv

@@ -1702,6 +1702,9 @@ MX_Manuf_PMI,Mexico S&P Global Manufacturing PMI,,,MX,MEX,Mexico,EM,macro,growth
 KR_Manuf_PMI,South Korea S&P Global Manufacturing PMI,,,KR,KOR,South Korea,EM,macro,growth,,m,,index,KRW,,,,,,Nikkei Manufacturing PMI,,
 CA_Manuf_PMI,Canada Manufacturing PMI,,,CA,CAN,Canada,DM,macro,growth,,m,,index,CAD,,,,,,Manufacturing PMI,,
 EZ_Manuf_PMI,Eurozone S&P Global Manufacturing PMI,,,EZ,EMU,Euro zone,Euro zone,macro,growth,,m,,index,EUR,,,,,,Manufacturing PMI,,
+G20_CLI,G20 Composite Leading Indicator,"G20 Composite Leading Indicator, Amplitude adjusted (CLI), Monthly",,G20,G20,G20,G20,macro,growth,,m,,index,,,,,,LOLITOAA.G-20.M,,,
+G20_BCI,G20 Business  Confidence Index,"G20 Business Confidence Index, OECD Standardised BCI, Amplitude adjusted (Long term average=100), SA, Monthly",,G20,G20,G21,G20,macro,growth,,m,,index,,,,,,BSCICP03.G-20.M,,,
+G20_CCI,G20 Consumer Confidence Index,"G20 Consumer Confidence Index, OECD Standardised CCI, Amplitude adjusted (Long term average=100), SA, Monthly",,G20,G20,G22,G20,macro,growth,,m,,index,,,,,,CSCICP03.G-20.M,,,
 US_GDP_Sh_PPP,"United States Share of World GDP based on PPP, %","United States Share of World GDP based on PPP, %. Units: Percent. Estimates begin after 2018. Expressed in percent of world GDP in PPP dollars. These data form the basis for the country weights used to generate the World Economic Outlook country group composites for the domestic economy.",,US,USA,United States,DM,macro,activity,,y,,%,USD,,,,,IMF/WEO:2021-04/USA.PPPSH.pcent,,,
 CN_GDP_Sh_PPP,"China Share of World GDP based on PPP, %","China Share of World GDP based on PPP, %. Units: Percent. Estimates begin after 2018. Expressed in percent of world GDP in PPP dollars.These data form the basis for the country weights used to generate the World Economic Outlook country group composites for the domestic economy.",,CN,CHN,China,EM,macro,activity,,y,,%,CNY,,,,,IMF/WEO:2021-04/CHN.PPPSH.pcent,,,
 IN_GDP_Sh_PPP,"India Share of World GDP based on PPP, %","India Share of World GDP based on PPP, %. Units: Percent. Estimates begin after 2018. Expressed in percent of world GDP in PPP dollars.These data form the basis for the country weights used to generate the World Economic Outlook country group composites for the domestic economy.",,IN,IND,India,EM,macro,activity,,y,,%,INR,,,,,IMF/WEO:2021-04/IND.PPPSH.pcent,,,
@@ -1773,6 +1776,9 @@ IT_Infl_CPI_YoY,"Italy CPI Inflation Rate, Year over year percentage change",,,I
 MX_Infl_CPI_YoY,"Mexico CPI Inflation Rate, Year over year percentage change",,,MX,MEX,Mexico,EM,macro,inflation,,m,,yoy % chg,MXN,,,,,,CPI (YoY),,
 KR_Infl_CPI_YoY,"South Korea CPI Inflation Rate, Year over year percentage change",,,KR,KOR,South Korea,EM,macro,inflation,,m,,yoy % chg,KRW,,,,,,CPI (YoY),,
 CA_Infl_CPI_YoY,"Canada CPI Inflation Rate, Year over year percentage change",,,CA,CAN,Canada,DM,macro,inflation,,m,,yoy % chg,CAD,,,,,,CPI (YoY),,
+G20_Infl_CPI_YoY,"G20 CPI Inflation Rate, Year over year percentage change","G20 - Consumer Price Index, All items, Total, Growth rate same period previous year, Monthly",,G20,G20,G20,G20,macro,inflation,,m,,yoy % chg,,,,,,G-20.CPALTT01.GY.M,,,
+G20_Infl_CPI_MoM,"G20 CPI Inflation Rate, Month over month percentage change","G20 � Consumer Price Index, All items, Total, Growth rate previous period, Monthly",,G20,G20,G20,G20,macro,inflation,,m,,mom % chg,,,,,,G-20.CPALTT01.GP.M,,,
+G20_Infl_CPI_Idx,"G20 CPI Inflation Rate, Index","G20 � Consumer Price Index, All items, Total, Index 2015=100, Monthly",,G20,G20,G20,G20,macro,inflation,,m,,index,,,,,,G-20.CPALTT01.IXOB.M,,,
 EZ_Infl_Exp_1Y,"ECB, Survey of Professional Forecasters, 12 months ahead HICP inflation",,,EZ,EMU,Euro zone,Euro zone,macro,inflation,,q,,YoY % chg,EUR,,,,,ECB/SPF/M.U2.HICP.POINT.P12M.Q.AVG,,,
 US_UE_Rate,United States Unemployment Rate,,,US,USA,United States,DM,macro,unemployment,,m,,%,,,,,UNRATE,BLS/ln/LNS14000000,,,
 CN_UE_Rate,China Urban Surveyed Unemployment Rate,,,CN,CHN,China,EM,macro,unemployment,,m,,%,,,,,,NBS/M_A0E01/A0E0101,,,

{cryptodatapy-0.2.0 → cryptodatapy-0.2.2}/src/cryptodatapy/extract/libraries/ccxt_api.py

@@ -28,7 +28,7 @@ class CCXT(Library):
             indexes: Optional[List[str]] = None,
             assets: Optional[Dict[str, List[str]]] = None,
             markets: Optional[Dict[str, List[str]]] = None,
-            market_types=None,
+            market_types: List[str] = ["spot", "future", "perpetual_future", "option"],
             fields: Optional[List[str]] = None,
             frequencies: Optional[Dict[str, List[str]]] = None,
             base_url: Optional[str] = None,
@@ -86,24 +86,10 @@ class CCXT(Library):
             rate_limit,
         )
 
-        if market_types is None:
-            self.market_types = ["spot", "future", "perpetual_future", "option"]
-        if market_types is exchanges:
-            self.exchanges = self.get_exchanges_info(as_list=True)
-        if assets is None:
-            self.assets = self.get_assets_info(as_list=True)
-        if markets is None:
-            self.markets = self.get_markets_info(as_list=True)
-        if fields is None:
-            self.fields = self.get_fields_info()
-        if frequencies is None:
-            self.frequencies = self.get_frequencies_info()
-        if rate_limit is None:
-            self.rate_limit = self.get_rate_limit_info()
-
-    @staticmethod
     def get_exchanges_info(
-            exch: Optional[str] = None, as_list: bool = False
+            self,
+            exch: Optional[str] = None,
+            as_list: bool = True
     ) -> Union[List[str], pd.DataFrame]:
         """
         Get exchanges info.
@@ -122,12 +108,14 @@ class CCXT(Library):
         """
         # list
         if as_list:
-            exchanges = ccxt.exchanges
+            self.exchanges = ccxt.exchanges
+
+        # df
         else:
             if exch is not None:
-                exchanges = [exch]
+                self.exchanges = [exch]
             else:
-                exchanges = ccxt.exchanges
+                self.exchanges = ccxt.exchanges
                 print(
                     "Getting metadata for all supported exchanges can take a few minutes."
                     " For quick info on a specific exchange, provide the name of the exchange in the exch parameter."
@@ -135,7 +123,7 @@ class CCXT(Library):
 
             # exch df
             exch_df = pd.DataFrame(
-                index=exchanges,
+                index=self.exchanges,
                 columns=[
                     "id",
                     "name",
@@ -161,24 +149,36 @@ class CCXT(Library):
                 ],
             )
 
-            # extract exch info
-            for row in exch_df.iterrows():
+            # Extract exchange info
+            for index, row in exch_df.iterrows():
                 try:
-                    exchange = getattr(ccxt, str(row[0]))()
+                    exchange = getattr(ccxt, index)()
                     exchange.load_markets()
-                except Exception:
-                    exch_df.loc[row[0], :] = np.nan
+                except AttributeError as e:
+                    print(f"AttributeError: {e} for exchange {index}")
+                    exch_df.loc[index, :] = np.nan
+                except ccxt.BaseError as e:  # Catch specific ccxt exceptions
+                    print(f"CCXT Error: {e} for exchange {index}")
+                    exch_df.loc[index, :] = np.nan
+                except Exception as e:  # Fallback for any other exceptions
+                    print(f"Unexpected error: {e} for exchange {index}")
+                    exch_df.loc[index, :] = np.nan
                 else:
                     for col in exch_df.columns:
                         try:
-                            exch_df.loc[row[0], col] = str(getattr(exchange, str(col)))
-                        except Exception:
-                            exch_df.loc[row[0], col] = np.nan
+                            exch_df.loc[index, col] = str(getattr(exchange, col))
+                        except AttributeError as e:
+                            print(f"AttributeError: {e} for attribute {col} in exchange {index}")
+                            exch_df.loc[index, col] = np.nan
+                        except Exception as e:  # Fallback for any other exceptions
+                            print(f"Unexpected error: {e} for attribute {col} in exchange {index}")
+                            exch_df.loc[index, col] = np.nan
+
             # set index name
             exch_df.index.name = "exchange"
-            exchanges = exch_df
+            self.exchanges = exch_df
 
-        return exchanges
+        return self.exchanges
 
     def get_indexes_info(self) -> None:
         """
@@ -187,7 +187,9 @@ class CCXT(Library):
         return None
 
     def get_assets_info(
-            self, exch: str = "binance", as_list: bool = False
+            self,
+            exch: str = "binance",
+            as_list: bool = False
     ) -> Union[pd.DataFrame, List[str]]:
         """
         Get assets info.
@@ -209,14 +211,14 @@ class CCXT(Library):
 
         # get assets on exchange and create df
         exchange.load_markets()
-        assets = pd.DataFrame(exchange.currencies).T
-        assets.index.name = "ticker"
+        self.assets = pd.DataFrame(exchange.currencies).T
+        self.assets.index.name = "ticker"
 
         # as list of assets
         if as_list:
-            assets = assets.index.to_list()
+            self.assets = self.assets.index.to_list()
 
-        return assets
+        return self.assets
 
     def get_markets_info(
             self,
@@ -224,7 +226,7 @@ class CCXT(Library):
             quote_ccy: Optional[str] = None,
             mkt_type: Optional[str] = None,
             as_list: bool = False,
-    ) -> Union[Dict[str, List[str]], pd.DataFrame]:
+    ) -> Union[pd.DataFrame, List[str]]:
         """
         Get markets info.
 
@@ -241,34 +243,34 @@ class CCXT(Library):
 
         Returns
         -------
-        markets: dictionary or pd.DataFrame
-            Dictionary or dataframe with info on available markets, by exchange.
+        markets: list or pd.DataFrame
+            List or dataframe with info on available markets, by exchange.
         """
         # inst exch
         exchange = getattr(ccxt, exch)()
 
         # get assets on exchange
-        markets = pd.DataFrame(exchange.load_markets()).T
-        markets.index.name = "ticker"
+        self.markets = pd.DataFrame(exchange.load_markets()).T
+        self.markets.index.name = "ticker"
 
         # quote ccy
         if quote_ccy is not None:
-            markets = markets[markets.quote == quote_ccy.upper()]
+            self.markets = self.markets[self.markets.quote == quote_ccy.upper()]
 
         # mkt type
         if mkt_type == "perpetual_future":
-            if markets[markets.type == "swap"].empty:
-                markets = markets[markets.type == "future"]
+            if self.markets[self.markets.type == "swap"].empty:
+                self.markets = self.markets[self.markets.type == "future"]
             else:
-                markets = markets[markets.type == "swap"]
+                self.markets = self.markets[self.markets.type == "swap"]
         elif mkt_type == "spot" or mkt_type == "future" or mkt_type == "option":
-            markets = markets[markets.type == mkt_type]
+            self.markets = self.markets[self.markets.type == mkt_type]
 
         # dict of assets
         if as_list:
-            markets = markets.index.to_list()
+            self.markets = self.markets.index.to_list()
 
-        return markets
+        return self.markets
 
     def get_fields_info(self) -> List[str]:
         """
@@ -280,12 +282,11 @@ class CCXT(Library):
             List of available fields.
         """
         # list of fields
-        fields = ["open", "high", "low", "close", "volume", "funding_rate"]
+        self.fields = ["open", "high", "low", "close", "volume", "funding_rate"]
 
-        return fields
+        return self.fields
 
-    @staticmethod
-    def get_frequencies_info(exch: str = "binance") -> Dict[str, List[str]]:
+    def get_frequencies_info(self, exch: str = "binance") -> Dict[str, List[str]]:
         """
         Get frequencies info.
 
@@ -304,9 +305,9 @@ class CCXT(Library):
         exchange.load_markets()
 
         # freq dict
-        freq = exchange.timeframes
+        self.frequencies = exchange.timeframes
 
-        return freq
+        return self.frequencies
 
     def get_rate_limit_info(self, exch: str = "binance") -> Dict[str, Union[str, int]]:
         """
@@ -325,10 +326,30 @@ class CCXT(Library):
         # inst exch
         exchange = getattr(ccxt, exch)()
 
-        return {
+        self.rate_limit = {
             "exchange rate limit": "delay in milliseconds between two consequent HTTP requests to the same exchange",
-            exch: exchange.rateLimit,
+            exch: exchange.rateLimit
         }
+        return self.rate_limit
+
+    def get_metadata(self) -> None:
+        """
+        Get CCXT metadata.
+        """
+        if self.exchanges is None:
+            self.exchanges = self.get_exchanges_info(as_list=True)
+        if self.market_types is None:
+            self.market_types = ["spot", "future", "perpetual_future", "option"]
+        if self.assets is None:
+            self.assets = self.get_assets_info(as_list=True)
+        if self.markets is None:
+            self.markets = self.get_markets_info(as_list=True)
+        if self.fields is None:
+            self.fields = self.get_fields_info()
+        if self.frequencies is None:
+            self.frequencies = self.get_frequencies_info()
+        if self.rate_limit is None:
+            self.rate_limit = self.get_rate_limit_info()
 
     def req_data(self,
                  data_req: DataRequest,
@@ -623,7 +644,7 @@ class CCXT(Library):
                 f"Assets are not available. Use assets attribute to check available assets for {cx_data_req['exch']}")
 
         # check tickers
-        fields = self.fields
+        fields = self.get_fields_info()
         if not any([field in fields for field in data_req.fields]):
             raise ValueError(
                 f"Fields are not available. Use fields attribute to check available fields."
@@ -689,7 +710,7 @@ class CCXT(Library):
             try:
                 df0 = self.get_tidy_ohlcv(data_req, mkt)
 
-            except Exception:
+            except AssertionError:
                 logging.info(f"Failed to get OHLCV data for {ticker} after many attempts.")
 
             else:
@@ -731,7 +752,7 @@ class CCXT(Library):
             try:
                 df0 = self.get_tidy_funding_rates(data_req, mkt)
 
-            except Exception:
+            except AssertionError:
                 logging.info(f"Failed to get funding rates for {ticker} after many attempts.")
 
             else:

{cryptodatapy-0.2.0 → cryptodatapy-0.2.2}/src/cryptodatapy/extract/libraries/library.py

@@ -100,14 +100,15 @@ class Library(ABC):
             exchanges is None
             or isinstance(exchanges, list)
             or isinstance(exchanges, dict)
+            or isinstance(exchanges, pd.DataFrame)
         ):
             self._exchanges = exchanges
         elif isinstance(exchanges, str):
             self._exchanges = [exchanges]
         else:
             raise TypeError(
-                "Exchanges must be a string, list of strings (exchanges) or"
-                " dict with {cat: List[str]} key-value pairs."
+                "Exchanges must be a string, list of strings (exchanges), "
+                " dict with {cat: List[str]} key-value pairs or a dataframe."
             )
 
     @abstractmethod
@@ -158,14 +159,19 @@ class Library(ABC):
         """
         Sets a list of available assets for the data vendor.
         """
-        if assets is None or isinstance(assets, list) or isinstance(assets, dict):
+        if (
+            assets is None 
+            or isinstance(assets, list) 
+            or isinstance(assets, dict)
+            or isinstance(assets, pd.DataFrame)
+        ):
             self._assets = assets
         elif isinstance(assets, str):
             self._assets = [assets]
         else:
             raise TypeError(
-                "Assets must be a string (ticker), list of strings (tickers) or"
-                " a dict with {cat: List[str]} key-value pairs."
+                "Assets must be a string (ticker), list of strings (tickers),"
+                " a dict with {cat: List[str]} key-value pairs or dataframe."
             )
 
     @abstractmethod
@@ -187,14 +193,19 @@ class Library(ABC):
         """
         Sets a list of available markets for the data vendor.
         """
-        if markets is None or isinstance(markets, list) or isinstance(markets, dict):
+        if (
+            markets is None 
+            or isinstance(markets, list) 
+            or isinstance(markets, dict)
+            or isinstance(markets, pd.DataFrame)
+        ):
             self._markets = markets
         elif isinstance(markets, str):
             self._markets = [markets]
         else:
             raise TypeError(
-                "Markets must be a string (ticker), list of strings (tickers) or"
-                " a dict with {cat: List[str]} key-value pairs."
+                "Markets must be a string (ticker), list of strings (tickers),"
+                " a dict with {cat: List[str]} key-value pairs or dataframe."
             )
 
     @abstractmethod

{cryptodatapy-0.2.0 → cryptodatapy-0.2.2}/src/cryptodatapy/extract/libraries/pandasdr_api.py

@@ -179,7 +179,7 @@ class PandasDataReader(Library):
             )
 
         # list of fields
-        market_fields_list = ["open", "high", "low", "close", "volume", "er"]
+        market_fields_list = ["open", "high", "low", "close", "volume", "close_adj", "er"]
         macro_fields_list = ["actual"]
 
         # fields dict

{cryptodatapy-0.2.0 → cryptodatapy-0.2.2}/src/cryptodatapy/transform/wrangle.py

@@ -750,14 +750,12 @@ class WrangleData:
         if 'close' in self.data_resp.columns:
             self.data_resp['date'] = pd.to_datetime(self.data_resp.date, unit='ms')
         elif 'funding_rate' in self.data_resp.columns:
-            self.data_resp['date'] = pd.to_datetime(self.data_resp.set_index('date').index). \
-                floor('S').tz_localize(None)
+            self.data_resp['date'] = pd.to_datetime(self.data_resp.set_index('date').index).floor('s').tz_localize(None)
         # set index
         self.data_resp = self.data_resp.set_index('date').sort_index()
         # resample
         if 'funding_rate' in self.data_resp.columns and self.data_req.freq in ['d', 'w', 'm', 'q', 'y']:
-            self.data_resp = (self.data_resp.funding_rate + 1).cumprod().resample(self.data_req.freq).last(). \
-                diff().to_frame()
+            self.data_resp = ((self.data_resp.funding_rate + 1).resample(self.data_req.freq).prod() - 1).to_frame()
         # type conversion
         self.data_resp = self.data_resp.apply(pd.to_numeric, errors='coerce').convert_dtypes()
         # remove bad data

cryptodatapy-0.2.0/src/cryptodatapy/.idea/workspace.xml

@@ -1,41 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<project version="4">
-  <component name="AutoImportSettings">
-    <option name="autoReloadType" value="SELECTIVE" />
-  </component>
-  <component name="ChangeListManager">
-    <list default="true" id="92febf09-7ac8-47ba-8a87-a519768464c7" name="Changes" comment="" />
-    <option name="SHOW_DIALOG" value="false" />
-    <option name="HIGHLIGHT_CONFLICTS" value="true" />
-    <option name="HIGHLIGHT_NON_ACTIVE_CHANGELIST" value="false" />
-    <option name="LAST_RESOLUTION" value="IGNORE" />
-  </component>
-  <component name="Git.Settings">
-    <option name="RECENT_GIT_ROOT_PATH" value="$PROJECT_DIR$/../.." />
-  </component>
-  <component name="MarkdownSettingsMigration">
-    <option name="stateVersion" value="1" />
-  </component>
-  <component name="ProjectId" id="2QibbOcBNNYUvHIEuh3raGrbChp" />
-  <component name="ProjectViewState">
-    <option name="hideEmptyMiddlePackages" value="true" />
-    <option name="showLibraryContents" value="true" />
-  </component>
-  <component name="PropertiesComponent">{
-  &quot;keyToString&quot;: {
-    &quot;RunOnceActivity.ShowReadmeOnStart&quot;: &quot;true&quot;,
-    &quot;last_opened_file_path&quot;: &quot;/Users/nickl/projects/systamental/cryptodatapy/src/cryptodatapy&quot;
-  }
-}</component>
-  <component name="SpellCheckerSettings" RuntimeDictionaries="0" Folders="0" CustomDictionaries="0" DefaultDictionary="application-level" UseSingleDictionary="true" transferred="true" />
-  <component name="TaskManager">
-    <task active="true" id="Default" summary="Default task">
-      <changelist id="92febf09-7ac8-47ba-8a87-a519768464c7" name="Changes" comment="" />
-      <created>1685839420372</created>
-      <option name="number" value="Default" />
-      <option name="presentableId" value="Default" />
-      <updated>1685839420372</updated>
-    </task>
-    <servers />
-  </component>
-</project>

cryptodatapy-0.2.0/src/cryptodatapy/conf/.pytest_cache/.gitignore

@@ -1,2 +0,0 @@
-# Created by pytest automatically.
-*

cryptodatapy-0.2.0/src/cryptodatapy/conf/.pytest_cache/CACHEDIR.TAG

@@ -1,4 +0,0 @@
-Signature: 8a477f597d28d172789f06886806bc55
-# This file is a cache directory tag created by pytest.
-# For information about cache directory tags, see:
-#	https://bford.info/cachedir/spec.html

cryptodatapy-0.2.0/src/cryptodatapy/conf/.pytest_cache/README.md

@@ -1,8 +0,0 @@
-# pytest cache directory #
-
-This directory contains data from the pytest's cache plugin,
-which provides the `--lf` and `--ff` options, as well as the `cache` fixture.
-
-**Do not** commit this to version control.
-
-See [the docs](https://docs.pytest.org/en/stable/how-to/cache.html) for more information.

cryptodatapy-0.2.0/src/cryptodatapy/conf/.pytest_cache/v/cache/nodeids

@@ -1 +0,0 @@
-[]

cryptodatapy-0.2.0/src/cryptodatapy/conf/.pytest_cache/v/cache/stepwise

@@ -1 +0,0 @@
-[]