cryptodatapy 0.2.8__py3-none-any.whl → 0.2.10__py3-none-any.whl

cryptodatapy/extract/libraries/library.py

@@ -11,7 +11,6 @@ class Library(ABC):
     Library is an abstract base class which provides a blueprint for properties and methods for the
     library subclass.
     """
-
     def __init__(
         self,
         categories,
@@ -400,8 +399,7 @@ class Library(ABC):
 
     @staticmethod
     @abstractmethod
-    def wrangle_data_resp(data_req: DataRequest, data_resp: Union[Dict[str, Any], pd.DataFrame]) \
-            -> pd.DataFrame:
+    def wrangle_data_resp(data_req: DataRequest, data_resp: Union[Dict[str, Any], pd.DataFrame]) -> pd.DataFrame:
         """
         Wrangles data response from data vendor API into tidy format.
         """

cryptodatapy/extract/web/web.py

@@ -46,6 +46,11 @@ class Web(ABC):
     def categories(self, categories: Union[str, List[str]]):
         """
         Sets a list of available categories for the data vendor.
+
+        Parameters
+        ----------
+        categories : Union[str, List[str]]
+            A string or list of strings containing the categories to filter the data vendor's data.
         """
         valid_categories = [
             None,
@@ -89,6 +94,11 @@ class Web(ABC):
     def indexes(self, indexes: Optional[Union[str, List[str], Dict[str, List[str]]]]):
         """
         Sets a list of available indexes for the web page.
+
+        Parameters
+        ----------
+        indexes : Optional[Union[str, List[str], Dict[str, List[str]]]
+            A string, list of strings, or dict containing the indexes to filter the web page's data.
         """
         if indexes is None or isinstance(indexes, list) or isinstance(indexes, dict):
             self._indexes = indexes
@@ -118,6 +128,11 @@ class Web(ABC):
     def assets(self, assets: Optional[Union[str, List[str], Dict[str, List[str]]]]):
         """
         Sets a list of available assets for the data vendor.
+
+        Parameters
+        ----------
+        assets : Optional[Union[str, List[str], Dict[str, List[str]]]
+            A string, list of strings, or dict containing the assets to filter the data vendor's data.
         """
         if assets is None or isinstance(assets, list) or isinstance(assets, dict):
             self._assets = assets
@@ -147,6 +162,11 @@ class Web(ABC):
     def markets(self, markets: Optional[Union[str, List[str], Dict[str, List[str]]]]):
         """
         Sets a list of available markets for the data vendor.
+
+        Parameters
+        ----------
+        markets : Optional[Union[str, List[str], Dict[str, List[str]]]
+            A string, list of strings, or dict containing the markets to filter the data vendor's data.
         """
         if markets is None or isinstance(markets, list) or isinstance(markets, dict):
             self._markets = markets
@@ -176,6 +196,11 @@ class Web(ABC):
     def market_types(self, market_types: Optional[Union[str, List[str]]]):
         """
         Sets a list of available market types for the data vendor.
+
+        Parameters
+        ----------
+        market_types : Optional[Union[str, List[str]]
+            A string or list of strings containing the market types to filter the data vendor's data.
         """
         valid_mkt_types, mkt_types_list = [
             None,
@@ -214,6 +239,11 @@ class Web(ABC):
     def fields(self, fields: Optional[Union[str, List[str], Dict[str, List[str]]]]):
         """
         Sets a list of available fields for the data vendor.
+
+        Parameters
+        ----------
+        fields : Optional[Union[str, List[str], Dict[str, List[str]]]
+            A string, list of strings, or dict containing the fields to filter the data vendor's data.
         """
         if fields is None or isinstance(fields, list) or isinstance(fields, dict):
             self._fields = fields
@@ -229,6 +259,11 @@ class Web(ABC):
     def get_fields_info(self, data_type: Optional[str]):
         """
         Gets info for available fields from the data vendor.
+
+        Parameters
+        ----------
+        data_type : Optional[str]
+            A string containing the data type to filter the data vendor's fields
         """
         # to be implemented by subclasses
 
@@ -245,6 +280,11 @@ class Web(ABC):
     ):
         """
         Sets a list of available data frequencies for the data vendor.
+
+        Parameters
+        ----------
+        frequencies : Optional[Union[str, List[str], Dict[str, List[str]]]
+            A string, list of strings, or dict containing the frequencies to filter the data vendor's data.
         """
         if (
             frequencies is None
@@ -271,6 +311,11 @@ class Web(ABC):
     def base_url(self, url: Optional[str]):
         """
         Sets the base url for the data vendor.
+
+        Parameters
+        ----------
+        url : Optional[str]
+            A string containing the data vendor's base URL to which endpoint paths are appended.
         """
         if url is None or isinstance(url, str):
             self._base_url = url
@@ -291,6 +336,11 @@ class Web(ABC):
     def file_formats(self, formats: Optional[Union[str, List[str]]]):
         """
         Sets the file formats for the files on the web page.
+
+        Parameters
+        ----------
+        formats : Optional[Union[str, List[str]]
+            A string or list of strings containing the file formats for the web page's data files.
         """
         if formats is None or isinstance(formats, list):
             self._file_formats = formats
@@ -305,6 +355,11 @@ class Web(ABC):
     def get_data(self, data_req: DataRequest) -> pd.DataFrame:
         """
         Submits get data request to API.
+
+        Parameters
+        ----------
+        data_req : DataRequest
+            A DataRequest object containing the request parameters.
         """
         # to be implemented by subclasses
 
@@ -313,5 +368,12 @@ class Web(ABC):
     def wrangle_data_resp(data_req: DataRequest, data_resp: Union[Dict[str, Any], pd.DataFrame]) -> pd.DataFrame:
         """
         Wrangles data response from data vendor API into tidy format.
+
+        Parameters
+        ----------
+        data_req : DataRequest
+            A DataRequest object containing the request parameters.
+        data_resp : Union[Dict[str, Any], pd.DataFrame]
+            A dictionary or DataFrame containing the data response from the data vendor API.
         """
         # to be implemented by subclasses

cryptodatapy/transform/convertparams.py

@@ -57,17 +57,17 @@ class ConvertParams:
             exch = self.data_req.exch
         # convert start date
         if self.data_req.freq[-3:] == "min":  # limit to higher frequency data responses
-            start_date = round((datetime.now() - timedelta(days=7)).timestamp())
+            start_date = int((datetime.now() - timedelta(days=7)).timestamp())
         # no start date
         elif self.data_req.start_date is None:
-            start_date = round(pd.Timestamp("2009-01-03 00:00:00").timestamp())
+            start_date = int(pd.Timestamp("2009-01-03 00:00:00").timestamp())
         else:
-            start_date = round(pd.Timestamp(self.data_req.start_date).timestamp())
+            start_date = int(pd.Timestamp(self.data_req.start_date).timestamp())
         # convert end date
         if self.data_req.end_date is None:
-            end_date = round(pd.Timestamp.utcnow()).timestamp()
+            end_date = int(pd.Timestamp.utcnow().timestamp())
         else:
-            end_date = round(pd.Timestamp(self.data_req.end_date).timestamp())
+            end_date = int(pd.Timestamp(self.data_req.end_date).timestamp())
         # fields
         if self.data_req.source_fields is not None:
             fields = self.data_req.source_fields
@@ -986,7 +986,6 @@ class ConvertParams:
         -------
         quote_ccy: str
             Quote currency.
-
         """
         mkts = []  # fx pairs list
         # fx groups

cryptodatapy/transform/filter.py

@@ -159,12 +159,12 @@ class Filter:
             and fields (cols).
         """
         # drop tickers with nobs < ts_obs
-        obs = self.df.groupby(level=1).count().min(axis=1)
+        obs = self.df.groupby(level=1).count().median(axis=1)
         drop_tickers_list = obs[obs < ts_obs].index.to_list()
         self.filtered_df = self.df.drop(drop_tickers_list, level=1, axis=0)
 
         # drop tickers with nobs < cs_obs
-        obs = self.filtered_df.groupby(level=0).count().min(axis=1)
+        obs = self.filtered_df.groupby(level=0).count().median(axis=1)
         idx_start = obs[obs > cs_obs].index[0]
         self.filtered_df = self.filtered_df.loc[idx_start:]
 
@@ -185,16 +185,15 @@ class Filter:
             Filtered dataFrame with DatetimeIndex (level 0), tickers (level 1) and fields (cols).
         """
         # unchanged rows
-        unch_rows = (self.df.subtract(self.df.iloc[:, :4].mean(axis=1), axis=0) == 0).any(axis=1)
+        unch_rows: object = (self.df.subtract(self.df.iloc[:, :4].mean(axis=1), axis=0) == 0).any(axis=1)
 
-        # delisted tickers
-        delisted_tickers = unch_rows.unstack().iloc[-1][unch_rows.unstack().iloc[-1]].index.to_list()
+        # replace delisted with NaNs
+        self.filtered_df = self.df.loc[~unch_rows].reindex(self.df.index)
 
         # repair
         if method == 'remove':
-            self.filtered_df = self.df.drop(delisted_tickers, level=1)
-        else:
-            self.filtered_df = self.df.loc[~unch_rows].reindex(self.df.index)
+            self.filtered_df = list(self.filtered_df.unstack().columns[self.filtered_df.unstack().iloc[-1].isna()].
+                                    droplevel(0).unique())
 
         return self.filtered_df
 

cryptodatapy/transform/wrangle.py

@@ -854,7 +854,8 @@ class WrangleData:
         self.tidy_data = self.tidy_data.apply(pd.to_numeric, errors='coerce').convert_dtypes()
 
         # remove bad data
-        self.tidy_data = self.tidy_data[self.tidy_data != 0]  # 0 values
+        if data_type != 'funding_rates':
+            self.tidy_data = self.tidy_data[self.tidy_data != 0]  # 0 values
         self.tidy_data = self.tidy_data[~self.tidy_data.index.duplicated()]  # duplicate rows
         self.tidy_data = self.tidy_data.dropna(how='all').dropna(how='all', axis=1)  # entire row or col NaNs
 

{cryptodatapy-0.2.8.dist-info → cryptodatapy-0.2.10.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: cryptodatapy
-Version: 0.2.8
+Version: 0.2.10
 Summary: Cryptoasset data library
 License: Apache-2.0
 Author: Systamental

{cryptodatapy-0.2.8.dist-info → cryptodatapy-0.2.10.dist-info}/RECORD

@@ -1,7 +1,6 @@
 cryptodatapy/__init__.py,sha256=ee1UaINHZn1A_SZ96XM3hCguQEJgiPTvKlnYsk3mmS4,185
 cryptodatapy/conf/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 cryptodatapy/conf/fields.csv,sha256=Xjs_sWIY4DuhdHlWOPo0pgDC8sHYA6xzf6kb0PuUp9w,25735
-cryptodatapy/conf/fx_tickers.csv,sha256=vqbY93_6Zi4vXg8iu0veXZ-NDm_NV2rrmb5lNYRqNUA,288
 cryptodatapy/conf/tickers.csv,sha256=Bs9KfDKawoUPKIQZMN8CtoLYJuzOkwLh2il30c8CsqE,357066
 cryptodatapy/datasets/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 cryptodatapy/datasets/br_econ_calendar.csv,sha256=mSM0IOIByI-0gIIL1CbDQPqHYI5lK6vavrY1ODj3Jlk,1185318
@@ -27,47 +26,37 @@ cryptodatapy/extract/data_vendors/.ipynb_checkpoints/DBNomics-checkpoint.ipynb,s
 cryptodatapy/extract/data_vendors/.ipynb_checkpoints/InvestPy-checkpoint.ipynb,sha256=ybcHKXzmmlTYEoxC-qkWmd0Pjn1WjJ5CMPvMVotqJ7o,50215
 cryptodatapy/extract/data_vendors/.ipynb_checkpoints/NasdaqDataLink-checkpoint.ipynb,sha256=hY2QkCcTiLgPnl8SQPsO8spio5-RBMGeBLYzAwgSWb4,147170
 cryptodatapy/extract/data_vendors/.ipynb_checkpoints/PandasDataReader-checkpoint.ipynb,sha256=n7vzOV6AxC_Ti5CLWW2ABMEEcbbBpiBBs4qTUBQinIg,24171
-cryptodatapy/extract/data_vendors/CoinMetrics.ipynb,sha256=OtepxnBvt2DMCJpPFcY0kGhMRcKhw8ArSL85Cd3oO10,24923
 cryptodatapy/extract/data_vendors/__init__.py,sha256=Nk6gcT43d0XOLfrlVA9r--5mvHCgHfq295IKL3Puu74,354
 cryptodatapy/extract/data_vendors/coinmetrics_api.py,sha256=2fnsgKkBWjzMa1jzfVa7UbJKTpMWzcFVjo0bKDEud8U,34991
 cryptodatapy/extract/data_vendors/cryptocompare_api.py,sha256=3oBfQioBz1vrs9JNtwE0hBLI4BTtpFBBEEsDawmobE8,28872
 cryptodatapy/extract/data_vendors/datavendor.py,sha256=kGKxHcPng6JiGGhcuPx87ij0DXl4E-OSqxlvxhJ1HQo,12642
 cryptodatapy/extract/data_vendors/glassnode_api.py,sha256=PuuJOjHztoJyFijb5XU1zm1S_2NAj7MX-wC89DL_bWQ,13103
 cryptodatapy/extract/data_vendors/tiingo_api.py,sha256=Bvj5nF8zCkpU3cf5ImUmCS1cd1w2UtjgQvRmQ9Wfg6g,26404
-cryptodatapy/extract/datarequest.py,sha256=gwYhodt_Du12mmH_4qdROZb6ics_8-KpaG-2RxjyXnU,25880
-cryptodatapy/extract/getdata.py,sha256=HzWQyacfmphms97LVKbx1gEgcgsQJViBT4BBxL9TBXk,8703
-cryptodatapy/extract/libraries/Untitled.ipynb,sha256=qW8zLbpXG-AeJ4Vlo6-0AbrTBlM5Y4PMDz9-1TGb5QM,1218203
+cryptodatapy/extract/datarequest.py,sha256=Yi1pVe-ljv_su6kwEw5uylhG3XtneujBaNS2pmAIyk0,25879
+cryptodatapy/extract/exchanges/__init__.py,sha256=VKTNzrbe-wltGHWH9lK5RLZoXCGHp-UGGZ4gMVHJXrQ,113
+cryptodatapy/extract/exchanges/dydx.py,sha256=Oifb4sKbPRKArdZBx9q5ob4yTFkd65n0zXiS7hga0mk,4199
+cryptodatapy/extract/exchanges/exchange.py,sha256=Cicj3KS4zLbwmXX5fu89byXNwqqU4TH31GFv0zj3D4s,13010
+cryptodatapy/extract/getdata.py,sha256=BQ-OCfoQqPTYN1GtSI8t93iPpCUbtwiXC0BDxbrdKKM,11477
 cryptodatapy/extract/libraries/__init__.py,sha256=9rJ_hFHWlvkPwyIkNG5bqH6HTY2jQNPIKQjzYEsVSDo,319
-cryptodatapy/extract/libraries/ccxt.ipynb,sha256=O-xkr_jtRBY4kuKWek61UOLaU5AiyNRM7AnquNLUjFs,22865
-cryptodatapy/extract/libraries/ccxt_api.py,sha256=nHkNeOKAL2KEvbY-ZI-ZgTlO5v15k9KnqODPiMM5zWw,35865
+cryptodatapy/extract/libraries/ccxt_api.py,sha256=bYQxmOHdw3uCYf8jUb3Nzng30lypYX7lemfxjqSLzd4,56642
 cryptodatapy/extract/libraries/dbnomics_api.py,sha256=M6kPIH-hKqkmeBQb-g56dY9jatqLCtSl_MnvPblHtAc,9421
 cryptodatapy/extract/libraries/investpy_api.py,sha256=qtGm3LDluXxJorvFv0w1bm1oBrcZIfE5cZSYzNYvttY,18409
-cryptodatapy/extract/libraries/library.py,sha256=070YsO1RJzm4z_enhCjqe5hrj8qsk-Ni0Q_QKoAwQ6U,12316
+cryptodatapy/extract/libraries/library.py,sha256=eU8NnQZ9luLGdIF5hms6j8VPCWc50evkREc4xdh-g1I,12301
 cryptodatapy/extract/libraries/pandasdr_api.py,sha256=-62P0W0Pa98f-96nB_bDgDkPFshP8yiqKZ9VU-usv94,13696
-cryptodatapy/extract/libraries/yfinance_api.py,sha256=E4c8gIpDh5ta8ILsn9SBs3C1pOU1VP4OqwQb6TcOzCc,17311
 cryptodatapy/extract/web/__init__.py,sha256=8i0fweCeqSpdiPf-47jT240I4ca6SizCu9aD-qDS67w,89
 cryptodatapy/extract/web/aqr.py,sha256=LS1D7QzG6UWkLUfDMgBFtiHpznnnAUOpec5Sx3vRGME,11875
-cryptodatapy/extract/web/web.py,sha256=27cAzlIyYn6R29726J7p9NhSwHypas9EQSjHLILtcjk,9748
+cryptodatapy/extract/web/web.py,sha256=R1xEnHE1McxSWxp4vrTfgh9gW6FF6XDlp0gmp2NmWOM,12126
 cryptodatapy/transform/__init__.py,sha256=Spb5cGJ3V_o8hgSWOSrF8J_vsSZpFk0uzW7RpkgfbFE,131
-cryptodatapy/transform/cc_onchain_data.csv,sha256=qA9u3hekHk_NueBlMYQ7IKATh7AlnY-EN9E9X-9kIsU,9544500
 cryptodatapy/transform/clean.py,sha256=C9VypQOjdJ987TcD-qAHh7qYaoJBotvp3cWTr3ttSGM,12807
-cryptodatapy/transform/clean_onchain_data.ipynb,sha256=WrVPs8_WVKEgL6XRvGUATzeinqGUDTbXv_CHivg0nXg,687176
-cryptodatapy/transform/clean_perp_futures_ohlcv.ipynb,sha256=3TFTG6riUfu5f0uYvlMC44iUtQRd27sQPxBMXBXzp6A,72758
-cryptodatapy/transform/cmdty_data.ipynb,sha256=McAMfzNDfrv61gSlzFOkw_DXaOGZE1qfqXc2E_KeSbs,1220371
-cryptodatapy/transform/convertparams.py,sha256=X80Hdi2AMHVSYTJ6i-ovOzv5L6JQlGswJlC82xCriX8,39687
-cryptodatapy/transform/credit_data.ipynb,sha256=Wvvnu9ejsmqCb0s3cTG8bLJaywWQCskgk6FBd5J5Vf8,1892822
-cryptodatapy/transform/eqty_data.ipynb,sha256=A5cA13hOPrOe7Fra0HL4QPFkJGVfArigTR0GUUBpQ3A,25609
-cryptodatapy/transform/filter.py,sha256=iQDUXthEXVGcrZUZLjevhDqwf9oywEQHTIh6n_sxOhU,9056
-cryptodatapy/transform/global_credit_data_daily.parquet ,sha256=Dw27SX41AeSYcZyYlrGbwVe8KZM6c35TQ-gzCd2gU2I,745732
+cryptodatapy/transform/convertparams.py,sha256=qkWABkyCeTfNdCJWhw_8FdBOgP-_yt5okf66HYs3C84,39676
+cryptodatapy/transform/filter.py,sha256=KYYyta0uREAjBkYTVyvhOCCLSKR_qPSlqj5Nl7l4iBk,9064
 cryptodatapy/transform/impute.py,sha256=c7qdgFg0qs_xuQnX0jazpt0wgASC0KElLZRuxTkeVKY,5519
 cryptodatapy/transform/od.py,sha256=z__CWiN70f1leqx12SS9pIvTggxpUPrg1falJIKMZCc,31031
-cryptodatapy/transform/rates_data.ipynb,sha256=olKY4t2j4sfjsCYlhupTgaviC6922HHGBr-y3f80qjQ,13358
-cryptodatapy/transform/us_rates_daily.csv,sha256=BIA4a6egQYrVsLk51IZ54ZXXWMwjrx_t5S4XMdvHg44,6434830
-cryptodatapy/transform/wrangle.py,sha256=KqPIY7akFtHasW5gqUNR1cCGMBBkgHmzWxyMZFw8t-Q,42564
+cryptodatapy/transform/wrangle.py,sha256=TXh6BRyyEKAqJjS3sCLZwaNwEn7kRIvn0pfRqnEDXDQ,42609
 cryptodatapy/util/__init__.py,sha256=zSQ2HU2QIXzCuptJjknmrClwtQKCvIj4aNysZljIgrU,116
 cryptodatapy/util/datacatalog.py,sha256=qCCX6srXvaAbVAKuA0M2y5IK_2OEx5xA3yRahDZlC-g,13157
 cryptodatapy/util/datacredentials.py,sha256=fXuGgI2NKCLlcnK8M37CtdyAc3O_YCV23x3KTlfakjA,2160
-cryptodatapy-0.2.8.dist-info/LICENSE,sha256=sw4oVq8bDjT3uMtaFebQ-xeIVP4H-bXldTs9q-Jjeks,11344
-cryptodatapy-0.2.8.dist-info/METADATA,sha256=8Xb8H8X_moxjtR263dEucMEecr5UpausfU7fH_Ne0w0,6426
-cryptodatapy-0.2.8.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
-cryptodatapy-0.2.8.dist-info/RECORD,,
+cryptodatapy-0.2.10.dist-info/LICENSE,sha256=sw4oVq8bDjT3uMtaFebQ-xeIVP4H-bXldTs9q-Jjeks,11344
+cryptodatapy-0.2.10.dist-info/METADATA,sha256=nWI_azCrpIZ4TudJTVqvVcqILc0MIA4CA4TwZ6xhfW0,6427
+cryptodatapy-0.2.10.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
+cryptodatapy-0.2.10.dist-info/RECORD,,

cryptodatapy/conf/fx_tickers.csv

@@ -1,31 +0,0 @@
-id,name,tiingo_id
-eurusd,,
-gbpusd,,
-usdjpy,,
-usdchf,,
-usdcad,,
-usdsek,,
-usdnok,,
-audusd,,
-nzdusd,,
-usdars,,
-usdmxn,,
-usdbrl,,
-usdcop,,
-usdclp,,
-usdpen,,
-usdils,,
-usdrub,,
-usdczk,,
-usdpln,,
-usdhuf,,
-usdzar,,
-usdtry,,
-usdcny,,
-usdhkd,,
-usdsgd,,
-usdtwd,,
-usdkrw,,
-usdphp,,
-usdinr,,
-usdidr,,