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

cryptodatapy/extract/libraries/yfinance_api.py

@@ -1,511 +0,0 @@
-import logging
-from typing import Any, Dict, List, Optional
-
-import pandas as pd
-import yfinance as yf
-
-from cryptodatapy.extract.datarequest import DataRequest
-from cryptodatapy.extract.libraries.library import Library
-from cryptodatapy.transform.convertparams import ConvertParams
-from cryptodatapy.transform.wrangle import WrangleData
-
-
-class YahooFinance(Library):
-    """
-    Retrieves data from yfinance API.
-    """
-    def __init__(
-            self,
-            categories=None,
-            exchanges: Optional[List[str]] = None,
-            indexes: Optional[Dict[str, List[str]]] = None,
-            assets: Optional[Dict[str, List[str]]] = None,
-            markets: Optional[Dict[str, List[str]]] = None,
-            market_types=None,
-            fields: Optional[Dict[str, List[str]]] = None,
-            frequencies=None,
-            base_url: Optional[str] = None,
-            api_key=None,
-            max_obs_per_call: Optional[int] = None,
-            rate_limit: Optional[Any] = None,
-    ):
-        """
-        Constructor
-
-        Parameters
-        ----------
-        categories: list or str, {'crypto', 'fx', 'rates', 'eqty', 'cmdty', 'credit', 'macro', 'alt'}
-            List or string of available categories, e.g. ['crypto', 'fx', 'alt'].
-        exchanges: list, optional, default None
-            List of available exchanges, e.g. ['Binance', 'Coinbase', 'Kraken', 'FTX', ...].
-        indexes: dictionary, optional, default None
-            Dictionary of available indexes, by cat-indexes key-value pairs,  e.g. [{'eqty': ['SPX', 'N225'],
-            'rates': [.... , ...}.
-        assets: dictionary, optional, default None
-            Dictionary of available assets, by cat-assets key-value pairs,  e.g. {'rates': ['Germany 2Y', 'Japan 10Y',
-            ...], 'eqty: ['SPY', 'TLT', ...], ...}.
-        markets: dictionary, optional, default None
-            Dictionary of available markets, by cat-markets key-value pairs,  e.g. [{'fx': ['EUR/USD', 'USD/JPY', ...],
-            'crypto': ['BTC/ETH', 'ETH/USDT', ...}.
-        market_types: list
-            List of available market types e.g. [spot', 'perpetual_future', 'future', 'option'].
-        fields: dictionary, optional, default None
-            Dictionary of available fields, by cat-fields key-value pairs,  e.g. {'cmdty': ['date', 'open', 'high',
-            'low', 'close', 'volume'], 'macro': ['actual', 'previous', 'expected', 'surprise']}
-        frequencies: dictionary
-            Dictionary of available frequencies, by cat-frequencies key-value pairs, e.g. {'fx':
-            ['d', 'w', 'm', 'q', 'y'], 'rates': ['d', 'w', 'm', 'q', 'y'], 'eqty': ['d', 'w', 'm', 'q', 'y'], ...}.
-        base_url: str, optional, default None
-            Base url used for GET requests. If not provided, default is set to base_url stored in DataCredentials.
-        api_key: dictionary
-            Api keys for data source by source-api key key-value pairs, e.g. {'av-daily' :'dcf13983adf7dfa79a0df',
-            'fred' : dcf13983adf7dfa79a0df', ...}.
-            If not provided, default is set to api_key stored in DataCredentials.
-        max_obs_per_call: int, optional, default None
-            Maximum number of observations returned per API call. If not provided, default is set to
-            api_limit stored in DataCredentials.
-        rate_limit: Any, optional, default None
-            Number of API calls made and left, by time frequency.
-        """
-        Library.__init__(
-            self,
-            categories,
-            exchanges,
-            indexes,
-            assets,
-            markets,
-            market_types,
-            fields,
-            frequencies,
-            base_url,
-            api_key,
-            max_obs_per_call,
-            rate_limit,
-        )
-
-
-    def get_exchanges_info(self):
-        """
-        Gets info for available exchanges from the Yahoo Finance API.
-        """
-        pass
-
-    def get_indexes_info(self):
-        """
-        Gets info for available indexes from the Yahoo Finance API.
-        """
-        pass
-
-    def get_assets_info(self):
-        """
-        Gets info for available assets from the Yahoo Finance API.
-        """
-        pass
-
-    def get_markets_info(self):
-        """
-        Gets info for available markets from the Yahoo Finance API.
-        """
-        pass
-
-    def get_fields_info(self, data_type: Optional[str]):
-        """
-        Gets info for available fields from the Yahoo Finance API.
-        """
-        pass
-
-    def get_rate_limit_info(self):
-        """
-        Gets the number of API calls made and remaining.
-        """
-        pass
-
-    def get_data(self, data_req: DataRequest) -> pd.DataFrame:
-        """
-        Submits get data request to Yahoo Finance API.
-        """
-        # data_resp = yf.download(
-        #     tickers=data_req.tickers,
-        #     period
-
-
-
-#         self.categories = categories
-#         self.exchanges = exchanges
-#         self.assets = assets
-#         self.indexes = indexes
-#         self.markets = markets
-#         self.market_types = market_types
-#         self.fields = fields
-#         self.frequencies = frequencies
-#         self.base_url = base_url
-#         self.api_key = api_key
-#         self.max_obs_per_call = max_obs_per_call
-#         self.rate_limit = rate_limit
-#
-#     @property
-#     def categories(self):
-#         """
-#         Returns a list of available categories for the data vendor.
-#         """
-#         return self._categories
-#
-#     @categories.setter
-#     def categories(self, categories: Union[str, List[str]]):
-#         """
-#         Sets a list of available categories for the data vendor.
-#         """
-#         valid_categories = [
-#             "crypto",
-#             "fx",
-#             "eqty",
-#             "cmdty",
-#             "index",
-#             "rates",
-#             "bonds",
-#             "credit",
-#             "macro",
-#             "alt",
-#         ]
-#         cat = []
-#
-#         if categories is None:
-#             self._categories = categories
-#         else:
-#             if not isinstance(categories, str) and not isinstance(categories, list):
-#                 raise TypeError("Categories must be a string or list of strings.")
-#             if isinstance(categories, str):
-#                 categories = [categories]
-#             for category in categories:
-#                 if category in valid_categories:
-#                     cat.append(category)
-#                 else:
-#                     raise ValueError(
-#                         f"{category} is invalid. Valid categories are: {valid_categories}"
-#                     )
-#             self._categories = cat
-#
-#     @property
-#     def exchanges(self):
-#         """
-#         Returns a list of available exchanges for the data vendor.
-#         """
-#         return self._exchanges
-#
-#     @exchanges.setter
-#     def exchanges(
-#         self, exchanges: Optional[Union[str, List[str], Dict[str, List[str]]]]
-#     ):
-#         """
-#         Sets a list of available exchanges for the data vendor.
-#         """
-#         if (
-#             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), "
-#                 " dict with {cat: List[str]} key-value pairs or a dataframe."
-#             )
-#
-#     @abstractmethod
-#     def get_exchanges_info(self):
-#         """
-#         Gets info for available exchanges from the data vendor.
-#         """
-#         # to be implemented by subclasses
-#
-#     @property
-#     def indexes(self):
-#         """
-#         Returns a list of available indices for the data vendor.
-#         """
-#         return self._indexes
-#
-#     @indexes.setter
-#     def indexes(self, indexes: Optional[Union[str, List[str], Dict[str, List[str]]]]):
-#         """
-#         Sets a list of available indexes for the data vendor.
-#         """
-#         if indexes is None or isinstance(indexes, list) or isinstance(indexes, dict):
-#             self._indexes = indexes
-#         elif isinstance(indexes, str):
-#             self._indexes = [indexes]
-#         else:
-#             raise TypeError(
-#                 "Indexes must be a string (ticker), list of strings (tickers) or"
-#                 " a dict with {cat: List[str]} key-value pairs."
-#             )
-#
-#     @abstractmethod
-#     def get_indexes_info(self):
-#         """
-#         Gets info for available indexes from the data vendor.
-#         """
-#         # to be implemented by subclasses
-#
-#     @property
-#     def assets(self):
-#         """
-#         Returns a list of available assets for the data vendor.
-#         """
-#         return self._assets
-#
-#     @assets.setter
-#     def assets(self, assets: Optional[Union[str, List[str], Dict[str, List[str]]]]):
-#         """
-#         Sets a list of available assets for the data vendor.
-#         """
-#         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),"
-#                 " a dict with {cat: List[str]} key-value pairs or dataframe."
-#             )
-#
-#     @abstractmethod
-#     def get_assets_info(self):
-#         """
-#         Gets info for available assets from the data vendor.
-#         """
-#         # to be implemented by subclasses
-#
-#     @property
-#     def markets(self):
-#         """
-#         Returns a list of available markets for the data vendor.
-#         """
-#         return self._markets
-#
-#     @markets.setter
-#     def markets(self, markets: Optional[Union[str, List[str], Dict[str, List[str]]]]):
-#         """
-#         Sets a list of available markets for the data vendor.
-#         """
-#         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),"
-#                 " a dict with {cat: List[str]} key-value pairs or dataframe."
-#             )
-#
-#     @abstractmethod
-#     def get_markets_info(self):
-#         """
-#         Gets info for available markets from the data vendor.
-#         """
-#         # to be implemented by subclasses
-#
-#     @property
-#     def market_types(self):
-#         """
-#         Returns a list of available market types for the data vendor.
-#         """
-#         return self._market_types
-#
-#     @market_types.setter
-#     def market_types(self, market_types: Optional[Union[str, List[str]]]):
-#         """
-#         Sets a list of available market types for the data vendor.
-#         """
-#         valid_mkt_types, mkt_types_list = [
-#             None,
-#             "spot",
-#             "etf",
-#             "perpetual_future",
-#             "future",
-#             "swap",
-#             "option",
-#         ], []
-#
-#         if market_types is None:
-#             self._market_types = market_types
-#         elif isinstance(market_types, str) and market_types in valid_mkt_types:
-#             self._market_types = [market_types]
-#         elif isinstance(market_types, list):
-#             for mkt in market_types:
-#                 if mkt in valid_mkt_types:
-#                     mkt_types_list.append(mkt)
-#                 else:
-#                     raise ValueError(
-#                         f"{mkt} is invalid. Valid market types are: {valid_mkt_types}"
-#                     )
-#             self._market_types = mkt_types_list
-#         else:
-#             raise TypeError("Market types must be a string or list of strings.")
-#
-#     @property
-#     def fields(self):
-#         """
-#         Returns a list of available fields for the data vendor.
-#         """
-#         return self._fields
-#
-#     @fields.setter
-#     def fields(self, fields: Optional[Union[str, List[str], Dict[str, List[str]]]]):
-#         """
-#         Sets a list of available fields for the data vendor.
-#         """
-#         if fields is None or isinstance(fields, list) or isinstance(fields, dict):
-#             self._fields = fields
-#         elif isinstance(fields, str):
-#             self._fields = [fields]
-#         else:
-#             raise TypeError(
-#                 "Fields must be a string (field), list of strings (fields) or"
-#                 " a dict with {cat: List[str]} key-value pairs."
-#             )
-#
-#     @abstractmethod
-#     def get_fields_info(self, data_type: Optional[str]):
-#         """
-#         Gets info for available fields from the data vendor.
-#         """
-#         # to be implemented by subclasses
-#
-#     @property
-#     def frequencies(self):
-#         """
-#         Returns a list of available data frequencies for the data vendor.
-#         """
-#         return self._frequencies
-#
-#     @frequencies.setter
-#     def frequencies(
-#         self, frequencies: Optional[Union[str, List[str], Dict[str, List[str]]]]
-#     ):
-#         """
-#         Sets a list of available data frequencies for the data vendor.
-#         """
-#         if (
-#             frequencies is None
-#             or isinstance(frequencies, list)
-#             or isinstance(frequencies, dict)
-#         ):
-#             self._frequencies = frequencies
-#         elif isinstance(frequencies, str):
-#             self._frequencies = [frequencies]
-#         else:
-#             raise TypeError(
-#                 "Frequencies must be a string (frequency), list of strings (frequencies) or"
-#                 " a dict with {cat: List[str]} key-value pairs."
-#             )
-#
-#     @property
-#     def base_url(self):
-#         """
-#         Returns the base url for the data vendor.
-#         """
-#         return self._base_url
-#
-#     @base_url.setter
-#     def base_url(self, url: Optional[str]):
-#         """
-#         Sets the base url for the data vendor.
-#         """
-#         if url is None or isinstance(url, str):
-#             self._base_url = url
-#         else:
-#             raise TypeError(
-#                 "Base url must be a string containing the data vendor's base URL to which endpoint paths"
-#                 " are appended."
-#             )
-#
-#     @property
-#     def api_key(self):
-#         """
-#         Returns the api key for the data vendor.
-#         """
-#         return self._api_key
-#
-#     @api_key.setter
-#     def api_key(self, api_key: Optional[str]):
-#         """
-#         Sets the api key for the data vendor.
-#         """
-#         if api_key is None or isinstance(api_key, str) or isinstance(api_key, dict):
-#             self._api_key = api_key
-#         else:
-#             raise TypeError(
-#                 "Api key must be a string or dict with data source-api key key-value pairs."
-#             )
-#
-#     @property
-#     def max_obs_per_call(self):
-#         """
-#         Returns the maximum observations per API call for the data vendor.
-#         """
-#         return self._max_obs_per_call
-#
-#     @max_obs_per_call.setter
-#     def max_obs_per_call(self, limit: Optional[Union[int, str]]):
-#         """
-#         Sets the maximum number of observations per API call for the data vendor.
-#         """
-#         if limit is None:
-#             self._max_obs_per_call = limit
-#         elif isinstance(limit, int) or isinstance(limit, str):
-#             self._max_obs_per_call = int(limit)
-#         else:
-#             raise TypeError(
-#                 "Maximum number of observations per API call must be an integer or string."
-#             )
-#
-#     @property
-#     def rate_limit(self):
-#         """
-#         Returns the number of API calls made and remaining.
-#         """
-#         return self._rate_limit
-#
-#     @rate_limit.setter
-#     def rate_limit(self, limit: Optional[Any]):
-#         """
-#         Sets the number of API calls made and remaining.
-#         """
-#         self._rate_limit = limit
-#
-#     @abstractmethod
-#     def get_rate_limit_info(self):
-#         """
-#         Gets the number of API calls made and remaining.
-#         """
-#         # to be implemented by subclasses
-#
-#     @abstractmethod
-#     def get_data(self, data_req) -> pd.DataFrame:
-#         """
-#         Submits get data request to API.
-#         """
-#         # to be implemented by subclasses
-#
-#     @staticmethod
-#     @abstractmethod
-#     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.
-#         """
-#         # to be implemented by subclasses