The iexfinance from addisonlynch

Cleanup Items

A few things need to be cleaned up involving iexfinance's setup as a package.

Docstrings

Clean and verify all necessary docstrings

Docs

Create CONTRIBUTING section of readme and docs
- Repair flake8 requirements
Test and verify all hyperlinks and images in docs

Github

Create issue template
Create pull request template

BUG: Maximum of 10 types allowed in request. 0.2.0 IexFinance/Share/Batch broken

Hello,

I'm having trouble getting this to work all of a sudden. I was testing some of the code last night and it was working perfectly fine, but now I get the following traceback. I have included a sample of the code I'm using.

The traceback led me to this part in iexretriever.py:

    def _validate_response(response):
        if response.text == "Unknown symbol":
            raise IEXSymbolError(self.symbolList[0])

        json_response = response.json()
        if not json_response:
            raise IEXQueryError()
        elif "Error Message" in json_response:
            raise IEXQueryError()
        return json_response

When I had the response.text printed to console it said:

"Maximum of 10 types allowed." Hopefully, that helps. I have no idea what that means.

Code sample:

import iexfinance as iex
batch = ['AAPL', 'GOOGL', 'TSLA']
for symbol in batch:
    print(iex.Share(symbol))
print(iex.Batch(batch))

Traceback (most recent call last):
File "C:/PycharmProjects/run_test.py", line 92, in
print(iex.Share(symbol))
File "C:\Python3\lib\site-packages\iexfinance_init_.py", line 39, in init
self.data_set = self.refresh()
File "C:\Python3\lib\site-packages\iexfinance_init_.py", line 43, in refresh
data = super(Share, self)._fetch()
File "C:\Python3\lib\site-packages\iexfinance\iexretriever.py", line 180, in _fetch
return self._fetch_default_options()
File "C:\Python3\lib\site-packages\iexfinance\iexretriever.py", line 166, in _fetch_default_options
response = self._executeIEXQuery(query)
File "C:\Python3\lib\site-packages\iexfinance\iexretriever.py", line 131, in _executeIEXQuery
return _api_call(cls, url)
File "C:\Python3\lib\site-packages\iexfinance\iexretriever.py", line 130, in _api_call
return cls._validate_response(r)
File "C:\Python3\lib\site-packages\iexfinance\iexretriever.py", line 110, in validate_response
json_response = response.json()
File "C:\Python3\lib\site-packages\requests\models.py", line 866, in json
return complexjson.loads(self.text, **kwargs)
File "C:\Python3\lib\site-packages\simplejson_init.py", line 518, in loads
return _default_decoder.decode(s)
File "C:\Python3\lib\site-packages\simplejson\decoder.py", line 370, in decode
obj, end = self.raw_decode(s)
File "C:\Python3\lib\site-packages\simplejson\decoder.py", line 400, in raw_decode
return self.scan_once(s, idx=_w(s, idx).end())
File "C:\Python3\lib\site-packages\simplejson\scanner.py", line 79, in scan_once
return _scan_once(string, idx)
File "C:\Python3\lib\site-packages\simplejson\scanner.py", line 70, in _scan_once
raise JSONDecodeError(errmsg, string, idx)
simplejson.errors.JSONDecodeError: Expecting value: line 1 column 1 (char 0)

rls 0.3.2

Python 2.7+ install errors (#44), test case failures (#45), and errors with the IEX Market Data Functions (#46) will trigger a new minor release 0.3.2

BUG: Chart endpoint date parameter not functional

Per the docs, the chart endpoint parameter values also include:

date: IEX-only data by minute for a specified date in the format YYYYMMDD if available

The following script

from iexfinance import IexFinance as iex

aapl = iex("AAPL", chartRange="date")

aapl.get_chart()

returns:

[]

when it should return IEX's intra-day prices from a specified date.

Remove dividend-issuing symbols from price-check tests

Summary (include Python version)

Date/time of issue

Expected behavior

Actual behavior

ImportError: cannot import name 'Stock'

Installed the package using

pip install iexfinance

When I try to import the package, in Python 3.6

from iexfinance import Stock

I get the error

ImportError: cannot import name 'Stock'

Did I miss out something?

Add documentation/tests for Cryptocurrencies

Summary (include Python version)

IEX now supports cryptocurrency quotes for a limited number of symbols.

Date/time of issue

Expected behavior

Actual behavior

Stocks Field Methods return int instead of float

Consider the following get_open result

{"open":{"price":178,"time":1520346600658},"close":{"price":176.67,"time":1520370000495},"high":178.25,"low":176.13}

price will be cast as an int at some point. this should remain a float (and possibly display 178.00). Returning an int is incorrect behavior.

Chart endpoint not correctly downloading

Default options

aapl = iex("AAPL")
aapl.get_chart()

Returns

[]

Non-default options

aapl2 = iex("AAPL", chartRange='1d')

Returns

Traceback (most recent call last):
File "test.py", line 3, in
aapl = iex("AAPL", chartRange='1d')
File "/home/addison/Documents/iex/iexenv/lib/python3.5/site-packages/iexfinance/init.py", line 14, in IexFinance
inst = Share(symbol, **kwargs)
File "/home/addison/Documents/iex/iexenv/lib/python3.5/site-packages/iexfinance/init.py", line 39, in init
self.data_set = self.refresh()
File "/home/addison/Documents/iex/iexenv/lib/python3.5/site-packages/iexfinance/init.py", line 43, in refresh
data = super(Share, self)._fetch()
File "/home/addison/Documents/iex/iexenv/lib/python3.5/site-packages/iexfinance/iexretriever.py", line 215, in _fetch
raise ValueError("Not all endpoints downloaded")
ValueError: Not all endpoints downloaded

lookback

Summary (include Python version)

python 3.6.4
stock.StockReader.get_time_series returns '1m' lookback date regardless of lookback parameter passed (e. g. pass '6m' still returns '1m' data

Date/time of issue

2018/11/03

Expected behavior

data from 2018/06/03 to 2018/11/03 returned

Actual behavior

data from 2018/10/03 to 2018/11/03 returned

WebSockets Integration

Docs iPython broken

It seems that the Sphinx iPython for the docs is not loading correctly.

IEX Market Data functions not filtering when symbol passed

get_market_tops and get_market_last should restrict their results to a single symbol or list of symbols if they are passed, else return data for all listed symbols. Thus we would expect:

from iexfinance import get_market_tops
len(get_market_tops("AAPL"))

to be 1. But as of now both this function and get_market_last return the entire list (~8600 tickers) each time.

ENH: Pandas support

Currently only JSON is supported. Changing outputFormat to pandas does not do anything.

Some Stocks endpoints return incorrectly

It appears that some endpoints (such as get_earnings are returning incorrectly-formatted data)

from iexfinance import Stock

aapl = Stock("AAPL", output_format='pandas')
aapl.get_earnings()

#                                                                            AAPL
# earnings [{'fiscalPeriod': 'Q4 2017', 'announceTime': '...
# symbol                                                                     AAPL

This is incorrect. In addition, odd behavior is that get_earnings sometimes returns with a symbol index, and sometimes does not. This would cause calls like aapl.get_earnings()["totalDebt"] to fail.

COMPAT: Repair for 5/23/18 IEX Update

Summary (include Python version)

The provider updated a few endpoints on May 23, 2018 (see IEX Docs).

The following will need to be changed and/or updated:

Add /largest-trades endpoint
Add chartLast and changeFromClose parameters to /stock/chart
Add extendedPrice, extendedChange, extendedChangePercent and extendedPriceTime to
/stock/quote
Add yearAgo, yearAgoChangePercent, estimatedChangePercent and symbolId
to /stock/earnings
Updated Attribution section of docs. Simplified attribution by removing second step.
Corrected /stock/chart section of docs. Corrected date format for 1d. Updated return value
coverage.

Date/time of issue

Expected behavior

Actual behavior

CI: Codecov Travis configuration broken

RLS 0.3.0 adds codecov support for code coverage.

As of now codecov does not automatically upload coverage reports when commits are made

TODO

Repair .travis.yml configuration
Verify code coverage

Should include Current Liabilities

There is a function to pull out current debt but not current liabilities. Current liabilities is a more useful feature for finance people to calculate current ratio.

Please consider adding it in.

Thanks,
Fabelsady

DOCS: Separate into dev and rls (stable)

COMPAT: IEX API Provider Updates

IEX made major updates to v1.0 of their api on 1/30/2018, per its CHANGELOG. Would like to add integration to most of these features for RLS 0.3.0 of iexfinance. Thinking of pushing back RLS 0.3.0 to integrate all features cleanly.

Stock

Add endpoints

OHLC
~~- [ ] IEX Short Interest List~~
~~- [ ] IEX Regulation SHO Threshold Securities List~~
Time Series

Update Chart endpoint and historical data

Add chartReset, chartSimplify, and chartInterval parameters

Reference Data

Add endpoints

IEX Market Data

~~- [ ] Add sector and securityType to TOPS~~

Implement MultiIndex DataFrame to enable batch output formatting

Summary (include Python version)

Date/time of issue

Expected behavior

Actual behavior

How to multiprocess GET requests

Does this module aim to create a way to make multiprocessing easier? If somebody is trying to run get_historical_data() on thousands of tickers, this would save a lot of time (if you are running four or eight processes at once, that could take time down from 30 seconds to 5 seconds).

Below, I've attached some code that I've made for receiving requests from IEX, but it is not nearly as clean as the format given by the iexfinance module:

import os
import multiprocessing
import requests
iex_url_base = "https://api.iextrading.com/1.0"


def batch_get(batch, url_end):
    """
    Note: This function is only intended to be used for get_pool_response() function in start module,
    but SHOULD NOT be embedded into get_pool_response to avoid pickling problems.
    :param batch: Give a single batch of tickers (ex: 'A,AA,AAPL,...,MSFT')
    :param url_end: Add the query that you will be using  (ex: "&types=dividends&range=5y")
    :return: all the data necessary to make multiple get requests at once
    """
    batch_url = f"{iex_url_base}stock/market/batch?symbols={batch}{url_end}"
    response = requests.get(batch_url).json()
    return response


def get_pool_response(batch_data, url_end, num_processes=os.cpu_count()):

    """
    :param batch_data: List of concatenated symbols -- use get_symbols() and set_batches()
    functions to set batch_data
    :param url_end: Add the query that you will be using  (ex: "&types=dividends&range=5y")
    :param num_processes: Defaults to # of computer cores, but it is possible to have more.
    Increase this as your computer capacity allows for faster multiprocessing.
    :return: Returns all batch GET requests from API for given url_end.
    """
    pool = multiprocessing.Pool(processes=num_processes)
    outputs = []
    outputs.append(pool.starmap(batch_get, [[batch, url_end] for batch in batch_data]))
    pool.close()
    pool.join()
    return outputs

Ref Endpoints Return Empty

Summary (include Python version)

Date/time of issue

Expected behavior

Actual behavior

RLS: 0.3.0

0.3.0 will be the first official release of iexfinance. Changes are currently being merged into the master branch with a projected release date of 2/5/2018.

Incorrect symbol length test, causes travis build to fail

COMPAT: Add support for 8/8/2018 Updates

Summary (include Python version)

Date/time of issue

Expected behavior

Actual behavior

TST: Add tests for IEXDatapointError and IEXSymbolError

PEP8 Formatting

Wrapper does not conform to PEP8 styling

Pandas dataframe should have a DatetimeIndex instead of just Index

Summary (include Python version)

3.6.6
Pandas dataframe output, specifically the index.

This call returns a dataframe with the date as an 'Index'

In [20]: df = get_historical_data(stock_symbol, start=start, end=end, output_format='pandas')

In [21]: df.info()
<class 'pandas.core.frame.DataFrame'>
Index: 73 entries, 2017-02-09 to 2017-05-24
Data columns (total 5 columns):
open      73 non-null float64
high      73 non-null float64
low       73 non-null float64
close     73 non-null float64
volume    73 non-null int64
dtypes: float64(4), int64(1)
memory usage: 3.4+ KB

I believe the more proper thing to do is return the date as a DatetimeIndex, which means that plotting, sampling, interpolation, etc... all 'do the right thing'

In [22]: df.index = pandas.to_datetime(df.index)

In [23]: df.info()
<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 73 entries, 2017-02-09 to 2017-05-24
Data columns (total 5 columns):
open      73 non-null float64
high      73 non-null float64
low       73 non-null float64
close     73 non-null float64
volume    73 non-null int64
dtypes: float64(4), int64(1)
memory usage: 3.4 KB

Date/time of issue

2018-09-04

After installing iex, the tutorial does not work. Please help. I'm coding an important student project.

from iexfinance import IexFinance as iex

aapl = iex("aapl")

JSONDecodeError Traceback (most recent call last)
in ()
1 from iexfinance import Share
----> 2 tsla = Share('TSLA')
3 print(tsla.get_open())
4 print(tsla.get_price())

~\Anaconda3\lib\site-packages\iexfinance_init_.py in init(self, symbol, **kwargs)
37 self.IEX_ENDPOINT_NAME = 'stock/{0}/batch'.format(self.symbol)
38 super(Share, self).init(self.key, self.symbolList, **kwargs)
---> 39 self.data_set = self.refresh()
40
41

~\Anaconda3\lib\site-packages\iexfinance_init_.py in refresh(self)
41
42 def refresh(self):
---> 43 data = super(Share, self)._fetch()
44 self.data_set = data[self.symbol]
45 return data[self.symbol]

~\Anaconda3\lib\site-packages\iexfinance\iexretriever.py in _fetch(self)
178 def _fetch(self):
179 if self._default_options():
--> 180 return self._fetch_default_options()
181 else:
182 data_set = dict.fromkeys(self.symbolList, {})

~\Anaconda3\lib\site-packages\iexfinance\iexretriever.py in _fetch_default_options(self)
164 eps = list(self._ENDPOINTS.keys())
165 query = self._prepare_query(eps)
--> 166 response = self._executeIEXQuery(query)
167 if self._key == "Share":
168 response = {self.symbol : response}

~\Anaconda3\lib\site-packages\iexfinance\iexretriever.py in _executeIEXQuery(cls, url)
129 pass
130 return cls._validate_response(r)
--> 131 return _api_call(cls, url)
132
133 @classmethod

~\Anaconda3\lib\site-packages\iexfinance\iexretriever.py in _api_call(cls, url)
128 except requests.exceptions.RequestException as e:
129 pass
--> 130 return cls._validate_response(r)
131 return _api_call(cls, url)
132

~\Anaconda3\lib\site-packages\iexfinance\iexretriever.py in _validate_response(response)
108 raise IEXSymbolError(self.symbolList[0])
109
--> 110 json_response = response.json()
111 if not json_response:
112 raise IEXQueryError()

~\Anaconda3\lib\site-packages\requests\models.py in json(self, **kwargs)
890 # used.
891 pass
--> 892 return complexjson.loads(self.text, **kwargs)
893
894 @Property

~\Anaconda3\lib\site-packages\simplejson_init_.py in loads(s, encoding, cls, object_hook, parse_float, parse_int, parse_constant, object_pairs_hook, use_decimal, **kw)
516 parse_constant is None and object_pairs_hook is None
517 and not use_decimal and not kw):
--> 518 return _default_decoder.decode(s)
519 if cls is None:
520 cls = JSONDecoder

~\Anaconda3\lib\site-packages\simplejson\decoder.py in decode(self, s, _w, _PY3)
368 if _PY3 and isinstance(s, binary_type):
369 s = s.decode(self.encoding)
--> 370 obj, end = self.raw_decode(s)
371 end = _w(s, end).end()
372 if end != len(s):

~\Anaconda3\lib\site-packages\simplejson\decoder.py in raw_decode(self, s, idx, _w, _PY3)
398 elif ord0 == 0xef and s[idx:idx + 3] == '\xef\xbb\xbf':
399 idx += 3
--> 400 return self.scan_once(s, idx=_w(s, idx).end())

JSONDecodeError: Expecting value: line 1 column 1 (char 0)

In [16]:

from iexfinance import IexFinance as iex
aapl = iex("aapl")

aapl.get_price()

File "", line 3
>>> aapl.get_price()
^
SyntaxError: invalid syntax

In [17]:

from iexfinance import IexFinance as iex

aapl = iex("aapl")

JSONDecodeError Traceback (most recent call last)
in ()
1 from iexfinance import IexFinance as iex
2
----> 3 aapl = iex("aapl")

~\Anaconda3\lib\site-packages\iexfinance_init_.py in IexFinance(symbol, **kwargs)
12 raise ValueError("Please input a symbol or list of symbols")
13 else:
---> 14 inst = Share(symbol, **kwargs)
15 elif type(symbol) is list:
16 if not symbol: