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Add StockReader object for grabbing data from websites.
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stefmolin committed Jan 27, 2019
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4 changes: 4 additions & 0 deletions .gitignore
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.ipynb_checkpoints
*.png
*/__pycache__/
*.egg-info
21 changes: 21 additions & 0 deletions LICENSE
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MIT License

Copyright (c) 2019 Stefanie Molin

Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.
20 changes: 20 additions & 0 deletions README.md
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# Stock Analysis
Package for making elements of technical analysis of a stock easier. This package is meant to be a starting point for you to develop your own. As such, all the instructions for installing/setup will be assuming you will continue to develop on your end.

## Setup
### with pip
```
# should install requirements.txt packages
pip install -e stock_analysis # path to top level where setup.py is
# if not, install them explicitly
pip install -r requirements.txt
```

### with setup.py
```
python setup.py develop
```

## Usage
Coming soon, this is a WIP.
2 changes: 2 additions & 0 deletions requirements.txt
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pandas==0.23.4
pandas-datareader==0.7.0
16 changes: 16 additions & 0 deletions setup.py
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from distutils.core import setup

setup(
name='stock_analysis',
version='0.0',
description='Classes for technical analysis of stocks.',
author='Stefanie Molin',
author_email='24376333+stefmolin@users.noreply.github.com',
license='MIT',
url='https://github.com/stefmolin/stock-analysis',
packages=['stock_analysis'],
install_requires=[
'pandas>=0.23.4',
'pandas-datareader==0.7.0'
],
)
3 changes: 3 additions & 0 deletions stock_analysis/__init__.py
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"""Classes for making technical stock analysis easier."""

from .stock_reader import StockReader
74 changes: 74 additions & 0 deletions stock_analysis/stock_reader.py
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"""Gathering select stock data."""

import datetime
import re

import pandas as pd
import pandas_datareader.data as web

from .utils import label_sanitizer

class StockReader:
"""Class for reading financial data from websites."""

def __init__(self, start, end=None):
"""
Create a StockReader object for reading across a given date range.
Parameters:
- start: The first date to include, as a datetime object or
a string in the format 'YYYYMMDD'.
- end: The last date to include, as a datetime object or
a string in the format 'YYYYMMDD'. Defaults to today
if not provided.
Returns:
A StockReader object.
"""
self.start, self.end = map(
lambda x: x.strftime('%Y%m%d') if isinstance(x, datetime.date) \
else re.sub(r'\D', '', x),
[start, end or datetime.date.today()]
)

@label_sanitizer
def get_ticker_data(self, ticker):
"""
Get historical OHLC data from Investors Exchange (IEX)
for given date range and ticker.
Parameter:
- ticker: The stock symbol to lookup as a string.
Returns:
A pandas dataframe with the stock data.
"""
return web.DataReader(ticker, 'iex', self.start, self.end)

@label_sanitizer
def get_bitcoin_data(self):
"""
Get bitcoin historical OHLC data from coinmarketcap.com for given date range.
Returns:
A pandas dataframe with the bitcoin data.
"""
return pd.read_html(
'https://coinmarketcap.com/currencies/bitcoin/historical-data/?'
'start={}&end={}'.format(
self.start, self.end
),
parse_dates=True,
index_col='Date'
)[0]

@label_sanitizer
def get_sp500_data(self):
"""
Get historical OHLC data from Yahoo Finance for the S&P 500 Index
for given date range.
Returns:
A pandas dataframe with the S&P 500 index data.
"""
return web.get_data_yahoo('^GSPC', self.start, self.end)
50 changes: 50 additions & 0 deletions stock_analysis/utils.py
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"""Utility functions for stock analysis."""

from functools import wraps
import re

def _sanitize_label(label):
"""
Clean up a label by removing non-letter, non-space characters and
putting in all lowercase with underscores replacing spaces.
Parameters:
- label: The text you want to fix.
Returns:
The sanitized label.
"""
return re.sub(r'[^\w\s]', '', label).lower().replace(' ', '_')

def label_sanitizer(method, *args, **kwargs):
"""
Decorator around a method that returns a dataframe to
clean up all labels in said dataframe (column names and index name)
by removing non-letter, non-space characters and
putting in all lowercase with underscores replacing spaces.
Parameters:
- method: The dataframe with labels you want to fix.
- args: Additional positional arguments to pass to the wrapped method.
- kwargs: Additional keyword arguments to pass to the wrapped method.
Returns:
A decorated method.
"""
# keep the docstring of the data method for help()
@wraps(method)
def method_wrapper(self, *args, **kwargs):
df = method(self, *args, **kwargs)

# fix the column names
df.columns = [
_sanitize_label(col) for col in df.columns
]

# fix the index name
df.index.rename(
_sanitize_label(df.index.name),
inplace=True
)
return df
return method_wrapper

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