stockdaq.acquisiter.acquisiter.Acquisiter

class stockdaq.acquisiter.acquisiter.Acquisiter(stocklist, api_config_path, apikey_dict, api_list=['Alpha Vantage'], frequency='intraday', root_dir='./', file_structure=['symbol', 'frequency', 'data'], rolling=False, api_call_interval=12, database_update_interval=86400)

Bases: object

Data Acquisiter

Parameters

  • stocklist (list of str) – List of symbols of stocks of interest.

  • apikey_dict (dict) – A dictionary of API keys in {“api”:”key”} pairs.

  • api_list (list of str, optional) – List of APIs, in preferred order. Options are [“Alpha Vantage”,]

  • root_dir (str, optional) – The root directory of the database.

  • frequency (str, optional) – “intraday”, “daily”, “weekly”, “monthly” Options are [“intraday”].

  • file_structure (list of str, optional) – How to set up parent/child folders. Defaults to [“symbol”, “frequency”, “data”].

stocklist

List of symbols of stocks of interest.

Type

list of str

apikey_dict

A dictionary of API keys in {“api”:”key”} pairs.

Type

dict

api_list

List of APIs, in preferred order. Options are [“Alpha Vantage”,]

Type

list of str, optional

root_dir

The root directory of the database.

Type

str, optional

frequency

“intraday”, “daily”, “weekly”, “monthly” Options are [“intraday”].

Type

str, optional

file_structure

How to set up parent/child folders. Defaults to [“symbol”, “frequency”, “data”].

Type

list of str, optional

__init__(stocklist, api_config_path, apikey_dict, api_list=['Alpha Vantage'], frequency='intraday', root_dir='./', file_structure=['symbol', 'frequency', 'data'], rolling=False, api_call_interval=12, database_update_interval=86400)

Constructor

Parameters

  • stocklist (list of str) – List of symbols of stocks of interest.

  • api_config_path (str) – Path to the API configuration file.

  • apikey_dict (dict) – A dictionary of API keys in {“api”:”key”} pairs.

  • api_list (list of str, optional) – List of APIs, in preferred order. Options are [“Alpha Vantage”,]

  • root_dir (str, optional) – The root directory of the database.

  • frequency (str, optional) – “intraday”, “daily”, “weekly”, “monthly” Options are [“intraday”].

  • file_structure (list of str, optional) – How to set up parent/child folders. Defaults to [“symbol”, “frequency”, “data”].

  • rolling (boolean, optional) – Rolling update. Rate limited by API requestion limitations set in the API configuration file. Defaults to be False.

  • api_call_interval (int, optional) – Minimal delay (seconds) between API calls. Use your API’s limitation to derive this value. Defaults to 12.

  • database_update_interval (int, optional) – Interval (seconds) between each database update. Defaults to 86400 (1 day).

Methods

__init__(stocklist, api_config_path, apikey_dict)

Constructor

get_prefix(symbol)

Get path prefix for a specific data.

update_database([download_kwargs, export_kwargs])

Get stock data from API and update datebase.
get_prefix(symbol)

Get path prefix for a specific data.

Parameters

symbol (str) – The stock symbol.

Returns

prefix – The prefix of the file path.

Return type

str

update_database(download_kwargs={}, export_kwargs={})

Get stock data from API and update datebase.

Parameters

  • downloader_kwargs (dict) – Keyword arguments passed to stockdaq.data.downloader.YourDownloader.download() method.

  • export_kwargs (dict) – Keyword arguments passed to stockdaq.data.downloader.Downloader.export() method.