stockdaq.data.alpha_vantage_downloader.AlphaVantageDownloader¶

class stockdaq.data.alpha_vantage_downloader.AlphaVantageDownloader(apikey, output_format='pandas')¶

Bases: stockdaq.data.downloader.Downloader

Downloader using Alpha Vantage API

Parameters

apikey (str) – The API key for Alpha Vantage.
output_format (str, optional) – The output_format of the getters. Only “pandas” avilable now.

apikey¶

The API key for Alpha Vantage.

Type: str

output_format¶

The output_format of the getters. Only “pandas” avilable now.

Type: str, optional

ts¶

The Alpha Vantage timeseries instance for getting data.

Type: alpha_vantage.timeseries.TimeSeries

dataframe¶

The obtained data. Update using getters.

Type: pandas.core.frame.DataFrame

__init__(apikey, output_format='pandas')¶

Constructor

Parameters

apikey (str) – The API key for Alpha Vantage.
output_format (str, optional) – The output_format of the getters. Only “pandas” avilable now.

Methods

`__init__`(apikey[, output_format])	Constructor
`download`(symbol[, frequency])	Get data from API
`export`([criterion, prefix, suffix, …])	Export self.dataframe to hdf5 files, names derive from criterion.
`formatter`(datadump)	Convert Alpha Vantage dataframe to standard stockdaq format
`get_daily`(symbol[, outputsize])	Get daily data, set self.dataframe
`get_intraday`(symbol[, interval, outputsize])	Get intraday data, set self.dataframe
`get_monthly`(symbol)	Get weekly data, set self.dataframe
`get_weekly`(symbol)	Get weekly data, set self.dataframe

download(symbol, frequency='intraday', **kwargs)¶

Get data from API

Parameters

symbol (str) – Stock symbol
frequency (str, optional) – “intraday”, “daily”, “weekly”, “monthly”.
**kwargs – Keyword arguments passed to the getter methods.

export(criterion='date', prefix='', suffix='', extension='.h5', conflict='merge', mergehow='keep old')¶

Export self.dataframe to hdf5 files, names derive from criterion.

Parameters

criterion (str, optional) – Data in same file has same “date” or “year”. Defaults to date.
prefix (str, optional) – Prefix to the filename.
suffix (str, optional) – suffix to the filename, before the extension.
extension (str, optional) – Extension of the files. Defaults to “.h5”.
conflict (str, optional) – How to resolve conflicts. options are [“merge”, “overwrite”, “ignore”]. “merge”: append non-duplicating data to the existing datafile. “overwrite”: replace the existing file. “ignore”: don’t do anything.
mergehow (str, optional) – Only effective when conflict == “merge”. “keep old”: If there are duplicated indexes, keep old data. “update”: If there are duplicated indexes, keep new data.

formatter(datadump)¶

Convert Alpha Vantage dataframe to standard stockdaq format

Parameters: datadump (pandas.core.frame.DataFrame) – Dataframe from Alpha Vantage.
Returns: dataframe – Formated dataframe.
Return type: pandas.core.frame.DataFrame

get_daily(symbol, outputsize='full')¶

Get daily data, set self.dataframe

Parameters

symbol (str) – Stock symbol
outputsize (str, optional.) – Defaults to “full”. Options are [“compact”, “full”]. “compact” only returns last 100 data points. “full” returns full-length intraday times.

Returns

The daily data.

Return type

pandas.core.frame.DataFrame

get_intraday(symbol, interval='1min', outputsize='full')¶

Get intraday data, set self.dataframe

Parameters

symbol (str) – Stock symbol
interval (str, optional.) – Interval between data. Defaults to “1min”. Options are [“1min”, “5min”, “15min”, “30min”, “60min”].
outputsize (str, optional.) – Defaults to “full”. Options are [“compact”, “full”]. “compact” only returns last 100 data points. “full” returns full-length intraday times.

Returns

The intraday data.

Return type

pandas.core.frame.DataFrame

get_monthly(symbol)¶

Get weekly data, set self.dataframe

Parameters: symbol (str) – Stock symbol
Returns: The weekly data.
Return type: pandas.core.frame.DataFrame

get_weekly(symbol)¶

Get weekly data, set self.dataframe

Parameters: symbol (str) – Stock symbol
Returns: The weekly data.
Return type: pandas.core.frame.DataFrame