pandas_datareader库的学习

通过help函数看pandas_datareader库,之后便可以尝试相关方法。
如下:
import pandas_datareader as pdr
help(pdr)

Help on package pandas_datareader:

NAME
pandas_datareader

PACKAGE CONTENTS
_testing
_utils
_version
av (package)
bankofcanada
base
compat (package)
conftest
data
enigma
eurostat
exceptions
famafrench
fred
google (package)
iex (package)
io (package)
moex
mstar (package)
nasdaq_trader
oecd
quandl
robinhood
stooq
tests (package)
tiingo
tsp
wb
yahoo (package)

FUNCTIONS
DataReader(name, data_source=None, start=None, end=None, retry_count=3, pause=0.1, session=None, access_key=None)
Imports data from a number of online sources.

    Currently supports Google Finance, St. Louis FED (FRED),
    and Kenneth French's data library, among others.
    
    Parameters
    ----------
    name : str or list of strs
        the name of the dataset. Some data sources (google, fred) will
        accept a list of names.
    data_source: {str, None}
        the data source ("google", "fred", "ff")
    start : {datetime, None}
        left boundary for range (defaults to 1/1/2010)
    end : {datetime, None}
        right boundary for range (defaults to today)
    retry_count : {int, 3}
        Number of times to retry query request.
    pause : {numeric, 0.001}
        Time, in seconds, to pause between consecutive queries of chunks. If
        single value given for symbol, represents the pause between retries.
    session : Session, default None
        requests.sessions.Session instance to be used
    access_key : (str, None)
        Optional parameter to specify an API key for certain data sources.
    
    Examples
    ----------
    # Data from Google Finance
    aapl = DataReader("AAPL", "google")
    
    # Price and volume data from IEX
    tops = DataReader(["GS", "AAPL"], "iex-tops")
    # Top of book executions from IEX
    gs = DataReader("GS", "iex-last")
    # Real-time depth of book data from IEX
    gs = DataReader("GS", "iex-book")
    
    # Data from FRED
    vix = DataReader("VIXCLS", "fred")
    
    # Data from Fama/French
    ff = DataReader("F-F_Research_Data_Factors", "famafrench")
    ff = DataReader("F-F_Research_Data_Factors_weekly", "famafrench")
    ff = DataReader("6_Portfolios_2x3", "famafrench")
    ff = DataReader("F-F_ST_Reversal_Factor", "famafrench")

Options(symbol, data_source=None, session=None)

get_components_yahoo = _get_data(idx_sym)
    Returns DataFrame containing list of component information for
    index represented in idx_sym from yahoo. Includes component symbol
    (ticker), exchange, and name.
    
    Parameters
    ----------
    idx_sym : str
        Stock index symbol
        Examples:
        '^DJI' (Dow Jones Industrial Average)
        '^NYA' (NYSE Composite)
        '^IXIC' (NASDAQ Composite)
    
        See: http://finance.yahoo.com/indices for other index symbols
    
    Returns
    -------
    idx_df : DataFrame

get_dailysummary_iex(*args, **kwargs)
    Returns a summary of daily market volume statistics. Without parameters,
    this will return the most recent trading session by default.
    
    :param start:
        A datetime object - the beginning of the date range.
    :param end:
        A datetime object - the end of the date range.
    
    Reference: https://www.iextrading.com/developer/docs/#historical-daily
    
    :return: DataFrame

get_data_alphavantage(*args, **kwargs)

get_data_enigma(*args, **kwargs)

get_data_famafrench(*args, **kwargs)

get_data_fred(*args, **kwargs)

get_data_google(*args, **kwargs)

get_data_moex(*args, **kwargs)

get_data_morningstar(*args, **kwargs)

get_data_quandl(*args, **kwargs)

get_data_stooq(*args, **kwargs)

get_data_tiingo(*args, **kwargs)

get_data_yahoo(*args, **kwargs)

get_data_yahoo_actions(*args, **kwargs)

get_iex_book(*args, **kwargs)
    Returns an array of dictionaries with depth of book data from IEX for up to
    10 securities at a time. Returns a dictionary of the bid and ask books.
    
    :param symbols:
        A string or list of strings of valid tickers
    :param service:
        'book': Live depth of book data
        'op-halt-status': Checks to see if the exchange has instituted a halt
        'security-event': Denotes individual security related event
        'ssr-status': Short Sale Price Test restrictions, per reg 201 of SHO
        'system-event': Relays current feed status (i.e. market open)
        'trades': Retrieves recent executions, trade size/price and flags
        'trade-breaks': Lists execution breaks for the current trading session
        'trading-status': Returns status and cause codes for securities
    
    :return: Object

get_iex_symbols(*args, **kwargs)
    Returns a list of all equity symbols available for trading on IEX. Accepts
    no additional parameters.
    
    Reference: https://www.iextrading.com/developer/docs/#symbols
    
    :return: DataFrame

get_last_iex(*args, **kwargs)

get_markets_iex(*args, **kwargs)
    Returns near-real time volume data across markets segregated by tape
    and including a percentage of overall volume during the session
    
    This endpoint does not accept any parameters.
    
    Reference: https://www.iextrading.com/developer/docs/#markets
    
    :return: DataFrame

get_nasdaq_symbols(retry_count=3, timeout=30, pause=None)
    Get the list of all available equity symbols from Nasdaq.
    
    Returns
    -------
    nasdaq_tickers : pandas.DataFrame
        DataFrame with company tickers, names, and other properties.

get_quote_google(*args, **kwargs)

get_quote_yahoo(*args, **kwargs)

get_recent_iex(*args, **kwargs)
    Returns market volume and trade routing statistics for recent sessions.
    Also reports IEX's relative market share, lit share volume and a boolean
    halfday indicator.
    
    Reference: https://www.iextrading.com/developer/docs/#recent
    
    :return: DataFrame

get_records_iex(*args, **kwargs)
    Returns the record value, record date, recent value, and 30-day average for
    market volume, # of symbols traded, # of routed trades and notional value.
    This function accepts no additional parameters.
    
    Reference: https://www.iextrading.com/developer/docs/#records
    
    :return: DataFrame

get_summary_iex(*args, **kwargs)
    Returns an aggregated monthly summary of market volume and a variety of
    related metrics for trades by lot size, security market cap, and venue.
    In the absence of parameters, this will return month-to-date statistics.
    For ranges spanning multiple months, this will return one row per month.
    
    :param start:
        A datetime object - the beginning of the date range.
    :param end:
        A datetime object - the end of the date range.
    
    :return: DataFrame

get_tops_iex(*args, **kwargs)

DATA
all = [‘version’, ‘get_components_yahoo’, ‘get_data_enigma’, '…

VERSION
0.7.0

FILE
/Users/bnz/anaconda3/lib/python3.6/site-packages/pandas_datareader/init.py

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转载自blog.csdn.net/weixin_43055882/article/details/85220715