Merge branch 'release/1.6.0'

.travis.yml

@@ -16,7 +16,10 @@ install:
     - pip install simplejson
     - pip install pandas==0.19.2
 script:
-    nosetests --nocapture
 
+    nosetests --nocapture test_alpha_vantage/test_alphavantage.py
+allow_failure:
+  script:
+      nosetests --nocapture nosetests -s test_alpha_vantage/test_integration_alphavantage.py
 after_sucess:
     codecov

README.md

@@ -155,7 +155,8 @@ nosetests
 The code documentation can be found at https://alpha-vantage.readthedocs.io/en/latest/
 
 ## TODOS:
-* Separate tests between unittests and integration test.
+* Prepare for release 1.6.0
+* Update documentation on how to install with pandas support ```pip install alpha_vantage[pandas]``` has to be tested and reproduced properly.
 
 ## Star if you like it.
 If you like or use this project, consider showing your support by staring it.

alpha_vantage/alphavantage.py

@@ -1,13 +1,14 @@
-try:
-    # Python 3 import
-    from urllib.request import urlopen
-except ImportError:
-    # Python 2.* import
-    from urllib2 import urlopen
+import urllib
 import sys
 from functools import wraps
 import inspect
-import pandas
+# Pandas became an optional dependency, but we still want to track it
+try:
+    import pandas
+    _PANDAS_FOUND = True
+except ImportError:
+    _PANDAS_FOUND = False
+import csv
 import re
 # Avoid compability issues
 if sys.version_info.major == 3 and sys.version_info.minor == 6:
@@ -16,31 +17,42 @@
     from simplejson import loads
 
 
-class AlphaVantage:
+class AlphaVantage(object):
     """ Base class where the decorators and base function for the other
     classes of this python wrapper will inherit from.
     """
     _ALPHA_VANTAGE_API_URL = "http://www.alphavantage.co/query?"
-    _ALPHA_VANTAGE_MATH_MAP = ['SMA', 'EMA', 'WMA', 'DEMA', 'TEMA', 'TRIMA', 'T3',
-                               'KAMA', 'MAMA']
-    _ALPHA_VANTAGE_DIGITAL_CURRENCY_LIST = "https://www.alphavantage.co/digital_currency_list/"
+    _ALPHA_VANTAGE_MATH_MAP = ['SMA', 'EMA', 'WMA', 'DEMA', 'TEMA', 'TRIMA',
+                               'T3', 'KAMA', 'MAMA']
+    _ALPHA_VANTAGE_DIGITAL_CURRENCY_LIST = \
+        "https://www.alphavantage.co/digital_currency_list/"
 
-    def __init__(self, key=None, retries=5, output_format='json', treat_info_as_error=True):
+    def __init__(self, key=None, retries=5, output_format='json',
+                 treat_info_as_error=True):
         """ Initialize the class
 
         Keyword Arguments:
             key:  Alpha Vantage api key
             retries:  Maximum amount of retries in case of faulty connection or
                 server not able to answer the call.
-            output_format:  Either 'json' or 'pandas'
+            treat_info_as_error: Treat information from the api as errors
+            output_format:  Either 'json', 'pandas' os 'csv'
         """
         if key is None:
             raise ValueError(
-                'Get a free key from the alphavantage website: https://www.alphavantage.co/support/#api-key')
+                'Get a free key from the alphavantage website:'
+                ' https://www.alphavantage.co/support/#api-key')
         self.key = key
         self.retries = retries
         self.output_format = output_format
+        if self.output_format is 'pandas' and not _PANDAS_FOUND:
+            raise ValueError("The pandas library was not found, therefore can "
+                             "not be used as an output format, please install "
+                             "manually")
         self.treat_info_as_error = treat_info_as_error
+        # Not all the calls accept a data type appended at the end, this
+        # variable will be overriden by those functions not needing it.
+        self._append_type = True
 
     def _retry(func):
         """ Decorator for retrying api calls (in case of errors from the api
@@ -120,7 +132,20 @@ def _call_wrapper(self, *args, **kwargs):
                     # None (in other words, this will call the api with its
                     # internal defined parameter)
                     url = '{}&{}={}'.format(url, arg_name, arg_value)
-            url = '{}&apikey={}'.format(url, self.key)
+            # Allow the output format to be json or csv (supported by
+            # alphavantage api). Pandas is simply json converted.
+            if 'json' or 'csv' in self.output_format.lower():
+                oformat = self.output_format.lower()
+            elif 'pandas' in self.output_format.lower():
+                oformat = 'json'
+            else:
+                raise ValueError("Output format: {} not recognized, only json,"
+                                 "pandas and csv are supported".format(
+                                     self.output_format.lower()))
+            if self._append_type:
+                url = '{}&apikey={}&datatype={}'.format(url, self.key, oformat)
+            else:
+                url = '{}&apikey={}'.format(url, self.key)
             return self._handle_api_call(url), data_key, meta_data_key
         return _call_wrapper
 
@@ -135,31 +160,37 @@ def _output_format(cls, func, override=None):
         """
         @wraps(func)
         def _format_wrapper(self, *args, **kwargs):
-            json_response, data_key, meta_data_key = func(
+            call_response, data_key, meta_data_key = func(
                 self, *args, **kwargs)
-            data = json_response[data_key]
-            if meta_data_key is not None:
-                meta_data = json_response[meta_data_key]
-            else:
-                meta_data = None
-            # Allow to override the output parameter in the call
-            if override is None:
-                output_format = self.output_format.lower()
-            elif 'json' or 'pandas' in override.lower():
-                output_format = override.lower()
-            # Choose output format
-            if output_format == 'json':
-                return data, meta_data
-            elif output_format == 'pandas':
-                data_pandas = pandas.DataFrame.from_dict(data,
-                                                         orient='index',
-                                                         dtype=float)
-                data_pandas.index.name = 'Date'
-                # Rename columns to have a nicer name
-                col_names = [re.sub(r'\d+.', '', name).strip(' ')
-                             for name in list(data_pandas)]
-                data_pandas.columns = col_names
-                return data_pandas, meta_data
+            if 'json' in self.output_format.lower() or 'pandas' \
+                    in self.output_format.lower():
+                data = call_response[data_key]
+                if meta_data_key is not None:
+                    meta_data = call_response[meta_data_key]
+                else:
+                    meta_data = None
+                # Allow to override the output parameter in the call
+                if override is None:
+                    output_format = self.output_format.lower()
+                elif 'json' or 'pandas' in override.lower():
+                    output_format = override.lower()
+                # Choose output format
+                if output_format == 'json':
+                    return data, meta_data
+                elif output_format == 'pandas':
+                    data_pandas = pandas.DataFrame.from_dict(data,
+                                                             orient='index',
+                                                             dtype=float)
+                    data_pandas.index.name = 'date'
+                    # Rename columns to have a nicer name
+                    col_names = [re.sub(r'\d+.', '', name).strip(' ')
+                                 for name in list(data_pandas)]
+                    data_pandas.columns = col_names
+                    # Set Date as an actual column so a new numerical index will be created
+                    data_pandas.reset_index(level=0, inplace=True)
+                    return data_pandas, meta_data
+            elif 'csv' in self.output_format.lower():
+                return call_response, None
             else:
                 raise ValueError('Format: {} is not supported'.format(
                     self.output_format))
@@ -172,8 +203,8 @@ def map_to_matype(self, matype):
         is given.
 
         Keyword Arguments:
-            matype:  The math type of the alpha vantage api. It accepts integers
-                or a string representing the math type.
+            matype:  The math type of the alpha vantage api. It accepts
+            integers or a string representing the math type.
 
                 * 0 = Simple Moving Average (SMA),
                 * 1 = Exponential Moving Average (EMA),
@@ -202,19 +233,29 @@ def _handle_api_call(self, url):
         Keyword Arguments:
             url:  The url of the service
             data_key:  The key for getting the data from the jso object
-            meta_data_key:  The key for getting the meta data information out of
-                the json object
+            meta_data_key:  The key for getting the meta data information out
+            of the json object
         """
-        response = urlopen(url)
+        # In order to keep supporting python 2.7, we have to do this.
+        if sys.version_info.major == 3:
+            response = urllib.request.urlopen(url)
+        else:
+            response = urllib.urlopen(url)
         url_response = response.read()
-        json_response = loads(url_response)
-
-        if not json_response:
-            raise ValueError(
-                'Error getting data from the api, no return was given.')
-        elif "Error Message" in json_response:
-            raise ValueError(json_response["Error Message"])
-        elif "Information" in json_response and self.treat_info_as_error:
-            raise ValueError(json_response["Information"])
-
-        return json_response
+        if 'json' in self.output_format.lower() or 'pandas' in \
+                self.output_format.lower():
+            json_response = loads(url_response)
+            if not json_response:
+                raise ValueError(
+                    'Error getting data from the api, no return was given.')
+            elif "Error Message" in json_response:
+                raise ValueError(json_response["Error Message"])
+            elif "Information" in json_response and self.treat_info_as_error:
+                raise ValueError(json_response["Information"])
+            return json_response
+        else:
+            csv_response = csv.reader(url_response)
+            if not csv_response:
+                raise ValueError(
+                    'Error getting data from the api, no return was given.')
+            return csv_response

alpha_vantage/foreignexchange.py

@@ -5,6 +5,16 @@ class ForeignExchange(av):
     """Realtime currency exchange rates for physical and digital currencies.
     """
 
+    def __init__(self, *args, **kwargs):
+        """
+        Inherit AlphaVantage base class with its default arguments
+        """
+        super(ForeignExchange, self).__init__(*args, **kwargs)
+        self._append_type = False
+        if self.output_format.lower() == 'csv':
+            raise ValueError("Output format {} is not comatible with the {}".format(
+                self.output_format.lower(), self.__name__))
+
     @av._output_format
     @av._call_api_on_func
     def get_currency_exchange_rate(self, from_currency, to_currency):

alpha_vantage/sectorperformance.py

@@ -1,14 +1,27 @@
 #!/usr/bin/env python
 from .alphavantage import AlphaVantage as av
 from functools import wraps
-import pandas
+try:
+    import pandas
+except ImportError:
+    pass
 import re
 
 
 class SectorPerformances(av):
     """This class implements all the sector performance api calls
     """
 
+    def __init__(self, *args, **kwargs):
+        """
+        Inherit AlphaVantage base class with its default arguments
+        """
+        super(SectorPerformances, self).__init__(*args, **kwargs)
+        self._append_type = False
+        if self.output_format.lower() == 'csv':
+            raise ValueError("Output format {} is not comatible with the {}".format(
+                self.output_format.lower(), self.__name__))
+
     def percentage_to_float(self, val):
         """ Transform a string of ther form f.f% into f.f/100