OHLC Data Access

Ticker data fetch for AlphaVantage.

class src.data_access.DataAccess(ticker, source, access_config, access_userdata, logger_name)

Bases: src.lib.data_access.alphavantage.AlphaVantage, src.lib.data_access.yahoofinance.YahooFinance

Data Access class.

ticker

A string with the acronym of the ticker to be fetched. This value must match to the API expectation.

Type

string

ticker_name

A string with the full name of the ticker.

Type

string

source

A string with the reference to the source of the data, for example, AlphaVantage.

Type

string

access_config

A dictionary with the configuration for access the API specified by source. See template below.

Type

dictionary

access_userdata

A dictionary with the configuration for the user access the API specified by source, for example, the API key.

Type

dictionary

type_series
Type

None

period
Type

None

adjusted
Type

None

start
Type

None

end
Type

None

data_json

A dictionary which stores the results of the fetch of the OHLC data for the given ticker.

Type

dictionary

data_pandas

A pandas dataframe which stores the results of the fetch of the OHLC data for the given ticker.

Type

Pandas data frame

Examples

For the dictionary access_config:

{
    "api": {
        "fetching": {
            "AlphaVantage": {
                "user_data": {
                    "APIKEY": "<YOUR API KEY>"
                }
            }
        }
    }
}

For the dictionary access_userdata:

{
    "data_source": {
        "AlphaVantage": {
            "user_data": {
                "APIKEY": "<YOUR API KEY>"
            }
        }
    }
}

For acesing the data and class usage, the example below will fetch all the OHLC data for the Google ticker:

google = DataAccess(ticker="GOOG",
                    source=config.data_source_name,
                    access_config=config.data_source_access_data,
                    access_userdata=config.data_source_user_data,
                    logger_name=LOGGER_NAME,
                   )
google_data = google.update_values(type_series="TIMESERIES",
                                   period="DAILY",
                                   adjusted=True,
                                   start="",
                                   end=""
                                  )
update_values(type_series='TIMESERIES', period='DAILY', adjusted=True, start='', end='')

Updates the OHLC values for given ticker.

Parameters

  • type_series (string, optional) – The first parameter.

  • period (string, optional) – Time base of the data: daily, monthly, etc.

  • adjusted (bool, optional) – For True it will return the adjusted closure value, otherwise it returns the regular closure.

  • start (datetime, optional) – The second parameter.

  • end (datetime, optional) – The end date for the time series to be fetched.

Returns

The returned dataframe is composed of the following items (headers):

  1. ”Date”

  2. ”Open”

  3. ”High”

  4. ”Low”

  5. ”Close”

  6. ”Close Final”

  7. ”Volume”

  8. ”Dividend Amount”

  9. ”Split Coefficient”

Return type

Pandas dataframe

Examples

An input example for using this method: To retrieve the complete time series (from first historical data, up to today) from AlphaVantage, where it entry in the series represents the OHLC data for a day, the inputs are:

google_data = google.update_values(type_series="TIMESERIES",
                                   period="DAILY",
                                   adjusted=True,
                                   start="",
                                   end=""
                                  )