https://github.com/tkp-archive/pyEX
Python interface to IEX and IEX cloud APIs
https://github.com/tkp-archive/pyEX
algorithmic-trading finance financial-analysis iex python python3 stock-data stock-market stocks
Last synced: 10 days ago
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Python interface to IEX and IEX cloud APIs
- Host: GitHub
- URL: https://github.com/tkp-archive/pyEX
- Owner: tkp-archive
- License: apache-2.0
- Archived: true
- Created: 2017-11-05T04:21:16.000Z (almost 8 years ago)
- Default Branch: main
- Last Pushed: 2024-02-05T14:41:57.000Z (over 1 year ago)
- Last Synced: 2024-12-08T11:05:04.109Z (10 months ago)
- Topics: algorithmic-trading, finance, financial-analysis, iex, python, python3, stock-data, stock-market, stocks
- Language: Python
- Homepage: https://pyex.readthedocs.io
- Size: 3.56 MB
- Stars: 408
- Watchers: 21
- Forks: 110
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- Contributing: CONTRIBUTING.md
- License: LICENSE
- Code of conduct: CODE_OF_CONDUCT.md
- Authors: AUTHORS
Awesome Lists containing this project
README
# 🚨 This library is no longer actively maintained 🚨
# 
Python interface to [IEX Cloud](https://iexcloud.io/docs/api/)
[](https://github.com/timkpaine/pyEX/actions?query=workflow%3A%22Build+Status%22)
[](https://codecov.io/gh/timkpaine/pyEX)
[](https://github.com/timkpaine/pyEX)
[](https://pypi.python.org/pypi/pyEX/)
# Getting Started
## Install
Install from pip
`pip install pyEX`
or from source
`python setup.py install`
### Extensions
- `pyEX[async]`: `asyncio` integration for streaming APIs
- `pyEX[studies]`: Technical indicators and other calculations
## Demos + Docs
- [Demo Notebook - IEX Cloud](https://github.com/timkpaine/pyEX/blob/main/examples/all.ipynb)
- [Streaming Notebook - IEX Cloud](https://github.com/timkpaine/pyEX/blob/main/examples/sse.ipynb)
- [Read The Docs!](https://pyEX.readthedocs.io)
## Overview
`pyEX` supports the IEX Cloud api through 2 interfaces. The first is a simple function call, passing in the api version and token as arguments
```bash
In [1]: import pyEX as p
In [2]: p.chart?
Signature: p.chart(symbol, timeframe='1m', date=None, token='', version='', filter='')
Docstring:
Historical price/volume data, daily and intraday
https://iexcloud.io/docs/api/#historical-prices
Data Schedule
1d: -9:30-4pm ET Mon-Fri on regular market trading days
-9:30-1pm ET on early close trading days
All others:
-Prior trading day available after 4am ET Tue-Sat
Args:
symbol (str); Ticker to request
timeframe (str); Timeframe to request e.g. 1m
date (datetime): date, if requesting intraday
token (str); Access token
version (str); API version
filter (str); filters: https://iexcloud.io/docs/api/#filter-results
Returns:
dict: result
```
For most calls, there is a convenience method that returns a dataframe as well:
```bash
In [5]: [_ for _ in dir(p) if _.endswith('DF')]
Out[5]:
['advancedStatsDF',
'auctionDF',
'balanceSheetDF',
'batchDF',
'bookDF',
'bulkBatchDF',
'bulkMinuteBarsDF',
'calendarDF',
...
```
Since the token rarely changes, we have a `Client` object for convenience:
```bash
In [6]: p.Client?
Init signature: p.Client(api_token=None, version='v1', api_limit=5)
Docstring:
IEX Cloud Client
Client has access to all methods provided as standalone, but in an authenticated way
Args:
api_token (str): api token (can pickup from IEX_TOKEN environment variable)
version (str): api version to use (defaults to v1)
set version to 'sandbox' to run against the IEX sandbox
api_limit (int): cache calls in this interval
File: ~/Programs/projects/iex/pyEX/pyEX/client.py
Type: type
Subclasses:
```
The client will automatically pick up the API key from the environment variable `IEX_TOKEN`, or it can be passed as an argument. To use the IEX Cloud test environment, simple set `version='sandbox'`.
```bash
In [8]: c = p.Client(version='sandbox')
In [9]: c.chartDF('AAPL').head()
Out[9]:
open close high low volume uOpen uClose uHigh uLow uVolume change changePercent label changeOverTime
date
2019-11-27 271.31 274.04 277.09 268.75 16994433 267.69 271.99 271.82 266.32 16811747 0.00 0.0000 Nov 27 0.000000
2019-11-29 271.30 272.19 280.00 279.20 12135259 270.90 275.02 270.00 267.10 11927464 -0.60 -0.2255 Nov 29 -0.002232
2019-12-02 279.96 265.23 276.41 267.93 23831255 279.97 266.80 281.32 269.29 24607845 -3.20 -1.1646 Dec 2 -0.013820
2019-12-03 261.54 271.05 259.96 262.09 30331487 259.87 271.34 269.02 260.71 30518449 -4.93 -1.8450 Dec 3 -0.032745
2019-12-04 272.81 273.56 271.26 267.06 17109161 267.30 262.82 274.99 270.83 17230517 2.39 0.8955 Dec 4 -0.023411
```
## Improvements over native API, other libraries, etc
- pyEX will **transparently cache requests** according to the refresh interval as defined on the IEX Cloud website (and in the docstrings), to avoid wasting credits. It can also cache to disk, or integrate with your own custom caching scheme.
- pyEX fully implements the streaming APIs
## Demo
## Rules Engine
`pyEX` implements methods for interacting with the [Rules Engine](https://iexcloud.io/docs/api/#rules-engine-beta).
```python
rule = {
'conditions': [['changePercent','>',500],
['latestPrice','>',100000]],
'outputs': [{'frequency': 60,
'method': 'email',
'to': 'your_email@domain'
}]
}
c.createRule(rule, 'MyTestRule', 'AAPL', 'all') # returns {"id": , "weight": 2}
c.rules() # list all rules
c.ruleInfo("")
c.ruleOutput("")
c.pauseRule("")
c.resumeRule("")
c.deleteRule("")
```
We also provide helper classes in python for constructing rules such that they abide by the rules schema (dictated in the `schema()` helper function)
## Methods
- [schema](https://iexcloud.io/docs/api/#rules-schema)
- [lookup](https://iexcloud.io/docs/api/#lookup-values)
- [create](https://iexcloud.io/docs/api/#creating-a-rule)
- [pause](https://iexcloud.io/docs/api/#pause-and-resume)
- [resume](https://iexcloud.io/docs/api/#pause-and-resume)
- [edit](https://iexcloud.io/docs/api/#edit-an-existing-rule)
- [rule (get info)](https://iexcloud.io/docs/api/#delete-a-rule)
- [rules (list all)](https://iexcloud.io/docs/api/#list-all-rules)
- [output](https://iexcloud.io/docs/api/#get-log-output)
## Data
`pyEX` provides wrappers around both static and SSE streaming data. For most static data endpoints, we provide both JSON and DataFrame return functions. For market data endpoints, we provide async wrappers as well using `aiohttp` (to install the dependencies, `pip install pyEX[async]`).
DataFrame functions will have the suffix `DF`, and async functions will have the suffix `Async`.
SSE streaming data can either be used with callbacks:
`newsSSE('AAPL', on_data=my_function_todo_on_data)`
or via async generators (after installing `pyEX[async]`):
`async for data in newsSSE('AAPL'):`
### Full API
Please see the [readthedocs](https://pyEX.readthedocs.io) for a full API spec. Implemented methods are provided in [CATALOG.md](CATALOG.md).
All methods share a common naming convention. If the API method is called [technicals](https://iexcloud.io/docs/api/#technical-indicators), there will be `technicals` and `technicalsDF` methods on the client. Additionally, most methods are provided in a scope, e.g. [wti](https://iexcloud.io/docs/api/#oil-prices) is available as `client.wti` and `client.commodities.wti`, [analystDays](https://iexcloud.io/docs/api/#analyst-days) from Wall Street Horizon is available as `client.premium.analystDays`, etc.
## Development
See [CONTRIBUTING.md](./CONTRIBUTING.md) for guidelines.
## License
This software is licensed under the Apache 2.0 license. See the
[LICENSE](LICENSE) and [AUTHORS](AUTHORS) files for details.