Merge pull request #1 from pydata/master

catchup

Author: simongarisch

.travis.yml

@@ -11,30 +11,30 @@ env:
 matrix:
   fast_finish: true
   include:
-  - dist: trusty
+  - dist: bionic
     env:
       - PYTHON=2.7 PANDAS=0.19.2
-  - dist: trusty
+  - dist: bionic
     env:
       - PYTHON=2.7 PANDAS=0.22
-  - dist: trusty
+  - dist: bionic
     env:
       - PYTHON=3.5 PANDAS=0.19.2
-  - dist: trusty
+  - dist: bionic
     env:
       - PYTHON=3.5 PANDAS=0.20.3
-  - dist: trusty
+  - dist: bionic
     env:
       - PYTHON=3.6 PANDAS=0.23.0
-  - dist: trusty
+  - dist: bionic
     env:
-      - PYTHON=3.6 PANDAS=0.22 DOCBUILD=true
+      - PYTHON=3.7 PANDAS=0.25 DOCBUILD=true
   # In allow failures
-  - dist: trusty
+  - dist: bionic
     env:
       - PYTHON=3.6 PANDAS="MASTER"
   allow_failures:
-    - dist: trusty
+    - dist: bionic
       env:
         - PYTHON=3.6 PANDAS="MASTER"
 
@@ -70,8 +70,8 @@ install:
       conda install sphinx ipython matplotlib;
       pip install sphinx_rtd_theme doctr;
     fi
-  - pip install beautifulsoup4
-  - pip install coveralls --quiet
+  - pip install pip --upgrade
+  - pip install codecov coveralls beautifulsoup4
   - conda list
   - python setup.py install
 
@@ -81,7 +81,7 @@ script:
     - flake8 --version
     - flake8 pandas_datareader
 
-after_success:
+after_script:
   - |
     if [[ ${DOCBUILD} ]]; then
       cd docs
@@ -95,3 +95,4 @@ after_success:
       fi
     fi
   - coveralls
+  - codecov

README.rst

@@ -12,6 +12,9 @@ Up to date remote data access for pandas, works for multiple versions of pandas.
 .. image:: https://coveralls.io/repos/pydata/pandas-datareader/badge.svg?branch=master
     :target: https://coveralls.io/r/pydata/pandas-datareader
 
+.. image:: https://codecov.io/gh/pydata/pandas-datareader/branch/master/graph/badge.svg
+  :target: https://codecov.io/gh/pydata/pandas-datareader
+
 .. image:: https://readthedocs.org/projects/pandas-datareader/badge/?version=latest
     :target: https://pandas-datareader.readthedocs.io/en/latest/
 

docs/source/remote_data.rst

@@ -75,10 +75,11 @@ IEX
 
 The Investors Exchange (IEX) provides a wide range of data through an
 `API <https://iexcloud.io/api/docs/>`__.  Historical stock
-prices are available for up to 15 years. The usage of these readers requires an API key, which can be stored in the ``IEX_API_TOKEN`` environment variable.
+prices are available for up to 15 years. The usage of these readers requires the publishable API key from IEX Cloud Console, which can be stored in the ``IEX_API_KEY`` environment variable.
 
 .. ipython:: python
-
+    
+    os.environ["IEX_API_KEY"] = "pk_xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx"
     import pandas_datareader.data as web
     from datetime import datetime
     start = datetime(2016, 9, 1)
@@ -114,6 +115,7 @@ Through the
 endpoints, it is possible to obtain historical equities data for individual
 symbols. The following endpoints are available:
 
+* ``av-intraday`` - Intraday Time Series
 * ``av-daily`` - Daily Time Series
 * ``av-daily-adjusted`` - Daily Time Series (Adjusted)
 * ``av-weekly`` - Weekly Time Series

docs/source/whatsnew/v0.7.0.txt

@@ -64,6 +64,7 @@ Backwards incompatible API changes
 Bug Fixes
 ~~~~~~~~~
 
+- Fixed import of pandas.compat (:issue:`657`)
 - Added support for passing the API KEY to QuandlReader either directly or by
   setting the environmental variable QUANDL_API_KEY (:issue:`485`).
 - Added support for optionally passing a custom base_url to the EnigmaReader  (:issue:`499`).

docs/source/whatsnew/v0.8.0.txt

@@ -9,7 +9,7 @@ Highlights include:
   aggregated economic data from 90+ official statistical agencies
   (:issue:`615`)
 - Migrated IEX readers to `IEX Cloud <https://iexcloud.io>`__. All
-  readers now require an API token (``IEX_API_TOKEN``)
+  readers now require an API token (``IEX_API_KEY``)
 - Removal of Google finance and Morningstar, which were deprecated in 0.7.0.
 - Immediate deprecation of Robinhood for quotes and historical data. Robinhood
   ended support for these endpoints in 1/2019
@@ -26,7 +26,9 @@ Enhancements
 ~~~~~~~~~~~~
 
 - Added Tiingo IEX Historical reader.
+- Added support for Alpha Vantage intraday time series prices (:issue: `631`)
 - Up to 15 years of historical prices from IEX with new platform, IEX Cloud
+- Added testing on Python 3.7 (:issue:`667`)
 
 .. _whatsnew_080.api_breaking:
 
@@ -47,3 +49,5 @@ Bug Fixes
 
 - Fix Yahoo! actions issue where dividends are adjusted twice as a result of a
   change to the Yahoo! API. (:issue: `583`)
+- Fix AlphaVantage time series data ordering after provider switch to
+  descending order (maintains ascending order for consistency) (:issue: `662`)

pandas_datareader/av/time_series.py

@@ -35,7 +35,8 @@ class AVTimeSeriesReader(AlphaVantage):
             "TIME_SERIES_WEEKLY": "Weekly Time Series",
             "TIME_SERIES_WEEKLY_ADJUSTED": "Weekly Adjusted Time Series",
             "TIME_SERIES_MONTHLY": "Monthly Time Series",
-            "TIME_SERIES_MONTHLY_ADJUSTED": "Monthly Adjusted Time Series"
+            "TIME_SERIES_MONTHLY_ADJUSTED": "Monthly Adjusted Time Series",
+            "TIME_SERIES_INTRADAY": "Time Series (1min)"
     }
 
     def __init__(self, symbols=None, function="TIME_SERIES_DAILY",
@@ -47,11 +48,11 @@ def __init__(self, symbols=None, function="TIME_SERIES_DAILY",
                                                  pause=pause, session=session,
                                                  api_key=api_key)
 
-        self.func = function
+        self._func = function
 
     @property
     def function(self):
-        return self.func
+        return self._func
 
     @property
     def output_size(self):
@@ -67,15 +68,20 @@ def data_key(self):
 
     @property
     def params(self):
-        return {
+        p = {
             "symbol": self.symbols,
             "function": self.function,
             "apikey": self.api_key,
             "outputsize": self.output_size
         }
+        if self.function == "TIME_SERIES_INTRADAY":
+            p.update({"interval": "1min"})
+        return p
 
     def _read_lines(self, out):
         data = super(AVTimeSeriesReader, self)._read_lines(out)
+        # reverse since alphavantage returns descending by date
+        data = data[::-1]
         start_str = self.start.strftime('%Y-%m-%d')
         end_str = self.end.strftime('%Y-%m-%d')
         data = data.loc[start_str:end_str]

pandas_datareader/bankofcanada.py

@@ -1,6 +1,6 @@
 from __future__ import unicode_literals
 
-import pandas.compat as compat
+from pandas_datareader.compat import string_types
 
 from pandas_datareader.base import _BaseReader
 
@@ -17,7 +17,7 @@ class BankOfCanadaReader(_BaseReader):
     @property
     def url(self):
         """API URL"""
-        if not isinstance(self.symbols, compat.string_types):
+        if not isinstance(self.symbols, string_types):
             raise ValueError('data name must be string')
 
         return '{0}/{1}/csv'.format(self._URL, self.symbols)

pandas_datareader/base.py

@@ -4,11 +4,11 @@
 
 import requests
 
-import pandas.compat as compat
 from pandas import DataFrame
 from pandas import read_csv, concat
 from pandas.io.common import urlencode
-from pandas.compat import StringIO, bytes_to_str
+from pandas_datareader.compat import bytes_to_str, string_types, binary_type, \
+    StringIO
 
 from pandas_datareader._utils import (RemoteDataError, SymbolWarning,
                                       _sanitize_dates, _init_session)
@@ -99,7 +99,7 @@ def _read_url_as_StringIO(self, url, params=None):
             service = self.__class__.__name__
             raise IOError("{} request returned no data; check URL for invalid "
                           "inputs: {}".format(service, self.url))
-        if isinstance(text, compat.binary_type):
+        if isinstance(text, binary_type):
             out.write(bytes_to_str(text))
         else:
             out.write(text)
@@ -205,7 +205,7 @@ def _get_params(self, *args, **kwargs):
     def read(self):
         """Read data"""
         # If a single symbol, (e.g., 'GOOG')
-        if isinstance(self.symbols, (compat.string_types, int)):
+        if isinstance(self.symbols, (string_types, int)):
             df = self._read_one_data(self.url,
                                      params=self._get_params(self.symbols))
         # Or multiple symbols, (e.g., ['GOOG', 'AAPL', 'MSFT'])

pandas_datareader/compat/__init__.py

@@ -1,11 +1,8 @@
 # flake8: noqa
-import sys
-from distutils.version import LooseVersion
-from io import BytesIO
-
 import pandas as pd
-import pandas.compat as compat
 import pandas.io.common as com
+import sys
+from distutils.version import LooseVersion
 
 PY3 = sys.version_info >= (3, 0)
 
@@ -45,11 +42,42 @@ def get_filepath_or_buffer(filepath_or_buffer, encoding=None,
 else:
     from pandas.core.common import is_list_like
 
-
-if compat.PY3:
+if PY3:
     from urllib.error import HTTPError
+    from functools import reduce
+
+    string_types = str,
+    binary_type = bytes
+    from io import StringIO
+
+    def str_to_bytes(s, encoding=None):
+        return s.encode(encoding or 'ascii')
+
+
+    def bytes_to_str(b, encoding=None):
+        return b.decode(encoding or 'utf-8')
 else:
     from urllib2 import HTTPError
+    from cStringIO import StringIO
+    reduce = reduce
+    binary_type = str
+    string_types = basestring,
+
+
+    def bytes_to_str(b, encoding=None):
+        return b
+
+
+    def str_to_bytes(s, encoding=None):
+        return s
+
+
+def lmap(*args, **kwargs):
+    return list(map(*args, **kwargs))
+
+
+def lrange(*args, **kwargs):
+    return list(range(*args, **kwargs))
 
 
 def concat(*args, **kwargs):

pandas_datareader/data.py

@@ -298,7 +298,7 @@ def DataReader(name, data_source=None, start=None, end=None,
                        "tiingo", "yahoo-actions", "yahoo-dividends",
                        "av-forex", "av-daily", "av-daily-adjusted",
                        "av-weekly", "av-weekly-adjusted", "av-monthly",
-                       "av-monthly-adjusted", "econdb"]
+                       "av-monthly-adjusted", "av-intraday", "econdb"]
 
     if data_source not in expected_source:
         msg = "data_source=%r is not implemented" % data_source
@@ -444,6 +444,13 @@ def DataReader(name, data_source=None, start=None, end=None,
                                   retry_count=retry_count, pause=pause,
                                   session=session, api_key=access_key).read()
 
+    elif data_source == "av-intraday":
+        return AVTimeSeriesReader(symbols=name,
+                                  function="TIME_SERIES_INTRADAY",
+                                  start=start, end=end,
+                                  retry_count=retry_count, pause=pause,
+                                  session=session, api_key=access_key).read()
+
     elif data_source == "econdb":
         return EcondbReader(symbols=name, start=start, end=end,
                             retry_count=retry_count, pause=pause,

pandas_datareader/enigma.py

@@ -1,11 +1,10 @@
 import os
 import time
 
-from pandas.compat import StringIO
-import pandas.compat as compat
 import pandas as pd
 
-from pandas_datareader.base import _BaseReader
+from pandas_datareader.base import _BaseReader, string_types
+from pandas_datareader.compat import StringIO
 
 
 class EnigmaReader(_BaseReader):
@@ -65,7 +64,7 @@ def __init__(self,
             self._api_key = api_key
 
         self._dataset_id = dataset_id
-        if not isinstance(self._dataset_id, compat.string_types):
+        if not isinstance(self._dataset_id, string_types):
             raise ValueError(
                 "The Enigma dataset_id must be a string (ex: "
                 "'bedaf052-5fcd-4758-8d27-048ce8746c6a')")

pandas_datareader/eurostat.py

@@ -1,9 +1,9 @@
 from __future__ import unicode_literals
 
 import pandas as pd
-import pandas.compat as compat
 
 from pandas_datareader.io.sdmx import read_sdmx, _read_sdmx_dsd
+from pandas_datareader.compat import string_types
 from pandas_datareader.base import _BaseReader
 
 
@@ -15,7 +15,7 @@ class EurostatReader(_BaseReader):
     @property
     def url(self):
         """API URL"""
-        if not isinstance(self.symbols, compat.string_types):
+        if not isinstance(self.symbols, string_types):
             raise ValueError('data name must be string')
 
         q = '{0}/data/{1}/?startperiod={2}&endperiod={3}'
@@ -25,7 +25,7 @@ def url(self):
     @property
     def dsd_url(self):
         """API DSD URL"""
-        if not isinstance(self.symbols, compat.string_types):
+        if not isinstance(self.symbols, string_types):
             raise ValueError('data name must be string')
 
         return '{0}/datastructure/ESTAT/DSD_{1}'.format(

pandas_datareader/famafrench.py

@@ -1,10 +1,11 @@
 import datetime as dt
 import re
 import tempfile
+
 from zipfile import ZipFile
 
 from pandas import read_csv, to_datetime
-from pandas.compat import lmap, StringIO
+from pandas_datareader.compat import lmap, StringIO
 
 from pandas_datareader.base import _BaseReader
 

pandas_datareader/iex/daily.py

@@ -101,6 +101,16 @@ def _range_string_from_date(self):
         elif 1 <= years < 2:
             return "2y"
         elif 0 <= years < 1:
+            delta_days = (datetime.datetime.now() - self.start).days
+            if 0 <= delta_days < 6:
+                return "5d"
+            elif 6 <= delta_days < 28:
+                return "1m"
+            elif 28 <= delta_days < 84:
+                return "3m"
+            elif 84 <= delta_days < 168:
+                return "6m"
+
             return "1y"
         else:
             raise ValueError(