Merge pull request #1057 from BloodyHell/patch-1

Add columns as parameter to get_dataframe

HISTORY.rst

@@ -5,6 +5,7 @@ History
 --------------------------------
 
 * Dev: New config for readthedocs
+* Feature: Add 'columns' parameter to 'get_dataframe' and 'get_ticker_price' func (#1057)
 
 0.15.6 (2024-05-25)
 --------------------------------

README.rst

@@ -90,6 +90,9 @@ for each function for details.).
   # Get latest prices, based on 3+ sources as JSON, sampled weekly
   ticker_price = client.get_ticker_price("GOOGL", frequency="weekly")
 
+  # Get 1 min prices, including the "open", "close" and "volume" columns
+  ticker_price = client.get_ticker_price("GOOGL", frequency="1min", columns="open,close,volume")
+
   # Get historical GOOGL prices from August 2017 as JSON, sampled daily
   historical_prices = client.get_ticker_price("GOOGL",
                                               fmt='json',
@@ -154,11 +157,22 @@ To receive results in ``pandas`` format, use the ``get_dataframe()`` method:
                                         endDate='2018-05-31')
 
 
+  #Get a pd.DataFrame for a list of symbols for "close" and "volume" columns:
+  ticker_history = client.get_dataframe(['GOOGL', 'AAPL'],
+                                        frequency='weekly',
+                                        columns="close,volume"
+                                        startDate='2017-01-01',
+                                        endDate='2018-05-31')
+
+
 
 You can specify any of the end of day frequencies (daily, weekly, monthly, and annually) or any intraday frequency for both the ``get_ticker_price`` and ``get_dataframe``
 methods.  Weekly frequencies resample to the end of day on Friday, monthly frequencies resample to the last day of the month, and annually frequencies resample to the end of
 day on 12-31 of each year.  The intraday frequencies are specified using an integer followed by "Min" or "Hour", for example "30Min" or "1Hour".
 
+It's also possible to specify which columns you're interested in, for example: "open", "close", "low", "high" and "volume" (see `End of Day response docs <https://www.tiingo.com/documentation/end-of-day>`_ for future columns).
+
+
 Cryptocurrency
 -----------------
 

tests/fixtures/ticker_price_with_multiple_columns.yaml

@@ -0,0 +1,27 @@
+interactions:
+- request:
+    body: null
+    headers:
+      Accept: ['*/*']
+      Accept-Encoding: ['gzip, deflate']
+      Authorization: [Token 0000000000000000000000000000000000000000]
+      Connection: [keep-alive]
+      Content-Type: [application/json]
+      User-Agent: [tiingo-python-client 0.5.0]
+    method: GET
+    uri: https://api.tiingo.com/tiingo/daily/GOOGL/prices?format=json&resampleFreq=daily&columns=open,high,low,close,volume
+  response:
+    body: {string: '[{"close":165.14,"date":"2024-10-22T00:00:00+00:00","high":165.77,"low":162.98,"open":162.98,"volume":16568121}]'}
+    headers:
+      Allow: ['GET, HEAD, OPTIONS']
+      Content-Length: ['1982']
+      Content-Type: [application/json]
+      Date: ['Wed, 23 Oct 2024  02:42:06 GMT']
+      Server: [nginx/1.10.1]
+      Vary: ['Accept, Cookie']
+      X-Frame-Options: [SAMEORIGIN]
+    status: {code: 200, message: OK}
+version: 1
+
+
+

tests/fixtures/ticker_price_with_volume_column.yaml

@@ -0,0 +1,27 @@
+interactions:
+- request:
+    body: null
+    headers:
+      Accept: ['*/*']
+      Accept-Encoding: ['gzip, deflate']
+      Authorization: [Token 0000000000000000000000000000000000000000]
+      Connection: [keep-alive]
+      Content-Type: [application/json]
+      User-Agent: [tiingo-python-client 0.5.0]
+    method: GET
+    uri: https://api.tiingo.com/tiingo/daily/GOOGL/prices?format=json&resampleFreq=daily&columns=volume
+  response:
+    body: {string: '[{"date":"2024-10-22T00:00:00+00:00","volume":16568121}]'}
+    headers:
+      Allow: ['GET, HEAD, OPTIONS']
+      Content-Length: ['1001']
+      Content-Type: [application/json]
+      Date: ['Wed, 23 Oct 2024  02:42:06 GMT']
+      Server: [nginx/1.10.1]
+      Vary: ['Accept, Cookie']
+      X-Frame-Options: [SAMEORIGIN]
+    status: {code: 200, message: OK}
+version: 1
+
+
+

tests/test_tiingo.py

@@ -55,7 +55,7 @@ def test_ticker_metadata(self):
     def test_ticker_metadata_as_object(self):
         metadata = self._client.get_ticker_metadata("GOOGL", fmt="object")
         assert metadata.ticker == "GOOGL"  # Access property via ATTRIBUTE
-        assert metadata.name               # (contrast with key access above
+        assert metadata.name  # (contrast with key access above
 
     @vcr.use_cassette('tests/fixtures/ticker_price.yaml')
     def test_ticker_price(self):
@@ -68,7 +68,7 @@ def test_ticker_price(self):
     def test_ticker_price(self):
         """Test that weekly frequency works"""
         prices = self._client.get_ticker_price("GOOGL", startDate='2018-01-05',
-                    endDate='2018-01-19', frequency='weekly')
+                                               endDate='2018-01-19', frequency='weekly')
         assert len(prices) == 3
         assert prices[0].get('adjClose')
 
@@ -98,6 +98,36 @@ def test_ticker_price_with_csv(self):
         rows = list(reader)
         assert len(rows) > 2  # more than 1 day of data
 
+    @vcr.use_cassette('tests/fixtures/ticker_price_with_volume_column.yaml')
+    def test_ticker_price_with_volume_column(self):
+        """Confirm that requesting a single column works"""
+        prices = self._client.get_ticker_price("GOOGL",
+                                               columns="volume",
+                                               fmt='json')
+        assert len(prices) == 1
+        assert prices[0].get('date')
+        assert not prices[0].get('high')
+        assert not prices[0].get('low')
+        assert not prices[0].get('open')
+        assert not prices[0].get('close')
+        assert prices[0].get('volume')
+
+    @vcr.use_cassette('tests/fixtures/ticker_price_with_multiple_columns.yaml')
+    def test_ticker_price_with_multiple_columns(self):
+        """Confirm that requesting specific columns works"""
+        requested_columns = "open,high,low,close,volume"
+        prices = self._client.get_ticker_price("GOOGL",
+                                               columns=requested_columns,
+                                               fmt='json')
+        assert len(prices) == 1
+        assert len(prices[0]) == len(requested_columns.split(',')) + 1
+        assert prices[0].get('date')
+        assert prices[0].get('high')
+        assert prices[0].get('low')
+        assert prices[0].get('open')
+        assert prices[0].get('close')
+        assert prices[0].get('volume')
+
     @vcr.use_cassette('tests/fixtures/intraday_price.yaml')
     def test_intraday_ticker_price(self):
         """Test the EOD Prices Endpoint with data param"""
@@ -149,6 +179,7 @@ def test_invalid_frequency_error(self):
                                                    endDate="2018-01-02",
                                                    frequency="1.5mins")
 
+
 # tiingo/news
 class TestNews(TestCase):
 
@@ -227,6 +258,7 @@ def test_news_bulk_as_objects(self):
         with self.assertRaises(RestClientError):
             assert self._client.get_bulk_news(file_id="1", fmt="object")
 
+
 # FUNDAMENTALS ENDPOINTS
 class TestFundamentals(TestCase):
 

tests/test_tiingo_pandas.py

@@ -114,6 +114,26 @@ def test_intraday_ticker_price(self):
                                             frequency="30Min")
         self.assertGreater(len(prices), 1)
 
+    @vcr.use_cassette('tests/fixtures/ticker_price_with_volume_column.yaml')
+    def test_get_dataframe_with_volume_column(self):
+        """Confirm that requesting a single column works"""
+        requested_column = "volume"
+        prices = self._client.get_dataframe("GOOGL",
+                                               columns=requested_column,
+                                               fmt='json')
+        assert len(prices) == 1
+        assert len(prices.columns) == 1
+
+    @vcr.use_cassette('tests/fixtures/ticker_price_with_multiple_columns.yaml')
+    def test_get_dataframe_with_multiple_columns(self):
+        """Confirm that requesting specific columns works"""
+        requested_columns = "open,high,low,close,volume"
+        prices = self._client.get_dataframe("GOOGL",
+                                               columns=requested_columns,
+                                               fmt='json')
+        assert len(prices) == 1
+        assert len(prices.columns) == len(requested_columns.split(','))
+
     def test_metric_name_column_error(self):
         with self.assertRaises(APIColumnNameError):
             self._client.get_dataframe(['GOOGL', 'AAPL'], startDate='2018-01-05',

tiingo/api.py

@@ -219,7 +219,13 @@ def _request_pandas(self, ticker, metric_name, params):
         return prices
 
     def get_ticker_price(
-        self, ticker, startDate=None, endDate=None, fmt="json", frequency="daily"
+        self,
+        ticker,
+        startDate=None,
+        endDate=None,
+        columns=None,
+        fmt="json",
+        frequency="daily",
     ):
         """By default, return latest EOD Composite Price for a stock ticker.
         On average, each feed contains 3 data sources.
@@ -231,6 +237,8 @@ def get_ticker_price(
              ticker (string): Unique identifier for stock ticker
              startDate (string): Start of ticker range in YYYY-MM-DD format
              endDate (string): End of ticker range in YYYY-MM-DD format
+             columns (string): Optional comma separated parameter specifying which columns to retrieve.
+                By default, 'date', 'open', 'close', 'high' and 'low' are retrieved. 'volume' is an extra option.
              fmt (string): 'csv' or 'json'
              frequency (string): Resample frequency
         """
@@ -244,6 +252,8 @@ def get_ticker_price(
             params["startDate"] = startDate
         if endDate:
             params["endDate"] = endDate
+        if columns:
+            params["columns"] = columns
 
         # TODO: evaluate whether to stream CSV to cache on disk, or
         # load as array in memory, or just pass plain text
@@ -262,6 +272,7 @@ def get_dataframe(
         startDate=None,
         endDate=None,
         metric_name=None,
+        columns=None,
         frequency="daily",
         fmt="json",
     ):
@@ -278,6 +289,8 @@ def get_dataframe(
             tickers (string/list): One or more unique identifiers for a stock ticker.
             startDate (string): Start of ticker range in YYYY-MM-DD format.
             endDate (string): End of ticker range in YYYY-MM-DD format.
+            columns (string): Optional comma separated parameter specifying which columns to retrieve.
+                By default, 'date', 'open', 'close', 'high' and 'low' are retrieved. 'volume' is an extra option.
             metric_name (string): Optional parameter specifying metric to be returned for each
                 ticker.  In the event of a single ticker, this is optional and if not specified
                 all of the available data will be returned.  In the event of a list of tickers,
@@ -315,6 +328,8 @@ def get_dataframe(
             params["startDate"] = startDate
         if endDate:
             params["endDate"] = endDate
+        if columns:
+            params["columns"] = columns
 
         if pandas_is_installed:
             if type(tickers) is str: