# *****************************************************************************
#
# Copyright (c) 2020, the pyEX authors.
#
# This file is part of the pyEX library, distributed under the terms of
# the Apache License 2.0. The full license can be found in the LICENSE file.
#
from functools import wraps
import pandas as pd
from ..common import (
_EST,
_UTC,
_expire,
_get,
_quoteSymbols,
_raiseIfNotStr,
_reindex,
_toDatetime,
json_normalize,
)
@_expire(hour=4, tz=_UTC)
def marketYesterday(token="", version="stable", filter="", format="json"):
"""This returns previous day adjusted price data for whole market
https://iexcloud.io/docs/api/#previous-day-prices
Available after 4am ET Tue-Sat
Args:
token (str): Access token
version (str): API version
filter (str): filters: https://iexcloud.io/docs/api/#filter-results
format (str): return format, defaults to json
Returns:
dict or DataFrame: result
"""
return _get("stock/market/previous", token, version, filter)
marketPrevious = marketYesterday
@wraps(marketYesterday)
def marketYesterdayDF(*args, **kwargs):
x = marketYesterday(*args, **kwargs)
data = []
for key in x:
data.append(x[key])
data[-1]["symbol"] = key
return _reindex(_toDatetime(pd.DataFrame(data)), "symbol")
marketPreviousDF = marketYesterdayDF
@_expire(hour=4, tz=_EST)
def yesterday(symbol, token="", version="stable", filter="", format="json"):
"""This returns previous day adjusted price data for one or more stocks
https://iexcloud.io/docs/api/#previous-day-prices
Available after 4am ET Tue-Sat
Args:
symbol (str): Ticker to request
token (str): Access token
version (str): API version
filter (str): filters: https://iexcloud.io/docs/api/#filter-results
format (str): return format, defaults to json
Returns:
dict or DataFrame: result
"""
_raiseIfNotStr(symbol)
return _get(
"stock/{symbol}/previous".format(symbol=_quoteSymbols(symbol)),
token=token,
version=version,
filter=filter,
format=format,
)
previous = yesterday
@wraps(yesterday)
def yesterdayDF(*args, **kwargs):
y = yesterday(*args, **kwargs)
if y:
df = _reindex(_toDatetime(json_normalize(y)), "symbol")
else:
df = pd.DataFrame()
return df
previousDF = yesterdayDF