# *****************************************************************************
#
# 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 _UTC, _expire, _get, _reindex, _toDatetime, json_normalize
@_expire(hour=8, tz=_UTC)
def symbols(token="", version="stable", filter="", format="json"):
"""This call returns an array of symbols that IEX Cloud supports for API calls.
https://iexcloud.io/docs/api/#symbols
8am, 9am, 12pm, 1pm UTC daily
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 or list: result
"""
return _get(
"ref-data/symbols", token=token, version=version, filter=filter, format=format
)
@_expire(hour=8, tz=_UTC)
def iexSymbols(token="", version="stable", filter="", format="json"):
"""This call returns an array of symbols the Investors Exchange supports for trading.
This list is updated daily as of 7:45 a.m. ET. Symbols may be added or removed by the Investors Exchange after the list was produced.
https://iexcloud.io/docs/api/#iex-symbols
8am, 9am, 12pm, 1pm UTC daily
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 or list: result
"""
return _get(
"ref-data/iex/symbols",
token=token,
version=version,
filter=filter,
format=format,
)
@_expire(hour=8, tz=_UTC)
def mutualFundSymbols(token="", version="stable", filter="", format="json"):
"""This call returns an array of mutual fund symbols that IEX Cloud supports for API calls.
https://iexcloud.io/docs/api/#mutual-fund-symbols
8am, 9am, 12pm, 1pm UTC daily
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 or list: result
"""
return _get(
"ref-data/mutual-funds/symbols",
token=token,
version=version,
filter=filter,
format=format,
)
@_expire(hour=8, tz=_UTC)
def otcSymbols(token="", version="stable", filter="", format="json"):
"""This call returns an array of OTC symbols that IEX Cloud supports for API calls.
https://iexcloud.io/docs/api/#otc-symbols
8am, 9am, 12pm, 1pm UTC daily
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 or list: result
"""
return _get(
"ref-data/otc/symbols",
token=token,
version=version,
filter=filter,
format=format,
)
@_expire(hour=8, tz=_UTC)
def internationalSymbols(
region="",
exchange="",
token="",
version="stable",
filter="",
format="json",
):
"""This call returns an array of international symbols that IEX Cloud supports for API calls.
https://iexcloud.io/docs/api/#international-symbols
8am, 9am, 12pm, 1pm UTC daily
Args:
region (str): region, 2 letter case insensitive string of country codes using ISO 3166-1 alpha-2
exchange (str): Case insensitive string of Exchange using IEX Supported Exchanges list
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 or list: result
"""
if region:
return _get(
"ref-data/region/{region}/symbols".format(region=region),
token=token,
version=version,
filter=filter,
format=format,
)
elif exchange:
return _get(
"ref-data/exchange/{exchange}/symbols".format(exchange=exchange),
token=token,
version=version,
filter=filter,
format=format,
)
return _get(
"ref-data/region/us/symbols",
token=token,
version=version,
filter=filter,
format=format,
)
@_expire(hour=8, tz=_UTC)
def fxSymbols(token="", version="stable", filter="", format="json"):
"""This call returns a list of supported currencies and currency pairs.
https://iexcloud.io/docs/api/#fx-symbols
7am, 9am, UTC daily
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 or list: result
"""
return _get(
"ref-data/fx/symbols",
token=token,
version=version,
filter=filter,
format=format,
)
@_expire(hour=8, tz=_UTC)
def optionsSymbols(token="", version="stable", filter="", format="json"):
"""This call returns an object keyed by symbol with the value of each symbol being an array of available contract dates.
https://iexcloud.io/docs/api/#options-symbols
9:30am 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 or list: result
"""
return _get(
"ref-data/options/symbols",
token=token,
version=version,
filter=filter,
format=format,
)
@_expire(hour=8, tz=_UTC)
def cryptoSymbols(token="", version="stable", filter="", format="json"):
"""This provides a full list of supported cryptocurrencies by IEX Cloud.
https://iexcloud.io/docs/api/#cryptocurrency-symbols
8am 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 or list: result
"""
return _get(
"ref-data/crypto/symbols",
token=token,
version=version,
filter=filter,
format=format,
)
@wraps(symbols)
def symbolsDF(*args, **kwargs):
df = pd.DataFrame(symbols(*args, **kwargs))
_toDatetime(df)
_reindex(df, "symbol")
df.sort_index(inplace=True)
return df
@wraps(iexSymbols)
def iexSymbolsDF(*args, **kwargs):
df = _reindex(_toDatetime(pd.DataFrame(iexSymbols(*args, **kwargs))), "symbol")
df.sort_index(inplace=True)
return df
@wraps(mutualFundSymbols)
def mutualFundSymbolsDF(*args, **kwargs):
df = _reindex(
_toDatetime(pd.DataFrame(mutualFundSymbols(*args, **kwargs))), "symbol"
)
df.sort_index(inplace=True)
return df
@wraps(otcSymbols)
def otcSymbolsDF(*args, **kwargs):
df = _reindex(_toDatetime(pd.DataFrame(otcSymbols(*args, **kwargs))), "symbol")
df.sort_index(inplace=True)
return df
@wraps(internationalSymbols)
def internationalSymbolsDF(*args, **kwargs):
df = _reindex(
_toDatetime(pd.DataFrame(internationalSymbols(*args, **kwargs))), "symbol"
)
df.sort_index(inplace=True)
return df
@wraps(fxSymbols)
def fxSymbolsDF(token="", version="stable"):
fx = fxSymbols(token, version)
df1 = pd.DataFrame(fx["currencies"])
df2 = pd.DataFrame(fx["pairs"])
_reindex(df1, "code")
df1.sort_index(inplace=True)
df2.sort_index(inplace=True)
return [df1, df2]
@wraps(optionsSymbols)
def optionsSymbolsDF(*args, **kwargs):
df = json_normalize(optionsSymbols(*args, **kwargs))
df = df.T
df.columns = ["expirations"]
df.sort_index(inplace=True)
return df
@wraps(cryptoSymbols)
def cryptoSymbolsDF(*args, **kwargs):
df = _reindex(_toDatetime(pd.DataFrame(cryptoSymbols(*args, **kwargs))), "symbol")
df.sort_index(inplace=True)
return df
@wraps(symbols)
def symbolsList(*args, **kwargs):
kwargs["filter"] = "symbol"
return sorted([x["symbol"] for x in symbols(*args, **kwargs)])
@wraps(iexSymbols)
def iexSymbolsList(*args, **kwargs):
kwargs["filter"] = "symbol"
return sorted([x["symbol"] for x in iexSymbols(*args, **kwargs)])
@wraps(mutualFundSymbols)
def mutualFundSymbolsList(*args, **kwargs):
kwargs["filter"] = "symbol"
return sorted([x["symbol"] for x in mutualFundSymbols(*args, **kwargs)])
@wraps(otcSymbols)
def otcSymbolsList(*args, **kwargs):
kwargs["filter"] = "symbol"
return sorted([x["symbol"] for x in otcSymbols(*args, **kwargs)])
@wraps(internationalSymbols)
def internationalSymbolsList(*args, **kwargs):
kwargs["filter"] = "symbol"
return sorted([x["symbol"] for x in internationalSymbols(*args, **kwargs)])
@wraps(fxSymbols)
def fxSymbolsList(*args, **kwargs):
fx = fxSymbols(*args, **kwargs)
ret = [[], []]
for c in fx["currencies"]:
ret[0].append(c["code"])
for p in fx["pairs"]:
ret[1].append(p["fromCurrency"] + p["toCurrency"])
return sorted(ret)
@wraps(optionsSymbols)
def optionsSymbolsList(*args, **kwargs):
kwargs["filter"] = "symbol"
symbols = optionsSymbols(*args, **kwargs)
ret = []
for ticker, dates in symbols.items():
for date in dates:
ret.append("{}-{}".format(ticker, date))
return ret
@wraps(cryptoSymbols)
def cryptoSymbolsList(*args, **kwargs):
kwargs["filter"] = "symbol"
return sorted([x["symbol"] for x in cryptoSymbols(*args, **kwargs)])
def isinLookup(isin, token="", version="stable", filter="", format="json"):
"""This call returns an array of symbols that IEX Cloud supports for API calls.
https://iexcloud.io/docs/api/#isin-mapping
8am, 9am, 12pm, 1pm UTC daily
Args:
isin (str): isin to lookup
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 or list: result
"""
return _get(
"ref-data/isin?isin={}".format(isin),
token=token,
version=version,
filter=filter,
format=format,
)
@wraps(isinLookup)
def isinLookupDF(*args, **kwargs):
return pd.DataFrame(isinLookup(*args, **kwargs))