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api-data |
The intuition.data module groups various routines that can fetch and
manipulate datasets. They are especially useful for data sources
but you can use them as standalone pieces of code as well.
Its goal is to hold the worldwide market knowledge. Wether it's about stock symbols or exchagne schedules, you should rely on it when you want to deal with human-readable informations and automatic market details setup.
For example, it loads systematically the market scheme for convenient use.
from intuition.data.universe import Market
market = Market()
print market.scheme['forex']['pairs']
print market.scheme['stocks']['paris']['timezone']
print market.scheme['stocks']['paris']['benchmark']intuition heavily uses it to parse user-defined configuration.
user_universe = 'forex,15'
market.parse_universe_description(user_universe)
print market.sids # ['gbp/chf', 'usd/sek', ...]
print len(market.sids) # 15
# Use ':' to walk market structure
user_universe = 'stocks:paris:cac40,15'
market.parse_universe_description(user_universe)
print market.sids # ['ead.pa', 'vk.pa', ...]
print market.benchmark # 'fchi'
print market.timezone # 'Europe/Paris'Note on the roadmap: zipline trading calendars and other markets will be added here.
This class wraps API calls to Quandl so we can get access to its
over 9 000 000 financial, economic and social datasets.
from intuition.data.quandl imort Quandl
# An effort is made to use consistent symbols with the rest of data modules.
symbols = ['su.pa', 'gle.pa']
qdl = DataQuandl(quandl_key='ebzvrzvzvz')
# Alternately for authentification, you can:
# - store the API key into the env as QUANDL_API_KEY
# - use 'authtoken' keyword with the <fetch> call
# Get OHLCV for our symbols (and most of the time 'adjusted_close' as well)
data = qdl.fetch(symbols, start='2002/01/01', end='2012/01/01')
# Apart from <start> and <end>, all of the official parameters are supported.
# Check the python package : https://github.com/quandl/Python
data['su.pa'].head()intuition.data.forex currently provides an access in real time to 26 pairs
freely available on truefx (note this pairs are listed in
~/.intuition/data/market.yml). Without an account you'll still have access up
to 10 pairs.
from intuition.data.forex import TrueFX
# If you plan to always use the same pairs, pass the list here
fx = TrueFX(credentials='login:pass', pairs=[])
# Similar to quandl, you can pass the credentials through the TRUEFX_API
# environment variable
fx.connect()
# If you set the pairs in the constructor, you can skip the argument
print fx.query_rates(['eur/usd', 'aur/aud', 'eur/nzd'])