Merge pull request #63 from xrgarcia/61-add-classes-for-time-series

61 add classes for time series

alphavantage_api_client/__init__.py

@@ -1,4 +1,4 @@
 from alphavantage_api_client.client import AlphavantageClient
 from alphavantage_api_client.models import GlobalQuote, Quote, AccountingReport, CompanyOverview, RealGDP, \
-    CsvNotSupported
+    CsvNotSupported, TickerSearch, MarketStatus
 from alphavantage_api_client.ticker import Ticker

alphavantage_api_client/client.py

@@ -6,7 +6,7 @@
 from .response_validation_rules import ValidationRuleChecks
 import json
 from alphavantage_api_client.models import GlobalQuote, Quote, AccountingReport, CompanyOverview, RealGDP, \
-    CsvNotSupported
+    CsvNotSupported, TickerSearch, MarketStatus
 import copy
 import logging
 import hashlib
@@ -188,8 +188,100 @@ def get_daily_quote(self, event: dict) -> Quote:
 
         return Quote.parse_obj(json_response)
 
+    def get_daily_adjusted_quote(self, event: dict) -> Quote:
+        """
+                This API returns raw (as-traded) daily open/high/low/close/volume values,
+                daily adjusted close values, and historical split/dividend events of the global
+                equity specified, covering 20+ years of historical data.
+                Args:
+                    event: dict, required
+
+                Returns: Quote
+
+                """
+        # default params
+        defaults = {"datatype": "json", "function": "TIME_SERIES_DAILY_ADJUSTED",
+                    "outputsize": "compact"}
+        json_request = self.__create_api_request_from__(defaults, event)
+        json_response = self.get_data_from_alpha_vantage(json_request, self.__retry__)
+
+        return Quote.parse_obj(json_response)
+
+    def get_weekly_quote(self, event: dict) -> Quote:
+        """
+                        This API returns weekly time series (last trading day of each week, weekly open,
+                        weekly high, weekly low, weekly close, weekly volume) of the global equity
+                        specified, covering 20+ years of historical data.
+                        Args:
+                            event: dict, required
+
+                        Returns: Quote
+
+                        """
+        # default params
+        defaults = {"datatype": "json", "function": "TIME_SERIES_WEEKLY",
+                    "outputsize": "compact"}
+        json_request = self.__create_api_request_from__(defaults, event)
+        json_response = self.get_data_from_alpha_vantage(json_request, self.__retry__)
+
+        return Quote.parse_obj(json_response)
+
+    def get_weekly_adjusted_quote(self, event: dict) -> Quote:
+        """
+                        This API returns weekly adjusted time series (last trading day of each week, weekly open,
+                        weekly high, weekly low, weekly close, weekly adjusted close, weekly volume, weekly dividend)
+                        of the global equity specified, covering 20+ years of historical data.
+                        Args:
+                            event: dict, required
+
+                        Returns: Quote
+
+                        """
+        # default params
+        defaults = {"datatype": "json", "function": "TIME_SERIES_WEEKLY_ADJUSTED"}
+        json_request = self.__create_api_request_from__(defaults, event)
+        json_response = self.get_data_from_alpha_vantage(json_request, self.__retry__)
+
+        return Quote.parse_obj(json_response)
+
+    def get_monthly_quote(self, event: dict) -> Quote:
+        """
+                        This API returns monthly time series (last trading day of each month, monthly open,
+                        monthly high, monthly low, monthly close, monthly volume) of the global equity specified,
+                        covering 20+ years of historical data.
+                        Args:
+                            event: dict, required
+
+                        Returns: Quote
+
+                        """
+        # default params
+        defaults = {"datatype": "json", "function": "TIME_SERIES_MONTHLY"}
+        json_request = self.__create_api_request_from__(defaults, event)
+        json_response = self.get_data_from_alpha_vantage(json_request, self.__retry__)
+
+        return Quote.parse_obj(json_response)
+
+    def get_monthly_adjusted_quote(self, event: dict) -> Quote:
+        """
+                        This API returns monthly time series (last trading day of each month, monthly open,
+                        monthly high, monthly low, monthly close, monthly volume) of the global equity specified,
+                        covering 20+ years of historical data.
+                        Args:
+                            event: dict, required
+
+                        Returns: Quote
+
+                        """
+        # default params
+        defaults = {"datatype": "json", "function": "TIME_SERIES_MONTHLY_ADJUSTED"}
+        json_request = self.__create_api_request_from__(defaults, event)
+        json_response = self.get_data_from_alpha_vantage(json_request, self.__retry__)
+
+        return Quote.parse_obj(json_response)
+
     def get_intraday_quote(self, event: dict) -> Quote:
-        """ Intraday time series data covering extened trading hours.
+        """ Intraday time series data covering extended trading hours.
 
         This API returns intraday time series of the equity specified, covering extended trading hours where applicable
         (e.g., 4:00am to 8:00pm Eastern Time for the US market). The intraday data is derived from the Securities
@@ -541,3 +633,37 @@ def clear_cache(self):
         self.__cache__.clear()
 
         return self
+
+    def search_ticker(self, event) -> TickerSearch:
+        """
+        We've got you covered! The Search Endpoint returns the best-matching symbols and market information based
+        on keywords of your choice. The search results also contain match scores that provide you with the full
+        flexibility to develop your own search and filtering logic.
+        Args:
+            event: dict
+
+        Returns: TickerSearch
+
+        """
+        defaults = {
+            "function": "SYMBOL_SEARCH",
+            "datatype": "json"
+        }
+        json_request = self.__create_api_request_from__(defaults, event)
+        json_response = self.get_data_from_alpha_vantage(json_request, self.__retry__)
+
+        return TickerSearch.parse_obj(json_response)
+
+    def get_market_status(self) -> MarketStatus:
+        """
+        This endpoint returns the current market status (open vs. closed) of major trading venues for equities,
+        forex, and cryptocurrencies around the world.
+        Returns:
+
+        """
+        json_request = {
+            "function": "MARKET_STATUS"
+        }
+        json_response = self.get_data_from_alpha_vantage(json_request, self.__retry__)
+
+        return MarketStatus.parse_obj(json_response)

alphavantage_api_client/models.py

@@ -23,6 +23,13 @@ class BaseQuote(BaseResponse):
     symbol: str
 
 
+class TickerSearch(BaseResponse):
+    bestMatches: list[dict]
+
+class MarketStatus(BaseResponse):
+    endpoint: str
+    markets: list[dict]
+
 class Quote(BaseQuote):
     """
     data is this clients abstraction of the response from alpha vantage. Time Series, Technical Indicator
@@ -33,7 +40,12 @@ class Quote(BaseQuote):
     @pydantic.root_validator(pre=True)
     def normalize_fields(cls, values):
         return {
-            "data" if k.startswith("Technical Analysis: ") or k.startswith("Time Series (")
+            "data" if k.startswith("Weekly Adjusted Time Series")
+                      or k.startswith("Monthly Adjusted Time Series")
+                      or k.startswith("Monthly Time Series")
+                      or k.startswith("Weekly Time Series")
+                      or k.startswith("Technical Analysis: ")
+                      or k.startswith("Time Series (")
                       or k.startswith("Time Series Crypto (") else k: v for k, v in values.items()
         }
 
@@ -49,7 +61,7 @@ def get_most_recent_value(self) -> Optional[dict]:
     def get_oldest_value(self) -> Optional[dict]:
         if len(self.data) > 0:
             quote_dates = list(self.data.keys())
-            last_quote_date = quote_dates[len(quote_dates)-1]
+            last_quote_date = quote_dates[len(quote_dates) - 1]
             quote = self.data[last_quote_date]
             quote["query_date"] = last_quote_date
 

examples/getting_started.py

@@ -1,5 +1,5 @@
 from alphavantage_api_client import AlphavantageClient, GlobalQuote, Quote, AccountingReport, CompanyOverview, Ticker
-
+import logging
 
 def sample_global_quote():
     client = AlphavantageClient()
@@ -104,8 +104,9 @@ def sample_cash_flow():
 
 
 def sample_retry_when_limit_reached():
+    logging.basicConfig(level=logging.INFO)
     client = AlphavantageClient().use_simple_cache().should_retry_once()
-    symbols = ["TSLA", "F", "C", "WFC", "ZIM", "PXD", "PXD", "POOL", "INTC", "INTU"]  # more than 5 calls so should fail
+    symbols = ["TSLA", "F", "C", "WFC", "ZIM", "PXD", "PXD", "POOL", "INTC", "INTU", "AAPL"]  # more than 5 calls so should fail
     for symbol in symbols:
         event = {
             "symbol": symbol
@@ -150,6 +151,16 @@ def sample_ticker_usage():
         combined_financial_statements = correlated_financial_statements[fiscal_date_ending]
         print(f"{fiscal_date_ending} = {combined_financial_statements}")
 
+def sample_direct_access():
+    client = AlphavantageClient()
+    event = {
+        "symbol" : "AAPL",
+        "function" : "GLOBAL_QUOTE"
+    } # EACH ATTRIBUTE IS EXACTLY SUPPORTED BY END POINTS
+
+    response = client.get_data_from_alpha_vantage(event)
+    print(response) # a dictionary with exact response from Alpha Vantage End point you requested
+
 
 if __name__ == "__main__":
-    sample_ticker_usage()
+    sample_direct_access()