diff --git a/.gitignore b/.gitignore index 105b3aaf..962845e4 100644 --- a/.gitignore +++ b/.gitignore @@ -4,3 +4,4 @@ __pycache__ .coverage build dist +docs/build \ No newline at end of file diff --git a/docs/Makefile b/docs/Makefile new file mode 100644 index 00000000..c47fa145 --- /dev/null +++ b/docs/Makefile @@ -0,0 +1,177 @@ +# Makefile for Sphinx documentation +# + +# You can set these variables from the command line. +SPHINXOPTS = +SPHINXBUILD = sphinx-build +PAPER = +BUILDDIR = build + +# User-friendly check for sphinx-build +ifeq ($(shell which $(SPHINXBUILD) >/dev/null 2>&1; echo $$?), 1) +$(error The '$(SPHINXBUILD)' command was not found. Make sure you have Sphinx installed, then set the SPHINXBUILD environment variable to point to the full path of the '$(SPHINXBUILD)' executable. Alternatively you can add the directory with the executable to your PATH. 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Make sure you have Sphinx + echo.installed, then set the SPHINXBUILD environment variable to point + echo.to the full path of the 'sphinx-build' executable. Alternatively you + echo.may add the Sphinx directory to PATH. + echo. + echo.If you don't have Sphinx installed, grab it from + echo.http://sphinx-doc.org/ + exit /b 1 +) + +if "%1" == "html" ( + %SPHINXBUILD% -b html %ALLSPHINXOPTS% %BUILDDIR%/html + if errorlevel 1 exit /b 1 + echo. + echo.Build finished. The HTML pages are in %BUILDDIR%/html. + goto end +) + +if "%1" == "dirhtml" ( + %SPHINXBUILD% -b dirhtml %ALLSPHINXOPTS% %BUILDDIR%/dirhtml + if errorlevel 1 exit /b 1 + echo. + echo.Build finished. The HTML pages are in %BUILDDIR%/dirhtml. + goto end +) + +if "%1" == "singlehtml" ( + %SPHINXBUILD% -b singlehtml %ALLSPHINXOPTS% %BUILDDIR%/singlehtml + if errorlevel 1 exit /b 1 + echo. + echo.Build finished. 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The epub file is in %BUILDDIR%/epub. + goto end +) + +if "%1" == "latex" ( + %SPHINXBUILD% -b latex %ALLSPHINXOPTS% %BUILDDIR%/latex + if errorlevel 1 exit /b 1 + echo. + echo.Build finished; the LaTeX files are in %BUILDDIR%/latex. + goto end +) + +if "%1" == "latexpdf" ( + %SPHINXBUILD% -b latex %ALLSPHINXOPTS% %BUILDDIR%/latex + cd %BUILDDIR%/latex + make all-pdf + cd %BUILDDIR%/.. + echo. + echo.Build finished; the PDF files are in %BUILDDIR%/latex. + goto end +) + +if "%1" == "latexpdfja" ( + %SPHINXBUILD% -b latex %ALLSPHINXOPTS% %BUILDDIR%/latex + cd %BUILDDIR%/latex + make all-pdf-ja + cd %BUILDDIR%/.. + echo. + echo.Build finished; the PDF files are in %BUILDDIR%/latex. + goto end +) + +if "%1" == "text" ( + %SPHINXBUILD% -b text %ALLSPHINXOPTS% %BUILDDIR%/text + if errorlevel 1 exit /b 1 + echo. + echo.Build finished. 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The message catalogs are in %BUILDDIR%/locale. + goto end +) + +if "%1" == "changes" ( + %SPHINXBUILD% -b changes %ALLSPHINXOPTS% %BUILDDIR%/changes + if errorlevel 1 exit /b 1 + echo. + echo.The overview file is in %BUILDDIR%/changes. + goto end +) + +if "%1" == "linkcheck" ( + %SPHINXBUILD% -b linkcheck %ALLSPHINXOPTS% %BUILDDIR%/linkcheck + if errorlevel 1 exit /b 1 + echo. + echo.Link check complete; look for any errors in the above output ^ +or in %BUILDDIR%/linkcheck/output.txt. + goto end +) + +if "%1" == "doctest" ( + %SPHINXBUILD% -b doctest %ALLSPHINXOPTS% %BUILDDIR%/doctest + if errorlevel 1 exit /b 1 + echo. + echo.Testing of doctests in the sources finished, look at the ^ +results in %BUILDDIR%/doctest/output.txt. + goto end +) + +if "%1" == "xml" ( + %SPHINXBUILD% -b xml %ALLSPHINXOPTS% %BUILDDIR%/xml + if errorlevel 1 exit /b 1 + echo. + echo.Build finished. The XML files are in %BUILDDIR%/xml. + goto end +) + +if "%1" == "pseudoxml" ( + %SPHINXBUILD% -b pseudoxml %ALLSPHINXOPTS% %BUILDDIR%/pseudoxml + if errorlevel 1 exit /b 1 + echo. + echo.Build finished. The pseudo-XML files are in %BUILDDIR%/pseudoxml. + goto end +) + +:end diff --git a/docs/source/conf.py b/docs/source/conf.py new file mode 100644 index 00000000..73bfaf99 --- /dev/null +++ b/docs/source/conf.py @@ -0,0 +1,269 @@ +# -*- coding: utf-8 -*- +# +# pandas-datareader documentation build configuration file, created by +# sphinx-quickstart on Mon Jan 26 20:32:50 2015. +# +# This file is execfile()d with the current directory set to its +# containing dir. +# +# Note that not all possible configuration values are present in this +# autogenerated file. +# +# All configuration values have a default; values that are commented out +# serve to show the default. + +import sys +import os + +# If extensions (or modules to document with autodoc) are in another directory, +# add these directories to sys.path here. If the directory is relative to the +# documentation root, use os.path.abspath to make it absolute, like shown here. +#sys.path.insert(0, os.path.abspath('.')) + +# -- General configuration ------------------------------------------------ + +# If your documentation needs a minimal Sphinx version, state it here. +#needs_sphinx = '1.0' + +# Add any Sphinx extension module names here, as strings. They can be +# extensions coming with Sphinx (named 'sphinx.ext.*') or your custom +# ones. +import IPython + +extensions = [ + 'sphinx.ext.autodoc', + 'sphinx.ext.intersphinx', + 'IPython.sphinxext.ipython_directive', + 'IPython.sphinxext.ipython_console_highlighting' +] + +# Add any paths that contain templates here, relative to this directory. +templates_path = ['_templates'] + +# The suffix of source filenames. +source_suffix = '.rst' + +# The encoding of source files. +#source_encoding = 'utf-8-sig' + +# The master toctree document. +master_doc = 'index' + +# General information about the project. +project = u'pandas-datareader' +copyright = u'2015, The PyData Development Team' + +# The version info for the project you're documenting, acts as replacement for +# |version| and |release|, also used in various other places throughout the +# built documents. +# +# The short X.Y version. +version = '0.1' +# The full version, including alpha/beta/rc tags. +release = '0.1' + +# The language for content autogenerated by Sphinx. Refer to documentation +# for a list of supported languages. +#language = None + +# There are two options for replacing |today|: either, you set today to some +# non-false value, then it is used: +#today = '' +# Else, today_fmt is used as the format for a strftime call. +#today_fmt = '%B %d, %Y' + +# List of patterns, relative to source directory, that match files and +# directories to ignore when looking for source files. +exclude_patterns = [] + +# The reST default role (used for this markup: `text`) to use for all +# documents. +#default_role = None + +# If true, '()' will be appended to :func: etc. cross-reference text. +#add_function_parentheses = True + +# If true, the current module name will be prepended to all description +# unit titles (such as .. function::). +#add_module_names = True + +# If true, sectionauthor and moduleauthor directives will be shown in the +# output. They are ignored by default. +#show_authors = False + +# The name of the Pygments (syntax highlighting) style to use. +pygments_style = 'sphinx' + +# A list of ignored prefixes for module index sorting. +#modindex_common_prefix = [] + +# If true, keep warnings as "system message" paragraphs in the built documents. +#keep_warnings = False + + +# -- Options for HTML output ---------------------------------------------- + +# The theme to use for HTML and HTML Help pages. See the documentation for +# a list of builtin themes. +html_theme = 'default' + +# Theme options are theme-specific and customize the look and feel of a theme +# further. For a list of options available for each theme, see the +# documentation. +#html_theme_options = {} + +# Add any paths that contain custom themes here, relative to this directory. +#html_theme_path = [] + +# The name for this set of Sphinx documents. If None, it defaults to +# " v documentation". +#html_title = None + +# A shorter title for the navigation bar. Default is the same as html_title. +#html_short_title = None + +# The name of an image file (relative to this directory) to place at the top +# of the sidebar. +#html_logo = None + +# The name of an image file (within the static path) to use as favicon of the +# docs. This file should be a Windows icon file (.ico) being 16x16 or 32x32 +# pixels large. +#html_favicon = None + +# Add any paths that contain custom static files (such as style sheets) here, +# relative to this directory. They are copied after the builtin static files, +# so a file named "default.css" will overwrite the builtin "default.css". +html_static_path = ['_static'] + +# Add any extra paths that contain custom files (such as robots.txt or +# .htaccess) here, relative to this directory. These files are copied +# directly to the root of the documentation. +#html_extra_path = [] + +# If not '', a 'Last updated on:' timestamp is inserted at every page bottom, +# using the given strftime format. +#html_last_updated_fmt = '%b %d, %Y' + +# If true, SmartyPants will be used to convert quotes and dashes to +# typographically correct entities. +#html_use_smartypants = True + +# Custom sidebar templates, maps document names to template names. +#html_sidebars = {} + +# Additional templates that should be rendered to pages, maps page names to +# template names. +#html_additional_pages = {} + +# If false, no module index is generated. +#html_domain_indices = True + +# If false, no index is generated. +#html_use_index = True + +# If true, the index is split into individual pages for each letter. +#html_split_index = False + +# If true, links to the reST sources are added to the pages. +#html_show_sourcelink = True + +# If true, "Created using Sphinx" is shown in the HTML footer. Default is True. +#html_show_sphinx = True + +# If true, "(C) Copyright ..." is shown in the HTML footer. Default is True. +#html_show_copyright = True + +# If true, an OpenSearch description file will be output, and all pages will +# contain a tag referring to it. The value of this option must be the +# base URL from which the finished HTML is served. +#html_use_opensearch = '' + +# This is the file name suffix for HTML files (e.g. ".xhtml"). +#html_file_suffix = None + +# Output file base name for HTML help builder. +htmlhelp_basename = 'pandas-datareaderdoc' + + +# -- Options for LaTeX output --------------------------------------------- + +latex_elements = { +# The paper size ('letterpaper' or 'a4paper'). +#'papersize': 'letterpaper', + +# The font size ('10pt', '11pt' or '12pt'). +#'pointsize': '10pt', + +# Additional stuff for the LaTeX preamble. +#'preamble': '', +} + +# Grouping the document tree into LaTeX files. List of tuples +# (source start file, target name, title, +# author, documentclass [howto, manual, or own class]). +latex_documents = [ + ('index', 'pandas-datareader.tex', u'pandas-datareader Documentation', + u'The PyData Development Team', 'manual'), +] + +# The name of an image file (relative to this directory) to place at the top of +# the title page. +#latex_logo = None + +# For "manual" documents, if this is true, then toplevel headings are parts, +# not chapters. +#latex_use_parts = False + +# If true, show page references after internal links. +#latex_show_pagerefs = False + +# If true, show URL addresses after external links. +#latex_show_urls = False + +# Documents to append as an appendix to all manuals. +#latex_appendices = [] + +# If false, no module index is generated. +#latex_domain_indices = True + + +# -- Options for manual page output --------------------------------------- + +# One entry per manual page. List of tuples +# (source start file, name, description, authors, manual section). +man_pages = [ + ('index', 'pandas-datareader', u'pandas-datareader Documentation', + [u'The PyData Development Team'], 1) +] + +# If true, show URL addresses after external links. +#man_show_urls = False + + +# -- Options for Texinfo output ------------------------------------------- + +# Grouping the document tree into Texinfo files. List of tuples +# (source start file, target name, title, author, +# dir menu entry, description, category) +texinfo_documents = [ + ('index', 'pandas-datareader', u'pandas-datareader Documentation', + u'The PyData Development Team', 'pandas-datareader', 'One line description of project.', + 'Miscellaneous'), +] + +# Documents to append as an appendix to all manuals. +#texinfo_appendices = [] + +# If false, no module index is generated. +#texinfo_domain_indices = True + +# How to display URL addresses: 'footnote', 'no', or 'inline'. +#texinfo_show_urls = 'footnote' + +# If true, do not generate a @detailmenu in the "Top" node's menu. +#texinfo_no_detailmenu = False + + +# Example configuration for intersphinx: refer to the Python standard library. +intersphinx_mapping = {'http://docs.python.org/': None} diff --git a/docs/source/index.rst b/docs/source/index.rst new file mode 100644 index 00000000..aee9967c --- /dev/null +++ b/docs/source/index.rst @@ -0,0 +1,27 @@ +.. pandas-datareader documentation master file, created by + sphinx-quickstart on Mon Jan 26 20:32:50 2015. + You can adapt this file completely to your liking, but it should at least + contain the root `toctree` directive. + +Welcome to pandas-datareader's documentation! +============================================= + +.. include:: ../../README.rst + + +Contents: + +.. toctree:: + :maxdepth: 2 + + remote_data.rst + + + +Indices and tables +================== + +* :ref:`genindex` +* :ref:`modindex` +* :ref:`search` + diff --git a/docs/source/remote_data.rst b/docs/source/remote_data.rst new file mode 100644 index 00000000..fc508670 --- /dev/null +++ b/docs/source/remote_data.rst @@ -0,0 +1,324 @@ +.. _remote_data: + +.. currentmodule:: pandas_datareader + +.. ipython:: python + :suppress: + + import pandas as pd + + import numpy as np + np.set_printoptions(precision=4, suppress=True) + + pd.options.display.max_rows=15 + + +****************** +Remote Data Access +****************** + +.. _remote_data.data_reader: + +Functions from :mod:`pandas_datareader.data` and :mod:`pandas_datareader.wb` +extract data from various Internet sources into a pandas DataFrame. +Currently the following sources are supported: + + - :ref:`Yahoo! Finance` + - :ref:`Google Finance` + - :ref:`St.Louis FED (FRED)` + - :ref:`Kenneth French's data library` + - :ref:`World Bank` + +It should be noted, that various sources support different kinds of data, so not all sources implement the same methods and the data elements returned might also differ. + +.. _remote_data.yahoo: + +Yahoo! Finance +============== + +.. ipython:: python + + import pandas_datareader.data as web + import datetime + start = datetime.datetime(2010, 1, 1) + end = datetime.datetime(2013, 1, 27) + f = web.DataReader("F", 'yahoo', start, end) + f.ix['2010-01-04'] + +.. _remote_data.yahoo_options: + +Yahoo! Finance Options +---------------------- +***Experimental*** + +The Options class allows the download of options data from Yahoo! Finance. + +The ``get_all_data`` method downloads and caches option data for all expiry months +and provides a formatted ``DataFrame`` with a hierarchical index, so its easy to get +to the specific option you want. + +.. ipython:: python + + from pandas_datareader.data import Options + aapl = Options('aapl', 'yahoo') + data = aapl.get_all_data() + data.iloc[0:5, 0:5] + + #Show the $100 strike puts at all expiry dates: + data.loc[(100, slice(None), 'put'),:].iloc[0:5, 0:5] + + #Show the volume traded of $100 strike puts at all expiry dates: + data.loc[(100, slice(None), 'put'),'Vol'].head() + +If you don't want to download all the data, more specific requests can be made. + +.. ipython:: python + + import datetime + expiry = datetime.date(2016, 1, 1) + data = aapl.get_call_data(expiry=expiry) + data.iloc[0:5:, 0:5] + +Note that if you call ``get_all_data`` first, this second call will happen much faster, +as the data is cached. + +If a given expiry date is not available, data for the next available expiry will be +returned (January 15, 2015 in the above example). + +Available expiry dates can be accessed from the ``expiry_dates`` property. + +.. ipython:: python + + aapl.expiry_dates + data = aapl.get_call_data(expiry=aapl.expiry_dates[0]) + data.iloc[0:5:, 0:5] + +A list-like object containing dates can also be passed to the expiry parameter, +returning options data for all expiry dates in the list. + +.. ipython:: python + + data = aapl.get_near_stock_price(expiry=aapl.expiry_dates[0:3]) + data.iloc[0:5:, 0:5] + +The ``month`` and ``year`` parameters can be used to get all options data for a given month. + +.. _remote_data.google: + +Google Finance +============== + +.. ipython:: python + + import pandas_datareader.data as web + import datetime + start = datetime.datetime(2010, 1, 1) + end = datetime.datetime(2013, 1, 27) + f = web.DataReader("F", 'google', start, end) + f.ix['2010-01-04'] + +.. _remote_data.fred: + +FRED +==== + +.. ipython:: python + + import pandas_datareader.data as web + import datetime + start = datetime.datetime(2010, 1, 1) + end = datetime.datetime(2013, 1, 27) + gdp = web.DataReader("GDP", "fred", start, end) + gdp.ix['2013-01-01'] + + # Multiple series: + inflation = web.DataReader(["CPIAUCSL", "CPILFESL"], "fred", start, end) + inflation.head() + + +.. _remote_data.ff: + +Fama/French +=========== + +Dataset names are listed at `Fama/French Data Library +`__. + +.. ipython:: python + + import pandas_datareader.data as web + ip = web.DataReader("5_Industry_Portfolios", "famafrench") + ip[4].ix[192607] + +.. _remote_data.wb: + +World Bank +========== + +``pandas`` users can easily access thousands of panel data series from the +`World Bank's World Development Indicators `__ +by using the ``wb`` I/O functions. + +Indicators +---------- + +Either from exploring the World Bank site, or using the search function included, +every world bank indicator is accessible. + +For example, if you wanted to compare the Gross Domestic Products per capita in +constant dollars in North America, you would use the ``search`` function: + +.. code-block:: python + + In [1]: from pandas_datareader import wb + + In [2]: wb.search('gdp.*capita.*const').iloc[:,:2] + Out[2]: + id name + 3242 GDPPCKD GDP per Capita, constant US$, millions + 5143 NY.GDP.PCAP.KD GDP per capita (constant 2005 US$) + 5145 NY.GDP.PCAP.KN GDP per capita (constant LCU) + 5147 NY.GDP.PCAP.PP.KD GDP per capita, PPP (constant 2005 internation... + +Then you would use the ``download`` function to acquire the data from the World +Bank's servers: + +.. code-block:: python + + In [3]: dat = wb.download(indicator='NY.GDP.PCAP.KD', country=['US', 'CA', 'MX'], start=2005, end=2008) + + In [4]: print(dat) + NY.GDP.PCAP.KD + country year + Canada 2008 36005.5004978584 + 2007 36182.9138439757 + 2006 35785.9698172849 + 2005 35087.8925933298 + Mexico 2008 8113.10219480083 + 2007 8119.21298908649 + 2006 7961.96818458178 + 2005 7666.69796097264 + United States 2008 43069.5819857208 + 2007 43635.5852068142 + 2006 43228.111147107 + 2005 42516.3934699993 + +The resulting dataset is a properly formatted ``DataFrame`` with a hierarchical +index, so it is easy to apply ``.groupby`` transformations to it: + +.. code-block:: python + + In [6]: dat['NY.GDP.PCAP.KD'].groupby(level=0).mean() + Out[6]: + country + Canada 35765.569188 + Mexico 7965.245332 + United States 43112.417952 + dtype: float64 + +Now imagine you want to compare GDP to the share of people with cellphone +contracts around the world. + +.. code-block:: python + + In [7]: wb.search('cell.*%').iloc[:,:2] + Out[7]: + id name + 3990 IT.CEL.SETS.FE.ZS Mobile cellular telephone users, female (% of ... + 3991 IT.CEL.SETS.MA.ZS Mobile cellular telephone users, male (% of po... + 4027 IT.MOB.COV.ZS Population coverage of mobile cellular telepho... + +Notice that this second search was much faster than the first one because +``pandas`` now has a cached list of available data series. + +.. code-block:: python + + In [13]: ind = ['NY.GDP.PCAP.KD', 'IT.MOB.COV.ZS'] + In [14]: dat = wb.download(indicator=ind, country='all', start=2011, end=2011).dropna() + In [15]: dat.columns = ['gdp', 'cellphone'] + In [16]: print(dat.tail()) + gdp cellphone + country year + Swaziland 2011 2413.952853 94.9 + Tunisia 2011 3687.340170 100.0 + Uganda 2011 405.332501 100.0 + Zambia 2011 767.911290 62.0 + Zimbabwe 2011 419.236086 72.4 + +Finally, we use the ``statsmodels`` package to assess the relationship between +our two variables using ordinary least squares regression. Unsurprisingly, +populations in rich countries tend to use cellphones at a higher rate: + +.. code-block:: python + + In [17]: import numpy as np + In [18]: import statsmodels.formula.api as smf + In [19]: mod = smf.ols("cellphone ~ np.log(gdp)", dat).fit() + In [20]: print(mod.summary()) + OLS Regression Results + ============================================================================== + Dep. Variable: cellphone R-squared: 0.297 + Model: OLS Adj. R-squared: 0.274 + Method: Least Squares F-statistic: 13.08 + Date: Thu, 25 Jul 2013 Prob (F-statistic): 0.00105 + Time: 15:24:42 Log-Likelihood: -139.16 + No. Observations: 33 AIC: 282.3 + Df Residuals: 31 BIC: 285.3 + Df Model: 1 + =============================================================================== + coef std err t P>|t| [95.0% Conf. Int.] + ------------------------------------------------------------------------------- + Intercept 16.5110 19.071 0.866 0.393 -22.384 55.406 + np.log(gdp) 9.9333 2.747 3.616 0.001 4.331 15.535 + ============================================================================== + Omnibus: 36.054 Durbin-Watson: 2.071 + Prob(Omnibus): 0.000 Jarque-Bera (JB): 119.133 + Skew: -2.314 Prob(JB): 1.35e-26 + Kurtosis: 11.077 Cond. No. 45.8 + ============================================================================== + +Country Codes +------------- + +The ``country`` argument accepts a string or list of mixed +`two `__ or `three `__ character +ISO country codes, as well as dynamic `World Bank exceptions `__ to the ISO standards. + +For a list of the the hard-coded country codes (used solely for error handling logic) see ``pandas_datareader.wb.country_codes``. + +Problematic Country Codes & Indicators +-------------------------------------- + +.. note:: + + The World Bank's country list and indicators are dynamic. As of 0.15.1, + :func:`wb.download()` is more flexible. To achieve this, the warning + and exception logic changed. + +The world bank converts some country codes, +in their response, which makes error checking by pandas difficult. +Retired indicators still persist in the search. + +Given the new flexibility of 0.15.1, improved error handling by the user +may be necessary for fringe cases. + +To help identify issues: + +There are at least 4 kinds of country codes: + +1. Standard (2/3 digit ISO) - returns data, will warn and error properly. +2. Non-standard (WB Exceptions) - returns data, but will falsely warn. +3. Blank - silently missing from the response. +4. Bad - causes the entire response from WB to fail, always exception inducing. + +There are at least 3 kinds of indicators: + +1. Current - Returns data. +2. Retired - Appears in search results, yet won't return data. +3. Bad - Will not return data. + +Use the ``errors`` argument to control warnings and exceptions. Setting +errors to ignore or warn, won't stop failed responses. (ie, 100% bad +indicators, or a single "bad" (#4 above) country code). + +See docstrings for more info.