Morningstar Retry Fix and Google API Patch

docs/source/whatsnew/v0.7.0.txt

@@ -30,3 +30,5 @@ Bug Fixes
   setting the environmental variable QUANDL_API_KEY (:issue:`485`).
 - Added back support for Yahoo! price data
 - Handle Morningstar index volume data properly (:issue:`486`).
+- Fixed Morningstar 'retry' incrementation (:issue:`513`)
+- Updated Google Daily Price API to functional url (:issue:`502`)

pandas_datareader/base.py

@@ -113,7 +113,7 @@ def _sanitize_response(response):
         """
         return response.content
 
-    def _get_response(self, url, params=None, headers=None):
+    def _get_response(self, url, params=None):
         """ send raw HTTP request to get requests.Response from the specified url
         Parameters
         ----------
@@ -128,8 +128,7 @@ def _get_response(self, url, params=None, headers=None):
         last_response_text = ''
         for i in range(self.retry_count + 1):
             response = self.session.get(url,
-                                        params=params,
-                                        headers=headers)
+                                        params=params)
             if response.status_code == requests.codes.ok:
                 return response
 
@@ -170,6 +169,9 @@ def _output_error(self, out):
     def _read_lines(self, out):
         rs = read_csv(out, index_col=0, parse_dates=True,
                       na_values=('-', 'null'))[::-1]
+        # Needed to remove blank space character in header names
+        rs.columns = list(map(lambda x: x.strip(), rs.columns.values.tolist()))
+
         # Yahoo! Finance sometimes does this awesome thing where they
         # return 2 rows for the most recent business day
         if len(rs) > 2 and rs.index[-1] == rs.index[-2]:  # pragma: no cover
@@ -181,6 +183,7 @@ def _read_lines(self, out):
         except AttributeError:
             # Python 3 string has no decode method.
             rs.index.name = rs.index.name.encode('ascii', 'ignore').decode()
+
         return rs
 
 

pandas_datareader/google/daily.py

@@ -45,7 +45,8 @@ def __init__(self, symbols=None, start=None, end=None, retry_count=3,
     @property
     def url(self):
         """API URL"""
-        return 'https://finance.google.com/finance/historical'
+        # Thanks user:vnmabus for pointing this out.
+        return 'https://finance.google.co.uk/bctzjpnsun/historical'
 
     def _get_params(self, symbol):
         params = {

pandas_datareader/mstar/daily.py

@@ -62,8 +62,6 @@ def __init__(self, symbols, start=None, end=None, retry_count=3,
         self.currency = currency
         self.interval = interval
 
-        self._symbol_data_cache = []
-
     def _url_params(self):
         if self.interval not in ['d', 'wk', 'mo', 'm', 'w']:
             raise ValueError("Invalid interval: valid values are  'd', 'wk' "
@@ -98,17 +96,18 @@ def _get_crumb(self, *args):
         """Not required """
         pass
 
-    def _dl_mult_symbols(self, symbols):
+    def _dl_mult_symbols(self, symbols, symbol_data=None):
         failed = []
-        symbol_data = []
+        if symbol_data is None:
+            symbol_data = []
         for symbol in symbols:
-
             params = self._url_params()
             params.update({"ticker": symbol})
 
             try:
                 resp = requests.get(self.url, params=params)
-            except Exception:
+            except (requests.HTTPError, requests.ConnectionError,
+                    requests.RequestException):
                 if symbol not in failed:
                     if self.retry_count == 0:
                         warn("skipping symbol %s: number of retries "
@@ -122,25 +121,24 @@ def _dl_mult_symbols(self, symbols):
                     jsondata = resp.json()
                     if jsondata is None:
                         failed.append(symbol)
-                        continue
-                    jsdata = self._restruct_json(symbol=symbol,
-                                                 jsondata=jsondata)
-                    symbol_data.extend(jsdata)
+                        pass
+                    else:
+                        jsdata = self._restruct_json(symbol=symbol,
+                                                     jsondata=jsondata)
+                        symbol_data.extend(jsdata)
                 else:
                     raise Exception("Request Error!: %s : %s" % (
                         resp.status_code, resp.reason))
 
             time.sleep(self.pause)
 
         if len(failed) > 0 and self.retry_count > 0:
-            # TODO: This appears to do nothing since
-            # TODO: successful symbols are not added to
-            self._dl_mult_symbols(symbols=failed)
             self.retry_count -= 1
+            self._dl_mult_symbols(symbols=failed, symbol_data=symbol_data)
         else:
             self.retry_count = 0
 
-        if not symbol_data:
+        if len(symbol_data) == 0 and self.retry_count == 0:
             raise ValueError('All symbols were invalid')
         elif self.retry_count == 0 and len(failed) > 0:
             warn("The following symbols were excluded do to http "
@@ -156,8 +154,7 @@ def _convert_index2date(indexvals):
         return [base + pd.to_timedelta(iv, unit='d') for iv in indexvals]
 
     def _restruct_json(self, symbol, jsondata):
-        if jsondata is None:
-            return
+
         divdata = jsondata["DividendData"]
 
         pricedata = jsondata["PriceDataList"][0]["Datapoints"]
@@ -174,8 +171,7 @@ def _restruct_json(self, symbol, jsondata):
             d = dates[p]
             bardict = {
                 "Symbol": symbol, "Date": d, "Close": bar[0], "High": bar[1],
-                "Low": bar[2], "Open": bar[3]
-            }
+                "Low": bar[2], "Open": bar[3]}
             if len(divdata) == 0:
                 pass
             else:
@@ -216,7 +212,7 @@ def read(self):
         is_str = False
         try:
             is_str = all(map(lambda v: isinstance(v, str), symbols))
-        except Exception:
+        except ValueError:
             pass
 
         if not is_str:

pandas_datareader/stooq.py

@@ -5,8 +5,7 @@ class StooqDailyReader(_DailyBaseReader):
 
     """
     Returns DataFrame/Panel of historical stock prices from symbols, over date
-    range, start to end. To avoid being penalized by Google Finance servers,
-    pauses between downloading 'chunks' of symbols can be specified.
+    range, start to end.
 
     Parameters
     ----------
@@ -23,6 +22,7 @@ class StooqDailyReader(_DailyBaseReader):
     session : Session, default None
         requests.sessions.Session instance to be used
 
+
     Notes
     -----
     See `Stooq <https://stooq.com>`__
@@ -33,7 +33,15 @@ def url(self):
         """API URL"""
         return 'https://stooq.com/q/d/l/'
 
-    def _get_params(self, symbol):
+    def _get_params(self, symbol, country="US"):
+        symbol_parts = symbol.split(".")
+        if len(symbol_parts) == 1:
+            symbol = ".".join([symbol, country])
+        else:
+            if symbol_parts[1].lower() not in ['de', 'hk', 'hu', 'jp',
+                                               'pl', 'uk', 'us']:
+                symbol = ".".join([symbol, "US"])
+
         params = {
             's': symbol,
             'i': "d"

pandas_datareader/tests/google/test_google.py

@@ -55,19 +55,20 @@ def teardown_class(cls):
 
     @skip_on_exception(RemoteDataError)
     def test_google(self):
+
         # asserts that google is minimally working and that it throws
         # an exception when DataReader can't get a 200 response from
         # google
+
         start = datetime(2010, 1, 1)
         end = datetime(2013, 1, 27)
-
         for locale in self.locales:
             with tm.set_locale(locale):
-                panel = web.DataReader("NYSE:F", 'google', start, end)
-            assert panel.Close[-1] == 13.68
+                    panel = web.DataReader("NYSE:F", 'google', start, end)
+                    assert panel.Close[-1] == 13.68
 
-        with pytest.raises(Exception):
-            web.DataReader('NON EXISTENT TICKER', 'google', start, end)
+            with pytest.raises(Exception):
+                web.DataReader('NON EXISTENT TICKER', 'google', start, end)
 
     def assert_option_result(self, df):
         """
@@ -99,6 +100,7 @@ def test_get_quote_stringlist(self):
 
     @skip_on_exception(RemoteDataError)
     def test_get_goog_volume(self):
+
         for locale in self.locales:
             with tm.set_locale(locale):
                 df = web.get_data_google('GOOG').sort_index()
@@ -120,16 +122,14 @@ def test_get_multi1(self):
 
     @skip_on_exception(RemoteDataError)
     def test_get_multi_invalid(self):
-        with warnings.catch_warnings(record=True):
-            sl = ['AAPL', 'AMZN', 'INVALID']
-            pan = web.get_data_google(sl, '2012')
-            assert 'INVALID' in pan.minor_axis
+        sl = ['AAPL', 'AMZN', 'INVALID']
+        pan = web.get_data_google(sl, '2012')
+        assert 'INVALID' in pan.minor_axis
 
     def test_get_multi_all_invalid(self):
-        with warnings.catch_warnings(record=True):
-            sl = ['INVALID', 'INVALID2', 'INVALID3']
-            with pytest.raises(RemoteDataError):
-                web.get_data_google(sl, '2012')
+        sl = ['INVALID', 'INVALID2', 'INVALID3']
+        with pytest.raises(RemoteDataError):
+            web.get_data_google(sl, '2012')
 
     @skip_on_exception(RemoteDataError)
     def test_get_multi2(self):
@@ -165,6 +165,7 @@ def test_dtypes(self):
     @skip_on_exception(RemoteDataError)
     def test_unicode_date(self):
         # see gh-8967
+
         data = web.get_data_google(
                 'NYSE:F',
                 start='JAN-01-10',
@@ -173,6 +174,7 @@ def test_unicode_date(self):
 
     @skip_on_exception(RemoteDataError)
     def test_google_reader_class(self):
+
         r = GoogleDailyReader('GOOG')
         df = r.read()
         assert df.Volume.loc['JAN-02-2015'] == 1446662

pandas_datareader/tests/mstar/test_daily.py

@@ -9,6 +9,7 @@
 from pandas_datareader._testing import skip_on_exception
 from pandas_datareader._utils import RemoteDataError
 from pandas_datareader.data import MorningstarDailyReader
+from pandas_datareader._utils import SymbolWarning
 
 
 class TestMorningstarDaily(object):
@@ -22,8 +23,10 @@ def test_invalid_date(self):
                            end="1999-03-03")
 
     def test_invalid_partial_multi_symbols(self):
-        df = web.DataReader(['MSFT', "21##", ""], "morningstar", retry_count=0)
-        assert (len(df.index.levels[0]) == 1)
+        with pytest.warns(SymbolWarning):
+            df = web.DataReader(['MSFT', "21##", ""],
+                                "morningstar", retry_count=0)
+            assert (len(df.index.levels[0]) == 1)
 
     def test_invalid_multi_symbols(self):
         with pytest.raises(ValueError):

pandas_datareader/tests/test_data.py

@@ -2,6 +2,7 @@
 
 from pandas import DataFrame
 from pandas_datareader.data import DataReader
+from pandas_datareader.exceptions import UnstableAPIWarning
 from pandas_datareader._utils import RemoteDataError
 from pandas_datareader._testing import skip_on_exception
 
@@ -10,8 +11,9 @@ class TestDataReader(object):
 
     @skip_on_exception(RemoteDataError)
     def test_read_google(self):
-        gs = DataReader("GS", "google")
-        assert isinstance(gs, DataFrame)
+        with pytest.warns(UnstableAPIWarning):
+            gs = DataReader("GS", "google")
+            assert isinstance(gs, DataFrame)
 
     def test_read_iex(self):
         gs = DataReader("GS", "iex-last")
@@ -21,6 +23,10 @@ def test_read_fred(self):
         vix = DataReader("VIXCLS", "fred")
         assert isinstance(vix, DataFrame)
 
+    def test_read_mstar(self):
+        gs = DataReader("GS", data_source="morningstar")
+        assert isinstance(gs, DataFrame)
+
     def test_not_implemented(self):
         with pytest.raises(NotImplementedError):
             DataReader("NA", "NA")

pandas_datareader/tests/test_fred.py

@@ -12,6 +12,7 @@
 
 
 class TestFred(object):
+
     def test_fred(self):
 
         # Raises an exception when DataReader can't
@@ -70,6 +71,7 @@ def test_fred_multi(self):  # pragma: no cover
         end = datetime(2013, 1, 27)
 
         received = web.DataReader(names, "fred", start, end).head(1)
+
         expected = DataFrame([[217.488, 99.68746, 220.633]], columns=names,
                              index=[pd.tslib.Timestamp('2010-01-01 00:00:00')])
         expected.index.rename('DATE', inplace=True)

pandas_datareader/tests/test_iex.py

@@ -6,6 +6,7 @@
 from pandas_datareader.data import (DataReader, get_summary_iex, get_last_iex,
                                     get_dailysummary_iex, get_iex_symbols,
                                     get_iex_book)
+from pandas_datareader.exceptions import UnstableAPIWarning
 
 
 class TestIEX(object):
@@ -29,9 +30,10 @@ def test_false_ticker(self):
     @pytest.mark.xfail(reason='IEX daily history API is returning 500 as of '
                               'Jan 2018')
     def test_daily(self):
-        df = get_dailysummary_iex(start=datetime(2017, 5, 5),
-                                  end=datetime(2017, 5, 6))
-        assert df['routedVolume'].iloc[0] == 39974788
+        with pytest.warns(UnstableAPIWarning):
+            df = get_dailysummary_iex(start=datetime(2017, 5, 5),
+                                      end=datetime(2017, 5, 6))
+            assert df['routedVolume'].iloc[0] == 39974788
 
     def test_symbols(self):
         df = get_iex_symbols()

pandas_datareader/tests/test_iex_daily.py

@@ -26,7 +26,8 @@ def test_iex_bad_symbol(self):
 
     def test_iex_bad_symbol_list(self):
         with pytest.raises(Exception):
-            web.DataReader(["AAPL", "BADTICKER"], "iex", self.start, self.end)
+            web.DataReader(["AAPL", "BADTICKER"], "iex",
+                           self.start, self.end)
 
     def test_daily_invalid_date(self):
         start = datetime(2010, 1, 5)

pandas_datareader/tests/test_stooq.py

@@ -3,10 +3,10 @@
 
 
 def test_stooq_dji():
-    f = web.DataReader('^DJI', 'stooq')
+    f = web.DataReader('GS', 'stooq')
     assert f.shape[0] > 0
 
 
 def test_get_data_stooq_dji():
-    f = get_data_stooq('^DAX')
+    f = get_data_stooq('AMZN')
     assert f.shape[0] > 0