Merge 236488b into 033f948

.cookiecutterrc

@@ -23,7 +23,7 @@ default_context:
     c_extension_optional:      'no'
     c_extension_support:       'no'
     codacy:                    'yes'
-    codeclimate:               'yes'
+    codeclimate:               'no'
     codecov:                   'no'
     command_line_interface:    'click'
     command_line_interface_bin_name: 'bittrade'

.pre-commit-config.yaml

@@ -7,8 +7,6 @@ repos:
     -   id: autopep8-wrapper
     -   id: check-docstring-first
     -   id: check-json
-    -   id: check-yaml
-        exclude: /template/
     -   id: debug-statements
     -   id: name-tests-test
         args: [--django]
@@ -18,6 +16,8 @@ repos:
     -   id: check-ast
     -   id: fix-encoding-pragma
         args: [--remove]
+    -   id: check-added-large-files
+        args: ['--maxkb=1024']
 -   repo: https://github.com/asottile/reorder_python_imports.git
     sha: v0.3.5
     hooks:

.pytest_cache/v/cache/lastfailed

@@ -0,0 +1,4 @@
+{
+  "tests/test_bittrade.py": true,
+  "tests/test_google_client.py": true
+}

.travis.yml

@@ -10,24 +10,9 @@ env:
     - TOXENV=docs
 matrix:
   include:
-    - python: '2.7'
-      env:
-        - TOXENV=py27,report,coveralls
-    - python: '3.3'
-      env:
-        - TOXENV=py33,report,coveralls
-    - python: '3.4'
-      env:
-        - TOXENV=py34,report,coveralls
-    - python: '3.5'
-      env:
-        - TOXENV=py35,report,coveralls
     - python: '3.6'
       env:
         - TOXENV=py36,report,coveralls
-    - python: 'pypy-5.4'
-      env:
-        - TOXENV=pypy,report,coveralls
 before_install:
   - python --version
   - uname -a

AUTHORS.rst

@@ -3,3 +3,4 @@ Authors
 =======
 
 * Junhao Wang - https://the-hao.com/
+* Dongxu Li - https://leodongxu.wixsite.com/quant

MANIFEST.in

@@ -14,6 +14,8 @@ include CONTRIBUTING.rst
 include LICENSE
 include README.rst
 
-include tox.ini .travis.yml .pre-commit-config.yaml
+include tox.ini .travis.yml .pre-commit-config.yaml pytest.ini requirements.txt
 
-global-exclude *.py[cod] __pycache__ *.so *.dylib *.html *.md *.css *.eot *.ico *.js *.map *.png *.svg *.ttf *.woff *.xml site site/*
+global-include src src/*.py
+
+global-exclude *.py[cod] __pycache__ *.so *.dylib *.html *.md *.css *.eot *.ico *.js *.map *.png *.svg *.ttf *.woff *.xml site site/* .pytest_cache .pytest_cache/*

README.rst

@@ -12,7 +12,7 @@ Overview
     * - tests
       - | |travis| |requires|
         | |coveralls|
-        | |codacy| |codeclimate|
+        | |codacy|
     * - package
       - | |version| |wheel| |supported-versions| |supported-implementations|
         | |commits-since|
@@ -37,10 +37,6 @@ Overview
     :target: https://www.codacy.com/app/JunhaoWang/bittrade?utm_source=github.com&utm_medium=referral&utm_content=JunhaoWang/bittrade&utm_campaign=Badge_Grade
     :alt: Codacy Code Quality Status
 
-.. |codeclimate| image:: https://codeclimate.com/github/JunhaoWang/bittrade/badges/gpa.svg
-   :target: https://codeclimate.com/github/JunhaoWang/bittrade
-   :alt: CodeClimate Quality Status
-
 .. |version| image:: https://img.shields.io/pypi/v/bittrade.svg
     :alt: PyPI Package latest release
     :target: https://pypi.python.org/pypi/bittrade

pytest.ini

@@ -0,0 +1,2 @@
+[pytest]
+addopts = --doctest-modules

requirements.txt

@@ -0,0 +1,3 @@
+click
+pandas
+requests

setup.py

@@ -46,26 +46,16 @@ def read(*names, **kwargs):
         'Operating System :: Unix',
         'Operating System :: POSIX',
         'Operating System :: Microsoft :: Windows',
-        'Programming Language :: Python',
-        'Programming Language :: Python :: 2.7',
-        'Programming Language :: Python :: 3',
-        'Programming Language :: Python :: 3.3',
-        'Programming Language :: Python :: 3.4',
-        'Programming Language :: Python :: 3.5',
         'Programming Language :: Python :: 3.6',
-        'Programming Language :: Python :: Implementation :: CPython',
-        'Programming Language :: Python :: Implementation :: PyPy',
-        # uncomment if you test on these interpreters:
-        # 'Programming Language :: Python :: Implementation :: IronPython',
-        # 'Programming Language :: Python :: Implementation :: Jython',
-        # 'Programming Language :: Python :: Implementation :: Stackless',
         'Topic :: Utilities',
     ],
     keywords=[
-        # eg: 'keyword1', 'keyword2', 'keyword3',
+        'crpto', 'ai',
     ],
     install_requires=[
         'click',
+        'pandas',
+        'requests',
         # eg: 'aspectlib==1.1.1', 'six>=1.7',
     ],
     extras_require={

src/bittrade/data/google_client.py

@@ -0,0 +1,101 @@
+"""Module to retrieves Google Finance data.
+
+This module contains various price for stocks and crypto.
+
+Todo:
+    * EMPTY
+    * You have to also use ``sphinx.ext.todo`` extension
+"""
+from datetime import datetime
+
+import pandas as pd
+import requests
+
+
+def get_price_data(query):
+    """
+    Use Google Finance to get data.
+
+    Args:
+        query (str): EMPTY
+
+    Returns:
+        pandas.DataFrame: EMPTY
+    """
+    r = requests.get(
+        "https://finance.google.com/finance/getprices", params=query,
+    )
+    lines = r.text.splitlines()
+    data = []
+    index = []
+    basetime = 0
+    for price in lines:
+        cols = price.split(",")
+        if cols[0][0] == 'a':
+            basetime = int(cols[0][1:])
+            index.append(datetime.fromtimestamp(basetime))
+            data.append([
+                float(cols[4]), float(cols[2]), float(
+                    cols[3],
+                ), float(cols[1]), int(cols[5]),
+            ])
+        elif cols[0][0].isdigit():
+            date = basetime + (int(cols[0])*int(query['i']))
+            index.append(datetime.fromtimestamp(date))
+            data.append([
+                float(cols[4]), float(cols[2]), float(
+                    cols[3],
+                ), float(cols[1]), int(cols[5]),
+            ])
+    return pd.DataFrame(data, index=index, columns=['Open', 'High', 'Low', 'Close', 'Volume'])
+
+
+def get_close_price(target, period='1Y'):
+    """
+    Get the close price, for every target ticker.
+
+    Args:
+        target (EMPTY): EMPTY
+        period (str): EMPTY
+
+    Returns:
+        EMPTY: EMPTY
+    """
+    market, ticker = target.split(':')
+    param = {
+        'q': ticker,  # Bitcoin price in USD
+        'i': "86400",  # Interval size in seconds ("86400" = 1 day intervals)
+        'x': market,
+        'p': period,  # Period (Ex: "4Y" = 4 year)
+    }
+    df = get_price_data(param)
+    price = df[['Close']]
+    price = price.reset_index()
+    price['index'] = price['index'].apply(lambda x: x.date())
+    price.columns = ['Date', ticker]
+    return price
+
+
+def get_close_price_table(targetList, interpolation=True, period='1Y'):
+    """
+    EMPTY
+    """
+    df_table = pd.DataFrame()
+    for target in targetList:
+        price = get_close_price(target, period)
+        if (df_table.shape == (0, 0)):
+            df_table = price
+        else:
+            df_table = pd.merge(df_table, price, how='outer', on='Date')
+    if (not interpolation):
+        return df_table
+    else:
+        priceTable = df_table
+        # linear interpolation is applied.
+        priceTable['Date'] = pd.to_datetime(priceTable.Date)
+        priceTable = priceTable.sort_values(by='Date')
+        priceTable = priceTable.interpolate(
+            method='linear', axis=0,
+        ).ffill().bfill()
+        priceTable = priceTable.set_index('Date')
+        return priceTable

tests/test_google_client.py

@@ -0,0 +1,51 @@
+from bittrade.data.google_client import get_close_price_table
+
+
+def test_get_close_price_table():
+    """
+    Getting the date we need from google finance API.
+
+    currencyTicker represents the bitcoin price, and the most tradable currency include Japanese Yen, Swiss Franc,
+    Australian Dollar, Canadian Dollar, Indian Rupee, Euro. The price data for these currency are all quoted in dollar.
+
+    24 Most Liquid ETFs:
+            SPDR S&P 500 (SPY)
+            Financial Select Sector SPDR (XLF)
+            Russell 2000 Index Fund Profile (IWM)
+            MSCI Emerging Markets Index Fund (EEM)
+            PowerShares QQQ (QQQ)
+            Vanguard MSCI Emerging Markets ETF (VWO)
+            MSCI EAFE Index Fund (EFA)
+            FTSE China 25 Index Fund (FXI)
+            Industrial Select Sector SPDR Fund (XLI)
+            Daily Small Cap Bear 3X Shares Fundamentals (TZA)
+            Energy Select Sector SPDR Fund (XLE)
+            UltraShort S&P500 (SDS)
+            Silver Trust ETF (SLV)
+            Direxion Daily Financial Bear 3x Shares (FAZ)
+            Market Vectors TR Gold Miners ETF (GDX)
+            MSCI Japan Index Fund (EWJ)
+            UltraPro Short S&P500 (SPXU)
+            MSCI Brazil Index Fund (EWZ)
+            Daily Financial Bull 3X Shares (FAS)
+            VelocityShares Daily 2x VIX Short-Term ETN (TVIX)
+            United States Oil Fund (USO)
+            SPDR Gold Shares (GLD)
+            UltraShort Barclays 20+ Year Treasury (TBT)
+            United States Natural Gas Fund (UNG)
+    """
+    currencyTickers = [
+        "CURRENCY:BTCUSD", "CURRENCY:GBPUSD", "CURRENCY:JPYUSD", "CURRENCY:CHFUSD",
+        "CURRENCY:AUDUSD", "CURRENCY:CADUSD", "CURRENCY:INRUSD", "CURRENCY:EURUSD",
+    ]
+    etfTickers = [
+        "NYSEARCA:XLF", "NYSEARCA:IWM", "NYSEARCA:EEM", "NASDAQ:QQQ", "NYSEARCA:VWO", "NYSEARCA:EFA",
+        "NYSEARCA:FXI", "NYSEARCA:XLI", "NYSEARCA:TZA", "NYSEARCA:XLE", "NYSEARCA:SDS", "NYSEARCA:SLV",
+        "NYSEARCA:FAZ", "NYSEARCA:GDX", "NYSEARCA:EWJ", "NYSEARCA:SPXU", "NYSEARCA:EWZ", "NYSEARCA:FAS",
+        "NASDAQ:TVIX", "NYSEARCA:USO", "NYSEARCA:GLD", "NYSEARCA:TBT", "NYSEARCA:UNG",
+    ]
+    table = get_close_price_table(
+        currencyTickers + etfTickers, interpolation=True, period='1Y',
+    )
+    print(table.head())
+    assert(len(table) > 0)

tox.ini

@@ -4,18 +4,13 @@
 envlist =
     clean,
     check,
-    {py27,py33,py34,py35,py36,pypy},
+    {py36},
     report,
     docs
 skip_missing_interpreters = True
 
 [testenv]
 basepython =
-    pypy: {env:TOXPYTHON:pypy}
-    {py27,docs,spell}: {env:TOXPYTHON:python2.7}
-    py33: {env:TOXPYTHON:python3.3}
-    py34: {env:TOXPYTHON:python3.4}
-    py35: {env:TOXPYTHON:python3.5}
     py36: {env:TOXPYTHON:python3.6}
     {bootstrap,clean,check,report,coveralls,codecov}: {env:TOXPYTHON:python3}
 setenv =
@@ -25,6 +20,7 @@ passenv =
     *
 usedevelop = false
 deps =
+    -r{toxinidir}/requirements.txt
     pytest
     pytest-travis-fold
     pytest-cov