Feature/enable custom datareader

pandas_datareader/__init__.py

@@ -28,6 +28,8 @@
     get_records_iex,
     get_summary_iex,
     get_tops_iex,
+    get_custom_datareader,
+    register_custom_datareader,
 )
 
 PKG = os.path.dirname(__file__)
@@ -62,6 +64,8 @@
     "get_data_tiingo",
     "get_iex_data_tiingo",
     "get_data_alphavantage",
+    "get_custom_datareader",
+    "register_custom_datareader",
     "test",
 ]
 

pandas_datareader/data.py

@@ -7,7 +7,7 @@
 import warnings
 
 from pandas.util._decorators import deprecate_kwarg
-
+from pandas_datareader.base import _BaseReader
 from pandas_datareader.av.forex import AVForexReader
 from pandas_datareader.av.quotes import AVQuotesReader
 from pandas_datareader.av.sector import AVSectorPerformanceReader
@@ -60,9 +60,12 @@
     "get_iex_book",
     "get_dailysummary_iex",
     "get_data_stooq",
+    "register_custom_datareader",
     "DataReader",
 ]
 
+custom_datareader = {}
+
 
 def get_data_alphavantage(*args, **kwargs):
     return AVTimeSeriesReader(*args, **kwargs).read()
@@ -270,6 +273,58 @@ def get_iex_book(*args, **kwargs):
     return IEXDeep(*args, **kwargs).read()
 
 
+def register_custom_datareader(custom_name, custom_class):
+    """
+    Registers a custom datareader to be used
+
+        Parameters
+    ----------
+    custom_name : str
+        A string represents name you want to give to your custom class
+    custom_class : _BaseReader
+        A class that extends _BaseReader
+
+    Returns
+    -------
+    True if successful, Error otherwise.
+    """
+    custom_datareader[custom_name] = custom_class
+    return True
+
+
+def unregister_custom_datareader(custom_name):
+    """
+    Unregisters a custom datareader to be used
+
+        Parameters
+    ----------
+    custom_name : str
+        A string represents name you want to give to your custom class
+
+    Returns
+    -------
+    True if successful, Error otherwise.
+    """
+    del custom_datareader[custom_name]
+    return True
+
+
+def get_custom_datareader(custom_name):
+    """
+    Get a custom datareader registered before
+
+        Parameters
+    ----------
+    custom_name : str
+        A string represents name you gave to your custom class
+
+    Returns
+    -------
+    Class registered before
+    """
+    return custom_datareader[custom_name]
+
+
 @deprecate_kwarg("access_key", "api_key")
 def DataReader(
     name,
@@ -329,6 +384,7 @@ def DataReader(
     ff = DataReader("6_Portfolios_2x3", "famafrench")
     ff = DataReader("F-F_ST_Reversal_Factor", "famafrench")
     """
+    custom_source = list(custom_datareader.keys())
     expected_source = [
         "yahoo",
         "iex",
@@ -360,7 +416,7 @@ def DataReader(
         "av-intraday",
         "econdb",
         "naver",
-    ]
+    ] + custom_source
 
     if data_source not in expected_source:
         msg = "data_source=%r is not implemented" % data_source
@@ -668,6 +724,18 @@ def DataReader(
             session=session,
         ).read()
 
+    elif data_source in custom_source:
+        CustomDataReader = get_custom_datareader(data_source)
+        return CustomDataReader(
+            symbols=name,
+            start=start,
+            end=end,
+            retry_count=retry_count,
+            pause=pause,
+            session=session,
+            api_key=api_key,
+        ).read()
+
     else:
         msg = "data_source=%r is not implemented" % data_source
         raise NotImplementedError(msg)

pandas_datareader/tests/test_data.py

@@ -1,7 +1,8 @@
 from pandas import DataFrame
 import pytest
 
-from pandas_datareader.data import DataReader
+from pandas_datareader.base import _DailyBaseReader
+from pandas_datareader.data import DataReader, register_custom_datareader
 
 pytestmark = pytest.mark.stable
 
@@ -18,3 +19,40 @@ def test_read_fred(self):
     def test_not_implemented(self):
         with pytest.raises(NotImplementedError):
             DataReader("NA", "NA")
+
+    def test_custom_reader_acc(self):
+        class DemoReader(_DailyBaseReader):
+            def __init__(
+                self,
+                symbols=None,
+                start=None,
+                end=None,
+                retry_count=3,
+                pause=0.1,
+                session=None,
+                api_key=None,
+            ):
+                super().__init__(
+                    symbols=symbols,
+                    start=start,
+                    end=end,
+                    retry_count=retry_count,
+                    pause=pause,
+                    session=session,
+                )
+
+            @property
+            def url(self):
+                return "https://stooq.com/q/d/l/"
+
+            def _get_params(self, symbol):
+                params = {"s": symbol, "i": "d"}
+                return params
+
+        register_custom_datareader("demo", DemoReader)
+        result = DataReader("USDJPY", "demo")
+        assert isinstance(result, DataFrame)
+
+    def test_custom_reader_fail(self):
+        with pytest.raises(NotImplementedError):
+            DataReader("USDJPY", "demo1")