Whitespace cleanup

Author: rgkimball

pandas_datareader/data.py

@@ -94,11 +94,11 @@ def get_markets_iex(*args, **kwargs):
     """
     Returns near-real time volume data across markets segregated by tape
     and including a percentage of overall volume during the session
-    
+
     This endpoint does not accept any parameters.
-    
+
     Reference: https://www.iextrading.com/developer/docs/#markets
-    
+
     :return: DataFrame
     """
     from pandas_datareader.iex.market import MarketReader
@@ -109,14 +109,14 @@ def get_dailysummary_iex(*args, **kwargs):
     """
     Returns a summary of daily market volume statistics. Without parameters,
     this will return the most recent trading session by default.
-    
-    :param start: 
+
+    :param start:
         A datetime object - the beginning of the date range.
     :param end:
         A datetime object - the end of the date range.
-        
+  
     Reference: https://www.iextrading.com/developer/docs/#historical-daily
-        
+
     :return: DataFrame
     """
     from pandas_datareader.iex.stats import DailySummaryReader
@@ -125,16 +125,16 @@ def get_dailysummary_iex(*args, **kwargs):
 
 def get_summary_iex(*args, **kwargs):
     """
-    Returns an aggregated monthly summary of market volume and a variety of 
+    Returns an aggregated monthly summary of market volume and a variety of
     related metrics for trades by lot size, security market cap, and venue.
     In the absence of parameters, this will return month-to-date statistics.
     For ranges spanning multiple months, this will return one row per month.
-        
-    :param start: 
+ 
+    :param start:
         A datetime object - the beginning of the date range.
     :param end:
         A datetime object - the end of the date range.
-        
+
     :return: DataFrame
     """
     from pandas_datareader.iex.stats import MonthlySummaryReader
@@ -146,9 +146,9 @@ def get_records_iex(*args, **kwargs):
     Returns the record value, record date, recent value, and 30-day average for
     market volume, # of symbols traded, # of routed trades and notional value.
     This function accepts no additional parameters.
-    
+
     Reference: https://www.iextrading.com/developer/docs/#records
-    
+
     :return: DataFrame
     """
     from pandas_datareader.iex.stats import RecordsReader
@@ -160,9 +160,9 @@ def get_recent_iex(*args, **kwargs):
     Returns market volume and trade routing statistics for recent sessions.
     Also reports IEX's relative market share, lit share volume and a boolean
     halfday indicator.
-    
+
     Reference: https://www.iextrading.com/developer/docs/#recent
-    
+
     :return: DataFrame
     """
     from pandas_datareader.iex.stats import RecentReader
@@ -173,9 +173,9 @@ def get_iex_symbols(*args, **kwargs):
     """
     Returns a list of all equity symbols available for trading on IEX. Accepts
     no additional parameters.
-    
+
     Reference: https://www.iextrading.com/developer/docs/#symbols
-    
+
     :return: DataFrame
     """
     from pandas_datareader.iex.ref import SymbolsReader
@@ -186,7 +186,7 @@ def get_iex_book(*args, **kwargs):
     """
     Returns an array of dictionaries with depth of book data from IEX for up to
     10 securities at a time. Returns a dictionary of the bid and ask books.
-    
+
     :param symbols:
         A string or list of strings of valid tickers
     :param service:
@@ -198,7 +198,7 @@ def get_iex_book(*args, **kwargs):
         'trades': Retrieves recent executions, trade size/price and flags
         'trade-breaks': Lists execution breaks for the current trading session
         'trading-status': Returns status and cause codes for securities
-     
+
     :return: Object
     """
     from pandas_datareader.iex.deep import Deep
@@ -234,7 +234,7 @@ def DataReader(name, data_source=None, start=None, end=None,
             requests.sessions.Session instance to be used
     access_key : (str, None)
         Optional parameter to specify an API key for certain data sources.
-    
+
     Examples
     ----------
 
@@ -247,14 +247,14 @@ def DataReader(name, data_source=None, start=None, end=None,
 
     # Data from Google Finance
     aapl = DataReader("AAPL", "google")
-    
+
     # Price and volume data from IEX
     tops = DataReader(["GS", "AAPL"], "iex-tops")
     # Top of book executions from IEX
     gs = DataReader("GS", "iex-last")
     # Real-time depth of book data from IEX
     gs = DataReader("GS", "iex-book")
-    
+
     # Data from FRED
     vix = DataReader("VIXCLS", "fred")
 

pandas_datareader/tests/test_iex.py

@@ -28,7 +28,8 @@ def test_false_ticker(self):
         tm.assert_frame_equal(df, DataFrame())
 
     def test_daily(self):
-        df = get_dailysummary_iex(start=datetime(2017, 5, 5), end=datetime(2017, 5, 6))  #noqa
+        df = get_dailysummary_iex(start=datetime(2017, 5, 5),
+                                  end=datetime(2017, 5, 6))
         assert df['routedVolume'].iloc[0] == 39974788
 
     def test_symbols(self):