Merge pull request #440 from bashtage/dwrpayne-bankofcanada

REBASE: Dwrpayne/bankofcanada

Author: bashtage

pandas_datareader/bankofcanada.py

@@ -0,0 +1,31 @@
+from __future__ import unicode_literals
+
+import pandas.compat as compat
+
+from pandas_datareader.base import _BaseReader
+
+
+class BankOfCanadaReader(_BaseReader):
+    """Get data for the given name from Bank of Canada."""
+
+    _URL = 'http://www.bankofcanada.ca/valet/observations'
+
+    @property
+    def url(self):
+        if not isinstance(self.symbols, compat.string_types):
+            raise ValueError('data name must be string')
+
+        return '{0}/{1}/csv'.format(self._URL, self.symbols)
+
+    @property
+    def params(self):
+        return {'start_date': self.start.strftime('%Y-%m-%d'),
+                'end_date': self.end.strftime('%Y-%m-%d')}
+
+    @staticmethod
+    def _sanitize_response(response):
+        """
+        Clean up the response string
+        """
+        data = response.text.split('OBSERVATIONS')[1]
+        return data.split('ERRORS')[0].strip()

pandas_datareader/base.py

@@ -17,7 +17,6 @@
 class _BaseReader(object):
 
     """
-
     Parameters
     ----------
         sym : string with a single Single stock symbol (ticker).

pandas_datareader/data.py

@@ -4,25 +4,30 @@
 
 import warnings
 
+from pandas_datareader.bankofcanada import BankOfCanadaReader
+from pandas_datareader.edgar import EdgarIndexReader
+from pandas_datareader.enigma import EnigmaReader
+from pandas_datareader.eurostat import EurostatReader
+from pandas_datareader.famafrench import FamaFrenchReader
+from pandas_datareader.fred import FredReader
 from pandas_datareader.google.daily import GoogleDailyReader
-from pandas_datareader.google.quotes import GoogleQuotesReader
 from pandas_datareader.google.options import Options as GoogleOptions
-
-from pandas_datareader.yahoo.daily import YahooDailyReader
-from pandas_datareader.yahoo.quotes import YahooQuotesReader
+from pandas_datareader.google.quotes import GoogleQuotesReader
+from pandas_datareader.moex import MoexReader
+from pandas_datareader.nasdaq_trader import get_nasdaq_symbols
+from pandas_datareader.oecd import OECDReader
+from pandas_datareader.quandl import QuandlReader
 from pandas_datareader.yahoo.actions import (YahooActionReader, YahooDivReader)
-from pandas_datareader.yahoo.components import _get_data as get_components_yahoo  # noqa
+from pandas_datareader.yahoo.components import _get_data as \
+    get_components_yahoo
+from pandas_datareader.yahoo.daily import YahooDailyReader
 from pandas_datareader.yahoo.options import Options as YahooOptions
+from pandas_datareader.yahoo.quotes import YahooQuotesReader
 
-from pandas_datareader.eurostat import EurostatReader
-from pandas_datareader.fred import FredReader
-from pandas_datareader.famafrench import FamaFrenchReader
-from pandas_datareader.oecd import OECDReader
-from pandas_datareader.edgar import EdgarIndexReader
-from pandas_datareader.enigma import EnigmaReader
-from pandas_datareader.nasdaq_trader import get_nasdaq_symbols
-from pandas_datareader.quandl import QuandlReader
-from pandas_datareader.moex import MoexReader
+__all__ = ['get_components_yahoo', 'get_data_enigma', 'get_data_famafrench',
+           'get_data_fred', 'get_data_google', 'get_data_moex',
+           'get_data_quandl', 'get_data_yahoo', 'get_data_yahoo_actions',
+           'get_nasdaq_symbols', 'get_quote_google', 'get_quote_yahoo']
 
 
 def get_data_fred(*args, **kwargs):
@@ -141,6 +146,11 @@ def DataReader(name, data_source=None, start=None, end=None,
                                  retry_count=retry_count, pause=pause,
                                  session=session).read()
 
+    elif data_source == "bankofcanada":
+        return BankOfCanadaReader(symbols=name, start=start, end=end,
+                                  retry_count=retry_count, pause=pause,
+                                  session=session).read()
+
     elif data_source == "enigma":
         return EnigmaReader(dataset_id=name, api_key=access_key).read()
 

pandas_datareader/tests/test_bankofcanada.py

@@ -0,0 +1,67 @@
+from datetime import date, timedelta
+
+import pytest
+
+import pandas_datareader.data as web
+from pandas_datareader._utils import RemoteDataError
+
+
+class TestBankOfCanada(object):
+
+    @staticmethod
+    def get_symbol(currency_code, inverted=False):
+        if inverted:
+            return 'FXCAD{}'.format(currency_code)
+        else:
+            return 'FX{}CAD'.format(currency_code)
+
+    def check_bankofcanada_count(self, code):
+        df = web.DataReader(self.get_symbol(code), 'bankofcanada',
+                            date.today() - timedelta(days=30), date.today())
+        assert df.size > 15
+
+    def check_bankofcanada_valid(self, code):
+        symbol = self.get_symbol(code)
+        df = web.DataReader(symbol, 'bankofcanada',
+                            date.today() - timedelta(days=30), date.today())
+        assert symbol in df.columns
+
+    def check_bankofcanada_inverted(self, code):
+        symbol = self.get_symbol(code)
+        symbol_inverted = self.get_symbol(code, inverted=True)
+
+        df = web.DataReader(symbol, 'bankofcanada',
+                            date.today() - timedelta(days=30), date.today())
+        df_i = web.DataReader(symbol_inverted, 'bankofcanada',
+                              date.today() - timedelta(days=30), date.today())
+
+        pairs = zip((1 / df)[symbol].tolist(), df_i[symbol_inverted].tolist())
+        assert all(a - b < 0.01 for a, b in pairs)
+
+    def test_bankofcanada_usd_count(self):
+        self.check_bankofcanada_count('USD')
+
+    def test_bankofcanada_eur_count(self):
+        self.check_bankofcanada_count('EUR')
+
+    def test_bankofcanada_usd_valid(self):
+        self.check_bankofcanada_valid('USD')
+
+    def test_bankofcanada_eur_valid(self):
+        self.check_bankofcanada_valid('EUR')
+
+    def test_bankofcanada_usd_inverted(self):
+        self.check_bankofcanada_inverted('USD')
+
+    def test_bankofcanada_eur_inverted(self):
+        self.check_bankofcanada_inverted('EUR')
+
+    def test_bankofcanada_bad_range(self):
+        with pytest.raises(RemoteDataError):
+            web.DataReader('FXCADUSD', 'bankofcanada',
+                           date.today(), date.today() - timedelta(days=30))
+
+    def test_bankofcanada_bad_url(self):
+        with pytest.raises(RemoteDataError):
+            web.DataReader('abcdefgh', 'bankofcanada',
+                           date.today() - timedelta(days=30), date.today())