Merge pull request #638 from addisonlynch/iexcloud

COMPAT: Migrate IEX Daily Reader to IEX Cloud

Author: bashtage

docs/source/remote_data.rst

@@ -70,9 +70,12 @@ writing).
 IEX
 ===
 
+.. warning:: Usage of all IEX readers now requries an API key. See
+             below for additional information.
+
 The Investors Exchange (IEX) provides a wide range of data through an
-`API <https://iextrading.com/developer/docs/>`__.  Historical stock
-prices are available for up to 5 years:
+`API <https://iexcloud.io/api/docs/>`__.  Historical stock
+prices are available for up to 15 years. The usage of these readers requires an API key, which can be stored in the ``IEX_API_TOKEN`` environment variable.
 
 .. ipython:: python
 

docs/source/whatsnew/v0.8.0.txt

@@ -8,6 +8,8 @@ Highlights include:
 - A new connector for Econdb was introduced.  Econdb provides
   aggregated economic data from 90+ official statistical agencies
   (:issue:`615`)
+- Migrated IEX readers to `IEX Cloud <https://iexcloud.io>`__. All
+  readers now require an API token (``IEX_API_TOKEN``)
 - Removal of Google finance and Morningstar, which were deprecated in 0.7.0.
 - Immediate deprecation of Robinhood for quotes and historical data. Robinhood
   ended support for these endpoints in 1/2019
@@ -24,6 +26,7 @@ Enhancements
 ~~~~~~~~~~~~
 
 - Added Tiingo IEX Historical reader.
+- Up to 15 years of historical prices from IEX with new platform, IEX Cloud
 
 .. _whatsnew_080.api_breaking:
 
@@ -33,7 +36,9 @@ Backwards incompatible API changes
 - Immediate deprecation of Robinhood for quotes and historical data. Robinhood
   ended support for these endpoints in 1/2019. The Robinhood quotes and daily
   readers will raise an ``ImmediateDeprecationError`` when called.
-
+- Usage of all IEX readers requires an IEX Cloud API token, which can
+  be passed as a parameter or stored in the environment variable
+  ``IEX_API_TOKEN``
 
 .. _whatsnew_080.bug_fixes:
 

pandas_datareader/data.py

@@ -312,7 +312,7 @@ def DataReader(name, data_source=None, start=None, end=None,
 
     elif data_source == "iex":
         return IEXDailyReader(symbols=name, start=start, end=end,
-                              chunksize=25,
+                              chunksize=25, api_key=access_key,
                               retry_count=retry_count, pause=pause,
                               session=session).read()
 

pandas_datareader/iex/daily.py

@@ -1,5 +1,6 @@
 import datetime
 import json
+import os
 
 import pandas as pd
 
@@ -40,10 +41,24 @@ class IEXDailyReader(_DailyBaseReader):
         Number of symbols to download consecutively before intiating pause.
     session : Session, default None
         requests.sessions.Session instance to be used
+    api_key: str
+        IEX Cloud Secret Token
     """
 
     def __init__(self, symbols=None, start=None, end=None, retry_count=3,
-                 pause=0.1, session=None, chunksize=25):
+                 pause=0.1, session=None, chunksize=25, api_key=None):
+        if api_key is None:
+            api_key = os.getenv('IEX_API_KEY')
+        if not api_key or not isinstance(api_key, str):
+            raise ValueError('The IEX Cloud API key must be provided either '
+                             'through the api_key variable or through the '
+                             ' environment variable IEX_API_KEY')
+        # Support for sandbox environment (testing purposes)
+        if os.getenv("IEX_SANDBOX") == "enable":
+            self.sandbox = True
+        else:
+            self.sandbox = False
+        self.api_key = api_key
         super(IEXDailyReader, self).__init__(symbols=symbols, start=start,
                                              end=end, retry_count=retry_count,
                                              pause=pause, session=session,
@@ -52,7 +67,10 @@ def __init__(self, symbols=None, start=None, end=None, retry_count=3,
     @property
     def url(self):
         """API URL"""
-        return 'https://api.iextrading.com/1.0/stock/market/batch'
+        if self.sandbox is True:
+            return 'https://sandbox.iexapis.com/stable/stock/market/batch'
+        else:
+            return 'https://cloud.iexapis.com/stable/stock/market/batch'
 
     @property
     def endpoint(self):
@@ -69,20 +87,24 @@ def _get_params(self, symbol):
             "symbols": symbolList,
             "types": self.endpoint,
             "range": chart_range,
+            "token": self.api_key
         }
         return params
 
     def _range_string_from_date(self):
         delta = relativedelta(self.start, datetime.datetime.now())
-        if 2 <= (delta.years * -1) <= 5:
+        years = (delta.years * -1)
+        if 5 <= years <= 15:
+            return "max"
+        if 2 <= years < 5:
             return "5y"
-        elif 1 <= (delta.years * -1) <= 2:
+        elif 1 <= years < 2:
             return "2y"
-        elif 0 <= (delta.years * -1) < 1:
+        elif 0 <= years < 1:
             return "1y"
         else:
             raise ValueError(
-                "Invalid date specified. Must be within past 5 years.")
+                "Invalid date specified. Must be within past 15 years.")
 
     def read(self):
         """Read data"""

pandas_datareader/tests/test_iex_daily.py

@@ -1,4 +1,5 @@
 from datetime import datetime
+import os
 
 from pandas import DataFrame, MultiIndex
 
@@ -7,6 +8,8 @@
 import pandas_datareader.data as web
 
 
+@pytest.mark.skipif(os.getenv("IEX_SANDBOX") != 'enable',
+                    reason='All tests must be run in sandbox mode')
 class TestIEXDaily(object):
 
     @classmethod
@@ -31,7 +34,7 @@ def test_iex_bad_symbol_list(self):
                            self.start, self.end)
 
     def test_daily_invalid_date(self):
-        start = datetime(2010, 1, 5)
+        start = datetime(2000, 1, 5)
         end = datetime(2017, 5, 24)
         with pytest.raises(Exception):
             web.DataReader(["AAPL", "TSLA"], "iex", start, end)
@@ -40,7 +43,6 @@ def test_single_symbol(self):
         df = web.DataReader("AAPL", "iex", self.start, self.end)
         assert list(df) == ["open", "high", "low", "close", "volume"]
         assert len(df) == 578
-        assert df["volume"][-1] == 19219154
 
     def test_multiple_symbols(self):
         syms = ["AAPL", "MSFT", "TSLA"]
@@ -64,11 +66,3 @@ def test_multiple_symbols_2(self):
 
         assert len(a) == 73
         assert len(t) == 73
-
-        expected3 = t.loc["2017-02-09"]
-        assert expected3["close"] == 269.20
-        assert expected3["high"] == 271.18
-
-        expected4 = t.loc["2017-05-24"]
-        assert expected4["close"] == 310.22
-        assert expected4["high"] == 311.0