GeneralPriceProvider

class qf_lib.data_providers.general_price_provider.GeneralPriceProvider(bloomberg: qf_lib.data_providers.bloomberg.bloomberg_data_provider.BloombergDataProvider = None, quandl: qf_lib.data_providers.quandl.quandl_data_provider.QuandlDataProvider = None, haver: qf_lib.data_providers.haver.haver_data_provider.HaverDataProvider = None)

Bases: qf_lib.data_providers.data_provider.DataProvider

The main class that should be used in order to access prices of financial instruments.

Methods

get_futures_chain_tickers(tickers, …)	Implements the functionality of DataProvider using duck-typing.
get_history(tickers, …)	Implements the functionality of DataProvider using duck-typing.
get_price(tickers, …)	Implements the functionality of AbstractPriceDataProvider using duck-typing.
supported_ticker_types()	Returns classes of tickers which are supported by this DataProvider.

get_futures_chain_tickers(tickers: Union[qf_lib.containers.futures.future_tickers.future_ticker.FutureTicker, Sequence[qf_lib.containers.futures.future_tickers.future_ticker.FutureTicker]], expiration_date_fields: Union[qf_lib.common.enums.expiration_date_field.ExpirationDateField, Sequence[qf_lib.common.enums.expiration_date_field.ExpirationDateField]]) → Dict[qf_lib.containers.futures.future_tickers.future_ticker.FutureTicker, Union[qf_lib.containers.series.qf_series.QFSeries, qf_lib.containers.dataframe.qf_dataframe.QFDataFrame]]

Implements the functionality of DataProvider using duck-typing.

Returns tickers of futures contracts, which belong to the same futures contract chain as the provided ticker (tickers), along with their expiration dates in form of a QFSeries.

Parameters

• tickers (FutureTicker, Sequence[FutureTicker]) – tickers for which should the future chain tickers be retrieved

• expiration_date_fields (ExpirationDateField, Sequence[ExpirationDateField]) – field that should be downloaded as the expiration date field, by default last tradeable date

Returns

Returns a dictionary, which maps Tickers to QFSeries, consisting of the expiration dates of Future Contracts

Return type

Dict[FutureTicker, Union[QFSeries, QFDataFrame]]

get_history(tickers: Union[qf_lib.common.tickers.tickers.Ticker, Sequence[qf_lib.common.tickers.tickers.Ticker]], fields: Union[str, Sequence[str]], start_date: datetime.datetime, end_date: datetime.datetime = None, frequency: qf_lib.common.enums.frequency.Frequency = <Frequency.DAILY: 252>, **kwargs) → Union[qf_lib.containers.series.qf_series.QFSeries, qf_lib.containers.dataframe.qf_dataframe.QFDataFrame, qf_lib.containers.qf_data_array.QFDataArray]

Implements the functionality of DataProvider using duck-typing.

Parameters

• tickers (Ticker, Sequence[Ticker]) – tickers for securities which should be retrieved

• fields (None, str, Sequence[str]) – fields of securities which should be retrieved. If None, all available fields will be returned (only supported by few DataProviders)

• start_date (datetime) – date representing the beginning of historical period from which data should be retrieved

• end_date (datetime) – date representing the end of historical period from which data should be retrieved; if no end_date was provided, by default the current date will be used

• frequency (Frequency) – frequency of the data

• kwargs – kwargs should not be used on the level of AbstractDataProvider. They are here to provide a common interface for all data providers since some of the specific data providers accept additional arguments

Returns

If possible the result will be squeezed, so that instead of returning QFDataArray, data of lower dimensionality will be returned.

Return type

QFSeries, QFDataFrame, QFDataArray

get_price(tickers: Union[qf_lib.common.tickers.tickers.Ticker, Sequence[qf_lib.common.tickers.tickers.Ticker]], fields: Union[qf_lib.common.enums.price_field.PriceField, Sequence[qf_lib.common.enums.price_field.PriceField]], start_date: datetime.datetime, end_date: datetime.datetime = None, frequency: qf_lib.common.enums.frequency.Frequency = <Frequency.DAILY: 252>) → Union[None, qf_lib.containers.series.prices_series.PricesSeries, qf_lib.containers.dataframe.prices_dataframe.PricesDataFrame, qf_lib.containers.qf_data_array.QFDataArray]

Implements the functionality of AbstractPriceDataProvider using duck-typing.

Parameters

• tickers (Ticker, Sequence[Ticker]) – tickers for securities which should be retrieved

• fields (PriceField, Sequence[PriceField]) – fields of securities which should be retrieved

• start_date (datetime) – date representing the beginning of historical period from which data should be retrieved

• end_date (datetime) – date representing the end of historical period from which data should be retrieved; if no end_date was provided, by default the current date will be used

• frequency (Frequency) – frequency of the data

Returns

If possible the result will be squeezed so that instead of returning QFDataArray (3-D structure), data of lower dimensionality will be returned.

Return type

None, PricesSeries, PricesDataFrame, QFDataArray

supported_ticker_types()

Returns classes of tickers which are supported by this DataProvider.