Merge pull request #573 from addisonlynch/clean_for_070_rls

CLN: Prepare for 0.7.0 release

Author: bashtage

.coveragerc

@@ -6,11 +6,10 @@ include = */pandas_datareader/*
 omit =
     */_version.py
     */yahoo/*
-    */edgar.py
     */google/options.py
     */google/quotes.py
     */tests/google/test_options.py
-    */tests/test_edgar.py
+
 
 [report]
 # Regexes for lines to exclude from consideration
@@ -26,9 +25,7 @@ include = */pandas_datareader/*
 omit =
     */_version.py
     */yahoo/*
-    */edgar.py
     */google/options.py
     */google/quotes.py
     */tests/google/test_options.py
-    */tests/test_edgar.py
 ignore_errors = True

docs/source/remote_data.rst

@@ -30,7 +30,7 @@ Currently the following sources are supported:
     - :ref:`Tiingo<remote_data.tiingo>`
     - :ref:`IEX<remote_data.iex>`
     - :ref:`Robinhood<remote_data.robinhood>`
-    - :ref:`AlphaVantage<remote_data.alphavantage>`
+    - :ref:`Alpha Vantage<remote_data.alphavantage>`
     - :ref:`Enigma<remote_data.enigma>`
     - :ref:`Quandl<remote_data.quandl>`
     - :ref:`St.Louis FED (FRED)<remote_data.fred>`
@@ -112,17 +112,17 @@ year relative to today.
 
 .. _remote_data.alphavantage
 
-AlphaVantage
-============
+Alpha Vantage
+=============
 
-`AlphaVantage <https://www.alphavantage.co/documentation>`__ provides realtime
+`Alpha Vantage <https://www.alphavantage.co/documentation>`__ provides realtime
 equities and forex data. Free registration is required to get an API key.
 
 Historical Time Series Data
 ^^^^^^^^^^^^^^^^^^^^^^^^^^^
 
 Through the
-`AlphaVantage <https://www.alphavantage.co/documentation>`__ Time Series
+`Alpha Vantage <https://www.alphavantage.co/documentation>`__ Time Series
 endpoints, it is possible to obtain historical equities data for individual
 symbols. The following endpoints are available:
 
@@ -152,7 +152,7 @@ provided.
 Quotes
 ^^^^^^
 
-`AlphaVantage <https://www.alphavantage.co/documentation>`__ Batch Stock Quotes
+`Alpha Vantage <https://www.alphavantage.co/documentation>`__ Batch Stock Quotes
 endpoint allows the retrieval of realtime stock quotes for up to 100 symbols at
 once. These quotes are accessible through the top-level function
 ``get_quote_av``.
@@ -171,7 +171,7 @@ once. These quotes are accessible through the top-level function
 Forex
 ^^^^^
 
-`AlphaVantage <https://www.alphavantage.co/documentation>`__ provides realtime
+`Alpha Vantage <https://www.alphavantage.co/documentation>`__ provides realtime
 currency exchange rates (for physical and digital currencies).
 
 To request the exchange rate of physical or digital currencies, simply format
@@ -199,7 +199,7 @@ Multiple pairs are are allowable:
 Sector Performance
 ^^^^^^^^^^^^^^^^^^
 
-`AlphaVantage <https://www.alphavantage.co/documentation>`__ provides sector
+`Alpha Vantage <https://www.alphavantage.co/documentation>`__ provides sector
 performances through the top-level function ``get_sector_performance_av``.
 
 .. ipython:: python

docs/source/whatsnew/v0.7.0.txt

@@ -11,6 +11,7 @@ v0.7.0 (Xxxxxxx YY, 20ZZ)
 Highlights include:
 
 - Immediate deprecation of Google finance and Morningstar for historical price data, as these API endpoints are no longer supported by their respective providers. Alternate methods are welcome via pull requests, as PDR would like to restore these features.
+- Removal of EDGAR, which was deprecated in v0.6.0.
 
 .. contents:: What's new in v0.7.0
     :local:
@@ -22,23 +23,23 @@ Enhancements
 ~~~~~~~~~~~~
 
 - A new data connector for data provided by
-  `AlphaVantage <https://www.alphavantage.co/documentation>`__ was
+  `Alpha Vantage <https://www.alphavantage.co/documentation>`__ was
   introduced to obtain Foreign Exchange (FX) data.
   (:issue:`389`)
 
 - A new data connector for data provided by
-  `AlphaVantage <https://www.alphavantage.co/documentation>`__ was
+  `Alpha Vantage <https://www.alphavantage.co/documentation>`__ was
   introduced to obtain historical time series data.
   (:issue:`389`)
 
   - A new data connector for data provided by
-  `AlphaVantage <https://www.alphavantage.co/documentation>`__ was
+  `Alpha Vantage <https://www.alphavantage.co/documentation>`__ was
   introduced to obtain sector performance data, accessed through the
   top-level function ``get_sector_performance_av``.
   (:issue:`389`)
 
   - A new data connector for data provided by
-  `AlphaVantage <https://www.alphavantage.co/documentation>`__ was
+  `Alpha Vantage <https://www.alphavantage.co/documentation>`__ was
   introduced to obtain real-time Batch Stock Quotes through the
   top-level function ``get_quote_av``.
   (:issue:`389`)
@@ -65,10 +66,7 @@ Bug Fixes
 
 - Added support for passing the API KEY to QuandlReader either directly or by
   setting the environmental variable QUANDL_API_KEY (:issue:`485`).
-- Handle Morningstar index volume data properly (:issue:`486`).
 - Added support for optionally passing a custom base_url to the EnigmaReader  (:issue:`499`).
-- Fixed Morningstar 'retry' incrementation (:issue:`513`)
-- Updated Google Daily Price API to functional url (:issue:`502`)
 - Fix Yahoo! price data (:issue:`498`)
 - Added back support for Yahoo! price, dividends, and splits data for stocks
   and currency pairs (:issue:`487`).

pandas_datareader/av/__init__.py

@@ -10,12 +10,16 @@
 
 class AlphaVantage(_BaseReader):
     """
-    Base class for all AlphaVantage queries
+    Base class for all Alpha Vantage queries
+
+    Notes
+    -----
+    See `Alpha Vantage <https://www.alphavantage.co/>`__
     """
     _format = 'json'
 
     def __init__(self, symbols=None, start=None, end=None, retry_count=3,
-                 pause=0.001, session=None, api_key=None):
+                 pause=0.1, session=None, api_key=None):
         super(AlphaVantage, self).__init__(symbols=symbols, start=start,
                                            end=end, retry_count=retry_count,
                                            pause=pause, session=session)
@@ -42,12 +46,12 @@ def params(self):
 
     @property
     def function(self):
-        """ AlphaVantage endpoint function"""
+        """ Alpha Vantage endpoint function"""
         raise NotImplementedError
 
     @property
     def data_key(self):
-        """ Key of data returned from AlphaVantage """
+        """ Key of data returned from Alpha Vantage """
         raise NotImplementedError
 
     def _read_lines(self, out):
@@ -61,6 +65,5 @@ def _read_lines(self, out):
             else:
                 raise RemoteDataError()
         df = df[sorted(df.columns)]
-        # df.sort_index(ascending=True, inplace=True)
         df.columns = [id[3:] for id in df.columns]
         return df

pandas_datareader/av/forex.py

@@ -7,7 +7,7 @@
 
 class AVForexReader(AlphaVantage):
     """
-    Returns DataFrame of the AlphaVantage Foreign Exchange (FX) Exchange Rates
+    Returns DataFrame of the Alpha Vantage Foreign Exchange (FX) Exchange Rates
     data.
 
     .. versionadded:: 0.7.0
@@ -18,16 +18,16 @@ class AVForexReader(AlphaVantage):
         Single currency pair (formatted 'FROM/TO') or list of the same.
     retry_count : int, default 3
         Number of times to retry query request.
-    pause : int, default 0.5
+    pause : int, default 0.1
         Time, in seconds, to pause between consecutive queries of chunks. If
         single value given for symbol, represents the pause between retries.
     session : Session, default None
         requests.sessions.Session instance to be used
     api_key : str, optional
-        AlphaVantage API key . If not provided the environmental variable
+        Alpha Vantage API key . If not provided the environmental variable
         ALPHAVANTAGE_API_KEY is read. The API key is *required*.
     """
-    def __init__(self, symbols=None, retry_count=3, pause=0.5, session=None,
+    def __init__(self, symbols=None, retry_count=3, pause=0.1, session=None,
                  api_key=None):
 
         super(AVForexReader, self).__init__(symbols=symbols,

pandas_datareader/av/quotes.py

@@ -6,7 +6,7 @@
 
 class AVQuotesReader(AlphaVantage):
     """
-    Returns DataFrame of AlphaVantage Realtime Stock quotes for a symbol or
+    Returns DataFrame of Alpha Vantage Realtime Stock quotes for a symbol or
     list of symbols.
 
     Parameters
@@ -16,13 +16,13 @@ class AVQuotesReader(AlphaVantage):
         DataFrame with index containing stock symbols.
     retry_count : int, default 3
         Number of times to retry query request.
-    pause : int, default 0
+    pause : int, default 0.1
         Time, in seconds, to pause between consecutive queries of chunks. If
         single value given for symbol, represents the pause between retries.
     session : Session, default None
         requests.sessions.Session instance to be used
     """
-    def __init__(self, symbols=None, retry_count=3, pause=0.5, session=None,
+    def __init__(self, symbols=None, retry_count=3, pause=0.1, session=None,
                  api_key=None):
         if isinstance(symbols, str):
             syms = [symbols]

pandas_datareader/av/sector.py

@@ -6,7 +6,7 @@
 
 class AVSectorPerformanceReader(AlphaVantage):
     """
-    Returns DataFrame of the AlphaVantage Sector Performances SECTOR data.
+    Returns DataFrame of the Alpha Vantage Sector Performances SECTOR data.
 
     .. versionadded:: 0.7.0
 
@@ -16,13 +16,13 @@ class AVSectorPerformanceReader(AlphaVantage):
         Single currency pair (formatted 'FROM/TO') or list of the same.
     retry_count : int, default 3
         Number of times to retry query request.
-    pause : int, default 0.5
+    pause : int, default 0.1
         Time, in seconds, to pause between consecutive queries of chunks. If
         single value given for symbol, represents the pause between retries.
     session : Session, default None
         requests.sessions.Session instance to be used
     api_key : str, optional
-        AlphaVantage API key . If not provided the environmental variable
+        Alpha Vantage API key . If not provided the environmental variable
         ALPHAVANTAGE_API_KEY is read. The API key is *required*.
     """
     @property

pandas_datareader/av/time_series.py

@@ -5,7 +5,7 @@
 
 class AVTimeSeriesReader(AlphaVantage):
     """
-    Returns DataFrame of the AlphaVantage Stock Time Series endpoints
+    Returns DataFrame of the Alpha Vantage Stock Time Series endpoints
 
     .. versionadded:: 0.7.0
 
@@ -20,7 +20,7 @@ class AVTimeSeriesReader(AlphaVantage):
         Ending date, timestamp. Same format as starting date.
     retry_count : int, default 3
         Number of times to retry query request.
-    pause : int, default 0.5
+    pause : int, default 0.1
         Time, in seconds, to pause between consecutive queries of chunks. If
         single value given for symbol, represents the pause between retries.
     session : Session, default None
@@ -39,7 +39,7 @@ class AVTimeSeriesReader(AlphaVantage):
     }
 
     def __init__(self, symbols=None, function="TIME_SERIES_DAILY",
-                 start=None, end=None, retry_count=3, pause=0.35,
+                 start=None, end=None, retry_count=3, pause=0.1,
                  session=None, chunksize=25, api_key=None):
         super(AVTimeSeriesReader, self).__init__(symbols=symbols, start=start,
                                                  end=end,
@@ -55,7 +55,7 @@ def function(self):
 
     @property
     def output_size(self):
-        """ Used to limit the size of the AlphaVantage query when
+        """ Used to limit the size of the Alpha Vantage query when
         possible.
         """
         delta = datetime.now() - self.start

pandas_datareader/base.py

@@ -192,7 +192,7 @@ class _DailyBaseReader(_BaseReader):
     """ Base class for Google / Yahoo daily reader """
 
     def __init__(self, symbols=None, start=None, end=None, retry_count=3,
-                 pause=0.001, session=None, chunksize=25):
+                 pause=0.1, session=None, chunksize=25):
         super(_DailyBaseReader, self).__init__(symbols=symbols,
                                                start=start, end=end,
                                                retry_count=retry_count,

pandas_datareader/data.py

@@ -9,7 +9,6 @@
 from pandas_datareader.av.sector import AVSectorPerformanceReader
 from pandas_datareader.av.time_series import AVTimeSeriesReader
 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.exceptions import DEP_ERROR_MSG, \
@@ -255,7 +254,7 @@ def get_iex_book(*args, **kwargs):
 
 
 def DataReader(name, data_source=None, start=None, end=None,
-               retry_count=3, pause=0.001, session=None, access_key=None):
+               retry_count=3, pause=0.1, session=None, access_key=None):
     """
     Imports data from a number of online sources.
 
@@ -368,11 +367,6 @@ def DataReader(name, data_source=None, start=None, end=None,
         return EurostatReader(symbols=name, start=start, end=end,
                               retry_count=retry_count, pause=pause,
                               session=session).read()
-    elif data_source == "edgar-index":
-        raise ImmediateDeprecationError(DEP_ERROR_MSG.format('EDGAR'))
-        return EdgarIndexReader(symbols=name, start=start, end=end,
-                                retry_count=retry_count, pause=pause,
-                                session=session).read()
     elif data_source == 'nasdaq':
         if name != 'symbols':
             raise ValueError("Only the string 'symbols' is supported for "