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Fix AlphaVantage to handle adjusted endpoint being premium.

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This commit is contained in:
Chris Berkhout 2021-12-27 11:25:55 +11:00
parent 947eaacd29
commit 2787c212d2
6 changed files with 149 additions and 48 deletions
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4
src/pricehist/exceptions.py
View file

@ -52,7 +52,7 @@ class InvalidType(SourceError, ValueError):
class CredentialsError(SourceError):
"""Access credentials are unavailable or invalid."""
def __init__(self, keys, source):
def __init__(self, keys, source, msg=""):
self.keys = keys
self.source = source
message = (
@ -61,6 +61,8 @@ class CredentialsError(SourceError):
f"correctly. Run 'pricehist source {source.id()}' for more "
f"information about credentials."
)
if msg:
message += f" {msg}"
super(CredentialsError, self).__init__(message)

19
src/pricehist/sources/alphavantage.py
View file

@ -51,7 +51,8 @@ class AlphaVantage(BaseSource):
"will list all digital and physical currency symbols.\n"
"The PAIR for stocks is the stock symbol only. The quote currency "
f"will be determined automatically. {self._stock_symbols_message()}\n"
"The price type 'adjclose' is only available for stocks.\n"
"The price type 'adjclose' is only available for stocks, and "
"requires an access key for which premium endpoints are unlocked.\n"
"Beware that digital currencies quoted in non-USD currencies may "
"be converted from USD data at one recent exchange rate rather "
"than using historical rates.\n"
@ -186,8 +187,13 @@ class AlphaVantage(BaseSource):
def _stock_data(self, series):
output_quote = self._stock_currency(series.base) or "UNKNOWN"
if series.type == "adjclose":
function = "TIME_SERIES_DAILY_ADJUSTED"
else:
function = "TIME_SERIES_DAILY"
params = {
"function": "TIME_SERIES_DAILY_ADJUSTED",
"function": function,
"symbol": series.base,
"outputsize": self._outputsize(series.start),
"apikey": self._apikey(),
@ -225,7 +231,8 @@ class AlphaVantage(BaseSource):
"high": entries["2. high"],
"low": entries["3. low"],
"close": entries["4. close"],
"adjclose": entries["5. adjusted close"],
"adjclose": "5. adjusted close" in entries
and entries["5. adjusted close"],
}
for day, entries in reversed(data["Time Series (Daily)"].items())
}
@ -332,6 +339,12 @@ class AlphaVantage(BaseSource):
if type(data) == dict:
if "Note" in data and "call frequency" in data["Note"]:
raise exceptions.RateLimit(data["Note"])
if (
"Information" in data
and "ways to unlock premium" in data["Information"]
):
msg = "You were denied access to a premium endpoint."
raise exceptions.CredentialsError([self.API_KEY_NAME], self, msg)
if "Error Message" in data and "apikey " in data["Error Message"]:
raise exceptions.CredentialsError([self.API_KEY_NAME], self)

12
tests/live.sh
View file

@ -47,11 +47,11 @@ name="Alpha Vantage stocks"
cmd="pricehist fetch alphavantage TSLA -s 2021-01-04 -e 2021-01-08"
read -r -d '' expected <<END
date,base,quote,amount,source,type
2021-01-04,TSLA,USD,729.77,alphavantage,close
2021-01-05,TSLA,USD,735.11,alphavantage,close
2021-01-06,TSLA,USD,755.98,alphavantage,close
2021-01-07,TSLA,USD,816.04,alphavantage,close
2021-01-08,TSLA,USD,880.02,alphavantage,close
2021-01-04,TSLA,USD,729.7700,alphavantage,close
2021-01-05,TSLA,USD,735.1100,alphavantage,close
2021-01-06,TSLA,USD,755.9800,alphavantage,close
2021-01-07,TSLA,USD,816.0400,alphavantage,close
2021-01-08,TSLA,USD,880.0200,alphavantage,close
END
run_test "$name" "$cmd" "$expected"
@ -64,7 +64,7 @@ date,base,quote,amount,source,type
2021-01-05,AUD,EUR,0.63086,alphavantage,close
2021-01-06,AUD,EUR,0.63306,alphavantage,close
2021-01-07,AUD,EUR,0.63284,alphavantage,close
2021-01-08,AUD,EUR,0.63360,alphavantage,close
2021-01-08,AUD,EUR,0.63530,alphavantage,close
END
run_test "$name" "$cmd" "$expected"

39
tests/pricehist/sources/test_alphavantage.py
View file

@ -48,6 +48,9 @@ search_url = re.compile(
r"https://www\.alphavantage\.co/query\?function=SYMBOL_SEARCH.*"
)
stock_url = re.compile(
r"https://www\.alphavantage\.co/query\?function=TIME_SERIES_DAILY&.*"
)
adj_stock_url = re.compile(
r"https://www\.alphavantage\.co/query\?function=TIME_SERIES_DAILY_ADJUSTED.*"
)
physical_url = re.compile(r"https://www\.alphavantage\.co/query\?function=FX_DAILY.*")
@ -64,6 +67,18 @@ rate_limit_json = (
'" }'
)
premium_json = (
'{ "Information": "Thank you for using Alpha Vantage! This is a premium '
"endpoint and there are multiple ways to unlock premium endpoints: (1) "
"become a holder of Alpha Vantage Coin (AVC), an Ethereum-based "
"cryptocurrency that provides various utility & governance functions "
"within the Alpha Vantage ecosystem (AVC mining guide: "
"https://www.alphatournament.com/avc_mining_guide/) to unlock all "
"premium endpoints, (2) subscribe to any of the premium plans at "
"https://www.alphavantage.co/premium/ to instantly unlock all premium "
'endpoints" }'
)
@pytest.fixture
def physical_list_ok(requests_mock):
@ -99,6 +114,13 @@ def ibm_ok(requests_mock):
yield requests_mock
@pytest.fixture
def ibm_adj_ok(requests_mock):
json = (Path(os.path.splitext(__file__)[0]) / "ibm-partial-adj.json").read_text()
requests_mock.add(responses.GET, adj_stock_url, body=json, status=200)
yield requests_mock
@pytest.fixture
def euraud_ok(requests_mock):
json = (Path(os.path.splitext(__file__)[0]) / "eur-aud-partial.json").read_text()
@ -282,7 +304,7 @@ def test_fetch_stock_known(src, type, search_ok, ibm_ok):
stock_req = ibm_ok.calls[1].request
assert search_req.params["function"] == "SYMBOL_SEARCH"
assert search_req.params["keywords"] == "IBM"
assert stock_req.params["function"] == "TIME_SERIES_DAILY_ADJUSTED"
assert stock_req.params["function"] == "TIME_SERIES_DAILY"
assert stock_req.params["symbol"] == "IBM"
assert stock_req.params["outputsize"] == "full"
assert (series.base, series.quote) == ("IBM", "USD")
@ -315,16 +337,19 @@ def test_fetch_stock_types_all_available(src, search_ok, ibm_ok):
opn = src.fetch(Series("IBM", "", "open", "2021-01-04", "2021-01-08"))
hgh = src.fetch(Series("IBM", "", "high", "2021-01-04", "2021-01-08"))
low = src.fetch(Series("IBM", "", "low", "2021-01-04", "2021-01-08"))
adj = src.fetch(Series("IBM", "", "adjclose", "2021-01-04", "2021-01-08"))
mid = src.fetch(Series("IBM", "", "mid", "2021-01-04", "2021-01-08"))
assert cls.prices[0].amount == Decimal("123.94")
assert opn.prices[0].amount == Decimal("125.85")
assert hgh.prices[0].amount == Decimal("125.9174")
assert low.prices[0].amount == Decimal("123.04")
assert adj.prices[0].amount == Decimal("120.943645029")
assert mid.prices[0].amount == Decimal("124.4787")
def test_fetch_stock_types_adj_available(src, search_ok, ibm_adj_ok):
adj = src.fetch(Series("IBM", "", "adjclose", "2021-01-04", "2021-01-08"))
assert adj.prices[0].amount == Decimal("120.943645029")
def test_fetch_stock_type_mid_is_mean_of_low_and_high(src, search_ok, ibm_ok):
hgh = src.fetch(Series("IBM", "", "high", "2021-01-04", "2021-01-08")).prices
low = src.fetch(Series("IBM", "", "low", "2021-01-04", "2021-01-08")).prices
@ -401,6 +426,14 @@ def test_fetch_stock_rate_limit(src, type, search_ok, requests_mock):
assert "rate limit" in str(e.value)
# TODO
def test_fetch_stock_premium(src, search_ok, requests_mock):
requests_mock.add(responses.GET, adj_stock_url, body=premium_json)
with pytest.raises(exceptions.CredentialsError) as e:
src.fetch(Series("IBM", "", "adjclose", "2021-01-04", "2021-01-08"))
assert "denied access to a premium endpoint" in str(e.value)
def test_fetch_physical_known(src, type, physical_list_ok, euraud_ok):
series = src.fetch(Series("EUR", "AUD", type, "2021-01-04", "2021-01-08"))
req = euraud_ok.calls[1].request

81
tests/pricehist/sources/test_alphavantage/ibm-partial-adj.json Normal file
View file

@ -0,0 +1,81 @@
{
"Meta Data": {
"1. Information": "Daily Time Series with Splits and Dividend Events",
"2. Symbol": "IBM",
"3. Last Refreshed": "2021-07-20",
"4. Output Size": "Full size",
"5. Time Zone": "US/Eastern"
},
"Time Series (Daily)": {
"2021-01-11": {
"1. open": "127.95",
"2. high": "129.675",
"3. low": "127.66",
"4. close": "128.58",
"5. adjusted close": "125.471469081",
"6. volume": "5602466",
"7. dividend amount": "0.0000",
"8. split coefficient": "1.0"
},
"2021-01-08": {
"1. open": "128.57",
"2. high": "129.32",
"3. low": "126.98",
"4. close": "128.53",
"5. adjusted close": "125.422677873",
"6. volume": "4676487",
"7. dividend amount": "0.0000",
"8. split coefficient": "1.0"
},
"2021-01-07": {
"1. open": "130.04",
"2. high": "130.46",
"3. low": "128.26",
"4. close": "128.99",
"5. adjusted close": "125.871556982",
"6. volume": "4507382",
"7. dividend amount": "0.0000",
"8. split coefficient": "1.0"
},
"2021-01-06": {
"1. open": "126.9",
"2. high": "131.88",
"3. low": "126.72",
"4. close": "129.29",
"5. adjusted close": "126.164304226",
"6. volume": "7956740",
"7. dividend amount": "0.0000",
"8. split coefficient": "1.0"
},
"2021-01-05": {
"1. open": "125.01",
"2. high": "126.68",
"3. low": "124.61",
"4. close": "126.14",
"5. adjusted close": "123.090458157",
"6. volume": "6114619",
"7. dividend amount": "0.0000",
"8. split coefficient": "1.0"
},
"2021-01-04": {
"1. open": "125.85",
"2. high": "125.9174",
"3. low": "123.04",
"4. close": "123.94",
"5. adjusted close": "120.943645029",
"6. volume": "5179161",
"7. dividend amount": "0.0000",
"8. split coefficient": "1.0"
},
"2020-12-31": {
"1. open": "124.22",
"2. high": "126.03",
"3. low": "123.99",
"4. close": "125.88",
"5. adjusted close": "122.836743878",
"6. volume": "3574696",
"7. dividend amount": "0.0000",
"8. split coefficient": "1.0"
}
}
}

42
tests/pricehist/sources/test_alphavantage/ibm-partial.json
View file

@ -11,71 +11,43 @@
"1. open": "127.95",
"2. high": "129.675",
"3. low": "127.66",
"4. close": "128.58",
"5. adjusted close": "125.471469081",
"6. volume": "5602466",
"7. dividend amount": "0.0000",
"8. split coefficient": "1.0"
"4. close": "128.58"
},
"2021-01-08": {
"1. open": "128.57",
"2. high": "129.32",
"3. low": "126.98",
"4. close": "128.53",
"5. adjusted close": "125.422677873",
"6. volume": "4676487",
"7. dividend amount": "0.0000",
"8. split coefficient": "1.0"
"4. close": "128.53"
},
"2021-01-07": {
"1. open": "130.04",
"2. high": "130.46",
"3. low": "128.26",
"4. close": "128.99",
"5. adjusted close": "125.871556982",
"6. volume": "4507382",
"7. dividend amount": "0.0000",
"8. split coefficient": "1.0"
"4. close": "128.99"
},
"2021-01-06": {
"1. open": "126.9",
"2. high": "131.88",
"3. low": "126.72",
"4. close": "129.29",
"5. adjusted close": "126.164304226",
"6. volume": "7956740",
"7. dividend amount": "0.0000",
"8. split coefficient": "1.0"
"4. close": "129.29"
},
"2021-01-05": {
"1. open": "125.01",
"2. high": "126.68",
"3. low": "124.61",
"4. close": "126.14",
"5. adjusted close": "123.090458157",
"6. volume": "6114619",
"7. dividend amount": "0.0000",
"8. split coefficient": "1.0"
"4. close": "126.14"
},
"2021-01-04": {
"1. open": "125.85",
"2. high": "125.9174",
"3. low": "123.04",
"4. close": "123.94",
"5. adjusted close": "120.943645029",
"6. volume": "5179161",
"7. dividend amount": "0.0000",
"8. split coefficient": "1.0"
"4. close": "123.94"
},
"2020-12-31": {
"1. open": "124.22",
"2. high": "126.03",
"3. low": "123.99",
"4. close": "125.88",
"5. adjusted close": "122.836743878",
"6. volume": "3574696",
"7. dividend amount": "0.0000",
"8. split coefficient": "1.0"
"4. close": "125.88"
}
}
}