Merge pull request #188 from gliptak/googlequote1

ENH: Refactor GoogleQuotesReader

Author: femtotrader

docs/source/remote_data.rst

@@ -73,6 +73,20 @@ Historical dividends from Yahoo! Finance.
     f = web.DataReader("F", 'yahoo-dividends', start, end)
     f
 
+.. _remote_data.yahoo_quotes:
+
+Yahoo! Finance Quotes
+----------------------
+***Experimental***
+
+The YahooQuotesReader class allows to get quotes data from Yahoo! Finance.
+
+.. ipython:: python
+
+    import pandas_datareader.data as web
+    amzn = web.get_quote_yahoo('AMZN')
+    amzn
+
 .. _remote_data.yahoo_options:
 
 Yahoo! Finance Options
@@ -145,6 +159,20 @@ Google Finance
     f = web.DataReader("F", 'google', start, end)
     f.ix['2010-01-04']
 
+.. _remote_data.google_quotes:
+
+Google Finance Quotes
+----------------------
+***Experimental***
+
+The GoogleQuotesReader class allows to get quotes data from Google Finance.
+
+.. ipython:: python
+
+    import pandas_datareader.data as web
+    q = web.get_quote_google(['AMZN', 'GOOG'])
+    q
+
 .. _remote_data.google_options:
 
 Google Finance Options

docs/source/whatsnew/v0.2.3.txt

@@ -20,6 +20,7 @@ New features
 
 - ``DataReader`` now supports pulling data for the TSP.
 - ``DataReader`` now supports Google options data source, see :ref:`here<remote_data.google_options>` (:issue:`148`).
+- ``DataReader`` now supports Google quotes, see :ref:`here<remote_data.google_quotes>` (:pull:`188`).
 
 .. _whatsnew_023.api_breaking:
 

pandas_datareader/google/quotes.py

@@ -1,4 +1,7 @@
-import pandas
+import pandas as pd
+from dateutil.parser import parse
+import numpy as np
+
 from pandas_datareader.base import _BaseReader
 import json
 import re
@@ -14,7 +17,7 @@ def url(self):
 
     @property
     def params(self):
-        if isinstance(self.symbols, pandas.compat.string_types):
+        if isinstance(self.symbols, pd.compat.string_types):
             sym_list = self.symbols
         else:
             sym_list = ','.join(self.symbols)
@@ -25,5 +28,6 @@ def _read_lines(self, out):
         buffer = out.read()
         m = re.search('// ', buffer)
         result = json.loads(buffer[m.start() + len('// '):])
-        return pandas.DataFrame([float(x['l']) for x in result],
-                                index=[x['t'] for x in result])
+        return pd.DataFrame([[float(x['cp']), float(x['l']), np.datetime64(parse(x['lt']).isoformat())]
+                            for x in result], columns=['change_pct', 'last', 'time'],
+                            index=[x['t'] for x in result])

pandas_datareader/tests/test_google.py

@@ -56,9 +56,30 @@ def test_google(self):
         self.assertRaises(Exception, web.DataReader, "NON EXISTENT TICKER",
                           'google', start, end)
 
+    def assert_option_result(self, df):
+        """
+        Validate returned quote data has expected format.
+        """
+        self.assertTrue(isinstance(df, pd.DataFrame))
+        self.assertTrue(len(df) > 0)
+
+        exp_columns = pd.Index(['change_pct', 'last', 'time'])
+        tm.assert_index_equal(df.columns, exp_columns)
+
+        dtypes = [np.dtype(x) for x in ['float64', 'float64', 'datetime64[ns]']]
+        tm.assert_series_equal(df.dtypes, pd.Series(dtypes, index=exp_columns))
+
+    def test_get_quote_string(self):
+        df = web.get_quote_google('GOOG')
+        self.assertTrue(df.ix['GOOG']['last'] > 0.0)
+        tm.assert_index_equal(df.index, pd.Index(['GOOG']))
+        self.assert_option_result(df)
+
     def test_get_quote_stringlist(self):
         df = web.get_quote_google(['GOOG', 'AMZN', 'GOOG'])
         assert_series_equal(df.ix[0], df.ix[2])
+        tm.assert_index_equal(df.index, pd.Index(['GOOG', 'AMZN', 'GOOG']))
+        self.assert_option_result(df)
 
     def test_get_goog_volume(self):
         for locale in self.locales: