Add columns as parameter to get_dataframe

HISTORY.rst

@@ -5,6 +5,7 @@ History
 --------------------------------
 
 * Dev: New config for readthedocs
+* Feature: Add 'columns' parameter to 'get_dataframe' func (#1057)
 
 0.15.6 (2024-05-25)
 --------------------------------

tests/fixtures/ticker_price_with_multiple_columns.yaml

@@ -0,0 +1,27 @@
+interactions:
+- request:
+    body: null
+    headers:
+      Accept: ['*/*']
+      Accept-Encoding: ['gzip, deflate']
+      Authorization: [Token 0000000000000000000000000000000000000000]
+      Connection: [keep-alive]
+      Content-Type: [application/json]
+      User-Agent: [tiingo-python-client 0.5.0]
+    method: GET
+    uri: https://api.tiingo.com/tiingo/daily/GOOGL/prices?format=json&resampleFreq=daily&columns=open,high,low,close,volume
+  response:
+    body: {string: '[{"close":165.14,"date":"2024-10-22T00:00:00+00:00","high":165.77,"low":162.98,"open":162.98,"volume":16568121}]'}
+    headers:
+      Allow: ['GET, HEAD, OPTIONS']
+      Content-Length: ['1982']
+      Content-Type: [application/json]
+      Date: ['Wed, 23 Oct 2024  02:42:06 GMT']
+      Server: [nginx/1.10.1]
+      Vary: ['Accept, Cookie']
+      X-Frame-Options: [SAMEORIGIN]
+    status: {code: 200, message: OK}
+version: 1
+
+
+

tests/fixtures/ticker_price_with_volume_column.yaml

@@ -0,0 +1,27 @@
+interactions:
+- request:
+    body: null
+    headers:
+      Accept: ['*/*']
+      Accept-Encoding: ['gzip, deflate']
+      Authorization: [Token 0000000000000000000000000000000000000000]
+      Connection: [keep-alive]
+      Content-Type: [application/json]
+      User-Agent: [tiingo-python-client 0.5.0]
+    method: GET
+    uri: https://api.tiingo.com/tiingo/daily/GOOGL/prices?format=json&resampleFreq=daily&columns=volume
+  response:
+    body: {string: '[{"date":"2024-10-22T00:00:00+00:00","volume":16568121}]'}
+    headers:
+      Allow: ['GET, HEAD, OPTIONS']
+      Content-Length: ['1001']
+      Content-Type: [application/json]
+      Date: ['Wed, 23 Oct 2024  02:42:06 GMT']
+      Server: [nginx/1.10.1]
+      Vary: ['Accept, Cookie']
+      X-Frame-Options: [SAMEORIGIN]
+    status: {code: 200, message: OK}
+version: 1
+
+
+

tests/test_tiingo.py

@@ -55,7 +55,7 @@ def test_ticker_metadata(self):
     def test_ticker_metadata_as_object(self):
         metadata = self._client.get_ticker_metadata("GOOGL", fmt="object")
         assert metadata.ticker == "GOOGL"  # Access property via ATTRIBUTE
-        assert metadata.name               # (contrast with key access above
+        assert metadata.name  # (contrast with key access above
 
     @vcr.use_cassette('tests/fixtures/ticker_price.yaml')
     def test_ticker_price(self):
@@ -68,7 +68,7 @@ def test_ticker_price(self):
     def test_ticker_price(self):
         """Test that weekly frequency works"""
         prices = self._client.get_ticker_price("GOOGL", startDate='2018-01-05',
-                    endDate='2018-01-19', frequency='weekly')
+                                               endDate='2018-01-19', frequency='weekly')
         assert len(prices) == 3
         assert prices[0].get('adjClose')
 
@@ -98,6 +98,34 @@ def test_ticker_price_with_csv(self):
         rows = list(reader)
         assert len(rows) > 2  # more than 1 day of data
 
+    @vcr.use_cassette('tests/fixtures/ticker_price_with_volume_column.yaml')
+    def test_ticker_price_with_volume_column(self):
+        """Confirm that CSV endpoint works"""
+        prices = self._client.get_ticker_price("GOOGL",
+                                               columns="volume",
+                                               fmt='json')
+        assert len(prices) == 1
+        assert prices[0].get('date')
+        assert not prices[0].get('high')
+        assert not prices[0].get('low')
+        assert not prices[0].get('open')
+        assert not prices[0].get('close')
+        assert prices[0].get('volume')
+
+    @vcr.use_cassette('tests/fixtures/ticker_price_with_multiple_columns.yaml')
+    def test_ticker_price_with_multiple_columns(self):
+        """Confirm that CSV endpoint works"""
+        prices = self._client.get_ticker_price("GOOGL",
+                                               columns="open,high,low,close,volume",
+                                               fmt='json')
+        assert len(prices) == 1
+        assert prices[0].get('date')
+        assert prices[0].get('high')
+        assert prices[0].get('low')
+        assert prices[0].get('open')
+        assert prices[0].get('close')
+        assert prices[0].get('volume')
+
     @vcr.use_cassette('tests/fixtures/intraday_price.yaml')
     def test_intraday_ticker_price(self):
         """Test the EOD Prices Endpoint with data param"""
@@ -149,6 +177,7 @@ def test_invalid_frequency_error(self):
                                                    endDate="2018-01-02",
                                                    frequency="1.5mins")
 
+
 # tiingo/news
 class TestNews(TestCase):
 
@@ -227,6 +256,7 @@ def test_news_bulk_as_objects(self):
         with self.assertRaises(RestClientError):
             assert self._client.get_bulk_news(file_id="1", fmt="object")
 
+
 # FUNDAMENTALS ENDPOINTS
 class TestFundamentals(TestCase):
 

tests/test_tiingo_pandas.py

@@ -114,6 +114,24 @@ def test_intraday_ticker_price(self):
                                             frequency="30Min")
         self.assertGreater(len(prices), 1)
 
+    @vcr.use_cassette('tests/fixtures/ticker_price_with_volume_column.yaml')
+    def test_get_dataframe_with_volume_column(self):
+        """Confirm that CSV endpoint works"""
+        prices = self._client.get_dataframe("GOOGL",
+                                               columns="volume",
+                                               fmt='json')
+        assert len(prices) == 1
+        assert len(prices.columns) == 2
+
+    @vcr.use_cassette('tests/fixtures/ticker_price_with_multiple_columns.yaml')
+    def test_get_dataframe_with_multiple_columns(self):
+        """Confirm that CSV endpoint works"""
+        prices = self._client.get_dataframe("GOOGL",
+                                               columns="open,high,low,close,volume",
+                                               fmt='json')
+        assert len(prices) == 1
+        assert len(prices.columns) == 6
+
     def test_metric_name_column_error(self):
         with self.assertRaises(APIColumnNameError):
             self._client.get_dataframe(['GOOGL', 'AAPL'], startDate='2018-01-05',

tiingo/api.py

@@ -219,7 +219,7 @@ def _request_pandas(self, ticker, metric_name, params):
         return prices
 
     def get_ticker_price(
-        self, ticker, startDate=None, endDate=None, fmt="json", frequency="daily"
+        self, ticker, startDate=None, endDate=None, columns=None, fmt="json", frequency="daily"
     ):
         """By default, return latest EOD Composite Price for a stock ticker.
         On average, each feed contains 3 data sources.
@@ -231,6 +231,8 @@ def get_ticker_price(
              ticker (string): Unique identifier for stock ticker
              startDate (string): Start of ticker range in YYYY-MM-DD format
              endDate (string): End of ticker range in YYYY-MM-DD format
+             columns (string): Optional comma separated parameter specifying which columns to retrieve.
+                By default, 'date', 'open', 'close', 'high' and 'low' are retrieved. 'volume' is an extra option.
              fmt (string): 'csv' or 'json'
              frequency (string): Resample frequency
         """
@@ -244,6 +246,8 @@ def get_ticker_price(
             params["startDate"] = startDate
         if endDate:
             params["endDate"] = endDate
+        if columns:
+            params["columns"] = columns
 
         # TODO: evaluate whether to stream CSV to cache on disk, or
         # load as array in memory, or just pass plain text
@@ -262,6 +266,7 @@ def get_dataframe(
         startDate=None,
         endDate=None,
         metric_name=None,
+        columns=None,
         frequency="daily",
         fmt="json",
     ):
@@ -278,6 +283,8 @@ def get_dataframe(
             tickers (string/list): One or more unique identifiers for a stock ticker.
             startDate (string): Start of ticker range in YYYY-MM-DD format.
             endDate (string): End of ticker range in YYYY-MM-DD format.
+            columns (string): Optional comma separated parameter specifying which columns to retrieve.
+                By default, 'date', 'open', 'close', 'high' and 'low' are retrieved. 'volume' is an extra option.
             metric_name (string): Optional parameter specifying metric to be returned for each
                 ticker.  In the event of a single ticker, this is optional and if not specified
                 all of the available data will be returned.  In the event of a list of tickers,
@@ -315,6 +322,8 @@ def get_dataframe(
             params["startDate"] = startDate
         if endDate:
             params["endDate"] = endDate
+        if columns:
+            params["columns"] = columns
 
         if pandas_is_installed:
             if type(tickers) is str: