Module Information

Description: Quandl Data Connector of QuantJourney Framework

This utility class facilitates the fetching of financial and economic data from Quandl for use in quantitative analysis. Leveraging Quandl's vast repository, it supports the retrieval of various datasets including macroeconomic indicators, ETFs, commodities, financial metrics, and more, making it a versatile tool for data-driven decision-making in finance.

The Quandl Data Poller is designed with async capabilities to enhance performance when dealing with large volumes of data or fetching data from multiple datasets concurrently. It abstracts the complexity of asynchronous programming and the Quandl API, providing a straightforward interface for data retrieval.

Features: - Support for fetching a wide range of financial and economic datasets from Quandl. - Asynchronous data retrieval for improved performance and efficiency. - Easy integration with financial analysis and quantitative trading strategies. - Flexible date range specification for historical data analysis. - Utilizes the official Quandl API, requiring an API key for access.

Author: jpolec

Date: 18-03-2024

Class: QuandlConnector()

Method: async_get_quandl_data

def async_get_quandl_data(
            dataset_codes: List[str],
            start_date: Optional[str] = None,
            end_date: Optional[str] = None
        ) -> List[pd.DataFrame]

Fetches data from Quandl asynchronously for a given list of dataset codes. Parameters:

Name	Type	Description
dataset_codes	List[str]	List of Quandl dataset codes.
start_date	Optional[str]	Start date in 'YYYY-MM-DD' format. Defaults to None.
end_date	Optional[str]	End date in 'YYYY-MM-DD' format. Defaults to None.

Returns:

Type	Description
List[pd.DataFrame]	List of DataFrames containing the data for each dataset code.

Method: async_get_dataset_metadata

def async_get_dataset_metadata(
            dataset_code: str
        ) -> dict

Fetches metadata for a dataset from Quandl asynchronously. Parameters:

Name	Type	Description
dataset_code	str	Quandl dataset code.

Returns:

Type	Description
dict	Metadata for the dataset.

Method: async_search_datasets

def async_search_datasets(
            query: str
        ) -> List[dict]

Searches for datasets on Quandl asynchronously based on a query string. Parameters:

Name	Type	Description
query	str	Query string to search for datasets.

Returns:

Type	Description
List[dict]	List of datasets matching the search query.

Method: async_get_dataset_codes

def async_get_dataset_codes(
            database_code: str
        ) -> List[str]

Fetches dataset codes for a Quandl database asynchronously. Parameters:

Name	Type	Description
database_code	str	Quandl database code.

Returns:

Type	Description
List[str]	List of dataset codes in the database.

Method: async_get_database_metadata

def async_get_database_metadata(
            database_code: str
        ) -> dict

Fetches metadata for a Quandl database asynchronously. Parameters:

Name	Type	Description
database_code	str	Quandl database code.

Returns:

Type	Description
dict	Metadata for the database.