from datetime import date
import pandas as pd
from .arkfunds import ArkFunds
from .utils import _convert_to_list
[docs]class ETF(ArkFunds):
"""Class for accessing ARK ETF data"""
_COLUMNS = {
"profile": [
"symbol",
"name",
"description",
"fund_type",
"inception_date",
"cusip",
"isin",
"website",
],
"holdings": [
"fund",
"date",
"company",
"ticker",
"cusip",
"shares",
"market_value",
"weight",
"weight_rank",
],
"trades": [
"fund",
"date",
"direction",
"ticker",
"company",
"cusip",
"shares",
"etf_percent",
],
"news": [
"id",
"datetime",
"related",
"source",
"headline",
"summary",
"url",
"image",
],
}
def __init__(self, symbols: str):
"""Initialize
Args:
symbols (str or list): ARK ETF symbol or list collection of symbols
"""
super(ETF, self).__init__(symbols)
self.symbols = _convert_to_list(symbols)
self._validate_symbols()
def _validate_symbols(self):
valid_symbols = []
invalid_symbols = []
for symbol in self.symbols:
if symbol in self.ARK_FUNDS:
valid_symbols.append(symbol)
else:
invalid_symbols.append(symbol)
self.symbols = valid_symbols
self.invalid_symbols = invalid_symbols or None
def _dataframe(self, symbols, params):
endpoint = params["endpoint"]
columns = self._COLUMNS[endpoint]
dataframes = []
if not self.symbols:
return f"ETF.{endpoint}: Invalid symbols {self.invalid_symbols}. Symbols accepted: {', '.join(self.ARK_FUNDS)}"
else:
for symbol in symbols:
params["query"]["symbol"] = symbol
data = self._get(params)
df = pd.DataFrame(data[endpoint], columns=columns)
if endpoint == "holdings":
df["fund"] = symbol
df["date"] = data.get("date")
if endpoint == "trades":
df["fund"] = symbol
dataframes.append(df)
return pd.concat(dataframes, axis=0).reset_index(drop=True)
[docs] def profile(self):
"""Get ARK ETF profile information
Returns:
pandas.DataFrame
"""
params = {
"key": "etf",
"endpoint": "profile",
"query": {},
}
return self._dataframe(self.symbols, params)
[docs] def holdings(self, _date: date = None):
"""Get ARK ETF holdings
Args:
_date (date, optional): Fund holding date in ISO 8601 format. Defaults to None.
Returns:
pandas.DataFrame
"""
params = {
"key": "etf",
"endpoint": "holdings",
"query": {
"date": _date,
},
}
return self._dataframe(self.symbols, params)
[docs] def trades(self, period: str = "1d"):
"""Get ARK ETF intraday trades
Args:
period (str, optional): Valid periods: 1d, 7d, 1m, 3m, 1y, ytd. Defaults to "1d".
Returns:
pandas.DataFrame
"""
params = {
"key": "etf",
"endpoint": "trades",
"query": {
"period": period,
},
}
return self._dataframe(self.symbols, params)
[docs] def news(self, date_from: date = None, date_to: date = None):
"""Get ARK ETF news
Args:
date_from (date, optional): From-date in ISO 8601 format. Defaults to None.
date_to (date, optional): To-date in ISO 8601 format. Defaults to None.
Returns:
pandas.DataFrame
"""
params = {
"key": "etf",
"endpoint": "news",
"query": {
"date_from": date_from,
"date_to": date_to,
},
}
return self._dataframe(self.symbols, params)