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pydata / pandas-datareader

Extract data from a wide range of Internet sources into a pandas DataFrame.
https://pydata.github.io/pandas-datareader/stable/index.html
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ENH: cenpy #510

Open ljwolf opened 6 years ago

ljwolf commented 6 years ago

Hey,

I've been thinking about wrapping up a few of the endpoints exposed by cenpy. Is there a well-defined structure for what a reader should look like, such as a regularized query interface or anything? I didn't see so in the developer documentation, but maybe I'm looking in the wrong place?

addisonlynch commented 6 years ago

I took a glance at your cenpy repo, and it's actually a good bit similar to a lot of PDR. I would recommend simply checking out the _BaseReader implementation here, which a cenpy reader would likely inherit. For handling the API key, the implementation will probably be similar to the existing readers (Quandl, AlphaVantage, etc.) which require API keys.

addisonlynch commented 6 years ago

Nonetheless, developer documentation would probably be a good idea.