Add Tehran Stock Exchange Source

docs/source/readers/index.rst

@@ -22,3 +22,4 @@ Data Readers
    tsp
    world-bank
    yahoo
+   tse

docs/source/readers/tse.rst

@@ -0,0 +1,7 @@
+Tehran Stock Exchange
+------------------------------------
+
+.. py:module:: pandas_datareader.tse
+.. autoclass:: TSEReader
+   :members:
+   :inherited-members: read

docs/source/remote_data.rst

@@ -44,6 +44,7 @@ Currently the following sources are supported:
     - :ref:`Tiingo<remote_data.tiingo>`
     - :ref:`World Bank<remote_data.wb>`
     - :ref:`Yahoo Finance<remote_data.yahoo>`
+    - :ref:`Tehran Stock Exchange<remote_data.tse>`
 
 It should be noted, that various sources support different kinds of data, so not all sources implement the same methods and the data elements returned might also differ.
 
@@ -762,3 +763,31 @@ The following endpoints are available:
 
    dividends = web.DataReader('IBM', 'yahoo-dividends', start, end) 
    dividends.head()
+
+.. _remote_data.tse:
+
+Tehran Stock Exchange
+=====================
+An interface to structure the information provided by
+`Tehran Stock Exchange <https://www.tsetmc.com/>`_
+
+.. ipython:: python
+
+    import pandas_datareader.data as web
+    from datetime import datetime
+    start = datetime(2021, 1, 1)
+    end = dt.datetime.today()
+    f = web.DataReader("نوری", "tse", start, end)
+    f.head()
+
+    # Adjust prices
+    f = web.get_data_tse("نوری", start, end, adjust_price=True)
+    f.head()
+
+    # Resamle Close price weekly or monthly
+    f = web.get_data_tse("نوری", start, end, interval="m")
+    f.head()
+
+    # Multiple series:
+    multi = web.DataReader(["نوری", "برکت"], "tse", start, end)
+    multi.head()

pandas_datareader/__init__.py

@@ -15,6 +15,7 @@
     get_data_quandl,
     get_data_stooq,
     get_data_tiingo,
+    get_data_tse,
     get_data_yahoo,
     get_data_yahoo_actions,
     get_iex_book,
@@ -40,6 +41,7 @@
     "get_components_yahoo",
     "get_data_enigma",
     "get_data_famafrench",
+    "get_data_tse",
     "get_data_yahoo",
     "get_data_yahoo_actions",
     "get_quote_yahoo",

pandas_datareader/data.py

@@ -33,6 +33,7 @@
     TiingoIEXHistoricalReader,
     TiingoQuoteReader,
 )
+from pandas_datareader.tse import TSEReader
 from pandas_datareader.yahoo.actions import YahooActionReader, YahooDivReader
 from pandas_datareader.yahoo.components import _get_data as get_components_yahoo
 from pandas_datareader.yahoo.daily import YahooDailyReader
@@ -46,6 +47,7 @@
     "get_data_fred",
     "get_data_moex",
     "get_data_quandl",
+    "get_data_tse",
     "get_data_yahoo",
     "get_data_yahoo_actions",
     "get_nasdaq_symbols",
@@ -270,6 +272,38 @@ def get_iex_book(*args, **kwargs):
     return IEXDeep(*args, **kwargs).read()
 
 
+def get_data_tse(*args, **kwargs):
+    """
+    Tehran stock exchange daily data
+
+    Returns DataFrame of historical data from the Tehran Stock Exchange
+    open data service, over date range, start to end.
+
+    Parameters
+    ----------
+    symbols : {int, str, List[str], List[int]}
+        The symbols can be persian symbol code or instrument id.
+        This argument can be obtained from tsetmc.com site.
+    start : string, int, date, datetime, Timestamp
+        Starting date. Parses many different kind of date
+        default value is 5 years ago
+        representations (e.g., 'JAN-01-2010', '1/1/10', 'Jan, 1, 1980')
+    end : string, int, date, datetime, Timestamp
+        Ending date
+    retry_count : int, default 3
+        Number of times to retry query request.
+    pause : float, default 0.1
+        Time, in seconds, of the pause between retries.
+    session : Session, default None
+        requests.sessions.Session instance to be used.
+    adjust_price : bool, default False
+        If True, adjusts all prices in hist_data ('Open', 'High', 'Low',
+        'Close') based on 'Adj Close' and 'Yesterday' price.
+    interval: string, d, w, m for daily, weekly, monthly
+    """
+    return TSEReader(*args, **kwargs).read()
+
+
 @deprecate_kwarg("access_key", "api_key")
 def DataReader(
     name,
@@ -360,6 +394,7 @@ def DataReader(
         "av-intraday",
         "econdb",
         "naver",
+        "tse",
     ]
 
     if data_source not in expected_source:
@@ -668,6 +703,19 @@ def DataReader(
             session=session,
         ).read()
 
+    elif data_source == "tse":
+        return TSEReader(
+            symbols=name,
+            start=start,
+            end=end,
+            retry_count=retry_count,
+            pause=pause,
+            session=session,
+            adjust_price=False,
+            chunksize=10,
+            interval="d",
+        ).read()
+
     else:
         msg = "data_source=%r is not implemented" % data_source
         raise NotImplementedError(msg)

pandas_datareader/tests/test_tse.py

@@ -0,0 +1,57 @@
+from datetime import datetime
+
+import pandas as pd
+import pytest
+
+from pandas_datareader import data as web
+
+pytestmark = pytest.mark.stable
+
+
+class TestTSE(object):
+    @property
+    def start(self):
+        return datetime(2021, 3, 1)
+
+    @property
+    def end(self):
+        return datetime(2021, 9, 15)
+
+    def test_tse(self):
+        df = web.DataReader("نوری", "tse", self.start, self.end)
+        assert df.index.name == "Date"
+        assert df.index[0] == pd.to_datetime(self.start)
+        assert df.index[-1] == pd.to_datetime(self.end)
+        assert len(df) == 123
+
+    def test_tse_int_symbol(self):
+        df = web.DataReader("19040514831923530", "tse", self.start, self.end)
+        assert df.index.name == "Date"
+        assert df.index[0] == pd.to_datetime(self.start)
+        assert df.index[-1] == pd.to_datetime(self.end)
+        assert len(df) == 123
+
+    def test_tse_multi(self):
+        names = ["خصدرا", "زاگرس"]
+        df = web.DataReader(names, "tse", self.start, self.end)
+        assert df.index.name == "Date"
+        assert df.index[0] == pd.to_datetime(self.start)
+        assert df.index[-1] == pd.to_datetime(self.end)
+        assert list(df.columns.get_level_values(1)[0 : len(names)]) == names
+        assert len(df) == 126
+
+    def test_tse_multi_bad_series(self):
+        names = ["NOTAREALSERIES", "نوری", "ALSOFAKE"]
+        with pytest.raises(Exception):
+            web.DataReader(names, data_source="tse")
+
+    def test_tse_raises_exception(self):
+        with pytest.raises(Exception):
+            web.DataReader("NON EXISTENT SERIES", "tse", self.start, self.end)
+
+    def test_tse_helper(self):
+        df = web.get_data_tse("نوری", self.start, self.end)
+        assert df.index.name == "Date"
+        assert df.index[0] == pd.to_datetime(self.start)
+        assert df.index[-1] == pd.to_datetime(self.end)
+        assert len(df) == 123