alpha-vantage-client 0.1.1

A comprehensive Python client for Alpha Vantage API with configuration-driven endpoints

Alpha Vantage Client

A comprehensive, configuration-driven Python client for Alpha Vantage API with support for all endpoints including stocks, forex, crypto, commodities, economic indicators, and Alpha Intelligence features.

Features

• Complete API Coverage: All Alpha Vantage endpoints including premium features
• Configuration-Driven: Easy-to-use endpoint configuration system
• Default Parameters: Set defaults at client initialization for cleaner code
• Type Safety: Full type hints and validation
• Developer-Friendly: Beautiful output formatting and comprehensive documentation
• Easy Discovery: Built-in endpoint discovery and filtering

Supported Endpoints

📈 Time Series & Quotes

• Intraday, daily, weekly, monthly time series
• Real-time quotes and bulk quotes
• Market status

📊 Technical Indicators

• Moving averages (SMA, EMA, WMA, DEMA, TEMA, etc.)
• Momentum indicators (RSI, MACD, Stochastic, etc.)
• Trend indicators (ADX, Aroon, etc.)
• Volatility indicators (Bollinger Bands, ATR, etc.)
• Volume indicators (OBV, MFI, etc.)
• And many more...

🏢 Fundamental Data

• Company overview and financial statements
• Earnings and dividends
• ETF profiles and holdings
• Options data

🌍 Economic Indicators

• GDP, inflation, unemployment
• Treasury yields, federal funds rate
• Retail sales, durable goods
• Nonfarm payroll

🛢️ Commodities

• Energy (WTI, Brent, Natural Gas)
• Metals (Copper, Aluminum)
• Agriculture (Wheat, Corn, Cotton, Sugar, Coffee)

💱 Forex & Crypto

• Currency exchange rates
• Forex time series
• Cryptocurrency data

🧠 Alpha Intelligence

• News sentiment analysis
• Earnings call transcripts
• Insider transactions
• Top gainers/losers
• Advanced analytics (fixed and sliding window)

Installation

pip install alpha-vantage-client

Quick Start

from alpha_vantage_client import AlphaVantageClient

# Initialize with your API key
client = AlphaVantageClient(
    api_key="YOUR_API_KEY",
    default_symbol="AAPL",
    default_datatype="json"
)

# Get stock data
data = client.query("time_series_daily", symbol="AAPL")

# Get technical indicators
sma_data = client.query("sma", symbol="AAPL", interval="daily", series_type="close", time_period=20)

# Get economic data
gdp_data = client.query("real_gdp", interval="quarterly")

# Get news sentiment
news_data = client.query("news_sentiment", tickers="AAPL,TSLA", topics="technology")

Advanced Usage

Setting Defaults

client = AlphaVantageClient(
    api_key="YOUR_API_KEY",
    default_symbol="AAPL",
    default_datatype="json",
    default_interval="daily",
    default_series_type="close",
    default_time_period=20
)

# Now you can call methods without specifying common parameters
sma_data = client.query("sma")  # Uses defaults
rsi_data = client.query("rsi")  # Uses defaults

Discovering Endpoints

# Get all available endpoints
all_endpoints = client.get_available_endpoints()

# Get endpoints by category
economic_endpoints = client.get_available_endpoints(category="economic")
tech_indicators = client.get_available_endpoints(category="technical_indicators")

# Search for specific endpoints
gdp_endpoints = client.get_available_endpoints(filter_by="gdp")

# Get detailed information
detailed_info = client.get_available_endpoints(detailed=True, category="economic")

Advanced Analytics

# Fixed window analytics
analytics = client.query("analytics_fixed_window",
                        SYMBOLS="AAPL,MSFT,IBM",
                        RANGE="2023-07-01",
                        INTERVAL="DAILY",
                        CALCULATIONS="MEAN,STDDEV,CORRELATION")

# Sliding window analytics
sliding_analytics = client.query("analytics_sliding_window",
                                SYMBOLS="AAPL,IBM",
                                RANGE="2month",
                                INTERVAL="DAILY",
                                WINDOW_SIZE=20,
                                CALCULATIONS="MEAN,STDDEV(annualized=True)")

Configuration

The client supports extensive configuration options with intelligent defaults:

client = AlphaVantageClient(
    api_key="YOUR_API_KEY",
    # Time series defaults
    default_symbol="AAPL",
    default_interval="daily",
    default_outputsize="compact",
    default_datatype="json",
    
    # Technical indicator defaults
    default_series_type="close",
    default_time_period=20,
    
    # Other defaults
    default_adjusted=True,
    default_extended_hours=False
)

Intelligent Defaults

The client applies defaults intelligently based on each endpoint's validation rules:

• Commodities (sugar, wheat, etc.): No default interval applied (uses API default)
• Economic indicators (GDP, CPI, etc.): No default interval applied
• Time series: Default interval="daily" applied
• Technical indicators: Default interval="daily" and series_type="close" applied

This prevents validation errors when defaults don't match endpoint requirements.

Error Handling

The client provides clear error messages and validation:

try:
    data = client.query("sma", symbol="INVALID", interval="invalid")
except ValueError as e:
    print(f"Validation error: {e}")
except RuntimeError as e:
    print(f"API error: {e}")

Development

Installation for Development

git clone https://github.com/yourusername/alpha-vantage-client.git
cd alpha-vantage-client
pip install -e ".[dev]"

Running Tests

pytest
pytest --cov=alpha_vantage_client

Code Formatting

black alpha_vantage_client/
flake8 alpha_vantage_client/
mypy alpha_vantage_client/

Documentation

• Full API Documentation
• Alpha Vantage API Reference
• Changelog - See what's new in each version

Contributing

1. Fork the repository
2. Create a feature branch
3. Make your changes
4. Add tests
5. Run the test suite
6. Submit a pull request

License

This project is licensed under the MIT License - see the LICENSE file for details.

Support

• 📧 Email: [e-mail]
• 🐛 Issues: GitHub Issues
• 📖 Documentation: Read the Docs

Acknowledgments

• Alpha Vantage for providing the financial data APIs
• The Python community for excellent tools and libraries