def initialLoad(dataDirectory, stock, dailyPath, weeklyPath, monthlyPath, fileType, source, start, end): #Name files filenameDaily = dataDirectory + stock + dailyPath + fileType filenameWeeky = dataDirectory + stock + weeklyPath + fileType filenameMonthly = dataDirectory + stock + monthlyPath + fileType #Load stocks daily = dailyOHLC(stock, source, start, end) weekly = weeklyOHLC(stock, source, start, end) monthly = monthlyOHLC(stock, source, start, end) #Write to csv daily.to_csv(filenameDaily, sep=',') weekly.to_csv(filenameWeeky, sep=',') monthly.to_csv(filenameMonthly, sep=',')
#Get Modules from quantOHLC import dailyOHLC, weeklyOHLC, monthlyOHLC, periodicOHLC from datetime import datetime from datetime import timedelta #Initialize variables now = datetime.now() twoYearsAgo = now - timedelta(480) start = datetime(twoYearsAgo.year,twoYearsAgo.month,twoYearsAgo.day) end = datetime(now.year,now.month,now.day) source = 'yahoo' stock = 'FB' periodSize = 10 expiry = datetime(2016,3,18) #Load stocks daily = dailyOHLC(stock, source, start, end) weekly = weeklyOHLC(stock, source, start, end) monthly = monthlyOHLC(stock, source, start, end) period = periodicOHLC(stock, source, start, end, periodSize)
