Exemple #1
0
from packer import Packer
from fdates import parse

P = Packer()

P.dataset(
    1, {
        "url":
        "https://www.newyorkfed.org/medialibrary/media/research/capital_markets/allmonth.xls",
        "name": "Predicted Recession",
        "index": "Date",
        "subsets": ["Rec_prob"],
        "scrape_every": "1 day"
    })
P.sma(1, "Rec_prob", period=5)

P.dataset(
    2, {
        "url": "^VIX.yfi",
        "range": "daily",
        "name": "VIX",
        "index": "date",
        "subsets": ["close"],
        "scrape_every": "1 day"
    })
P.sma(2, "close", period=5)

P.dataset(
    3, {
        "url": "^GSPC.yfi",
        "range": "daily",