def data_extraction(interval, length):
x = []
y = []
eur_sek = Currency('EURSEK')
for i in range (length):
eur_sek.refresh()
timestamp = datetime.datetime.now()
rate = eur_sek.get_bid()
print('Time: ',timestamp)
print ('EUR-SEK: ',rate)
print ('')
x.append(timestamp)
y.append(rate)
time.sleep(interval)
data = pd.DataFrame(x, columns=['Date'])
data['Rate'] = y
return data
class TestCurrency(TestCase):
def setUp(self):
self.eur_pln = Currency('EURPLN')
def test_eurpln(self):
# assert these are float-like
float(self.eur_pln.get_bid())
float(self.eur_pln.get_ask())
float(self.eur_pln.get_rate())
def test_eurpln_date(self):
eur_pln = Currency('EURPLN')
try:
datetime.datetime.strptime(eur_pln.get_trade_datetime(),
"%Y-%m-%d %H:%M:%S %Z%z")
except ValueError as v:
if "bad directive" in str(v):
raise SkipTest("datetime format checking requires the %z directive.")
else:
raise
class TestCurrency(TestCase):
def setUp(self):
self.eur_pln = Currency('EURPLN')
def test_eurpln(self):
# assert these are float-like
float(self.eur_pln.get_bid())
float(self.eur_pln.get_ask())
float(self.eur_pln.get_rate())
def test_eurpln_date(self):
eur_pln = Currency('EURPLN')
try:
datetime.datetime.strptime(eur_pln.get_trade_datetime(),
"%Y-%m-%d %H:%M:%S %Z%z")
except ValueError as v:
if "bad directive" in str(v):
raise SkipTest(
"datetime format checking requires the %z directive.")
else:
raise
from yahoo_finance import Currency
eur_pln = Currency('EURPLN')
print (eur_pln.get_bid())
def _get_euro_exchange_rate(self):
eur_brl = Currency('EURBRL')
return eur_brl.get_bid()
def _get_dollar_exchange_rate(self):
usd_brl = Currency('USDBRL')
return usd_brl.get_bid()
# get_year_high()
# get_year_low()
# get_50day_moving_avg()
# get_200day_moving_avg()
# get_price_earnings_ratio()
# get_price_earnings_growth_ratio()
# get_price_sales()
# get_price_book()
# get_short_ratio()
# get_trade_datetime()
# get_historical(start_date, end_date)
# get_info()
# refresh()
from yahoo_finance import Currency
eur_pln = Currency('EURPLN')
print eur_pln.get_bid()
print eur_pln.get_ask()
print eur_pln.get_rate()
print eur_pln.get_trade_datetime()
eur_pln.refresh()
print eur_pln.get_rate()
print eur_pln.get_trade_datetime()
# get_bid()
# get_ask()
# get_rate()
# get_trade_datetime()
# refresh()
data = data = quandl.get(tickers,start_date=start, end_date=end)
data.tail(1).T
s=data[["CHRIS/SHFE_AU1 - Close","YAHOO/INDEX_HUI - Adjusted Close","CHRIS/CME_GC1 - Last"]]
s.apply(lambda x: (x - np.mean(x)) / (np.max(x) - np.min(x)), axis=0).ix['2014':].plot(color=tableau20)
#==============================================================================
#
#==============================================================================
import pandas_datareader.data as web
df = web.DataReader("EURUSD=x", 'yahoo', start, end)
from yahoo_finance import Currency
fx = Currency('EURUSD')
fx.get_bid()
fx.get_ask()
fx.get_rate()
fx.get_trade_datetime()
fx.get_historical('2014-04-25', '2014-04-29')
fx.data_set
from yahoo_finance import Share
yahoo = Share('YHOO')
yahoo.get_open()
yahoo.get_price()
yahoo.get_trade_datetime()
yahoo.refresh() #Refresh data from market
yahoo.get_historical('2014-04-25', '2014-04-29')
from yahoo_finance import Currency
eur_pln = Currency('EURPLN')
eur_pln.get_bid()
eur_pln.get_ask()
eur_pln.get_rate()
eur_pln.get_trade_datetime()
eur_pln.refresh()
#reading google finance data
import pandas_datareader.data as web
import datetime
start = datetime.datetime(2010, 1, 1)
end = datetime.datetime(2013, 1, 27)
f = web.DataReader("F", 'google', start, end)
f.ix['2010-01-04']
#reading yahoo finance data
from yahoo_finance import Currency
eur_sek = Currency('EURSEK')
eur_sek.refresh()
print(eur_sek.get_bid())
def getchange(fromto='USDCNY'):
change = Currency(fromto)
bid = change.get_bid()
ask = change.get_ask()
rate = change.get_rate()
return rate
def _get_euro_exchange_rate(self):
eur_brl = Currency('EURBRL')
return eur_brl.get_bid()
def _get_dollar_exchange_rate(self):
usd_brl = Currency('USDBRL')
return usd_brl.get_bid()
