def get_baseline(ticker, start, end):
if ticker == 'crypto':
print('*********')
else:
dji = YahooDownloader(
start_date=start, end_date=end, ticker_list=[ticker]
).fetch_data()
print('here ' * 20)
print(dji.head())
return dji
def main():
parser = build_parser()
options = parser.parse_args()
# add following folders
if not os.path.exists("./" + config.DATA_SAVE_DIR):
os.makedirs("./" + config.DATA_SAVE_DIR)
# From config.py file get following:
# start_date
START_DATE = config.START_DATE
# end_date
END_DATE = config.END_DATE
# list of stocks#
STOCK_LIST = config.DOW_30_TICKER
print("All stocks used for training:", STOCK_LIST)
print("Historical data are used from: ", START_DATE)
print("Till end date: ", END_DATE)
# Download and save the data in a pandas DataFrame:
data_frame = YahooDownloader(start_date=START_DATE,
end_date=END_DATE,
ticker_list=STOCK_LIST).fetch_data()
print("Data Frame shape is: ", data_frame.shape)
print("Data Frame format is following: \n\n", data_frame.head())
##
## Save downloaded data to file
##
if os.path.exists("./" + config.DATA_SAVE_DIR + "/" + options.name +
".csv"):
os.remove("./" + config.DATA_SAVE_DIR + "/" + options.name + ".csv")
print("The download data file deleted")
else:
print("The download data file does not exist")
data_frame.to_csv("./" + config.DATA_SAVE_DIR + "/" + options.name +
".csv")
print(
"Successfuly completed the task of downloading and saving financial data."
)
# Download and save the data in a pandas DataFrame:
data_df = YahooDownloader(start_date = '2009-01-01',
end_date = '2021-01-01',
ticker_list = ['AAPL']).fetch_data()
# In[9]:
data_df.shape
# In[10]:
data_df.head()
# In[11]:
data_df=pd.read_csv(r'C:\Users\e0690420\rl_forex\finrl\preprocessing\datasets\chicago_pmi\EURUSD\ohlc\EURUSD_Chicago_Pmi_2018-01-31 - Copy.csv')
data_df.rename(columns = {"time": "date"},
inplace = True)
data_df.date = pd.to_datetime(data_df.date)
data_df['day'] = data_df['date'].dt.dayofweek
data_df['tic'] = 'A'
data_df.head()
# <a id='3'></a>