From 6dab0434062cf4437eb6898c28503acb927b7a7b Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Petr=C3=B4nio=20C=C3=A2ndido?= <petronio.candido@gmail.com>
Date: Thu, 6 Sep 2018 14:11:03 -0300
Subject: [PATCH] New datasets: Dow Jones, BTC-USD, ETH-USD, EUR-USD, EUR-GBP,
 GBP-USD

---
 pyFTS/data/Bitcoin.py  | 34 ++++++++++++++++++++++++++++++++++
 pyFTS/data/DowJones.py | 34 ++++++++++++++++++++++++++++++++++
 pyFTS/data/EURGBP.py   | 32 ++++++++++++++++++++++++++++++++
 pyFTS/data/EURUSD.py   | 32 ++++++++++++++++++++++++++++++++
 pyFTS/data/Ethereum.py | 34 ++++++++++++++++++++++++++++++++++
 pyFTS/data/GBPUSD.py   | 32 ++++++++++++++++++++++++++++++++
 6 files changed, 198 insertions(+)
 create mode 100644 pyFTS/data/Bitcoin.py
 create mode 100644 pyFTS/data/DowJones.py
 create mode 100644 pyFTS/data/EURGBP.py
 create mode 100644 pyFTS/data/EURUSD.py
 create mode 100644 pyFTS/data/Ethereum.py
 create mode 100644 pyFTS/data/GBPUSD.py

diff --git a/pyFTS/data/Bitcoin.py b/pyFTS/data/Bitcoin.py
new file mode 100644
index 0000000..e7ccf58
--- /dev/null
+++ b/pyFTS/data/Bitcoin.py
@@ -0,0 +1,34 @@
+"""
+Bitcoin to USD quotations
+
+Daily averaged index, by business day, from 2010 to 2018.
+
+Source: https://finance.yahoo.com/quote/BTC-USD?p=BTC-USD
+"""
+
+
+from pyFTS.data import common
+import pandas as pd
+import numpy as np
+
+
+def get_data():
+    """
+    Get the univariate time series data.
+
+    :return: numpy array
+    """
+    dat = get_dataframe()
+    return np.array(dat["Avg"])
+
+
+def get_dataframe():
+    """
+    Get the complete multivariate time series data.
+
+    :return: Pandas DataFrame
+    """
+    df = pd.read_csv('https://query.data.world/s/72gews5w3c7oaf7by5vp7evsasluia')
+
+    return df
+
diff --git a/pyFTS/data/DowJones.py b/pyFTS/data/DowJones.py
new file mode 100644
index 0000000..dbd54db
--- /dev/null
+++ b/pyFTS/data/DowJones.py
@@ -0,0 +1,34 @@
+"""
+DJI - Dow Jones
+
+Daily averaged index, by business day, from 1985 to 2017.
+
+Source: https://finance.yahoo.com/quote/%5EGSPC/history?p=%5EGSPC
+"""
+
+
+from pyFTS.data import common
+import pandas as pd
+import numpy as np
+
+
+def get_data():
+    """
+    Get the univariate time series data.
+
+    :return: numpy array
+    """
+    dat = get_dataframe()
+    return np.array(dat["Avg"])
+
+
+def get_dataframe():
+    """
+    Get the complete multivariate time series data.
+
+    :return: Pandas DataFrame
+    """
+    df = pd.read_csv('https://query.data.world/s/d4hfir3xrelkx33o3bfs5dbhyiztml')
+
+    return df
+
diff --git a/pyFTS/data/EURGBP.py b/pyFTS/data/EURGBP.py
new file mode 100644
index 0000000..749c260
--- /dev/null
+++ b/pyFTS/data/EURGBP.py
@@ -0,0 +1,32 @@
+"""
+FOREX market EUR-GBP pair.
+
+Daily averaged quotations, by business day, from 2016 to 2018.
+"""
+
+
+from pyFTS.data import common
+import pandas as pd
+import numpy as np
+
+
+def get_data():
+    """
+    Get the univariate time series data.
+
+    :return: numpy array
+    """
+    dat = get_dataframe()
+    return np.array(dat["Avg"])
+
+
+def get_dataframe():
+    """
+    Get the complete multivariate time series data.
+
+    :return: Pandas DataFrame
+    """
+    df = pd.read_csv('https://query.data.world/s/gvsaeruthnxjkwzl7z4ki7u5rduah3')
+
+    return df
+
diff --git a/pyFTS/data/EURUSD.py b/pyFTS/data/EURUSD.py
new file mode 100644
index 0000000..cba86a9
--- /dev/null
+++ b/pyFTS/data/EURUSD.py
@@ -0,0 +1,32 @@
+"""
+FOREX market EUR-USD pair.
+
+Daily averaged quotations, by business day, from 2016 to 2018.
+"""
+
+
+from pyFTS.data import common
+import pandas as pd
+import numpy as np
+
+
+def get_data():
+    """
+    Get the univariate time series data.
+
+    :return: numpy array
+    """
+    dat = get_dataframe()
+    return np.array(dat["Avg"])
+
+
+def get_dataframe():
+    """
+    Get the complete multivariate time series data.
+
+    :return: Pandas DataFrame
+    """
+    df = pd.read_csv('https://query.data.world/s/od4eojioz4w6o5bbwxjfn6j5zoqtos')
+
+    return df
+
diff --git a/pyFTS/data/Ethereum.py b/pyFTS/data/Ethereum.py
new file mode 100644
index 0000000..a5fdc0b
--- /dev/null
+++ b/pyFTS/data/Ethereum.py
@@ -0,0 +1,34 @@
+"""
+Ethereum to USD quotations
+
+Daily averaged index, by business day, from 2016 to 2018.
+
+Source: https://finance.yahoo.com/quote/ETH-USD?p=ETH-USD
+"""
+
+
+from pyFTS.data import common
+import pandas as pd
+import numpy as np
+
+
+def get_data():
+    """
+    Get the univariate time series data.
+
+    :return: numpy array
+    """
+    dat = get_dataframe()
+    return np.array(dat["Avg"])
+
+
+def get_dataframe():
+    """
+    Get the complete multivariate time series data.
+
+    :return: Pandas DataFrame
+    """
+    df = pd.read_csv('https://query.data.world/s/qj4ly7o4rl7oq527xzy4v76wkr3hws')
+
+    return df
+
diff --git a/pyFTS/data/GBPUSD.py b/pyFTS/data/GBPUSD.py
new file mode 100644
index 0000000..8f4c98e
--- /dev/null
+++ b/pyFTS/data/GBPUSD.py
@@ -0,0 +1,32 @@
+"""
+FOREX market GBP-USD pair.
+
+Daily averaged quotations, by business day, from 2016 to 2018.
+"""
+
+
+from pyFTS.data import common
+import pandas as pd
+import numpy as np
+
+
+def get_data():
+    """
+    Get the univariate time series data.
+
+    :return: numpy array
+    """
+    dat = get_dataframe()
+    return np.array(dat["Avg"])
+
+
+def get_dataframe():
+    """
+    Get the complete multivariate time series data.
+
+    :return: Pandas DataFrame
+    """
+    df = pd.read_csv('https://query.data.world/s/sw4mijpowb3mqv6bsat7cdj54hyxix')
+
+    return df
+