New datasets: Dow Jones, BTC-USD, ETH-USD, EUR-USD, EUR-GBP, GBP-USD

pyFTS/data/Bitcoin.py

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+"""
+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
+

pyFTS/data/DowJones.py

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+"""
+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
+

pyFTS/data/EURGBP.py

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+"""
+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
+

pyFTS/data/EURUSD.py

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+"""
+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
+

pyFTS/data/Ethereum.py

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+"""
+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
+

pyFTS/data/GBPUSD.py

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+"""
+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
+