Source code for pyFTS.data.TAIEX

"""
The Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX)

Daily averaged index by business day, from 1995 to 2014.

Source: http://www.twse.com.tw/en/products/indices/Index_Series.php
"""
from pyFTS.data import common
import pandas as pd
import numpy as np


[docs]def get_data(): """ Get the univariate time series data. :return: numpy array """ dat = get_dataframe() dat = np.array(dat["avg"]) return dat
[docs]def get_dataframe(): """ Get the complete multivariate time series data. :return: Pandas DataFrame """ dat = common.get_dataframe('TAIEX.csv.bz2', 'https://github.com/petroniocandido/pyFTS/raw/8f20f3634aa6a8f58083bdcd1bbf93795e6ed767/pyFTS/data/TAIEX.csv.bz2', sep=",", compression='bz2') dat["Date"] = pd.to_datetime(dat["Date"]) return dat