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pyFTS/docs/build/html/_modules/pyFTS/data/SP500.html
Petrônio Cândido 471d7b2f48 Documentation update
2023-05-24 20:05:50 -03:00

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<h1>Source code for pyFTS.data.SP500</h1><div class="highlight"><pre>
<span></span><span class="sd">&quot;&quot;&quot;</span>
<span class="sd">S&amp;P500 - Standard &amp; Poor&#39;s 500</span>
<span class="sd">Daily averaged index, by business day, from 1950 to 2017.</span>
<span class="sd">Source: https://finance.yahoo.com/quote/%5EGSPC/history?p=%5EGSPC</span>
<span class="sd">&quot;&quot;&quot;</span>
<span class="kn">from</span> <span class="nn">pyFTS.data</span> <span class="kn">import</span> <span class="n">common</span>
<span class="kn">import</span> <span class="nn">pandas</span> <span class="k">as</span> <span class="nn">pd</span>
<span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
<div class="viewcode-block" id="get_data"><a class="viewcode-back" href="../../../pyFTS.data.html#pyFTS.data.SP500.get_data">[docs]</a><span class="k">def</span> <span class="nf">get_data</span><span class="p">()</span> <span class="o">-&gt;</span> <span class="n">np</span><span class="o">.</span><span class="n">ndarray</span><span class="p">:</span>
<span class="w"> </span><span class="sd">&quot;&quot;&quot;</span>
<span class="sd"> Get the univariate time series data.</span>
<span class="sd"> :return: numpy array</span>
<span class="sd"> &quot;&quot;&quot;</span>
<span class="n">dat</span> <span class="o">=</span> <span class="n">get_dataframe</span><span class="p">()</span>
<span class="k">return</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">dat</span><span class="p">[</span><span class="s2">&quot;Avg&quot;</span><span class="p">])</span></div>
<div class="viewcode-block" id="get_dataframe"><a class="viewcode-back" href="../../../pyFTS.data.html#pyFTS.data.SP500.get_dataframe">[docs]</a><span class="k">def</span> <span class="nf">get_dataframe</span><span class="p">()</span> <span class="o">-&gt;</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">:</span>
<span class="w"> </span><span class="sd">&quot;&quot;&quot;</span>
<span class="sd"> Get the complete multivariate time series data.</span>
<span class="sd"> :return: Pandas DataFrame</span>
<span class="sd"> &quot;&quot;&quot;</span>
<span class="n">dat</span> <span class="o">=</span> <span class="n">common</span><span class="o">.</span><span class="n">get_dataframe</span><span class="p">(</span><span class="s1">&#39;SP500.csv.bz2&#39;</span><span class="p">,</span>
<span class="s1">&#39;https://github.com/petroniocandido/pyFTS/raw/8f20f3634aa6a8f58083bdcd1bbf93795e6ed767/pyFTS/data/SP500.csv.bz2&#39;</span><span class="p">,</span>
<span class="n">sep</span><span class="o">=</span><span class="s2">&quot;,&quot;</span><span class="p">,</span> <span class="n">compression</span><span class="o">=</span><span class="s1">&#39;bz2&#39;</span><span class="p">)</span>
<span class="k">return</span> <span class="n">dat</span></div>
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