37 lines
715 B
Python
37 lines
715 B
Python
"""
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DJI - Dow Jones
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Daily averaged index, by business day, from 1985 to 2017.
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Source: https://finance.yahoo.com/quote/%5EGSPC/history?p=%5EGSPC
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"""
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from pyFTS.data import common
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import pandas as pd
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import numpy as np
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def get_data(field='AVG'):
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"""
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Get the univariate time series data.
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:param field: dataset field to load
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:return: numpy array
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"""
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dat = get_dataframe()
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return np.array(dat[field])
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def get_dataframe():
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"""
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Get the complete multivariate time series data.
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:return: Pandas DataFrame
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"""
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df = common.get_dataframe("DowJones.csv", "https://query.data.world/s/d4hfir3xrelkx33o3bfs5dbhyiztml",
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sep=",")
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return df
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