pyFTS/pyFTS/data/EURUSD.py

35 lines
662 B
Python

"""
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(field='avg'):
"""
Get the univariate time series data.
:param field: dataset field to load
:return: numpy array
"""
dat = get_dataframe()
return np.array(dat[field])
def get_dataframe():
"""
Get the complete multivariate time series data.
:return: Pandas DataFrame
"""
df = common.get_dataframe("EURUSD.csv", "https://query.data.world/s/od4eojioz4w6o5bbwxjfn6j5zoqtos",
sep=",")
return df