37 lines
979 B
Python
37 lines
979 B
Python
"""
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National Association of Securities Dealers Automated Quotations - Composite Index (NASDAQ IXIC)
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Daily averaged index by business day, from 2000 to 2016.
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Source: http://www.nasdaq.com/aspx/flashquotes.aspx?symbol=IXIC&selected=IXIC
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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: str="avg") -> np.ndarray:
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"""
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Get a simple univariate time series data.
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:param field: the dataset field name to extract
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:return: numpy array
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"""
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dat = get_dataframe()
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dat = np.array(dat[field])
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return dat
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def get_dataframe() -> pd.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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dat = common.get_dataframe('NASDAQ.csv.bz2',
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'https://github.com/petroniocandido/pyFTS/raw/8f20f3634aa6a8f58083bdcd1bbf93795e6ed767/pyFTS/data/NASDAQ.csv.bz2',
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sep=",", compression='bz2')
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return dat
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