35 lines
814 B
Python
35 lines
814 B
Python
"""
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S&P500 - Standard & Poor's 500
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Daily averaged index, by business day, from 1950 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() -> np.ndarray:
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"""
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Get the univariate time series data.
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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["Avg"])
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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('SP500.csv.bz2',
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'https://github.com/petroniocandido/pyFTS/raw/8f20f3634aa6a8f58083bdcd1bbf93795e6ed767/pyFTS/data/SP500.csv.bz2',
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sep=",", compression='bz2')
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return dat
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