135 lines
6.7 KiB
HTML
135 lines
6.7 KiB
HTML
|
|
|
|
<!doctype html>
|
|
|
|
<html>
|
|
<head>
|
|
<meta charset="utf-8" />
|
|
<meta name="viewport" content="width=device-width, initial-scale=1.0"><script type="text/javascript">
|
|
|
|
var _gaq = _gaq || [];
|
|
_gaq.push(['_setAccount', 'UA-55120145-3']);
|
|
_gaq.push(['_trackPageview']);
|
|
|
|
(function() {
|
|
var ga = document.createElement('script'); ga.type = 'text/javascript'; ga.async = true;
|
|
ga.src = ('https:' == document.location.protocol ? 'https://ssl' : 'http://www') + '.google-analytics.com/ga.js';
|
|
var s = document.getElementsByTagName('script')[0]; s.parentNode.insertBefore(ga, s);
|
|
})();
|
|
</script>
|
|
<title>pyFTS.data.DowJones — pyFTS 1.6 documentation</title>
|
|
<link rel="stylesheet" href="../../../_static/bizstyle.css" type="text/css" />
|
|
<link rel="stylesheet" href="../../../_static/pygments.css" type="text/css" />
|
|
|
|
<script id="documentation_options" data-url_root="../../../" src="../../../_static/documentation_options.js"></script>
|
|
<script src="../../../_static/jquery.js"></script>
|
|
<script src="../../../_static/underscore.js"></script>
|
|
<script src="../../../_static/doctools.js"></script>
|
|
<script src="../../../_static/language_data.js"></script>
|
|
<script src="../../../_static/bizstyle.js"></script>
|
|
<link rel="index" title="Index" href="../../../genindex.html" />
|
|
<link rel="search" title="Search" href="../../../search.html" />
|
|
<meta name="viewport" content="width=device-width,initial-scale=1.0">
|
|
<!--[if lt IE 9]>
|
|
<script src="_static/css3-mediaqueries.js"></script>
|
|
<![endif]-->
|
|
</head><body>
|
|
<div class="related" role="navigation" aria-label="related navigation">
|
|
<h3>Navigation</h3>
|
|
<ul>
|
|
<li class="right" style="margin-right: 10px">
|
|
<a href="../../../genindex.html" title="General Index"
|
|
accesskey="I">index</a></li>
|
|
<li class="right" >
|
|
<a href="../../../py-modindex.html" title="Python Module Index"
|
|
>modules</a> |</li>
|
|
<li class="nav-item nav-item-0"><a href="../../../index.html">pyFTS 1.6 documentation</a> »</li>
|
|
<li class="nav-item nav-item-1"><a href="../../index.html" accesskey="U">Module code</a> »</li>
|
|
<li class="nav-item nav-item-this"><a href="">pyFTS.data.DowJones</a></li>
|
|
</ul>
|
|
</div>
|
|
|
|
<div class="document">
|
|
<div class="documentwrapper">
|
|
<div class="bodywrapper">
|
|
<div class="body" role="main">
|
|
|
|
<h1>Source code for pyFTS.data.DowJones</h1><div class="highlight"><pre>
|
|
<span></span><span class="sd">"""</span>
|
|
<span class="sd">DJI - Dow Jones</span>
|
|
|
|
<span class="sd">Daily averaged index, by business day, from 1985 to 2017.</span>
|
|
|
|
<span class="sd">Source: https://finance.yahoo.com/quote/%5EGSPC/history?p=%5EGSPC</span>
|
|
<span class="sd">"""</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.DowJones.get_data">[docs]</a><span class="k">def</span> <span class="nf">get_data</span><span class="p">(</span><span class="n">field</span><span class="o">=</span><span class="s1">'AVG'</span><span class="p">):</span>
|
|
<span class="sd">"""</span>
|
|
<span class="sd"> Get the univariate time series data.</span>
|
|
|
|
<span class="sd"> :param field: dataset field to load</span>
|
|
<span class="sd"> :return: numpy array</span>
|
|
<span class="sd"> """</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="n">field</span><span class="p">])</span></div>
|
|
|
|
|
|
<div class="viewcode-block" id="get_dataframe"><a class="viewcode-back" href="../../../pyFTS.data.html#pyFTS.data.DowJones.get_dataframe">[docs]</a><span class="k">def</span> <span class="nf">get_dataframe</span><span class="p">():</span>
|
|
<span class="sd">"""</span>
|
|
<span class="sd"> Get the complete multivariate time series data.</span>
|
|
|
|
<span class="sd"> :return: Pandas DataFrame</span>
|
|
<span class="sd"> """</span>
|
|
<span class="n">df</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="s2">"DowJones.csv"</span><span class="p">,</span> <span class="s2">"https://query.data.world/s/d4hfir3xrelkx33o3bfs5dbhyiztml"</span><span class="p">,</span>
|
|
<span class="n">sep</span><span class="o">=</span><span class="s2">","</span><span class="p">)</span>
|
|
|
|
<span class="k">return</span> <span class="n">df</span></div>
|
|
|
|
</pre></div>
|
|
|
|
<div class="clearer"></div>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
<div class="sphinxsidebar" role="navigation" aria-label="main navigation">
|
|
<div class="sphinxsidebarwrapper">
|
|
<div id="searchbox" style="display: none" role="search">
|
|
<h3 id="searchlabel">Quick search</h3>
|
|
<div class="searchformwrapper">
|
|
<form class="search" action="../../../search.html" method="get">
|
|
<input type="text" name="q" aria-labelledby="searchlabel" />
|
|
<input type="submit" value="Go" />
|
|
</form>
|
|
</div>
|
|
</div>
|
|
<script>$('#searchbox').show(0);</script>
|
|
</div>
|
|
</div>
|
|
<div class="clearer"></div>
|
|
</div>
|
|
<div class="related" role="navigation" aria-label="related navigation">
|
|
<h3>Navigation</h3>
|
|
<ul>
|
|
<li class="right" style="margin-right: 10px">
|
|
<a href="../../../genindex.html" title="General Index"
|
|
>index</a></li>
|
|
<li class="right" >
|
|
<a href="../../../py-modindex.html" title="Python Module Index"
|
|
>modules</a> |</li>
|
|
<li class="nav-item nav-item-0"><a href="../../../index.html">pyFTS 1.6 documentation</a> »</li>
|
|
<li class="nav-item nav-item-1"><a href="../../index.html" >Module code</a> »</li>
|
|
<li class="nav-item nav-item-this"><a href="">pyFTS.data.DowJones</a></li>
|
|
</ul>
|
|
</div>
|
|
<div class="footer" role="contentinfo">
|
|
© Copyright 2018, Machine Intelligence and Data Science Laboratory - UFMG - Brazil.
|
|
Created using <a href="https://www.sphinx-doc.org/">Sphinx</a> 3.1.2.
|
|
</div>
|
|
</body>
|
|
</html> |