mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-28 04:37:19 +08:00
Scott Sanderson
43 lines
982 B
Python
43 lines
982 B
Python
"""
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Quick and dirty script to generate test case inputs.
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"""
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from __future__ import print_function
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from os.path import (
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dirname,
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join,
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)
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from pandas_datareader.data import DataReader
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here = join(dirname(__file__))
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def main():
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symbols = ['AAPL', 'MSFT', 'BRK-A']
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# Specifically chosen to include the AAPL split on June 9, 2014.
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for symbol in symbols:
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data = DataReader(
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symbol,
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'yahoo',
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start='2014-03-01',
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end='2014-09-01',
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)
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data.rename(
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columns={
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'Open': 'open',
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'High': 'high',
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'Low': 'low',
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'Close': 'close',
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'Volume': 'volume',
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},
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inplace=True,
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)
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del data['Adj Close']
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dest = join(here, symbol + '.csv')
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print("Writing %s -> %s" % (symbol, dest))
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data.to_csv(dest, index_label='day')
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if __name__ == '__main__':
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main()
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