mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-03 16:56:11 +08:00
Scott Sanderson
f82a01841b
zipline.modelling.* -> zipline.pipeline.* zipline.data.ffc.loaders -> zipline.pipeline.loaders tests/modelling -> tests/pipeline
37 lines
913 B
Python
37 lines
913 B
Python
"""
|
|
Quick and dirty script to generate test case inputs.
|
|
"""
|
|
from __future__ import print_function
|
|
from os.path import (
|
|
dirname,
|
|
join,
|
|
)
|
|
from pandas.io.data import get_data_yahoo
|
|
|
|
here = join(dirname(__file__))
|
|
|
|
|
|
def main():
|
|
symbols = ['AAPL', 'MSFT', 'BRK-A']
|
|
# Specifically chosen to include the AAPL split on June 9, 2014.
|
|
for symbol in symbols:
|
|
data = get_data_yahoo(symbol, start='2014-03-01', end='2014-09-01')
|
|
data.rename(
|
|
columns={
|
|
'Open': 'open',
|
|
'High': 'high',
|
|
'Low': 'low',
|
|
'Close': 'close',
|
|
'Volume': 'volume',
|
|
},
|
|
inplace=True,
|
|
)
|
|
del data['Adj Close']
|
|
|
|
dest = join(here, symbol + '.csv')
|
|
print("Writing %s -> %s" % (symbol, dest))
|
|
data.to_csv(dest, index_label='day')
|
|
|
|
if __name__ == '__main__':
|
|
main()
|