Add util because I cannot remember why I would ignore it

This commit is contained in:
2021-06-19 09:47:35 -04:00
parent 0af5a9885d
commit 71f9b58803
2 changed files with 48 additions and 1 deletions

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.gitignore vendored
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@@ -2,4 +2,3 @@ __pycache__
assess_learners/Data assess_learners/Data
data data
grading grading
util.py

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util.py Normal file
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"""MLT: Utility code.
Copyright 2017, Georgia Tech Research Corporation
Atlanta, Georgia 30332-0415
All Rights Reserved
"""
import os
import pandas as pd
def symbol_to_path(symbol, base_dir=None):
"""Return CSV file path given ticker symbol."""
if base_dir is None:
base_dir = os.environ.get("MARKET_DATA_DIR", '../data/')
return os.path.join(base_dir, "{}.csv".format(str(symbol)))
def get_data(symbols, dates, addSPY=True, colname = 'Adj Close'):
"""Read stock data (adjusted close) for given symbols from CSV files."""
df = pd.DataFrame(index=dates)
if addSPY and 'SPY' not in symbols: # add SPY for reference, if absent
symbols = ['SPY'] + list(symbols) # handles the case where symbols is np array of 'object'
for symbol in symbols:
df_temp = pd.read_csv(symbol_to_path(symbol), index_col='Date',
parse_dates=True, usecols=['Date', colname], na_values=['nan'])
df_temp = df_temp.rename(columns={colname: symbol})
df = df.join(df_temp)
if symbol == 'SPY': # drop dates SPY did not trade
df = df.dropna(subset=["SPY"])
return df
def plot_data(df, title="Stock prices", xlabel="Date", ylabel="Price"):
import matplotlib.pyplot as plt
"""Plot stock prices with a custom title and meaningful axis labels."""
ax = df.plot(title=title, fontsize=12)
ax.set_xlabel(xlabel)
ax.set_ylabel(ylabel)
plt.show()
def get_orders_data_file(basefilename):
return open(os.path.join(os.environ.get("ORDERS_DATA_DIR",'orders/'),basefilename))
def get_learner_data_file(basefilename):
return open(os.path.join(os.environ.get("LEARNER_DATA_DIR",'Data/'),basefilename),'r')
def get_robot_world_file(basefilename):
return open(os.path.join(os.environ.get("ROBOT_WORLDS_DIR",'testworlds/'),basefilename))