Files
ML4T/playground/play.py

37 lines
1.0 KiB
Python

import os
import pandas as pd
import datetime as dt
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(path, dates):
"""Read stock data (adjusted close) for given symbols from CSV files."""
df = pd.DataFrame(index=dates)
df_temp = pd.read_csv(path,
index_col='time',
parse_dates=True,
usecols=['time', 'open', 'high', 'low', 'close'],
na_values=['nan'])
df = df.join(df_temp)
return df
def plot_data(df, title="Stock prices", xlabel="Date", ylabel="Price"):
import mplfinance as mpf
mpf.plot(df, type='candle', mav=(9, 24))
def test_code():
sd = dt.datetime(2020,1,1)
ed = dt.datetime(2020,8,30)
dates = pd.date_range(sd, ed)
prices_all = get_data(symbol_to_path('BTCUSD_Coinbase'), dates)
plot_data(prices_all)
if __name__ == "__main__":
test_code()