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