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feat(Data): added new derived features + asset pairs for crypto tickers (#6)

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This commit is contained in:
Mark Aron Szulyovszky
2021-11-17 12:07:49 +01:00
committed by GitHub
parent b0b0d5bbba
commit 3fec439c08
72 changed files with 78660 additions and 12513 deletions
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fetch_data.py
+10 -5
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@@ -1,6 +1,7 @@
#%%
import pandas as pd
from utils.get_prices import get_crypto_price_crypto_compare, get_stock_price_av
from itertools import combinations
#%%
crypto_tickers = ["BTC", "ETH", "BNB", "ADA", "SOL", "XRP", "DOT", "LTC", "UNI", "TRX", "FIL"]
@@ -8,14 +9,18 @@ etf_tickers = ["GLD", "IEF", "TLT", "SPY", "QQQ"]
tickers = crypto_tickers + etf_tickers
#%%
for ticker in tickers:
for ticker in etf_tickers:
print("Fetching ", ticker)
if ticker in crypto_tickers:
df = get_crypto_price_crypto_compare(ticker, "USD", 1500)
else:
df = get_stock_price_av(ticker, "2017-11-10")
df = get_stock_price_av(ticker, "2017-11-10")
df.to_csv(f"data/{ticker}.csv", index=True)
crypto_ticker_pairs = list(combinations(crypto_tickers, 2))
for src_ticker, trg_ticker in crypto_ticker_pairs:
print("Fetching ", src_ticker, trg_ticker)
df = get_crypto_price_crypto_compare(src_ticker, trg_ticker, 1500)
df.to_csv(f"data/{src_ticker}_{trg_ticker}.csv", index=True)
# %%