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feat(Data): added script to download data from binance (#224)

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* feat(Data): added script to download data from binance

* feat(Data): saving unified parquet file/loading

* fix(Config): tweak the cusum filter's threshold

* fix(Dependencies): added binance_historical_data
This commit is contained in:
Mark Aron Szulyovszky
2022-02-20 12:30:53 +01:00
committed by GitHub
parent 7a443d93e4
commit c9f8ed1304
11 changed files with 85 additions and 101 deletions
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run_fetch_data_daily.py
+1 -25
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@@ -3,26 +3,8 @@ import pandas as pd
from data_loader.get_prices import get_crypto_price_crypto_compare, get_stock_price_av
#%%
crypto_tickers = [
"BTC",
"ETH",
"BNB",
"ADA",
"SOL",
"XRP",
"DOT",
"LTC",
"UNI",
"TRX",
"XLM",
"BCH",
"FIL",
"ETC",
"THETA",
"XTZ",
]
etf_tickers = ["GLD", "IEF", "TLT", "SPY", "QQQ"]
crypto_path = "data/daily_crypto"
etf_path = "data/daily_etf"
#%%
@@ -31,9 +13,3 @@ for ticker in etf_tickers:
df = get_stock_price_av(ticker, "2017-11-10")
df.to_csv(f"{etf_path}/{ticker}.csv", index=True)
for src_ticker in crypto_tickers:
print("Fetching ", src_ticker, "USD")
df = get_crypto_price_crypto_compare(src_ticker, "USD", 1500)
df.to_csv(f"{crypto_path}/{src_ticker}_USD.csv", index=True)