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https://github.com/webclinic017/drift.git
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Mark Aron Szulyovszky
c9f8ed1304
* 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
16 lines
363 B
Python
16 lines
363 B
Python
#%%
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import pandas as pd
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from data_loader.get_prices import get_crypto_price_crypto_compare, get_stock_price_av
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#%%
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etf_tickers = ["GLD", "IEF", "TLT", "SPY", "QQQ"]
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etf_path = "data/daily_etf"
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#%%
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for ticker in etf_tickers:
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print("Fetching ", ticker)
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df = get_stock_price_av(ticker, "2017-11-10")
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df.to_csv(f"{etf_path}/{ticker}.csv", index=True)
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