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Mark Aron Szulyovszky
442915f847
* feat(Data): create DataSource, DataCollection, added hourly crypto data * fix(Data): hourly data format, loading & config
44 lines
1.2 KiB
Python
44 lines
1.2 KiB
Python
from utils.types import Path, FileName, DataSource, DataCollection
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from utils.helpers import flatten
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daily_etf = ["GLD", "IEF", "QQQ", "SPY", "TLT"]
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daily_etf = list(zip(["data/daily_etf"] * len(daily_etf), daily_etf))
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daily_crypto = ["ADA_USD",
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"BCH_USD",
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"BNB_USD",
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"BTC_USD",
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"DOT_USD",
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"ETC_USD",
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"ETH_USD",
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"FIL_USD",
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"LTC_USD",
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"SOL_USD",
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"THETA_USD",
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"TRX_USD",
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"UNI_USD",
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"XLM_USD",
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"XRP_USD",
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"XTZ_USD"]
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daily_crypto = list(zip(["data/daily_crypto"] * len(daily_crypto), daily_crypto))
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hourly_crypto = ["BTC_USD", "DASH_USD", "ETC_USD", "ETH_USD", "LTC_USD", "TRX_USD", "XLM_USD", "XMR_USD", "XRP_USD"]
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hourly_crypto = list(zip(["data/hourly_crypto"] * len(hourly_crypto), hourly_crypto))
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data_collections = dict(
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daily_crypto = daily_crypto,
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daily_etf = daily_etf,
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hourly_crypto = hourly_crypto
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)
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def preprocess_data_collections_config(data_dict: dict) -> dict:
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data_dict = data_dict.copy()
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keys = ['assets', 'other_assets']
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# keys = ['assets', 'other_assets', 'exogenous_data']
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for key in keys:
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preset_names = data_dict[key]
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data_dict[key] = flatten([data_collections[preset_name] for preset_name in preset_names])
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return data_dict
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