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downloadData.py
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downloadData.py
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# -*- coding: utf-8 -*-
"""
Created on Sat Aug 30 19:25:07 2014
@author: francesco
"""
import pandas as pd
import Quandl
import datetime
import pandas.io.data
start = datetime.datetime(1990, 1, 1)
end = datetime.datetime(2014, 8, 31)
path = '/home/francesco/Dropbox/DSR/StocksProject/longdatasets/'
## APPLE
out = pd.io.data.get_data_yahoo('AA', start, end)
out.columns.values[-1] = 'AdjClose'
out.columns = out.columns + '_Out'
out['Return_Out'] = out['AdjClose_Out'].pct_change()
out.to_csv('/home/francesco/Dropbox/DSR/StocksProject/longdatasets/alcoa.csv')
### S&P - 500 ^GSPC Yahoo Finance
#sp = pd.io.data.get_data_yahoo('^GSPC', start, end)
#
#sp.columns.values[-1] = 'AdjClose'
#sp.columns = sp.columns + '_SP500'
#sp['Return_SP500'] = sp['AdjClose_SP500'].pct_change()
#
#sp.to_csv('/home/francesco/Dropbox/DSR/StocksProject/longdatasets/sp.csv')
#
##plt.plot(sp['AdjClose_SP500'])
##plt.legend(('Dividend Adjusted Close Price S&P-500',))
##plt.show()
#
#
### Nasdaq Composite ^IXIC Yahoo Finance
#nasdaq = pd.io.data.get_data_yahoo('^IXIC', start, end)
#
#nasdaq.columns.values[-1] = 'AdjClose'
#nasdaq.columns = nasdaq.columns + '_Nasdaq'
#nasdaq['Return_Nasdaq'] = nasdaq['AdjClose_Nasdaq'].pct_change()
#
#nasdaq.to_csv('/home/francesco/Dropbox/DSR/StocksProject/longdatasets/nasdaq.csv')
#
### Dow Jones Industrial Average (YFinance - Quandl)
#djia = Quandl.get("YAHOO/INDEX_DJI", trim_start='1990-01-01', trim_end='2014-08-31', authtoken="mCDHcSdN9mQ_Hubid1Uq")
#
#djia.columns.values[-1] = 'AdjClose'
#djia.columns = djia.columns + '_Djia'
#djia['Return_Djia'] = djia['AdjClose_Djia'].pct_change()
#
#djia.to_csv('/home/francesco/Dropbox/DSR/StocksProject/longdatasets/djia.csv')
#
### 5 Years US Treasury YTM ^FVX Yahoo Finance
#treasury = pd.io.data.get_data_yahoo('^FVX', start, end)
#
#treasury.columns.values[-1] = 'AdjClose'
#treasury.columns = treasury.columns + '_Treasury'
#treasury['Return_Treasury'] = treasury['AdjClose_Treasury'].pct_change()
#
#treasury.to_csv('/home/francesco/Dropbox/DSR/StocksProject/longdatasets/treasury.csv')
#
### Hong Kong Hang Seng ^HSI Yahoo Finance
#hkong = pd.io.data.get_data_yahoo('^HSI', start, end)
#
#hkong.columns.values[-1] = 'AdjClose'
#hkong.columns = hkong.columns + '_HKong'
#hkong['Return_HKong'] = hkong['AdjClose_HKong'].pct_change()
#
#hkong.to_csv('/home/francesco/Dropbox/DSR/StocksProject/longdatasets/hkong.csv')
#
### Frankfurt DAX ^GDAXI Yahoo Finance
#frankfurt = pd.io.data.get_data_yahoo('^GDAXI', start, end)
##frankfurt.tail()
#
#frankfurt.columns.values[-1] = 'AdjClose'
#frankfurt.columns = frankfurt.columns + '_Frankfurt'
#frankfurt['Return_Frankfurt'] = frankfurt['AdjClose_Frankfurt'].pct_change()
#
#frankfurt.to_csv('/home/francesco/Dropbox/DSR/StocksProject/longdatasets/frankfurt.csv')
#
### Paris CAC 40 ^FCHI Yahoo Finance
#paris = pd.io.data.get_data_yahoo('^FCHI', start, end)
#
#paris.columns.values[-1] = 'AdjClose'
#paris.columns = paris.columns + '_Paris'
#paris['Return_Paris'] = paris['AdjClose_Paris'].pct_change()
#
#paris.to_csv('/home/francesco/Dropbox/DSR/StocksProject/longdatasets/paris.csv')
#
### Tokyo Nikkei-225 ^N225 Yahoo Finance
#nikkei = pd.io.data.get_data_yahoo('^N225', start, end)
#
#nikkei.columns.values[-1] = 'AdjClose'
#nikkei.columns = nikkei.columns + '_Nikkei'
#nikkei['Return_Nikkei'] = nikkei['AdjClose_Nikkei'].pct_change()
#
#nikkei.to_csv('/home/francesco/Dropbox/DSR/StocksProject/longdatasets/nikkei.csv')
#
### London FTSE-100 ^FTSE Yahoo Finance
#london = pd.io.data.get_data_yahoo('^FTSE', start, end)
#
#london.columns.values[-1] = 'AdjClose'
#london.columns = london.columns + '_London'
#london['Return_London'] = london['AdjClose_London'].pct_change()
#
#london.to_csv('/home/francesco/Dropbox/DSR/StocksProject/longdatasets/london.csv')
#
### Australia ASX-200 ^AXJO Yahoo Finance
#australia = pd.io.data.get_data_yahoo('^AXJO', start, end)
#
#australia.columns.values[-1] = 'AdjClose'
#australia.columns = australia.columns + '_Australia'
#australia['Return_Australia'] = australia['AdjClose_Australia'].pct_change()
#
#australia.to_csv('/home/francesco/Dropbox/DSR/StocksProject/longdatasets/australia.csv')
########### RAW MATERIALS AND CURRENCIES
### Oil Price US Department for Energy (Quandl)
#oil = Quandl.get("DOE/RWTC", trim_start='2008-01-01', trim_end='2014-08-15', authtoken="mCDHcSdN9mQ_Hubid1Uq")
#
#oil.columns = oil.columns + '_Oil'
#oil['Delta_Oil'] = oil['Value_Oil'].pct_change()
#
### Gold Price (Bundesbank - Quandl)
#gold = Quandl.get("BUNDESBANK/BBK01_WT5511", trim_start="2008-01-01", trim_end="2014-08-15", authtoken="mCDHcSdN9mQ_Hubid1Uq")
#
#gold.columns = gold.columns + '_Gold'
#gold['Delta_Gold'] = gold['Value_Gold'].pct_change()
#
### Dollar in Euros Rate Exchange
#euro = Quandl.get("QUANDL/EURUSD", trim_start="2008-01-01", trim_end="2014-08-15", authtoken="mCDHcSdN9mQ_Hubid1Uq")
#
#euro.columns = euro.columns + '_Euro'
#euro['Delta_Euro'] = euro['Rate_Euro'].pct_change()
#
### Dollar in Japanese Yen Rate Exchange
#yen = Quandl.get("QUANDL/USDJPY", trim_start="2008-01-01", trim_end="2014-08-15", authtoken="mCDHcSdN9mQ_Hubid1Uq")
#
#yen.columns = yen.columns + '_Yen'
#yen['Delta_Yen'] = yen['Rate_Yen'].pct_change()
#
### Dollar in Australian Dollars Rate Exchange
#aud = Quandl.get("QUANDL/USDAUD", trim_start="2008-01-01", trim_end="2014-08-15", authtoken="mCDHcSdN9mQ_Hubid1Uq")
#
#aud.columns = aud.columns + '_Aud'
#aud['Delta_Aud'] = aud['Rate_Aud'].pct_change()