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The data analysis sandbox for JPX

Project description

====== jpxlab

.. image:: :target:

.. image:: :target:

.. image:: :target: :alt: Documentation Status

.. image:: :target: :alt: Updates

The data analysis sandbox for JPX

  • Free software: MIT license


  • Convert the historical data of FLEX Historical

Usage: download

  • Prerequisites: You have to contact with JPX's account manager and get FTP account

.. code-block::

$ cd tools/fetcher $ vim


$ ./ $ ./ 20191008

  • The file is downloaded into <repos root>/downloads
  • You can also specify wiledcard to dowonload multiple files in batch (e.g. ./ '201909??')
  • It fetches from under /archives/ so most recent files are out of scope

Usage: convert from raw zip files to h5

.. code-block::

$ python convert --help
Usage: convert [OPTIONS] [FILES]...

  convert raw zip files to h5

  --help  Show this message and exit.

Usage: resample h5 files into aggregated dataframe

.. code-block::

$ python resample --help
Usage: resample [OPTIONS] [FILES]...

  resample the h5 file into aggregated dataframe

  -f, --freq TEXT  frequency of resampling (e.g. '1H' for hourly aggregation)
  --help           Show this message and exit.

Usage: launch the jupyter notebook (locally)

$ make notebook

Usage: launch the jupyter notebook (in docker)

$ make notebook_docker


This package was created with Cookiecutter_ and the audreyr/cookiecutter-pypackage_ project template.

.. _Cookiecutter: .. _audreyr/cookiecutter-pypackage:

======= History

0.1.0 (2019-09-07)

  • First release on PyPI.

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