xone 0.0.8

Frequently used functions for financial data analysis

x1

Frequently used functions for financial data analysis

Installation

pip install xone

Utilities

Files

Automatic check and create path and save files:

In[1]: import pandas as pd
In[2]: from xone import files

In[3]: DATA_PATH = '/data/Bloomberg'

In[4]: ticker = 'BHP AU Equity'
In[5]: data_file = f'{DATA_PATH}/{ticker.split()[-1]}/{ticker}/2018-09-10.parq'
In[6]: sample = pd.DataFrame(
  ...:     data=dict(
  ...:         price=[31.08, 31.10, 31.11, 31.07, 31.04, 31.04],
  ...:         volume=[10166, 69981, 14343, 10096, 11506, 9718],
  ...:     ),
  ...:     index=pd.DatetimeIndex(
  ...:         start='2018-09-10T10:10:00', periods=6, freq='min'
  ...:     ).tz_localize('Australia/Sydney'),
  ...: )

In[7]: files.create_folder(data_file, is_file=True)
In[8]: sample.to_parquet(data_file)

Logs