Frequently used functions for financial data analysis
Project description
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)
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