Query Finance API for Stocks #152
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utils/portfolio.hpp
Outdated
| int PortFolio(const std::string& stock0, | ||
| const std::string& stock1, | ||
| const std::string& stock2, | ||
| const std::string& stock3, |
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I would use a list/vector here, to make it possible to select an arbitrary number of stocks.
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Fair point, but for pArgs = PyTuple_New(???); how do we solve this dilemma?
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Yeah figured it a bit late, sorry ;D
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No worries, I think it's still early for you?
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How about we allow the user to choose the finance API as well and not restrict it to just Yahoo? I did some digging in the code and found the following are available: expected_source = [
"yahoo",
"iex",
"iex-tops",
"iex-last",
"iex-last",
"bankofcanada",
"stooq",
"iex-book",
"enigma",
"fred",
"famafrench",
"oecd",
"eurostat",
"nasdaq",
"quandl",
"moex",
"tiingo",
"yahoo-actions",
"yahoo-dividends",
"av-forex",
"av-forex-daily",
"av-daily",
"av-daily-adjusted",
"av-weekly",
"av-weekly-adjusted",
"av-monthly",
"av-monthly-adjusted",
"av-intraday",
"econdb",
"naver",
]If the user enters the wrong data source the Python interface throws |
jonpsy
changed the title
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Also, perhaps we should store generated csv file in a designated folder like "temp/" or something, no? |
Maybe it makes sense the user can specify a path + filename and if the path doesn't exist we create it.
Sounds like a good idea to me, in the end it's more about the optimization method, but it's nice to have a solid data generation method as well.
Ideally yes, put sometimes the exception are not handed over to the notebook, but I'm not worried about that if we don't handle certain corner cases, as I mentioned above the main focus of the notebook is on the optimization method. |
- any data source is valid
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Great suggestions, have applied them all. The style check errors seem to be independent of this PR. Do you mind confirming this? |
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@mlpack-jenkins test this please |
A jenkins job I haven't updated, looks like it works now as expected. |
| # Drop the first row since it contains NaN. | ||
| returns = returns.iloc[1:] | ||
| # Normalize dates. | ||
| returns['Date'] = returns['Date'].apply(lambda x : x.strftime('%Y%m%d')) |
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Great, once this is merged. I'll immediately start working on the notebook. Super-easy, barely an inconvenience! |
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Thanks again! |
@zoq This PR is from our discussion yesterday. Let me know if I'm missing something? Thanks