twistml.targets package¶
Submodules¶
twistml.targets.rawstockdata module¶
- Contains functions to extract useful target vectors from raw stock
data .csv files.
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| Author: | Matthias Manhertz |
|---|---|
| Copyright: |
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| Licence: | MIT |
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class
twistml.targets.rawstockdata.StockCsvReader(filepath, pricecolumn, datecolumn, dateformat='%Y-%m-%d', delimiter=', ')¶ Reads daily stock prices from a .csv file.
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read()¶ Reads the .csv file an returns a dict mapping stock price to datetime.
- dict[datetime,float]
- A dictionary where the datetime stamps from the .csv file are the keys and the corresponding stock prices are the values.
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twistml.targets.rawstockdata.get_daily_changes(prices, fromdate, todate, dateformat='%Y-%m-%d', return_classes=False, ignore_neutral_days=True, logger=None)¶ Returns the relative change for each date in a range.
<Extended Summary>
- prices : dict[datetime, float]
- A dictionary that has datetime stamps as keys and the stock prices as values. (Can be generated from a .csv file using the StockCsvReader class.)
- fromdate : str
- Start of the daterange for which to get the stock prize changes as a string in dateformat.
- todate : str
- End of the daterange for which to get the stock prize changes as a string in dateformat.
- dateformat : str, optional
- The dateformat as used by datetime.strftime and datetime.strptime. (See python documentation for details.)
- return_classes : bool, optional
- If True, the returned changes will be 1 for days with positive price change and -1 for days with negative price change, instead of continous values. (If ignore_neutral_days is False 0 will be returned for days without price change.) (default is False)
- ignore_neutral_days : bool, optional
- Days that have no change in stock price are treated as nonexistant. This almost exclusively removes weekends and bank holidays, but may on occasion remove a legitimate datapoint. (default is True)
- logger : logging.Logger, optional
- A logger object, used to display / log console output (default is None, which implies quiet execution).
- daily_changes : dict[datetime, float]
- A dictionary mapping the percentage change in stockprice to a datetime. This does not include dates for which no change can be computed (either because the date itself or the day before are not part of the prices dict).
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Module contents¶
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<module listings>
| Author: | Matthias Manhertz |
|---|---|
| Copyright: |
|
| Licence: | MIT |