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| """ | |
| The module implementing various functions loading tick, dollar, stock data sets which can be used as | |
| sandbox data | |
| """ | |
| import os | |
| import pandas as pd | |
| def load_stock_prices() -> pd.DataFrame: | |
| """ | |
| Loads stock prices data sets consisting of | |
| EEM, EWG, TIP, EWJ, EFA, IEF, EWQ, EWU, XLB, XLE, XLF, LQD, XLK, XLU, EPP, FXI, VGK, VPL, SPY, TLT, BND, CSJ, | |
| DIA starting from 2008 till 2016. | |
| :return: (pd.DataFrame) stock_prices data frame | |
| """ | |
| project_path = os.path.dirname(__file__) | |
| prices_df = pd.read_csv( | |
| os.path.join(project_path, "data/stock_prices.csv"), | |
| index_col=0, | |
| parse_dates=[0], | |
| ) | |
| return prices_df | |
| def load_tick_sample() -> pd.DataFrame: | |
| """ | |
| Loads E-Mini S&P 500 futures tick data sample | |
| :return: (pd.DataFrame) with tick data sample | |
| """ | |
| project_path = os.path.dirname(__file__) | |
| tick_df = pd.read_csv( | |
| os.path.join(project_path, "data/tick_data.csv"), index_col=0, parse_dates=[0] | |
| ) | |
| return tick_df | |
| def load_dollar_bar_sample() -> pd.DataFrame: | |
| """ | |
| Loads E-Mini S&P 500 futures dollar bars data sample. | |
| :return: (pd.DataFrame) with dollar bar data sample | |
| """ | |
| project_path = os.path.dirname(__file__) | |
| bars_df = pd.read_csv( | |
| os.path.join(project_path, "data/dollar_bar_sample.csv"), | |
| index_col=0, | |
| parse_dates=[0], | |
| ) | |
| return bars_df | |