[ENH] Remove yfinance as a dependency and implement data_loader#721
[ENH] Remove yfinance as a dependency and implement data_loader#721Shuvam586 wants to merge 3 commits intoPyPortfolio:mainfrom
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instead of editing tickers mentioned in the also removed |
fkiraly
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Nice, thanks!
May I request to not use data downloaded via yfinance from Yahoo services at all? This is due to terms of use, we should not distribute data from Yahoo services at all in the repository or package.
Could you instead use similar data? Either completely randomly generated (Brownian motion random walk or similar, with same column names and time index), or taking some inspiration from the actual data in how you randomize - but it cannot be the exact values.
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Thanks! Could you kindly post here the plots in the notebooks before/after, just to check if they look similar? |
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also, code formatting tests are failing, please look at |
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i have run |
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plots you asked for: previous data plot with data from synthetic data plot from brownian motion: |
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Thanks! I suspect the actual data would be closer to exponential Brownian motion - that should be achieved by simply taking |
| return pd.read_csv(f, **read_csv_kwargs) | ||
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| def load_stockdata(tickers: list = None, start: str = None, end: str = None): |
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please add docstrings (numpydoc format)
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| def available_tickers(): | ||
| df = _load_raw_data("stock_prices.csv", parse_dates=["date"]) |
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is this not known in advance? Instad of loading the csv, you could simply load the header, or return the known list
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Thanks, looks good!
- can you re-execute the notebooks after a clean reset?
- I think the simulated data should be exponential brownian motion to resemble the actual data
- please add numpydoc docstrings to the data loaders
- further comments above
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non-blocking - would it be possible to include the simulation code somewhere in the |
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Closes #716
pypfopt.dataloaders for stock prices and market caps.