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Merge pull request crowdcent#113 from crowdcent/dev
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v0.3.11
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crowdcent authored May 26, 2022
2 parents e014a30 + b6e1f2a commit 6e1303d
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Showing 9 changed files with 14,786 additions and 4,132 deletions.
112 changes: 89 additions & 23 deletions docs/download.html

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1,029 changes: 582 additions & 447 deletions docs/preprocessing.html

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114 changes: 82 additions & 32 deletions nbs/01_download.ipynb

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4,061 changes: 436 additions & 3,625 deletions nbs/03_preprocessing.ipynb

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13,587 changes: 13,587 additions & 0 deletions nbs/test_assets/eodhd-map.csv

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2 changes: 1 addition & 1 deletion numerblox/__init__.py
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@@ -1 +1 @@
__version__ = "0.3.10"
__version__ = "0.3.11"
2 changes: 2 additions & 0 deletions numerblox/download.py
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Expand Up @@ -566,6 +566,7 @@ def generate_stock_dataf(self, ticker: str, start: dt) -> pd.DataFrame:
try:
stock_df = pd.DataFrame(candles)
except:
rich_print(f":warning: WARNING: No data found for ticker: [red]'{ticker}'[/red]. :warning:")
return pd.DataFrame()
stock_df['ticker'] = ticker
stock_df['date'] = pd.to_datetime(stock_df['t'], unit='s', origin='unix')
Expand Down Expand Up @@ -652,6 +653,7 @@ def generate_stock_dataf(self, ticker: str, start: str) -> pd.DataFrame:
stock_df = pd.DataFrame(resp).set_index('date')
stock_df['ticker'] = ticker
except:
rich_print(f":warning: WARNING: No data found for ticker: [red]'{ticker}'[/red]. :warning:")
stock_df = pd.DataFrame()
return stock_df

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9 changes: 6 additions & 3 deletions numerblox/preprocessing.py
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Expand Up @@ -778,17 +778,20 @@ class TickerMapper(BaseProcessor):
Map ticker from one format to another. \n
:param ticker_col: Column used for mapping. Must already be present in the input data. \n
:param target_ticker_format: Format to map tickers to. Must be present in the ticker map. \n
Supported ticker formats are: ['ticker', 'bloomberg_ticker', 'yahoo']
For default mapper supported ticker formats are: ['ticker', 'bloomberg_ticker', 'yahoo'] \n
:param mapper_path: Path to CSV file containing at least ticker_col and target_ticker_format columns. \n
Can be either a web link of local path. Numerai Signals mapping by default.
"""

def __init__(
self, ticker_col: str = "ticker", target_ticker_format: str = "bloomberg_ticker"
self, ticker_col: str = "ticker", target_ticker_format: str = "bloomberg_ticker",
mapper_path: str = "https://numerai-signals-public-data.s3-us-west-2.amazonaws.com/signals_ticker_map_w_bbg.csv"
):
super().__init__()
self.ticker_col = ticker_col
self.target_ticker_format = target_ticker_format

self.signals_map_path = "https://numerai-signals-public-data.s3-us-west-2.amazonaws.com/signals_ticker_map_w_bbg.csv"
self.signals_map_path = mapper_path
self.ticker_map = pd.read_csv(self.signals_map_path)

assert (
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2 changes: 1 addition & 1 deletion settings.ini
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Expand Up @@ -10,7 +10,7 @@ author = Jason Rosenfeld, Carlo Lepelaars and contributors
author_email = [email protected]
copyright = CrowdCent 2022
branch = master
version = 0.3.10
version = 0.3.11
min_python = 3.7
audience = Developers
language = English
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