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https://github.com/alpacatechjp/jpxlab

Data analysis sandbox for JPX
https://github.com/alpacatechjp/jpxlab

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Data analysis sandbox for JPX

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jpxlab
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.. image:: https://img.shields.io/pypi/v/jpxlab.svg
:target: https://pypi.python.org/pypi/jpxlab

.. image:: https://img.shields.io/travis/AlpacaDB/jpxlab.svg
:target: https://travis-ci.org/AlpacaDB/jpxlab

.. image:: https://readthedocs.org/projects/jpxlab/badge/?version=latest
:target: https://jpxlab.readthedocs.io/en/latest/?badge=latest
:alt: Documentation Status

.. image:: https://pyup.io/repos/github/AlpacaDB/jpxlab/shield.svg
:target: https://pyup.io/repos/github/AlpacaDB/jpxlab/
:alt: Updates

The data analysis sandbox for JPX

* Free software: MIT license

Features
--------

* Convert the historical data of FLEX Historical

Usage: download
--------

* Prerequisites: You have to contact with JPX's account manager and get FTP account

.. code-block::

$ cd tools/fetcher
$ vim fetch.sh

# edit `FTP_USER` and `FTP_PASS`

$ ./build.sh
$ ./fetch.sh 20191008

* The file is downloaded into `/downloads`
* You can also specify wiledcard to dowonload multiple files in batch (e.g. `./fetch.sh '201909??'`)
* It fetches from under `/archives/` so most recent files are out of scope

Usage: convert from raw zip files to h5
--------

.. code-block::

$ python cli.py convert --help
Usage: cli.py convert [OPTIONS] [FILES]...

convert raw zip files to h5

Options:
--help Show this message and exit.

Usage: resample h5 files into aggregated dataframe
--------

.. code-block::

$ python cli.py resample --help
Usage: cli.py resample [OPTIONS] [FILES]...

resample the h5 file into aggregated dataframe

Options:
-f, --freq TEXT frequency of resampling (e.g. '1H' for hourly aggregation)
--help Show this message and exit.

Usage: launch the jupyter notebook (locally)
--------

$ make notebook

Usage: launch the jupyter notebook (in docker)
--------

$ make notebook_docker

Credits
-------

This package was created with Cookiecutter_ and the `audreyr/cookiecutter-pypackage`_ project template.

.. _Cookiecutter: https://github.com/audreyr/cookiecutter
.. _`audreyr/cookiecutter-pypackage`: https://github.com/audreyr/cookiecutter-pypackage