https://github.com/alpacatechjp/jpxlab
Data analysis sandbox for JPX
https://github.com/alpacatechjp/jpxlab
Last synced: about 1 year ago
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Data analysis sandbox for JPX
- Host: GitHub
- URL: https://github.com/alpacatechjp/jpxlab
- Owner: AlpacaTechJP
- License: mit
- Created: 2019-09-14T12:19:56.000Z (almost 7 years ago)
- Default Branch: master
- Last Pushed: 2022-12-26T20:48:01.000Z (over 3 years ago)
- Last Synced: 2024-10-29T08:25:48.206Z (over 1 year ago)
- Language: Jupyter Notebook
- Size: 4.52 MB
- Stars: 29
- Watchers: 19
- Forks: 3
- Open Issues: 3
-
Metadata Files:
- Readme: README.rst
- Changelog: HISTORY.rst
- Contributing: CONTRIBUTING.rst
- License: LICENSE
Awesome Lists containing this project
README
======
jpxlab
======
.. 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