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symbols_data[symbol] = symbol_data
symbols_panel = pd.concat(symbols_data).to_panel()
symbols_panel = symbols_panel.swapaxes('minor', 'major')
if symbols_panel.empty:
ProphetException("No data for the range specified:"
" %s to %s" % (data_start, end))
symbols_panel = symbols_panel.fillna(method='ffill')
symbols_panel = symbols_panel.fillna(method='bfill')
symbols_panel = symbols_panel.fillna(1.0)
return symbols_panel.loc[:, ((symbols_panel.major_axis >= data_start)
& (symbols_panel.major_axis <= end))]
class YahooCloseData(PandasDataGenerator):
name = 'prices'
def __init__(self, cache_path=None, data_path=None):
super(YahooCloseData, self).__init__(cache_path=cache_path,
data_path=data_path)
def run(self,
data,
symbols,
start=datetime(2007, 1, 1),
end=None,
lookback=0):
if not end:
end = datetime.now()
symbols_data = super(YahooCloseData, self).run(
data,
symbols,
start=datetime(2007, 1, 1),
end=None,
lookback=0):
if not end:
end = datetime.now()
symbols_data = super(YahooCloseData, self).run(
data=data, symbols=symbols, start=start,
end=end, lookback=lookback, source="yahoo")
return symbols_data['Adj Close']
class YahooVolumeData(PandasDataGenerator):
name = 'volume'
def run(self,
data,
symbols,
start=datetime(2007, 1, 1),
end=None,
lookback=0):
if not end:
end = datetime.now()
symbols_data = super(YahooVolumeData, self).run(
data=data, symbols=symbols, start=start,
end=end, lookback=lookback, source="yahoo")
return symbols_data['Volume']
def __init__(self, cache_path=None, data_path=None):
super(PandasDataGenerator, self).__init__(cache_path=cache_path,
data_path=data_path)
from datetime import datetime
from prophet.data import PandasDataGenerator
class YahooData(PandasDataGenerator):
def __init__(self, column, name):
super(YahooData, self).__init__()
self._column = column
self.name = name
def run(self,
data,
symbols,
start=datetime(2007, 1, 1),
end=None,
lookback=0):
if not end:
end = datetime.now()
symbols_data = super(YahooData, self).run(