fbprophet_get_data.py

def getData(ticker, window, ma_period):
    """
    Grabs price data from a given ticker. Retrieves prices based on the given time window; from now
    to N days ago.  Sets the moving average period for prediction. Returns a preprocessed DF
    formatted for FB Prophet.
    """
    # Time periods
    now = datetime.now()

    # How far back to retrieve tweets
    ago = now - timedelta(days=window)

    # Designating the Ticker
    crypto = yf.Ticker(ticker)

    # Getting price history
    df = crypto.history(start=ago.strftime("%Y-%m-%d"), end=now.strftime("%Y-%m-%d"), interval="1d")
    
    # Handling missing data from yahoo finance
    df = df.reindex(
        [df.index.min()+pd.offsets.Day(i) for i in range(df.shape[0])],
        fill_value=None
    ).fillna(method='ffill')
    
    # Getting the N Day Moving Average and rounding the values
    df['MA'] = df[['Open']].rolling(window=ma_period).mean().apply(lambda x: round(x, 2))

    # Dropping the NaNs
    df.dropna(inplace=True)

    # Formatted for FB Prophet
    df = df.reset_index().rename(columns={"Date": "ds", "MA": "y"})
    
    return df