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dist: xenial | |
language: python | |
python: | |
- "3.7.1" | |
install: | |
- pip install -r requirements.txt | |
- pip install pandas | |
script: | |
- pytest |
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from setuptools import setup | |
install_requires = [ | |
'pandas>=0.25.0', | |
'numpy>=1.15.4', | |
'functools'] | |
setup(name='misha_math', | |
version='0.0.1', | |
description='test', |
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import pytest | |
from mypackage_two.pandas_math import create_empty_dataframe | |
class TestCreateEmptyDataframe(object): | |
def test_on_create_empty_dataframe(self): | |
actual = len(create_empty_dataframe(['foo', 'bar'], 20)) | |
expected = 20 |
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import pandas as pd | |
import numpy as np | |
def create_empty_dataframe(new_column_list, num_rows): | |
""" | |
Creates a new dataframe filled with zeroes from a specified | |
list and number of rows. | |
Args: | |
new_col_list (object): List of column names. |
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import pandas as pd | |
import numpy as np | |
def create_empty_dataframe(new_column_list, num_rows): | |
""" | |
Creates a new dataframe filled with zeroes from a specified | |
list and number of rows. | |
Args: |
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# put data processing code into function | |
def process_alphavantage_data_create_dow_dummies(raw_data_file): | |
raw_data_file['timestamp'] = pd.to_datetime(raw_data_file['timestamp']) | |
raw_data_file['day_of_week'] = raw_data_file['timestamp'].dt.day_name() | |
dummies = pd.get_dummies(raw_data_file['day_of_week']) | |
raw_data_file.drop(columns=['day_of_week'], inplace=True) | |
raw_data_file = pd.concat([raw_data_file, dummies], axis=1) | |
# we are only interested in running a regression of volume against the dummy | |
# variables for days of the week. Because of this we will drop the remaining | |
# variables before importing it to our processed data folder |
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# Put data collection code into a .py document in the src/d00_utils folder. From there | |
# it can be imported into different jupyter notebooks for easy data | |
def alphavantage_api_csv_download_raw(function, symbol, alpha_vantage_key): | |
function = function | |
symbol = symbol | |
datatype = 'csv' | |
url = f"https://www.alphavantage.co/query?function={function}&symbol={symbol}\ | |
&datatype={datatype}&apikey={ALPHA_VANTAGE_KEY}" | |
return pd.read_csv(url) |
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# save the model | |
filename = '../data/04_models/finalized_model.sav' | |
pickle.dump(model, open(filename, 'wb')) | |
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# import required library | |
from statsmodels.formula.api import ols | |
#Define the Problem | |
outcome = 'volume' | |
x_cols = ['Friday', 'Monday', 'Thursday', 'Tuesday', 'Wednesday'] | |
#Fitting the actual model | |
predictors = '+'.join(x_cols) | |
formula = outcome + "~" + predictors |
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# read new dataframe in from processed data folder | |
msft_model_df = pd.read_csv('../data/03_processed/msft_proc.csv') |
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