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quantra-go-algo/import_gpbusd_data.py

Last active May 21, 2025 23:39
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import_gpbusd_data.py
# Download the GBPUSD data from 2003 to 2013
data = yf.download('GBPUSD=X', start='2003-12-01', end='2023-10-06', auto_adjust=True, group_by='ticker')['GBPUSD=X']
# Compute the log returns
data['returns'] = np.log(data['Close']/data['Close'].shift(1))
# Print the data
data
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