1 files changed, 171 insertions, 0 deletions
diff --git a/datasets/apple/get_apple.py b/datasets/apple/get_apple.py
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+#!/usr/bin/env python
+# -*- coding: utf-8 -*-
+
+"""
+Collect the apple dataset.
+
+This script uses the yfinance package to download the data from Yahoo Finance 
+and subsequently reformats it to a JSON file that adheres to our dataset 
+schema. See the README file for more information on the dataset.
+
+Author: G.J.J. van den Burg
+License: This file is part of TCPD, see the top-level LICENSE file.
+Copyright: 2019, The Alan Turing Institute
+
+"""
+
+
+import argparse
+import clevercsv
+import hashlib
+import json
+import os
+import yfinance
+
+from functools import wraps
+
+MD5_CSV = "9021c03bb9fea3f16ecc812d77926168"
+MD5_JSON = "22edb48471bd3711f7a6e15de6413643"
+
+SAMPLE = 3
+
+NAME_CSV = "AAPL.csv"
+NAME_JSON = "apple.json"
+
+
+class ValidationError(Exception):
+    def __init__(self, filename):
+        self.message = (
+            "Validating the file '%s' failed. \n"
+            "Please raise an issue on the GitHub page for this project \n"
+            "if the error persists." % filename
+        )
+
+
+def check_md5sum(filename, checksum):
+    with open(filename, "rb") as fp:
+        data = fp.read()
+    h = hashlib.md5(data).hexdigest()
+    return h == checksum
+
+
+def validate(checksum):
+    """Decorator that validates the target file."""
+
+    def validate_decorator(func):
+        @wraps(func)
+        def wrapper(*args, **kwargs):
+            target = kwargs.get("target_path", None)
+            if os.path.exists(target) and check_md5sum(target, checksum):
+                return
+            out = func(*args, **kwargs)
+            if not os.path.exists(target):
+                raise FileNotFoundError("Target file expected at: %s" % target)
+            if not check_md5sum(target, checksum):
+                raise ValidationError(target)
+            return out
+
+        return wrapper
+
+    return validate_decorator
+
+
+def write_csv(target_path=None):
+    aapl = yfinance.download(
+        "AAPL",
+        start="1996-12-12",
+        end="2004-05-15",
+        progress=False,
+        rounding=False,
+    )
+    aapl.round(6).to_csv(target_path, float_format="%.6f")
+
+
+@validate(MD5_JSON)
+def write_json(csv_path, target_path=None):
+    with open(csv_path, "r", newline="", encoding="ascii") as fp:
+        reader = clevercsv.DictReader(
+            fp, delimiter=",", quotechar="", escapechar=""
+        )
+        rows = list(reader)
+
+    # offset to ensure drop is visible in sampled series
+    rows = rows[1:]
+
+    if SAMPLE:
+        rows = [r for i, r in enumerate(rows) if i % SAMPLE == 0]
+
+    time = [r["Date"] for r in rows]
+    close = [float(r["Close"]) for r in rows]
+    volume = [int(r["Volume"]) for r in rows]
+
+    name = "apple"
+    longname = "Apple Stock"
+    time_fmt = "%Y-%m-%d"
+
+    series = [
+        {"label": "Close", "type": "float", "raw": close},
+        {"label": "Volume", "type": "int", "raw": volume},
+    ]
+
+    data = {
+        "name": name,
+        "longname": longname,
+        "n_obs": len(time),
+        "n_dim": len(series),
+        "time": {
+            "type": "string",
+            "format": time_fmt,
+            "index": list(range(0, len(time))),
+            "raw": time,
+        },
+        "series": series,
+    }
+
+    with open(target_path, "w") as fp:
+        json.dump(data, fp, indent="\t")
+
+
+def collect(output_dir="."):
+    csv_path = os.path.join(output_dir, NAME_CSV)
+    json_path = os.path.join(output_dir, NAME_JSON)
+
+    write_csv(target_path=csv_path)
+    write_json(csv_path, target_path=json_path)
+
+
+def clean(output_dir="."):
+    csv_path = os.path.join(output_dir, NAME_CSV)
+    json_path = os.path.join(output_dir, NAME_JSON)
+
+    if os.path.exists(csv_path):
+        os.unlink(csv_path)
+    if os.path.exists(json_path):
+        os.unlink(json_path)
+
+
+def parse_args():
+    parser = argparse.ArgumentParser()
+    parser.add_argument(
+        "-o", "--output-dir", help="output directory to use", default="."
+    )
+    parser.add_argument(
+        "action",
+        choices=["collect", "clean"],
+        help="Action to perform",
+        default="collect",
+        nargs="?",
+    )
+    return parser.parse_args()
+
+
+def main(output_dir="."):
+    args = parse_args()
+    if args.action == "collect":
+        collect(output_dir=args.output_dir)
+    elif args.action == "clean":
+        clean(output_dir=args.output_dir)
+
+
+if __name__ == "__main__":
+    main()