1 files changed, 73 insertions, 0 deletions
diff --git a/datasets/brent_spot/convert.py b/datasets/brent_spot/convert.py
new file mode 100644
index 0000000..a6fcc20
--- /dev/null
+++ b/datasets/brent_spot/convert.py
@@ -0,0 +1,73 @@
+#!/usr/bin/env python
+# -*- coding: utf-8 -*-
+
+"""
+Dataset conversion script
+
+Author: G.J.J. van den Burg
+
+"""
+
+import argparse
+import clevercsv
+import json
+
+SAMPLE = 10
+
+def date_to_iso(datestr):
+    mm, dd, yyyy = list(map(int, datestr.split("/")))
+    return f"{yyyy}-{mm:02d}-{dd:02d}"
+
+
+def parse_args():
+    parser = argparse.ArgumentParser()
+    parser.add_argument("input_file", help="File to convert")
+    parser.add_argument("output_file", help="File to write to")
+    return parser.parse_args()
+
+
+def main():
+    args = parse_args()
+
+    with open(args.input_file, "r", newline="", encoding="ascii") as fp:
+        reader = clevercsv.reader(
+            fp, delimiter=",", quotechar="", escapechar=""
+        )
+        rows = list(reader)
+
+    rows = rows[5:]
+    rows = list(reversed(rows))
+
+    rows = [r for i, r in enumerate(rows) if i % SAMPLE == 0]
+
+    idx2000 = next((i for i, x in enumerate(rows) if x[0].endswith("2000")))
+    rows = rows[idx2000:]
+
+    name = "brent_spot"
+    longname = "Brent Spot Price"
+    time = [date_to_iso(r[0]) for r in rows]
+    time_fmt = "%Y-%m-%d"
+    values = [float(r[1]) for r in rows]
+
+    series = [{"label": "Dollars/Barrel", "type": "float", "raw": values}]
+
+    data = {
+        "name": name,
+        "longname": longname,
+        "n_obs": len(time),
+        "n_dim": len(series),
+        "time": {
+            "type": "string",
+            "format": time_fmt,
+            "index": list(range(len(time))),
+            "raw": time,
+        },
+        "series": series,
+    }
+
+    with open(args.output_file, "w") as fp:
+        json.dump(data, fp, indent="\t")
+
+
+if __name__ == "__main__":
+    main()