1 files changed, 86 insertions, 0 deletions
diff --git a/datasets/usd_isk/convert.py b/datasets/usd_isk/convert.py
new file mode 100644
index 0000000..e33c203
--- /dev/null
+++ b/datasets/usd_isk/convert.py
@@ -0,0 +1,86 @@
+#!/usr/bin/env python
+# -*- coding: utf-8 -*-
+
+"""
+
+Author: Gertjan van den Burg
+
+"""
+
+import clevercsv
+import json
+import sys
+
+
+def format_month(ymm):
+    year, month = ymm.split("M")
+    return f"{year}-{month}"
+
+
+def main(input_filename, output_filename):
+    with open(input_filename, "r", newline="", encoding="ascii") as fp:
+        reader = clevercsv.DictReader(
+            fp, delimiter=",", quotechar='"', escapechar=""
+        )
+        rows = list(reader)
+
+    by_currency = {}
+    for row in rows:
+        cur = row["CURRENCY"]
+        if not cur in by_currency:
+            by_currency[cur] = []
+        by_currency[cur].append(row)
+
+    by_month = {}
+    for cur in by_currency:
+        for item in by_currency[cur]:
+            if item["Value"] == ":":
+                continue
+            month = item["TIME"]
+            if not month in by_month:
+                by_month[month] = {}
+            by_month[month][cur] = item
+
+    to_delete = []
+    for month in by_month:
+        if not len(by_month[month]) == 2:
+            to_delete.append(month)
+    for month in to_delete:
+        del by_month[month]
+
+    ratio = {}
+    for month in sorted(by_month.keys()):
+        usd = by_month[month]["US dollar"]
+        isk = by_month[month]["Icelandic krona"]
+        ratio[format_month(month)] = float(usd["Value"]) / float(isk["Value"])
+
+    tuples = [(m, ratio[m]) for m in ratio]
+
+    name = "usd_isk"
+    longname = "USD-ISK exhange rate"
+
+    data = {
+        "name": name,
+        "longname": longname,
+        "n_obs": len(tuples),
+        "n_dim": 1,
+        "time": {
+            "format": "%Y-%m",
+            "index": list(range(len(tuples))),
+            "raw": [t[0] for t in tuples],
+        },
+        "series": [
+            {
+                "label": "Exchange rate",
+                "type": "float",
+                "raw": [t[1] for t in tuples],
+            }
+        ],
+    }
+
+    with open(output_filename, "w") as fp:
+        json.dump(data, fp, indent="\t")
+
+
+if __name__ == "__main__":
+    main(sys.argv[1], sys.argv[2])