#!/usr/bin/env python # -*- coding: utf-8 -*- """ Collect the ratner_stock dataset. See the README file for more information. 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 = "db7406dc7d4eb480d73b4fe6c4bb00be" MD5_JSON = "f7086ff916f35b88463bf8fd1857815e" SAMPLE = 3 NAME_CSV = "SIG.csv" NAME_JSON = "ratner_stock.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): sig = yfinance.download( "SIG", start="1988-07-14", end="1995-08-23", progress=False, rounding=False, ) sig.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.reader( fp, delimiter=",", quotechar="", escapechar="" ) rows = list(reader) header = rows.pop(0) rows = [r for i, r in enumerate(rows) if i % SAMPLE == 0] # take the first 600 rows rows = rows[:600] name = "ratner_stock" longname = "Ratner Group Stock Price" time = [r[0] for r in rows] time_fmt = "%Y-%m-%d" values = [float(r[4]) for r in rows] series = [{"label": "Close Price", "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(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()