IEX_data_collect - GitPress.io

Example Python program IEX_data_collect.py

Modules

#import packages for use later in the HMM code
import pandas as pd
import sklearn.mixture as mix
import numpy as np
import scipy.stats as scs
import datetime as dt
import matplotlib as mpl
from matplotlib import cm
import matplotlib.pyplot as plt
from matplotlib.dates import YearLocator, MonthLocator
import seaborn as sns
from iex import Stock

Code

Python example

#import packages for use later in the HMM code

import pandas as pd
import sklearn.mixture as mix

import numpy as np
import scipy.stats as scs

import datetime as dt

import matplotlib as mpl
from matplotlib import cm
import matplotlib.pyplot as plt
from matplotlib.dates import YearLocator, MonthLocator
%matplotlib inline

import seaborn as sns

from iex import Stock

ticker = ["SPY"]
all_historic_data = pd.DataFrame()

for t in ticker:
    ticker_data = Stock(t).chart_table(range="5y")

    ticker_data_clean = ticker_data[["date", "close", "high", "low"]]
    ticker_data_clean["date"] = pd.to_datetime(ticker_data_clean["date"])
    ticker_data_clean.insert(1, "ticker", t)
    ticker_data_clean["return"] = ticker_data_clean["close"].pct_change()

    ticker_data_clean["range"] = (ticker_data_clean["high"]/ticker_data_clean["low"])-1
    del ticker_data_clean["high"]
    del ticker_data_clean["low"]
    ticker_data_clean.dropna(how="any", inplace=True)


    all_historic_data = pd.concat([all_historic_data, ticker_data_clean])

all_historic_data.head()

Useful Links

Articles: https://python-commandments.org/
Python shell: https://bsdnerds.org/learn-python/
Tutorial: https://pythonprogramminglanguage.com/