Files
OpenBB/website/content/api/etf/load/_index.md
martinb-bb 7fd72d9ee1 Forecasting Menu [Work in Progress] (#1933)
* Gave forecasting memory

* Fixed scripts, refactored

* FIxed poetry lock

* edge case check for forecast target

* Improved combine and load functionality

* Cleaned up translations

* Fixed issue with covariates

* Fixed issue checking covariates

* Another covariates check fix

* Ignored regr and linregr warnings

* Fixed covariate issues

* switched from forecasting to forecast

* Finished transition to forecast

* Can add entire dataset with one command

* Improved combine description

* Removed naming covariates

* Created new installation

* typo

* Make plot show dates if available

* Added better handling or users without the menu

* Removed unused file

* Fix

* Better handling for nontraditional datasets

* Fixed black and pylint

* Fixed tests

* Added darts install to main tests

* Working on darts with CI

* Added back test file

* Made large tables print better

* naive baseline

* typo

* Finished naive

* no dollar on prediction

* fixed positive MAPE bug

* quick refactoring

* Fixed two different args for same thing

* added extra patience

* linreg mape fix

* info fix

* Refactored API, bumped to Darts 0.21.0

* Added fixes

* Increased verbosity for wrong column

* Updated dependencies

* Hid warnings

* Fixed importing

* Fixed tests

* Fixed ugly seasonal plotting

* Fixed forecast line color

* Switched chart output to blue

* Simplified lambda_price_prediction_color

* fixed residuals

* Chnage

* Removed darts from CI per Chavi

* Added fixes to tests

* Added knnfix

* Fixed issue where n!= o

* Added changes

* Added changes

* Imrpoved forecast dash

* Added Theo notebook

* Added enhancements to dash

* Added notebook

* Added fix for jupyter lab

* Added debug stuff

* Change

* Updated docs

* Fixed formatting

* Fixed formatting

* Removed prints

* Filtered some info

* Added button to run model

* Improved api

* Added secret feautr (no peeking Martin)

* Cleaned code

* Fixed tests

* Added test fixes

* Added fixes

* Fixes

* FIxes for pres

* Remove bad tests

* Removed knn

* Fixed issues with removing mc

* doc for conda

* Added forecast improvements

* Added streamlit support

* Fixed issues

* fix expo with streamlit due to quantile()

* fixed performance issues with streamlit for now..

* clean up historical forecast with new trainer

* quick fix for regression trainer params

* Added fixes

* quick fix for other fix for regression trainer params

* table formatting for timestamp

* potential fix for inf in feature engineered datasets

* Basic working in new format

* dw

* Trying

* Fixed issues

* Improved graphing

* fixing trainer for LR and formatting

* doge and linting

* page break

* automatic cleaning of datasets

* automatic cleaning of datasets- fix

* Fixed forecast dates

* Made dashboard prettier

* Added fixes

* Added fixes

* Added options

* Fixed error

* remove caching

* adding in spinner

* Added vairable n_predict in streamlit

* Added mypy fix

* renaming and range change

* new index for n predict

* check positive float for window size

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* renaming

* reorg files

* Update _index.md

* hidden which command for versions

* Update _index.md

* Update _index.md

* which: ns parser

* hugo for: which

* hugo for: forecasting fix

* formatting black

* update stock controller test

* Lay groundwork for better residual plotting

* improved delete to allow for periods in title

* improved automatic cleaning of inf

* Added new API

* Added new API

* Added new API

* formatting for black

* Updated our testing CI

* Reverted changes

* Added forecast docs

* Fixed mypy issues

* Fixes tests

* Did some refactoring, added a report

* new api in streamlit

* Added integrated tests

* Update _index.md

* improved loading in custom dataset

* menu spacing

* installer fixes

* Added docs fixes

* Adding comments to test if commit working

* Fixed report

* naming conventions

* formatting

* removing unused var

* Made last report imporvements

* Update README.md

* Added fix

* Switched to warning

* Added fixes

* Added fixes

* Added fixes

* Added fixes

* Update economy av view test

* Remove forgotten print statement

* Update depencencies

* Added verbosity to pytest

* Added fixes

* Fixed pylint

* Fixed actions checkout

* Added fixes

Co-authored-by: colin99d <colin99delahunty@gmail.com>
Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>
Co-authored-by: James Simmons <simmonsj330@gmail.com>
Co-authored-by: minhhoang1023 <40023817+minhhoang1023@users.noreply.github.com>
Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com>
2022-10-08 14:54:43 +02:00

2.5 KiB
Vendored
Raw Blame History

Get underlying data

etf.load(symbol: str, start_date: datetime.datetime = None, interval: int = 1440, end_date: datetime.datetime = None, prepost: bool = False, source: str = 'YahooFinance', iexrange: str = 'ytd', weekly: bool = False, monthly: bool = False)

Load a symbol to perform analysis using the string above as a template.

Optional arguments and their descriptions are listed above.

The default source is, yFinance (https://pypi.org/project/yfinance/).
Other sources:
        -   AlphaVantage (https://www.alphavantage.co/documentation/)
        -   IEX Cloud (https://iexcloud.io/docs/api/)
        -   Eod Historical Data (https://eodhistoricaldata.com/financial-apis/)

Please note that certain analytical features are exclusive to the specific source.

To load a symbol from an exchange outside of the NYSE/NASDAQ default, use yFinance as the source and
add the corresponding exchange to the end of the symbol. i.e. ‘BNS.TO’.  Note this may be possible with
other paid sources check their docs.

BNS is a dual-listed stock, there are separate options chains and order books for each listing.
Opportunities for arbitrage may arise from momentary pricing discrepancies between listings
with a dynamic exchange rate as a second order opportunity in ForEx spreads.

Find the full list of supported exchanges here:
https://help.yahoo.com/kb/exchanges-data-providers-yahoo-finance-sln2310.html

Certain analytical features, such as VWAP, require the ticker to be loaded as intraday
using the ‘-i x’ argument.  When encountering this error, simply reload the symbol using
the interval argument. i.e. ‘load -t BNS -s YYYY-MM-DD -i 1 -p’ loads one-minute intervals,
including Pre/After Market data, using the default source, yFinance.

Certain features, such as the Prediction menu, require the symbol to be loaded as daily and not intraday.

Parameters
----------
symbol: str
    Ticker to get data
start_date: datetime
    Start date to get data from with
interval: int
    Interval (in minutes) to get data 1, 5, 15, 30, 60 or 1440
end_date: datetime
    End date to get data from with
prepost: bool
    Pre and After hours data
source: str
    Source of data extracted
iexrange: str
    Timeframe to get IEX data.
weekly: bool
    Flag to get weekly data
monthly: bool
    Flag to get monthly data

Returns
-------
df_stock_candidate: pd.DataFrame
    Dataframe of data