View on GitHub

YFImport

Tool to import Yahoo Finance data to StremPref DSMS

Download this project as a .zip file Download this project as a tar.gz file

Table of Contents

Introduction

YFImport is a tool to import Yahoo Finance data for experiments with StreamPref Data Stream Management System (DSMS) prototype. YFImport is composed by a downloading tool and auxiliary tools to generated StreamPref environments for the execution of experiments.

Tools

The YFImport is composed by individual tools for downloading of data and for execution of experiments with StreamPref DSMS prototype. The tools are the following:

The experiments parameters must be updated directly in the source code. Please see the related publications for more information.

Command Line

Command line for yfimport.py tool:

yfimport.py [-h] [-s START] [-e END] [-x EXCHANGE]
  -h, --help
		show the help message and exit
  -s START, --start START
		Start date yyyy-mm-dd(default: 365 days before end date)
  -e END, --end END
		End date yyyy-mm-dd(default: system current date)
  -x EXCHANGE, --exchange EXCHANGE
        	Filter by an exchange