mirror of
https://github.com/norandom/trading_analysis.git
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adapted copper data COT export
This commit is contained in:
Marius Ciepluch
parent
2d998d29f0
commit
8a8e0cd835
5913
Data_COPPER_2024-03-18.csv
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5913
Data_COPPER_2024-03-18.csv
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@ -14,12 +14,12 @@
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@ -32,12 +32,12 @@
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@ -53,14 +53,294 @@
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"hist.replace({'Volume': {0: pd.NA}, 'Open': {0: pd.NA}}, inplace=True)\n",
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"hist.replace(0, np.nan, inplace=True) # Replace 0 with NaN\n",
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"\n",
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"columns = ['Open', 'High', 'Low', 'Close', 'Volume']\n",
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"\n",
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"hist.to_csv(f'./Data_COPPER.csv')"
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"columns = ['Open', 'High', 'Low', 'Close', 'Volume']"
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]
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" <thead>\n",
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" <tr style=\"text-align: right;\">\n",
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" <th></th>\n",
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" <th>Open</th>\n",
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" <th>High</th>\n",
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" <th>Low</th>\n",
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" <th>Close</th>\n",
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" <th>Volume</th>\n",
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" <th>Dividends</th>\n",
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" <th>Stock Splits</th>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>Date</th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th>2000-08-30 00:00:00-04:00</th>\n",
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" <td>0.879</td>\n",
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" <td>0.887</td>\n",
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" <td>0.8770</td>\n",
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" <td>0.8850</td>\n",
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" <td>2886</td>\n",
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" <td>NaN</td>\n",
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" <td>NaN</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2000-08-31 00:00:00-04:00</th>\n",
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" <td>0.885</td>\n",
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" <td>0.888</td>\n",
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" <td>0.8800</td>\n",
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" <td>0.8850</td>\n",
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" <td>1095</td>\n",
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" <td>NaN</td>\n",
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" <td>NaN</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2000-09-01 00:00:00-04:00</th>\n",
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" <td>0.878</td>\n",
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" <td>0.889</td>\n",
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" <td>0.8780</td>\n",
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" <td>0.8890</td>\n",
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" <td>3449</td>\n",
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" <td>NaN</td>\n",
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" <td>NaN</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2000-09-05 00:00:00-04:00</th>\n",
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" <td>0.896</td>\n",
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" <td>0.907</td>\n",
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" <td>0.8950</td>\n",
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" <td>0.9060</td>\n",
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" <td>1397</td>\n",
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" <td>NaN</td>\n",
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" <td>NaN</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2000-09-06 00:00:00-04:00</th>\n",
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" <td>0.905</td>\n",
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" <td>0.906</td>\n",
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" <td>0.8975</td>\n",
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" <td>0.9015</td>\n",
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" <td>1195</td>\n",
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" <td>NaN</td>\n",
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" <td>NaN</td>\n",
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" </tr>\n",
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" </tbody>\n",
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"</table>\n",
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"</div>"
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],
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"text/plain": [
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" Open High Low Close Volume Dividends \\\n",
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"Date \n",
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"2000-08-30 00:00:00-04:00 0.879 0.887 0.8770 0.8850 2886 NaN \n",
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"2000-08-31 00:00:00-04:00 0.885 0.888 0.8800 0.8850 1095 NaN \n",
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"2000-09-01 00:00:00-04:00 0.878 0.889 0.8780 0.8890 3449 NaN \n",
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"2000-09-05 00:00:00-04:00 0.896 0.907 0.8950 0.9060 1397 NaN \n",
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"2000-09-06 00:00:00-04:00 0.905 0.906 0.8975 0.9015 1195 NaN \n",
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"\n",
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" Stock Splits \n",
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"Date \n",
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"2000-08-30 00:00:00-04:00 NaN \n",
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"2000-08-31 00:00:00-04:00 NaN \n",
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"2000-09-01 00:00:00-04:00 NaN \n",
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"2000-09-05 00:00:00-04:00 NaN \n",
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"2000-09-06 00:00:00-04:00 NaN "
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]
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"execution_count": 9,
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"source": [
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"hist.head()"
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"id": "6da84391ad0032f6",
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" <th>Open</th>\n",
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" <th>High</th>\n",
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" <th>Low</th>\n",
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" <th>Close</th>\n",
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" <th>Volume</th>\n",
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" <th>Dividends</th>\n",
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" <th>Stock Splits</th>\n",
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" <th>2000-08-30</th>\n",
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" <td>0.879</td>\n",
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" <td>0.887</td>\n",
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" <td>0.8770</td>\n",
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" <td>0.8850</td>\n",
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" <td>2886</td>\n",
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" <td>NaN</td>\n",
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" <td>NaN</td>\n",
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" <tr>\n",
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" <th>2000-08-31</th>\n",
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" <td>0.885</td>\n",
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" <td>0.888</td>\n",
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" <td>0.8800</td>\n",
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" <td>0.8850</td>\n",
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" <td>0.878</td>\n",
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" <td>0.8780</td>\n",
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" <th>2000-09-05</th>\n",
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" <td>0.896</td>\n",
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" <td>0.907</td>\n",
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" <td>0.8950</td>\n",
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" <td>0.9060</td>\n",
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" <th>2000-09-06</th>\n",
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" <td>0.905</td>\n",
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" <td>0.906</td>\n",
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" <td>0.8975</td>\n",
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" <td>0.9015</td>\n",
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" <td>1195</td>\n",
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" <td>NaN</td>\n",
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" <td>NaN</td>\n",
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"text/plain": [
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" Open High Low Close Volume Dividends Stock Splits\n",
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"2000-08-30 0.879 0.887 0.8770 0.8850 2886 NaN NaN\n",
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"2000-08-31 0.885 0.888 0.8800 0.8850 1095 NaN NaN\n",
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"2000-09-01 0.878 0.889 0.8780 0.8890 3449 NaN NaN\n",
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"2000-09-05 0.896 0.907 0.8950 0.9060 1397 NaN NaN\n",
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"2000-09-06 0.905 0.906 0.8975 0.9015 1195 NaN NaN"
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],
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"source": [
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"# Convert the index to datetime if it's not already\n",
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"hist.index = pd.to_datetime(hist.index)\n",
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"\n",
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"# Strip the time and timezone, keeping only the date for the index\n",
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"hist.index = hist.index.date\n",
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"\n",
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"hist.head()"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 15,
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"id": "46d35140195ce652",
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"end_time": "2024-03-18T09:41:02.403056Z",
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"start_time": "2024-03-18T09:41:02.371704Z"
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},
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"collapsed": false
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"outputs": [],
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"source": [
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"from datetime import datetime\n",
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"\n",
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"# Get the current date in 'YYYY-MM-DD' format\n",
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"current_date = datetime.now().strftime('%Y-%m-%d')\n",
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"\n",
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"# Create the file name with the current date\n",
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"file_name = f'./Data_COPPER_{current_date}.csv'\n",
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"\n",
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"hist = hist.round(3)\n",
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"\n",
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"# Save the DataFrame to CSV with the dynamic file name\n",
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"hist[[\"High\", \"Low\", \"Close\"]].to_csv(file_name)"
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]
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},
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