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parsingData.py
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parsingData.py
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# Author: Fabio Rodrigues Pereira
# E-mail: fabior@uio.no
from helper import getAnAsset, parseIntoTimeBars, parseIntoTickBars
# ########## parsing data
tickers = ['WINJ21', 'WINM21', 'WINQ21', 'WINV21', 'WINZ21', 'WING22']
for ticker in tickers:
# Extracting trades only for ticker
getAnAsset(
ticker=ticker,
in_folder=None,
out_folder=None,
verbose=True
)
# parsing market data for 60min time framed intervals
parsedMinData = parseIntoTimeBars(
ticker=ticker,
candles_periodicity='60min',
in_folder=None,
out_folder=None,
verbose=True
)
# parsing market data for 500k ticks framed intervals
parsedTickDat = parseIntoTickBars(
ticker=ticker,
numTicks=500000,
in_folder=None,
out_folder=None,
verbose=True
)