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.
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:
- yfimport.py: Tool for data download;
- best.py: Tool for experiments with BEST and TOPK operators (best tuples according to conditional preferences);
- bestseq.py: Tool for experiments with BESTSEQ operator (best sequences according to temporal conditional preferences);
- conseq.py: Tool for experiments with CONSEQ operator (subsequences with consecutive tuples);
- endseq.py: Tool for experiments with ENDSEQ operator (subsequences with last position);
- seq.py: Tool for experiments with SEQ operator (sequence extraction);
The experiments parameters must be updated directly in the source code. Please see the related publications for more information.
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