Data information - Githubissues

Marigold / universal-portfolios

Collection of algorithms for online portfolio selection

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Data information #17

Closed swishderzy closed 6 years ago

swishderzy commented 6 years ago

Hi, It would be great to know about the granularity and time frame of the data, and the transformations done to these stocks prices.

Thank you.

Marigold commented 6 years ago

What data are you referring to?

swishderzy commented 6 years ago

The .pkl data in: universal/data/

Marigold commented 6 years ago

It's daily. Just be aware that it's more than 5 years old.

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The .pkl data in: universal/data/

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swishderzy commented 6 years ago

Can you tell me the time frame of these data (from date to date).
And what kind of transformations you did on these prices (from simple prices values to their actual state), it's clearly absolute prices but how exactly did you compute these absolute prices ?

Marigold commented 6 years ago

I don't remember to be honest. You can do

import pickle
with open('universal/data/djia.pkl', 'r') as f:
    df = pickle.load(f)
df.head()

and check for yourself.