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tzhangwps / Recession-Predictor

Project description: https://medium.com/p/recession-prediction-using-machine-learning-de6eee16ca94?source=email-2adc3d3cd2ed--writer.postDistributed&sk=2f1dab9738769f9658634e61576a08bd
MIT License
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Yahoo finance s&p 500 fix (february 2021) #4

Closed tzhangwps closed 3 years ago

tzhangwps commented 3 years ago

For some reason Yahoo Finance is no longer providing monthly S&P 500 data prior to January 1985. So we need to retrieve all S&P 500 data prior to January 1985 from a previous run of the code.

Changes

  1. Added SP500_pre-cutoff_data.json (contains S&P data prior to 1985) to /data/raw/
  2. Updated RecessionPredictor_paths.py to add the path to SP500_pre-cutoff_data.json
  3. Added yahoo_data_sp500_fix() to make_dataset.py in /src/data/ to add data prior to January 1985 to the most recent Yahoo Finance pull.