gistfile1.txt

import requests
import pandas as pd
import pandas_datareader

url = 'https://fintarget.ru/api/strategies/valyutnaya-strategiya'
d1 = requests.get(url).json()

def proc(val):
    res = pd.DataFrame(val)
    res['ts'] = pd.to_datetime(res['t'], unit='ms')
    res = res.set_index('ts')
    res = res[['v', 'vc']]
    return res

ph = proc(d1['response']['history'])
iph = proc(d1['response']['indexHistory'])
ph = ph.join(iph[['v']], how='outer', rsuffix='_idx', sort=True)

rub = pandas_datareader.data.DataReader('USDRUB=X', 'yahoo', ph.index.min(), ph.index.max())['Close']
rub = rub[rub > 30]

voo = pandas_datareader.data.DataReader('VOO', 'yahoo', ph.index.min(), ph.index.max())['Close']

rub_reidx = pd.DataFrame(dict(rub=rub)).reindex(index=voo.index, method='ffill')['rub']
voo_rub = voo * rub_reidx

voo_rub_rel = (voo_rub / voo_rub[0] - 1) * 100
ph = ph.join(pd.DataFrame(dict(voo_rub=voo_rub_rel)), how='outer')

ph = ph.fillna(method='ffill')
ph.plot(figsize=(16, 8))