Skip to content

Instantly share code, notes, and snippets.

Created June 22, 2015 14:51
  • Star 0 You must be signed in to star a gist
  • Fork 1 You must be signed in to fork a gist
Star You must be signed in to star a gist
Save anonymous/823d81c1ed068ad03ae6 to your computer and use it in GitHub Desktop.
Quandl Downloader
def get_quandl_data(quandl_data_set_name, quandl_settings):
"""
This method retrieves the quandl data set given the settings specified in the quandl_settings object. For more
information about these settings see documentation from the QuandlSettings class
"""
quandl_data_set = get(quandl_data_set_name, rows=quandl_settings.rows, returns="numpy",
transformation=quandl_settings.transformation,
sort_order=quandl_settings.order, collapse=quandl_settings.frequency)
print(quandl_data_set)
quandl_dates = np.arange(1, quandl_settings.rows + 1, 1)
quandl_prices = []
# TODO: find a better way to extract some column, X, from numpy matrix of tuples (w, x, y, z)
for i in range(quandl_data_set.size):
quandl_prices.append(quandl_data_set[quandl_settings.rows - (i + 1)][quandl_settings.column] / 100)
return quandl_dates, quandl_prices
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment