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Created June 22, 2015 14:51
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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",
sort_order=quandl_settings.order, collapse=quandl_settings.frequency)
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
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