crypto.ipynb

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   "id": "db99480b-2b2b-402a-bc27-a6d40dba63a1",
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   "source": [
    "from datetime import datetime, timezone, timedelta\n",
    "import requests\n",
    "import pandas as pd\n",
    "import pandas_datareader as pdr"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "27ad3310-f9ba-4d3f-83cf-1aa72efaa6b0",
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   "source": [
    "# Get the symbols\n",
    "\n",
    "\n",
    "LIMIT = 100  # <= 9999\n",
    "\n",
    "url = f\"https://api.coinmarketcap.com/data-api/v3/cryptocurrency/listing?start=&limit={LIMIT}&sortBy=market_cap&sortType=desc&convert=USD&cryptoType=all&tagType=all&audited=false\"\n",
    "\n",
    "r = requests.get(url)\n",
    "\n",
    "data = r.json().get('data', [])\n",
    "\n",
    "symbols = [coin['symbol'] for coin in data['cryptoCurrencyList']]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "84a90f8d-364d-42f3-9631-7067023755a4",
   "metadata": {},
   "outputs": [],
   "source": [
    "# Fetch the daily historical price data for the symbols\n",
    "\n",
    "\n",
    "today = datetime.today()\n",
    "\n",
    "DATE_FIRST, DATE_LAST = today - timedelta(weeks=260), today\n",
    "\n",
    "dfs = []\n",
    "failed = []\n",
    "\n",
    "for symbol in symbols:\n",
    "    try:\n",
    "        df = pdr.DataReader(\n",
    "            f\"{symbol}-USD\", \n",
    "            'yahoo', \n",
    "            DATE_FIRST,\n",
    "            DATE_LAST\n",
    "        )\n",
    "    except KeyError:\n",
    "        failed.append(symbol)\n",
    "        continue\n",
    "    print(symbol, len(df))\n",
    "    df['Symbol'] = symbol\n",
    "    dfs.append(df)\n",
    "\n",
    "df = pd.concat(dfs)\n",
    "df.reset_index(inplace=True)\n",
    "df.set_index(['Symbol', 'Date'], inplace=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "id": "9959c377-d94c-4bd2-8819-a41074946de4",
   "metadata": {},
   "outputs": [],
   "source": [
    "# Write to CSV\n",
    "\n",
    "\n",
    "df.to_csv(f\"crypto-top{LIMIT}.csv\")"
   ]
  }
 ],
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